| 2023-12-31 | Rank |
| Total securities | $100,378,000 | 1,702 |
| U.S. Government securities | $90,110,000 | 1,261 |
| U.S. Treasury securities | $54,762,000 | 427 |
| U.S. Government agency obligations | $35,348,000 | 1,988 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $10,268,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $10,268,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $90,110,000 | 968 |
| Mortgage-backed securities | $45,616,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,940,000 | 1,086 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,408,000 | 2,041 |
| Privately issued | $10,268,000 | 218 |
| 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) | $97,718,000 | 386 |
| Available-for-sale securities (fair market value) | $2,660,000 | 4,076 |
| Total debt securities | $100,379,000 | 1,687 |
| 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 | $101,002,000 | 1,688 |
| U.S. Government securities | $90,049,000 | 1,248 |
| U.S. Treasury securities | $54,645,000 | 443 |
| U.S. Government agency obligations | $35,404,000 | 1,971 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $10,952,000 | 968 |
| Privately issued residential mortgage-backed securities | $10,952,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $90,049,000 | 947 |
| Mortgage-backed securities | $46,356,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,940,000 | 1,076 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 1,993 |
| Privately issued | $10,952,000 | 199 |
| 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) | $98,299,000 | 396 |
| Available-for-sale securities (fair market value) | $2,703,000 | 4,084 |
| Total debt securities | $101,001,000 | 1,675 |
| 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 | $111,837,000 | 1,620 |
| U.S. Government securities | $100,026,000 | 1,195 |
| U.S. Treasury securities | $64,514,000 | 397 |
| U.S. Government agency obligations | $35,512,000 | 2,014 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $11,811,000 | 933 |
| Privately issued residential mortgage-backed securities | $11,811,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $110,278,000 | 807 |
| Mortgage-backed securities | $47,323,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,983,000 | 1,109 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,529,000 | 1,985 |
| Privately issued | $11,811,000 | 195 |
| 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) | $109,004,000 | 368 |
| Available-for-sale securities (fair market value) | $2,833,000 | 4,108 |
| Total debt securities | $111,837,000 | 1,603 |
| 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 | $112,495,000 | 1,666 |
| U.S. Government securities | $99,894,000 | 1,262 |
| U.S. Treasury securities | $64,357,000 | 414 |
| U.S. Government agency obligations | $35,537,000 | 2,011 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $12,600,000 | 949 |
| Privately issued residential mortgage-backed securities | $12,600,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $110,880,000 | 743 |
| Mortgage-backed securities | $48,137,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,932,000 | 1,153 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,605,000 | 2,003 |
| Privately issued | $12,600,000 | 196 |
| 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) | $109,567,000 | 378 |
| Available-for-sale securities (fair market value) | $2,927,000 | 4,171 |
| Total debt securities | $112,494,000 | 1,652 |
| 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 | $107,521,000 | 1,741 |
| U.S. Government securities | $99,439,000 | 1,274 |
| U.S. Treasury securities | $64,202,000 | 446 |
| U.S. Government agency obligations | $35,237,000 | 2,035 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $8,082,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $8,082,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $97,917,000 | 761 |
| Mortgage-backed securities | $43,319,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,582,000 | 1,178 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 2,006 |
| Privately issued | $8,082,000 | 236 |
| 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) | $104,504,000 | 394 |
| Available-for-sale securities (fair market value) | $3,017,000 | 4,192 |
| Total debt securities | $107,521,000 | 1,727 |
| 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 | $84,715,000 | 2,047 |
| U.S. Government securities | $84,573,000 | 1,449 |
| U.S. Treasury securities | $49,488,000 | 568 |
| U.S. Government agency obligations | $35,085,000 | 2,052 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $142,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $142,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,984,000 | 822 |
| Mortgage-backed securities | $35,227,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,341,000 | 1,185 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 1,994 |
| Privately issued | $142,000 | 458 |
| 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) | $81,595,000 | 446 |
| Available-for-sale securities (fair market value) | $3,120,000 | 4,228 |
| Total debt securities | $84,716,000 | 2,034 |
| 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 | $74,734,000 | 2,240 |
| U.S. Government securities | $74,589,000 | 1,583 |
| U.S. Treasury securities | $39,566,000 | 668 |
| U.S. Government agency obligations | $35,023,000 | 2,088 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $146,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $146,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,953,000 | 892 |
| Mortgage-backed securities | $35,169,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $33,501,000 | 1,244 |
| Issued or guaranteed by U.S. | $33,501,000 | 1,219 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,668,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,522,000 | 2,092 |
| Privately issued | $146,000 | 459 |
| 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) | $71,513,000 | 433 |
| Available-for-sale securities (fair market value) | $3,222,000 | 4,261 |
| Total debt securities | $74,734,000 | 2,226 |
| 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 | $18,208,000 | 3,814 |
| U.S. Government securities | $18,055,000 | 3,195 |
| U.S. Treasury securities | $14,715,000 | 1,150 |
| U.S. Government agency obligations | $3,340,000 | 3,933 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $155,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $155,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,334,000 | 2,217 |
| Mortgage-backed securities | $3,495,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $129,000 | 3,773 |
| Issued or guaranteed by U.S. | $129,000 | 3,708 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,366,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,211,000 | 1,767 |
