| 2023-12-31 | Rank |
| Total securities | $31,762,000 | 3,136 |
| U.S. Government securities | $15,744,000 | 3,214 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,744,000 | 2,844 |
| Securities issued by states & political subdivisions | $15,551,000 | 2,048 |
| Other domestic debt securities | $465,000 | 2,167 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $465,000 | 1,741 |
| 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 | $11,327,000 | 2,841 |
| Mortgage-backed securities | $15,744,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,594,000 | 2,379 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,150,000 | 1,097 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $31,760,000 | 2,895 |
| Total debt securities | $31,761,000 | 3,115 |
| 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 | $32,555,000 | 3,101 |
| U.S. Government securities | $16,329,000 | 3,201 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $16,329,000 | 2,802 |
| Securities issued by states & political subdivisions | $15,759,000 | 2,019 |
| Other domestic debt securities | $465,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $465,000 | 1,743 |
| 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 | $15,094,000 | 2,581 |
| Mortgage-backed securities | $16,329,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,296,000 | 2,291 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,033,000 | 1,077 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $32,553,000 | 2,859 |
| Total debt securities | $32,552,000 | 3,080 |
| 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 | $32,990,000 | 3,138 |
| U.S. Government securities | $17,068,000 | 3,206 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $17,068,000 | 2,815 |
| Securities issued by states & political subdivisions | $15,455,000 | 2,095 |
| Other domestic debt securities | $465,000 | 2,179 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $465,000 | 1,754 |
| 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 | $12,610,000 | 2,709 |
| Mortgage-backed securities | $17,068,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,392,000 | 2,319 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,676,000 | 1,056 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,988,000 | 2,893 |
| Total debt securities | $32,987,000 | 3,114 |
| 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 | $34,726,000 | 3,174 |
| U.S. Government securities | $18,014,000 | 3,217 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $18,014,000 | 2,762 |
| Securities issued by states & political subdivisions | $16,710,000 | 2,072 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,327,000 | 2,709 |
| Mortgage-backed securities | $18,014,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,774,000 | 2,336 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,240,000 | 1,070 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $34,724,000 | 2,911 |
| Total debt securities | $34,725,000 | 3,150 |
| 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 | $33,009,000 | 3,265 |
| U.S. Government securities | $18,342,000 | 3,207 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $18,342,000 | 2,730 |
| Securities issued by states & political subdivisions | $14,665,000 | 2,237 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,899,000 | 2,508 |
| Mortgage-backed securities | $18,342,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,952,000 | 2,333 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,390,000 | 1,071 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $33,007,000 | 3,004 |
| Total debt securities | $33,008,000 | 3,240 |
| 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 | $32,437,000 | 3,307 |
| U.S. Government securities | $19,131,000 | 3,187 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $19,131,000 | 2,710 |
| Securities issued by states & political subdivisions | $13,304,000 | 2,336 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,107,000 | 2,458 |
| Mortgage-backed securities | $19,131,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,206,000 | 2,330 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,925,000 | 1,068 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $32,435,000 | 3,052 |
| Total debt securities | $32,437,000 | 3,281 |
| 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 | $31,261,000 | 3,365 |
| U.S. Government securities | $18,669,000 | 3,238 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $18,669,000 | 2,783 |
| Securities issued by states & political subdivisions | $12,590,000 | 2,440 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,816,000 | 2,422 |
| Mortgage-backed securities | $18,669,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $8,393,000 | 2,425 |
| Issued or guaranteed by U.S. | $8,393,000 | 2,361 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,276,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $10,276,000 | 1,127 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $31,259,000 | 3,120 |
| Total debt securities | $31,259,000 | 3,346 |
| 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 | $32,313,000 | 3,298 |
| U.S. Government securities | $17,870,000 | 3,202 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $17,870,000 | 2,810 |
| Securities issued by states & political subdivisions | $14,441,000 | 2,337 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,966,000 | 2,638 |
| Mortgage-backed securities | $17,870,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $7,938,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,938,000 | 2,421 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,932,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $9,932,000 | 1,152 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $32,311,000 | 3,087 |
| Total debt securities | $32,312,000 | 3,279 |
| 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 | $34,378,000 | 3,150 |
| U.S. Government securities | $19,647,000 | 2,959 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $19,647,000 | 2,682 |
| Securities issued by states & political subdivisions | $14,729,000 | 2,358 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,670,000 | 2,594 |
| Mortgage-backed securities | $19,647,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $8,765,000 | 2,397 |
| Issued or guaranteed by U.S. | $8,765,000 | 2,329 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,882,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,882,000 | 1,088 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,376,000 | 2,980 |