| Privately issued | $155,000 | 439 |
| 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) | $14,715,000 | 770 |
| Available-for-sale securities (fair market value) | $3,494,000 | 4,234 |
| Total debt securities | $18,210,000 | 3,798 |
| 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 | $3,719,000 | 4,460 |
| U.S. Government securities | $3,560,000 | 4,125 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,560,000 | 3,897 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $159,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $159,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,000 | 3,953 |
| Mortgage-backed securities | $3,719,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $146,000 | 3,784 |
| Issued or guaranteed by U.S. | $146,000 | 3,707 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,573,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $3,414,000 | 1,727 |
| Privately issued | $159,000 | 396 |
| 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) | $3,719,000 | 4,239 |
| Total debt securities | $3,720,000 | 4,439 |
| 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 | $2,455,000 | 4,578 |
| U.S. Government securities | $2,292,000 | 4,276 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,292,000 | 4,094 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $163,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $163,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $418,000 | 3,970 |
| Mortgage-backed securities | $2,455,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $162,000 | 3,819 |
| Issued or guaranteed by U.S. | $162,000 | 3,749 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,293,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $2,130,000 | 1,976 |
| Privately issued | $163,000 | 382 |
| 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) | $2,455,000 | 4,344 |
| Total debt securities | $2,454,000 | 4,556 |
| 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 | $2,580,000 | 4,593 |
| U.S. Government securities | $2,416,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,416,000 | 4,104 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $164,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $164,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $458,000 | 3,998 |
| Mortgage-backed securities | $2,580,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $180,000 | 3,828 |
| Issued or guaranteed by U.S. | $180,000 | 3,750 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,400,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 1,923 |
| Privately issued | $164,000 | 374 |
| 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) | $2,580,000 | 4,351 |
| Total debt securities | $2,579,000 | 4,572 |
| 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 | $2,707,000 | 4,567 |
| U.S. Government securities | $2,542,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,542,000 | 4,056 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $165,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $165,000 | 567 |
| 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 | $500,000 | 4,006 |
| Mortgage-backed securities | $2,707,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $200,000 | 3,815 |
| Issued or guaranteed by U.S. | $200,000 | 3,730 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,507,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $2,342,000 | 1,871 |
| Privately issued | $165,000 | 371 |
| 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) | $2,707,000 | 4,326 |
| Total debt securities | $2,707,000 | 4,547 |
| 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 | $2,849,000 | 4,542 |
| U.S. Government securities | $2,687,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,687,000 | 3,979 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $162,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $162,000 | 549 |
| 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 | $554,000 | 4,004 |
| Mortgage-backed securities | $2,849,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $215,000 | 3,801 |
| Issued or guaranteed by U.S. | $215,000 | 3,726 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,634,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 1,875 |
| Privately issued | $162,000 | 364 |
| 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) | $2,849,000 | 4,306 |
| Total debt securities | $2,849,000 | 4,522 |
| 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 | $3,104,000 | 4,536 |
| U.S. Government securities | $2,942,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,942,000 | 3,944 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $162,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $162,000 | 550 |
| 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 | $599,000 | 4,016 |
| Mortgage-backed securities | $3,104,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $235,000 | 3,798 |
| Issued or guaranteed by U.S. | $235,000 | 3,722 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,869,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $2,707,000 | 1,845 |
| Privately issued | $162,000 | 357 |
| 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) | $3,104,000 | 4,299 |
| Total debt securities | $3,104,000 | 4,516 |
| 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 | $3,228,000 | 4,550 |
| U.S. Government securities | $3,069,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,069,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $159,000 | 1,976 |
| Privately issued residential mortgage-backed securities | $159,000 | 534 |
| 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 | $643,000 | 4,053 |
| Mortgage-backed securities | $3,228,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $260,000 | 3,794 |
| Issued or guaranteed by U.S. | $260,000 | 3,721 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,968,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $2,809,000 | 1,863 |
| Privately issued | $159,000 | 344 |
| 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) | $3,228,000 | 4,314 |
| Total debt securities | $3,228,000 | 4,529 |
| 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 | $3,345,000 | 4,578 |
| U.S. Government securities | $3,176,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,176,000 | 3,985 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $169,000 | 1,910 |
| Privately issued residential mortgage-backed securities | $169,000 | 546 |
| 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 | $686,000 | 4,079 |
| Mortgage-backed securities | $3,345,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $274,000 | 3,812 |
| Issued or guaranteed by U.S. | $274,000 | 3,726 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,071,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $2,902,000 | 1,865 |