| Total debt securities | $34,376,000 | 3,128 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $27,579,000 | 3,335 |
| U.S. Government securities | $16,487,000 | 3,087 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,487,000 | 2,858 |
| Securities issued by states & political subdivisions | $11,090,000 | 2,590 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,104,000 | 2,575 |
| Mortgage-backed securities | $16,487,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $9,273,000 | 2,346 |
| Issued or guaranteed by U.S. | $9,273,000 | 2,290 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,214,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $7,214,000 | 1,321 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $27,577,000 | 3,141 |
| Total debt securities | $27,578,000 | 3,313 |
| 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 | $20,575,000 | 3,595 |
| U.S. Government securities | $13,139,000 | 3,274 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $13,139,000 | 3,047 |
| Securities issued by states & political subdivisions | $7,434,000 | 2,928 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,789,000 | 2,944 |
| Mortgage-backed securities | $13,139,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $8,914,000 | 2,364 |
| Issued or guaranteed by U.S. | $8,914,000 | 2,300 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,225,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $4,225,000 | 1,591 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,573,000 | 3,386 |
| Total debt securities | $20,574,000 | 3,572 |
| 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 | $15,545,000 | 3,765 |
| U.S. Government securities | $8,138,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,138,000 | 3,386 |
| Securities issued by states & political subdivisions | $7,405,000 | 2,907 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,725,000 | 3,042 |
| Mortgage-backed securities | $8,138,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $6,007,000 | 2,626 |
| Issued or guaranteed by U.S. | $6,007,000 | 2,550 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,131,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,131,000 | 1,916 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $15,543,000 | 3,542 |
| Total debt securities | $15,543,000 | 3,739 |
| 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 | $13,874,000 | 3,784 |
| U.S. Government securities | $6,731,000 | 3,586 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,731,000 | 3,439 |
| Securities issued by states & political subdivisions | $7,141,000 | 2,908 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,113,000 | 3,001 |
| Mortgage-backed securities | $6,731,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $4,279,000 | 2,815 |
| Issued or guaranteed by U.S. | $4,279,000 | 2,732 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,452,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $2,452,000 | 1,881 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,872,000 | 3,562 |
| Total debt securities | $13,871,000 | 3,763 |
| 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 | $14,380,000 | 3,690 |
| U.S. Government securities | $6,865,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,865,000 | 3,421 |
| Securities issued by states & political subdivisions | $7,513,000 | 2,773 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,331,000 | 3,000 |
| Mortgage-backed securities | $6,865,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 2,826 |
| Issued or guaranteed by U.S. | $4,038,000 | 2,744 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,827,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $2,827,000 | 1,824 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $14,378,000 | 3,461 |
| Total debt securities | $14,379,000 | 3,667 |
| 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 | $14,803,000 | 3,669 |
| U.S. Government securities | $7,391,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,391,000 | 3,387 |
| Securities issued by states & political subdivisions | $7,410,000 | 2,726 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,760,000 | 3,093 |
| Mortgage-backed securities | $6,890,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $3,717,000 | 2,875 |
| Issued or guaranteed by U.S. | $3,717,000 | 2,795 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,173,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,173,000 | 1,808 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,801,000 | 3,438 |
| Total debt securities | $14,801,000 | 3,648 |
| 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 | $15,270,000 | 3,614 |
| U.S. Government securities | $7,790,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,790,000 | 3,390 |
| Securities issued by states & political subdivisions | $7,478,000 | 2,621 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,003,000 | 3,334 |
| Mortgage-backed securities | $7,289,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $3,828,000 | 2,865 |
| Issued or guaranteed by U.S. | $3,828,000 | 2,772 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,461,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,461,000 | 1,773 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,268,000 | 3,383 |
| Total debt securities | $15,269,000 | 3,595 |
| 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 | $15,637,000 | 3,635 |
| U.S. Government securities | $8,147,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,147,000 | 3,440 |
| Securities issued by states & political subdivisions | $7,488,000 | 2,617 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $2,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,127,000 | 3,357 |
| Mortgage-backed securities | $7,648,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $3,996,000 | 2,782 |
| Issued or guaranteed by U.S. | $3,996,000 | 2,699 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,652,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,652,000 | 1,742 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,637,000 | 3,398 |
| Total debt securities | $15,636,000 | 3,614 |
| 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 | $16,375,000 | 3,638 |
| U.S. Government securities | $8,646,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,646,000 | 3,427 |
| Securities issued by states & political subdivisions | $7,727,000 | 2,598 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,575,000 | 3,347 |