| Privately issued | $169,000 | 346 |
| 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) | $3,345,000 | 4,336 |
| Total debt securities | $3,344,000 | 4,558 |
| 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 | $3,453,000 | 4,639 |
| U.S. Government securities | $3,280,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,280,000 | 4,052 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $173,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $173,000 | 516 |
| 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 | $724,000 | 4,132 |
| Mortgage-backed securities | $3,453,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $290,000 | 3,820 |
| Issued or guaranteed by U.S. | $290,000 | 3,749 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,163,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,856 |
| Privately issued | $173,000 | 340 |
| 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) | $3,453,000 | 4,399 |
| Total debt securities | $3,453,000 | 4,621 |
| 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 | $3,578,000 | 4,707 |
| U.S. Government securities | $3,404,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,404,000 | 4,115 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $174,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $174,000 | 554 |
| 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 | $766,000 | 4,190 |
| Mortgage-backed securities | $3,578,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $310,000 | 3,847 |
| Issued or guaranteed by U.S. | $310,000 | 3,770 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,268,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 1,858 |
| Privately issued | $174,000 | 335 |
| 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) | $3,578,000 | 4,462 |
| Total debt securities | $3,578,000 | 4,686 |
| 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 | $3,711,000 | 4,758 |
| U.S. Government securities | $3,534,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,534,000 | 4,146 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $177,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $177,000 | 525 |
| 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 | $819,000 | 4,225 |
| Mortgage-backed securities | $3,711,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $329,000 | 3,857 |
| Issued or guaranteed by U.S. | $329,000 | 3,788 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,382,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,205,000 | 1,815 |
| Privately issued | $177,000 | 348 |
| 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) | $3,711,000 | 4,501 |
| Total debt securities | $3,710,000 | 4,738 |
| 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 | $3,821,000 | 4,803 |
| U.S. Government securities | $3,646,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,646,000 | 4,192 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $175,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $175,000 | 538 |
| 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 | $864,000 | 4,255 |
| Mortgage-backed securities | $3,821,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $345,000 | 3,881 |
| Issued or guaranteed by U.S. | $345,000 | 3,801 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,476,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 1,812 |
| Privately issued | $175,000 | 361 |
| 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) | $3,821,000 | 4,534 |
| Total debt securities | $3,821,000 | 4,783 |
| 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 | $3,928,000 | 4,836 |
| U.S. Government securities | $3,755,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,755,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $173,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $173,000 | 504 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $3,928,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $358,000 | 3,906 |
| Issued or guaranteed by U.S. | $358,000 | 3,839 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,570,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $3,397,000 | 1,787 |
| Privately issued | $173,000 | 356 |
| 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) | $3,928,000 | 4,568 |
| Total debt securities | $3,928,000 | 4,818 |
| 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 | $4,272,000 | 4,862 |
| U.S. Government securities | $3,910,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,910,000 | 4,259 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $362,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $362,000 | 394 |
| 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 | $956,000 | 4,343 |
| Mortgage-backed securities | $4,272,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $377,000 | 3,946 |
| Issued or guaranteed by U.S. | $377,000 | 3,920 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,895,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $3,533,000 | 1,728 |
| Privately issued | $362,000 | 317 |
| 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) | $4,272,000 | 4,591 |
| Total debt securities | $4,271,000 | 4,842 |
| 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 | $4,450,000 | 4,911 |
| U.S. Government securities | $4,078,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,078,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $372,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $372,000 | 638 |
| 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 | $1,019,000 | 4,331 |
| Mortgage-backed securities | $4,450,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $400,000 | 3,983 |
| Issued or guaranteed by U.S. | $400,000 | 3,832 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,050,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,678,000 | 1,728 |
| Privately issued | $372,000 | 330 |
| 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) | $4,450,000 | 4,637 |
| Total debt securities | $4,450,000 | 4,891 |
| 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 | $4,645,000 | 4,948 |
| U.S. Government securities | $4,256,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,256,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $389,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $389,000 | 366 |
| 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 | $1,091,000 | 4,378 |
| Mortgage-backed securities | $4,645,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $426,000 | 4,013 |
| Issued or guaranteed by U.S. | $426,000 | 4,006 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,219,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $3,830,000 | 1,689 |
| Privately issued | $389,000 | 340 |
| 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) | $4,645,000 | 4,671 |