| Mortgage-backed securities | $8,149,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $4,213,000 | 2,739 |
| Issued or guaranteed by U.S. | $4,213,000 | 2,654 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,936,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $3,936,000 | 1,705 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $16,375,000 | 3,392 |
| Total debt securities | $16,374,000 | 3,619 |
| 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 | $16,804,000 | 3,669 |
| U.S. Government securities | $10,392,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,392,000 | 3,296 |
| Securities issued by states & political subdivisions | $6,410,000 | 2,851 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,715,000 | 3,563 |
| Mortgage-backed securities | $9,896,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $5,240,000 | 2,554 |
| Issued or guaranteed by U.S. | $5,240,000 | 2,494 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,656,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $4,656,000 | 1,580 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $16,804,000 | 3,412 |
| Total debt securities | $16,802,000 | 3,648 |
| 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 | $18,114,000 | 3,651 |
| U.S. Government securities | $10,816,000 | 3,444 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,816,000 | 3,281 |
| Securities issued by states & political subdivisions | $7,296,000 | 2,766 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,936,000 | 3,777 |
| Mortgage-backed securities | $10,323,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $5,489,000 | 2,537 |
| Issued or guaranteed by U.S. | $5,489,000 | 2,478 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,834,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,834,000 | 1,561 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $18,114,000 | 3,378 |
| Total debt securities | $18,113,000 | 3,628 |
| 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 | $19,409,000 | 3,587 |
| U.S. Government securities | $11,218,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,218,000 | 3,275 |
| Securities issued by states & political subdivisions | $8,189,000 | 2,718 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,390,000 | 3,067 |
| Mortgage-backed securities | $10,728,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $5,753,000 | 2,503 |
| Issued or guaranteed by U.S. | $5,753,000 | 2,465 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,975,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $4,975,000 | 1,538 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $19,409,000 | 3,323 |
| Total debt securities | $19,405,000 | 3,564 |
| 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 | $20,105,000 | 3,572 |
| U.S. Government securities | $11,663,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,663,000 | 3,282 |
| Securities issued by states & political subdivisions | $8,440,000 | 2,720 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,779,000 | 2,894 |
| Mortgage-backed securities | $11,177,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $6,030,000 | 2,497 |
| Issued or guaranteed by U.S. | $6,030,000 | 2,481 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,147,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000 | 1,497 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,105,000 | 3,310 |
| Total debt securities | $20,105,000 | 3,549 |
| 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 | $20,936,000 | 3,573 |
| U.S. Government securities | $12,430,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,430,000 | 3,211 |
| Securities issued by states & political subdivisions | $8,504,000 | 2,758 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,096,000 | 2,889 |
| Mortgage-backed securities | $11,943,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $6,422,000 | 2,486 |
| Issued or guaranteed by U.S. | $6,422,000 | 2,369 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,521,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,521,000 | 1,459 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,936,000 | 3,302 |
| Total debt securities | $20,935,000 | 3,549 |
| 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 | $20,588,000 | 3,626 |
| U.S. Government securities | $12,443,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,443,000 | 3,279 |
| Securities issued by states & political subdivisions | $8,143,000 | 2,842 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,616,000 | 3,000 |
| Mortgage-backed securities | $11,705,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $6,851,000 | 2,469 |
| Issued or guaranteed by U.S. | $6,851,000 | 2,465 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,854,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $4,854,000 | 1,525 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $20,588,000 | 3,347 |
| Total debt securities | $20,589,000 | 3,601 |
| 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 | $21,164,000 | 3,650 |
| U.S. Government securities | $13,275,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,275,000 | 3,225 |
| Securities issued by states & political subdivisions | $7,887,000 | 2,931 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,197,000 | 3,230 |
| Mortgage-backed securities | $12,534,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $7,337,000 | 2,440 |
| Issued or guaranteed by U.S. | $7,337,000 | 2,437 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,197,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,470 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,164,000 | 3,364 |
| Total debt securities | $21,163,000 | 3,627 |
| 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 | $19,796,000 | 3,777 |
| U.S. Government securities | $11,977,000 | 3,537 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,977,000 | 3,393 |
| Securities issued by states & political subdivisions | $7,817,000 | 2,984 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,417,000 | 3,250 |
| Mortgage-backed securities | $11,232,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $7,696,000 | 2,436 |
| Issued or guaranteed by U.S. | $7,696,000 | 2,434 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,536,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $3,536,000 | 1,740 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $19,796,000 | 3,489 |
| Total debt securities | $19,795,000 | 3,752 |
| 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 | $19,070,000 | 3,882 |
| U.S. Government securities | $12,494,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,494,000 | 3,390 |
| Securities issued by states & political subdivisions | $6,574,000 | 3,193 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,193,000 | 3,308 |
| Mortgage-backed securities | $11,252,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $7,495,000 | 2,509 |
| Issued or guaranteed by U.S. | $7,495,000 | 2,508 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,757,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,757,000 | 1,732 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $19,070,000 | 3,591 |
| Total debt securities | $19,068,000 | 3,856 |
| 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 | $17,559,000 | 4,035 |
| U.S. Government securities | $11,601,000 | 3,670 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,601,000 | 3,529 |
| Securities issued by states & political subdivisions | $5,956,000 | 3,322 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,214,000 | 3,489 |
| Mortgage-backed securities | $10,111,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,657 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,656 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,425,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $3,425,000 | 1,796 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,559,000 | 3,723 |
| Total debt securities | $17,559,000 | 4,010 |
| 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 | $17,378,000 | 4,053 |
| U.S. Government securities | $11,674,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,674,000 | 3,509 |
| Securities issued by states & political subdivisions | $5,702,000 | 3,392 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,273,000 | 3,500 |
| Mortgage-backed securities | $10,185,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $7,082,000 | 2,608 |
| Issued or guaranteed by U.S. | $7,082,000 | 2,604 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,103,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $3,103,000 | 1,815 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,378,000 | 3,738 |
| Total debt securities | $17,378,000 | 4,025 |
| 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 | $14,796,000 | 4,279 |
| U.S. Government securities | $9,263,000 | 3,946 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,263,000 | 3,820 |
| Securities issued by states & political subdivisions | $5,531,000 | 3,431 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 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 | $7,151,000 | 3,378 |
| Mortgage-backed securities | $7,760,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $5,372,000 | 2,928 |
| Issued or guaranteed by U.S. | $5,372,000 | 2,928 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,388,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 2,005 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,796,000 | 3,953 |
| Total debt securities | $14,794,000 | 4,254 |
| 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 | $10,525,000 | 4,716 |
| U.S. Government securities | $6,836,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,836,000 | 4,283 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,811 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,142,000 | 3,799 |
| Mortgage-backed securities | $5,331,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,291 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,287 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,637,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,242 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,525,000 | 4,372 |
| Total debt securities | $10,526,000 | 4,695 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $5,091,000 | 5,350 |
| U.S. Government securities | $1,754,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,754,000 | 5,285 |
| Securities issued by states & political subdivisions | $3,335,000 | 3,888 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,448,000 | 3,980 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,091,000 | 5,010 |
| Total debt securities | $5,089,000 | 5,328 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $5,111,000 | 5,417 |
| U.S. Government securities | $1,747,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,747,000 | 5,353 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,917 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,694,000 | 3,975 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,111,000 | 5,062 |
| Total debt securities | $5,109,000 | 5,393 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $5,811,000 | 5,411 |
| U.S. Government securities | $1,934,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,934,000 | 5,429 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,849 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,105,000 | 3,932 |
| Mortgage-backed securities | $430,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,733 |
| Issued or guaranteed by U.S. | $69,000 | 4,728 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $361,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 2,894 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,811,000 | 5,046 |
| Total debt securities | $5,809,000 | 5,390 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $6,107,000 | 5,471 |
| U.S. Government securities | $2,250,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,250,000 | 5,435 |
| Securities issued by states & political subdivisions | $3,855,000 | 3,864 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,864,000 | 4,037 |
| Mortgage-backed securities | $497,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $74,000 | 4,800 |
| Issued or guaranteed by U.S. | $74,000 | 4,797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $423,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,896 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $6,107,000 | 5,096 |
| Total debt securities | $6,105,000 | 5,452 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $6,233,000 | 5,512 |
| U.S. Government securities | $2,325,000 | 5,587 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,325,000 | 5,493 |
| Securities issued by states & political subdivisions | $3,906,000 | 3,840 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,863,000 | 4,090 |
| Mortgage-backed securities | $572,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $82,000 | 4,851 |