| Total debt securities | $4,646,000 | 4,928 |
| 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 | $4,870,000 | 4,996 |
| U.S. Government securities | $4,435,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,435,000 | 4,365 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $435,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $435,000 | 358 |
| 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 | $1,158,000 | 4,431 |
| Mortgage-backed securities | $4,870,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $461,000 | 4,037 |
| Issued or guaranteed by U.S. | $461,000 | 4,031 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,409,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $3,974,000 | 1,652 |
| Privately issued | $435,000 | 336 |
| 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) | $4,870,000 | 4,707 |
| Total debt securities | $4,870,000 | 4,973 |
| 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 | $5,097,000 | 5,027 |
| U.S. Government securities | $4,610,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,610,000 | 4,402 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $487,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $487,000 | 351 |
| 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 | $1,233,000 | 4,473 |
| Mortgage-backed securities | $5,097,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $492,000 | 4,074 |
| Issued or guaranteed by U.S. | $492,000 | 4,070 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,605,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,630 |
| Privately issued | $487,000 | 331 |
| 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) | $5,097,000 | 4,730 |
| Total debt securities | $5,097,000 | 5,004 |
| 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 | $5,315,000 | 5,041 |
| U.S. Government securities | $4,810,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,810,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $505,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $505,000 | 358 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,330,000 | 4,478 |
| Mortgage-backed securities | $5,315,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,102 |
| Issued or guaranteed by U.S. | $519,000 | 4,097 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,796,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $4,291,000 | 1,628 |
| Privately issued | $505,000 | 337 |
| 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) | $5,315,000 | 4,743 |
| Total debt securities | $5,315,000 | 5,017 |
| 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 | $5,528,000 | 5,072 |
| U.S. Government securities | $5,012,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,012,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $516,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $516,000 | 381 |
| 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 | $5,012,000 | 3,699 |
| Mortgage-backed securities | $5,528,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,161 |
| Issued or guaranteed by U.S. | $540,000 | 4,157 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,988,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $4,472,000 | 1,615 |
| Privately issued | $516,000 | 359 |
| 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) | $5,528,000 | 4,770 |
| Total debt securities | $5,528,000 | 5,048 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $5,774,000 | 5,076 |
| U.S. Government securities | $5,228,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,228,000 | 4,410 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $546,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $546,000 | 395 |
| 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 | $5,228,000 | 3,691 |
| Mortgage-backed securities | $5,774,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $567,000 | 4,176 |
| Issued or guaranteed by U.S. | $567,000 | 4,170 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,207,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $4,661,000 | 1,555 |
| Privately issued | $546,000 | 372 |
| 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) | $5,774,000 | 4,765 |
| Total debt securities | $5,774,000 | 5,051 |
| 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 | $6,141,000 | 5,096 |
| U.S. Government securities | $5,577,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,577,000 | 4,408 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $564,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $564,000 | 398 |
| 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 | $5,578,000 | 3,673 |
| Mortgage-backed securities | $6,141,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $614,000 | 4,191 |
| Issued or guaranteed by U.S. | $614,000 | 4,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,527,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $4,963,000 | 1,540 |
| Privately issued | $564,000 | 379 |
| 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) | $6,141,000 | 4,765 |
| Total debt securities | $6,141,000 | 5,075 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $6,456,000 | 5,140 |
| U.S. Government securities | $5,840,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,840,000 | 4,453 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $616,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $616,000 | 407 |
| 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 | $5,840,000 | 3,667 |
| Mortgage-backed securities | $6,456,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $652,000 | 4,222 |
| Issued or guaranteed by U.S. | $652,000 | 4,217 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,804,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $5,188,000 | 1,521 |
| Privately issued | $616,000 | 383 |
| 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) | $6,456,000 | 4,794 |
| Total debt securities | $6,456,000 | 5,121 |
| 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 | $11,261,000 | 4,732 |
| U.S. Government securities | $10,614,000 | 3,989 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,614,000 | 3,862 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $647,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $647,000 | 400 |
| 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 | $10,614,000 | 2,999 |
| Mortgage-backed securities | $11,261,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $4,419,000 | 3,156 |
| Issued or guaranteed by U.S. | $4,419,000 | 3,155 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,842,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,195,000 | 1,426 |
| Privately issued | $647,000 | 380 |
| 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) | $11,261,000 | 4,366 |
| Total debt securities | $11,261,000 | 4,711 |