| Issued or guaranteed by U.S. | $82,000 | 4,846 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $490,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,884 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,233,000 | 5,143 |
| Total debt securities | $6,231,000 | 5,493 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $6,302,000 | 5,611 |
| U.S. Government securities | $2,409,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,409,000 | 5,575 |
| Securities issued by states & political subdivisions | $3,891,000 | 3,884 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,005,000 | 4,114 |
| Mortgage-backed securities | $659,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $88,000 | 4,918 |
| Issued or guaranteed by U.S. | $88,000 | 4,913 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $571,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $571,000 | 2,892 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,302,000 | 5,230 |
| Total debt securities | $6,301,000 | 5,589 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $6,523,000 | 5,669 |
| U.S. Government securities | $2,505,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,505,000 | 5,642 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,907 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,457,000 | 4,292 |
| Mortgage-backed securities | $755,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $95,000 | 4,993 |
| Issued or guaranteed by U.S. | $95,000 | 4,990 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $660,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,897 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,523,000 | 5,287 |
| Total debt securities | $6,522,000 | 5,645 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $4,957,000 | 5,915 |
| U.S. Government securities | $2,619,000 | 5,783 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,619,000 | 5,681 |
| Securities issued by states & political subdivisions | $2,336,000 | 4,400 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,807,000 | 4,493 |
| Mortgage-backed securities | $867,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,035 |
| Issued or guaranteed by U.S. | $106,000 | 5,032 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $761,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,882 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,957,000 | 5,521 |
| Total debt securities | $4,954,000 | 5,894 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $5,304,000 | 5,923 |
| U.S. Government securities | $2,723,000 | 5,809 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,723,000 | 5,710 |
| Securities issued by states & political subdivisions | $2,579,000 | 4,355 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,787,000 | 4,510 |
| Mortgage-backed securities | $976,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,076 |
| Issued or guaranteed by U.S. | $118,000 | 5,071 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $858,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,862 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,304,000 | 5,538 |
| Total debt securities | $5,303,000 | 5,900 |
| 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 | $5,134,000 | 5,988 |
| U.S. Government securities | $2,833,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,833,000 | 5,734 |
| Securities issued by states & political subdivisions | $2,299,000 | 4,459 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,130,000 | 4,704 |
| Mortgage-backed securities | $1,088,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,102 |
| Issued or guaranteed by U.S. | $132,000 | 5,096 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $956,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,786 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,134,000 | 5,598 |
| Total debt securities | $5,131,000 | 5,966 |
| 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 | $5,376,000 | 6,012 |
| U.S. Government securities | $2,969,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,969,000 | 5,771 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,433 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,264,000 | 4,733 |
| Mortgage-backed securities | $1,225,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,130 |
| Issued or guaranteed by U.S. | $149,000 | 5,124 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,076,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,769 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,376,000 | 5,626 |
| Total debt securities | $5,374,000 | 5,990 |
| 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 | $4,510,000 | 6,147 |
| U.S. Government securities | $3,390,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,390,000 | 5,700 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,886 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,506,000 | 4,957 |
| Mortgage-backed securities | $1,406,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $170,000 | 5,114 |
| Issued or guaranteed by U.S. | $170,000 | 5,107 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,236,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,717 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,510,000 | 5,761 |
| Total debt securities | $4,508,000 | 6,119 |
| 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 | $3,508,000 | 6,313 |
| U.S. Government securities | $2,385,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,385,000 | 5,947 |
| Securities issued by states & political subdivisions | $1,121,000 | 4,879 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,847,000 | 4,903 |
| Mortgage-backed securities | $1,633,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,126 |
| Issued or guaranteed by U.S. | $201,000 | 5,121 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,432,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,432,000 | 2,694 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $3,508,000 | 5,923 |
| Total debt securities | $3,506,000 | 6,281 |
| 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 | $3,700,000 | 6,335 |
| U.S. Government securities | $3,105,000 | 5,929 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,105,000 | 5,826 |
| Securities issued by states & political subdivisions | $593,000 | 5,195 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,967,000 | 4,882 |
| Mortgage-backed securities | $1,851,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,125 |