| 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 | $11,663,000 | 4,734 |
| U.S. Government securities | $10,993,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,993,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $670,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $670,000 | 391 |
| 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 | $5,002,000 | 3,904 |
| Mortgage-backed securities | $11,663,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $4,556,000 | 3,124 |
| Issued or guaranteed by U.S. | $4,556,000 | 3,122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,107,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $6,437,000 | 1,421 |
| Privately issued | $670,000 | 374 |
| 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) | $11,663,000 | 4,373 |
| Total debt securities | $11,663,000 | 4,707 |
| 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 | $12,122,000 | 4,777 |
| U.S. Government securities | $11,439,000 | 3,992 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,439,000 | 3,864 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $683,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $683,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,215,000 | 3,915 |
| Mortgage-backed securities | $12,122,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $4,750,000 | 3,117 |
| Issued or guaranteed by U.S. | $4,750,000 | 3,114 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,372,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,689,000 | 1,399 |
| Privately issued | $683,000 | 374 |
| 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) | $12,122,000 | 4,412 |
| Total debt securities | $12,122,000 | 4,752 |
| 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 | $12,715,000 | 4,815 |
| U.S. Government securities | $11,924,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,924,000 | 3,937 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $791,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $791,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,482,000 | 3,924 |
| Mortgage-backed securities | $12,715,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $4,952,000 | 3,161 |
| Issued or guaranteed by U.S. | $4,952,000 | 3,159 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,763,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $6,972,000 | 1,423 |
| Privately issued | $791,000 | 372 |
| 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) | $12,715,000 | 4,442 |
| Total debt securities | $12,715,000 | 4,792 |
| 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 | $10,136,000 | 5,120 |
| U.S. Government securities | $9,306,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,306,000 | 4,368 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $830,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $830,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,735,000 | 3,922 |
| Mortgage-backed securities | $10,136,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 3,977 |
| Issued or guaranteed by U.S. | $2,037,000 | 3,972 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,099,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $7,269,000 | 1,445 |
| Privately issued | $830,000 | 389 |
| 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) | $10,136,000 | 4,758 |
| Total debt securities | $10,136,000 | 5,101 |
| 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 | $9,413,000 | 5,275 |
| U.S. Government securities | $8,560,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,560,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $853,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $853,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,992,000 | 3,903 |
| Mortgage-backed securities | $8,444,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,016 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,312,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $5,459,000 | 1,663 |
| Privately issued | $853,000 | 388 |
| 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) | $9,413,000 | 4,877 |
| Total debt securities | $9,414,000 | 5,256 |
| Structured notes |
| Amortized cost | $970,000 | 1,590 |
| Fair value | $969,000 | 1,582 |
| 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 | $9,739,000 | 5,324 |
| U.S. Government securities | $8,796,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,796,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $943,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $943,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,212,000 | 3,910 |
| Mortgage-backed securities | $8,774,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,084 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,081 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,576,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $5,633,000 | 1,661 |
| Privately issued | $943,000 | 409 |
| 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) | $9,739,000 | 4,942 |
| Total debt securities | $9,739,000 | 5,306 |
| Structured notes |
| Amortized cost | $970,000 | 1,699 |
| Fair value | $965,000 | 1,673 |
| 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 | $10,139,000 | 5,343 |
| U.S. Government securities | $9,149,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,149,000 | 4,610 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $990,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $990,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,511,000 | 3,898 |
| Mortgage-backed securities | $9,171,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $2,300,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,300,000 | 4,114 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,871,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $5,881,000 | 1,652 |
| Privately issued | $990,000 | 410 |
| 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) | $10,139,000 | 4,949 |
| Total debt securities | $10,139,000 | 5,324 |
| Structured notes |
| Amortized cost | $970,000 | 1,738 |
| Fair value | $968,000 | 1,696 |
| 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 | $9,645,000 | 5,443 |
| U.S. Government securities | $8,509,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,509,000 | 4,758 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,136,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 427 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,802,000 | 3,863 |
| Mortgage-backed securities | $9,645,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $2,358,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,358,000 | 4,135 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,287,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $6,151,000 | 1,629 |
| Privately issued | $1,136,000 | 409 |
| 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) | $9,645,000 | 5,052 |
| Total debt securities | $9,646,000 | 5,420 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $8,273,000 | 5,628 |
| U.S. Government securities | $7,119,000 | 5,065 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,119,000 | 4,963 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,154,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $1,154,000 | 456 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,119,000 | 3,796 |
| Mortgage-backed securities | $8,273,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 4,380 |
| Issued or guaranteed by U.S. | $1,638,000 | 4,373 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,635,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $5,481,000 | 1,711 |
| Privately issued | $1,154,000 | 434 |
| 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) | $8,273,000 | 5,239 |
| Total debt securities | $8,272,000 | 5,605 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $8,668,000 | 5,639 |
| U.S. Government securities | $7,442,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,442,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,226,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $1,226,000 | 476 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,443,000 | 3,730 |
| Mortgage-backed securities | $8,668,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 4,391 |
| Issued or guaranteed by U.S. | $1,706,000 | 4,384 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,962,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $5,736,000 | 1,695 |
| Privately issued | $1,226,000 | 454 |
| 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) | $8,668,000 | 5,253 |
| Total debt securities | $8,668,000 | 5,609 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $8,260,000 | 5,702 |
| U.S. Government securities | $6,899,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,899,000 | 5,048 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,361,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $1,361,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,899,000 | 3,844 |
| Mortgage-backed securities | $8,260,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $779,000 | 4,737 |
| Issued or guaranteed by U.S. | $779,000 | 4,733 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,481,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $6,120,000 | 1,691 |
| Privately issued | $1,361,000 | 454 |
| 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) | $8,260,000 | 5,315 |
| Total debt securities | $8,260,000 | 5,668 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $8,865,000 | 5,675 |
| U.S. Government securities | $7,409,000 | 5,120 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,409,000 | 5,010 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,456,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $1,456,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,408,000 | 3,786 |
| Mortgage-backed securities | $8,865,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $877,000 | 4,746 |
| Issued or guaranteed by U.S. | $877,000 | 4,744 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,988,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $6,532,000 | 1,691 |
| Privately issued | $1,456,000 | 467 |
| 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) | $8,865,000 | 5,300 |
| Total debt securities | $8,865,000 | 5,639 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $5,771,000 | 6,082 |
| U.S. Government securities | $3,493,000 | 5,854 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,493,000 | 5,748 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,278,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $2,278,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,493,000 | 4,696 |
| Mortgage-backed securities | $5,771,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $952,000 | 4,737 |
| Issued or guaranteed by U.S. | $952,000 | 4,736 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,819,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,541,000 | 2,419 |
| Privately issued | $2,278,000 | 415 |
| 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) | $5,771,000 | 5,693 |
| Total debt securities | $5,771,000 | 6,053 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $6,392,000 | 6,096 |
| U.S. Government securities | $3,960,000 | 5,876 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,960,000 | 5,781 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $2,432,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $2,432,000 | 450 |
| 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 | $3,960,000 | 4,624 |
| Mortgage-backed securities | $6,392,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,788 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,327,000 | 2,062 |
| CMOs issued by government agencies or sponsored agencies | $2,895,000 | 2,408 |
| Privately issued | $2,432,000 | 433 |
| 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) | $6,392,000 | 5,700 |
| Total debt securities | $6,392,000 | 6,067 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $6,983,000 | 6,068 |
| U.S. Government securities | $4,501,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,501,000 | 5,777 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,482,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,482,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,501,000 | 4,497 |
| Mortgage-backed securities | $6,983,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,145,000 | 4,782 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,838,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 2,314 |
| Privately issued | $2,482,000 | 465 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,983,000 | 5,664 |
| Total debt securities | $6,983,000 | 6,041 |
| 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 | $8,436,000 | 5,930 |
| U.S. Government securities | $4,960,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,960,000 | 5,774 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,476,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $3,476,000 | 424 |
| 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 | $3,187,000 | 4,933 |
| Mortgage-backed securities | $8,436,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,759 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,184,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $3,708,000 | 2,252 |
| Privately issued | $3,476,000 | 408 |
| 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) | $8,436,000 | 5,527 |
| Total debt securities | $8,436,000 | 5,903 |
| 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 | $9,020,000 | 5,862 |
| U.S. Government securities | $5,305,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,305,000 | 5,687 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $3,715,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $3,715,000 | 466 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,128,000 | 4,157 |
| Mortgage-backed securities | $9,020,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,680 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,705,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,990,000 | 2,102 |
| Privately issued | $3,715,000 | 446 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,020,000 | 5,435 |
| Total debt securities | $9,020,000 | 5,829 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $9,791,000 | 5,747 |
| U.S. Government securities | $5,758,000 | 5,728 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,758,000 | 5,619 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,033,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $4,033,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,786,000 | 3,578 |
| Mortgage-backed securities | $9,791,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $1,419,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,419,000 | 4,622 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,372,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 2,008 |
| Privately issued | $4,033,000 | 451 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,791,000 | 5,323 |
| Total debt securities | $9,791,000 | 5,712 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $10,338,000 | 5,764 |
| U.S. Government securities | $6,135,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,135,000 | 5,664 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,203,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $4,203,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,206,000 | 3,537 |
| Mortgage-backed securities | $10,338,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,592 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,857,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $4,654,000 | 1,924 |
| Privately issued | $4,203,000 | 461 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,338,000 | 5,328 |
| Total debt securities | $10,338,000 | 5,729 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $11,031,000 | 5,639 |
| U.S. Government securities | $6,341,000 | 5,744 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,341,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,690,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $4,690,000 | 495 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,770,000 | 3,450 |
| Mortgage-backed securities | $11,031,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,544 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,536 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,519,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $4,829,000 | 1,836 |
| Privately issued | $4,690,000 | 478 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,031,000 | 5,213 |
| Total debt securities | $11,031,000 | 5,607 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $11,818,000 | 5,450 |
| U.S. Government securities | $6,713,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,713,000 | 5,407 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $5,105,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $5,105,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,361,000 | 3,272 |
| Mortgage-backed securities | $11,818,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $1,670,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,670,000 | 4,378 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,148,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $5,043,000 | 1,766 |
| Privately issued | $5,105,000 | 488 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $11,818,000 | 5,008 |
| Total debt securities | $11,818,000 | 5,415 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $13,004,000 | 5,242 |
| U.S. Government securities | $7,374,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,374,000 | 5,214 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,630,000 | 1,074 |
| Privately issued residential mortgage-backed securities | $5,630,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,313,000 | 3,169 |
| Mortgage-backed securities | $13,004,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,128,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $5,498,000 | 1,681 |
| Privately issued | $5,630,000 | 510 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,004,000 | 4,804 |
| Total debt securities | $13,004,000 | 5,206 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $13,919,000 | 5,120 |
| U.S. Government securities | $7,770,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,770,000 | 5,279 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $6,149,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $6,149,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,923,000 | 3,090 |
| Mortgage-backed securities | $13,919,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $1,992,000 | 4,297 |
| Issued or guaranteed by U.S. | $1,992,000 | 4,289 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,927,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $5,778,000 | 1,561 |
| Privately issued | $6,149,000 | 523 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,919,000 | 4,694 |
| Total debt securities | $13,918,000 | 5,090 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $11,304,000 | 5,568 |
| U.S. Government securities | $4,821,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,821,000 | 6,059 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $6,483,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $6,483,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,304,000 | 3,123 |
| Mortgage-backed securities | $11,304,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $2,007,000 | 4,408 |
| Issued or guaranteed by U.S. | $2,007,000 | 4,400 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,297,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $2,814,000 | 1,986 |
| Privately issued | $6,483,000 | 535 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,304,000 | 5,107 |
| Total debt securities | $11,304,000 | 5,528 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $11,783,000 | 5,478 |
| U.S. Government securities | $4,921,000 | 6,120 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,921,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,862,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $6,862,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,783,000 | 3,071 |
| Mortgage-backed securities | $11,783,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $2,030,000 | 4,486 |
| Issued or guaranteed by U.S. | $2,030,000 | 4,480 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,753,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 1,950 |
| Privately issued | $6,862,000 | 546 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,783,000 | 5,017 |
| Total debt securities | $11,783,000 | 5,433 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $12,575,000 | 5,404 |
| U.S. Government securities | $5,147,000 | 6,109 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,147,000 | 6,022 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $7,428,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $7,428,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,428,000 | 3,825 |
| Mortgage-backed securities | $12,575,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,093,000 | 4,553 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,482,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 1,892 |
| Privately issued | $7,428,000 | 565 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $12,575,000 | 4,945 |
| Total debt securities | $12,575,000 | 5,355 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $15,121,000 | 5,029 |
| U.S. Government securities | $7,311,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,311,000 | 5,466 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $7,810,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $7,810,000 | 587 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,121,000 | 2,671 |
| Mortgage-backed securities | $15,121,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $4,936,000 | 3,690 |
| Issued or guaranteed by U.S. | $4,936,000 | 3,679 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,185,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $2,375,000 | 2,009 |
| Privately issued | $7,810,000 | 563 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $15,121,000 | 4,583 |
| Total debt securities | $15,121,000 | 4,980 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $15,324,000 | 5,027 |
| U.S. Government securities | $7,766,000 | 5,559 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,766,000 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $7,558,000 | 1,025 |
| Privately issued residential mortgage-backed securities | $7,558,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,324,000 | 2,696 |
| Mortgage-backed securities | $15,324,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $5,249,000 | 3,690 |
| Issued or guaranteed by U.S. | $5,249,000 | 3,677 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,075,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,974 |
| Privately issued | $7,558,000 | 573 |
| 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) | $15,324,000 | 4,555 |
| Total debt securities | $15,324,000 | 4,989 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $32,295,000 | 3,287 |
| U.S. Government securities | $8,413,000 | 5,492 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,413,000 | 5,411 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,374,000 | 927 |
| Privately issued residential mortgage-backed securities | $8,374,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $15,508,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,201,000 | 2,963 |
| Mortgage-backed securities | $16,787,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 3,550 |
| Issued or guaranteed by U.S. | $5,692,000 | 3,535 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,095,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 1,902 |
| Privately issued | $8,374,000 | 521 |
| 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) | $32,295,000 | 2,922 |
| Total debt securities | $16,788,000 | 4,806 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $17,999,000 | 4,626 |
| U.S. Government securities | $8,216,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,216,000 | 5,430 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $9,783,000 | 843 |
| Privately issued residential mortgage-backed securities | $9,783,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,063,000 | 2,980 |
| Mortgage-backed securities | $17,999,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $5,597,000 | 3,476 |
| Issued or guaranteed by U.S. | $5,597,000 | 3,462 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,402,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,832 |
| Privately issued | $9,783,000 | 489 |
| 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) | $17,999,000 | 4,141 |
| Total debt securities | $17,999,000 | 4,588 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $28,314,000 | 3,593 |
| U.S. Government securities | $8,339,000 | 5,501 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,339,000 | 5,423 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,355,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $5,355,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $14,620,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $13,694,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $5,716,000 | 3,439 |
| Issued or guaranteed by U.S. | $5,716,000 | 3,423 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,978,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,839 |
| Privately issued | $5,355,000 | 642 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $28,314,000 | 3,188 |
| Total debt securities | $13,694,000 | 5,244 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $23,127,000 | 4,043 |
| U.S. Government securities | $8,683,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,683,000 | 5,326 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,815,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $1,815,000 | 951 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $12,629,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $10,498,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,841,000 | 3,319 |
| Issued or guaranteed by U.S. | $5,841,000 | 3,301 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,657,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 1,774 |
| Privately issued | $1,815,000 | 906 |
| 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) | $23,127,000 | 3,608 |
| Total debt securities | $10,498,000 | 5,768 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $8,107,000 | 6,415 |
| U.S. Government securities | $6,130,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,130,000 | 6,152 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,977,000 | 1,631 |
| Privately issued residential mortgage-backed securities | $1,977,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $8,107,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,236,000 | 3,795 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,871,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $2,894,000 | 1,696 |
| Privately issued | $1,977,000 | 808 |
| 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) | $8,107,000 | 5,813 |
| Total debt securities | $8,107,000 | 6,352 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