| Issued or guaranteed by U.S. | $235,000 | 5,121 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,616,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $1,616,000 | 2,678 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,700,000 | 5,945 |
| Total debt securities | $3,698,000 | 6,306 |
| 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 | $4,339,000 | 6,347 |
| U.S. Government securities | $3,605,000 | 5,936 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,605,000 | 5,844 |
| Securities issued by states & political subdivisions | $732,000 | 5,140 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,739,000 | 4,693 |
| Mortgage-backed securities | $2,097,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,204 |
| Issued or guaranteed by U.S. | $272,000 | 5,197 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,825,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $1,825,000 | 2,682 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,339,000 | 5,945 |
| Total debt securities | $4,337,000 | 6,317 |
| 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 | $4,577,000 | 6,390 |
| U.S. Government securities | $3,841,000 | 5,996 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,841,000 | 5,896 |
| Securities issued by states & political subdivisions | $734,000 | 5,132 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,394,000 | 5,184 |
| Mortgage-backed securities | $2,329,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,206 |
| Issued or guaranteed by U.S. | $318,000 | 5,198 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,011,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 2,636 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,577,000 | 5,967 |
| Total debt securities | $4,575,000 | 6,359 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $5,100,000 | 6,368 |
| U.S. Government securities | $4,110,000 | 6,018 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,110,000 | 5,920 |
| Securities issued by states & political subdivisions | $988,000 | 4,944 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,930,000 | 4,693 |
| Mortgage-backed securities | $2,595,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,200 |
| Issued or guaranteed by U.S. | $359,000 | 5,194 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,236,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 2,605 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,100,000 | 5,952 |
| Total debt securities | $5,098,000 | 6,340 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $5,329,000 | 6,357 |
| U.S. Government securities | $4,455,000 | 5,966 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,455,000 | 5,871 |
| Securities issued by states & political subdivisions | $872,000 | 5,025 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,812,000 | 4,234 |
| Mortgage-backed securities | $2,937,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,148 |
| Issued or guaranteed by U.S. | $402,000 | 5,134 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,535,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $2,535,000 | 2,412 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,329,000 | 5,917 |
| Total debt securities | $5,327,000 | 6,327 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $5,885,000 | 6,307 |
| U.S. Government securities | $4,870,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,870,000 | 5,807 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,915 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| 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 | 4,160 |
| Mortgage-backed securities | $3,349,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,049 |
| Issued or guaranteed by U.S. | $537,000 | 5,036 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,812,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $2,812,000 | 2,330 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,885,000 | 5,863 |
| Total debt securities | $5,883,000 | 6,276 |
| 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 | $6,434,000 | 6,322 |
| U.S. Government securities | $5,316,000 | 5,959 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,316,000 | 5,834 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,835 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,556,000 | 4,094 |
| Mortgage-backed securities | $3,642,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,035 |
| Issued or guaranteed by U.S. | $588,000 | 5,022 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,054,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 2,230 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,434,000 | 5,864 |
| Total debt securities | $6,432,000 | 6,292 |
| 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 | $6,725,000 | 6,299 |
| U.S. Government securities | $5,605,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,605,000 | 5,767 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,849 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,352,000 | 4,727 |
| Mortgage-backed securities | $3,942,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $706,000 | 4,940 |
| Issued or guaranteed by U.S. | $706,000 | 4,933 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,236,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $3,236,000 | 2,109 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,725,000 | 5,827 |
| Total debt securities | $6,723,000 | 6,267 |
| 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 | $4,894,000 | 6,554 |
| U.S. Government securities | $3,860,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,860,000 | 6,076 |
| Securities issued by states & political subdivisions | $1,032,000 | 4,911 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,473,000 | 4,691 |
| Mortgage-backed securities | $3,304,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $536,000 | 4,987 |
| Issued or guaranteed by U.S. | $536,000 | 4,974 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,768,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 2,169 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,894,000 | 6,056 |
| Total debt securities | $4,892,000 | 6,523 |
| 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 | $3,825,000 | 6,780 |
| U.S. Government securities | $2,643,000 | 6,534 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,643,000 | 6,409 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,742 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,823,000 | 4,613 |
| Mortgage-backed securities | $1,830,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $620,000 | 4,950 |
| Issued or guaranteed by U.S. | $620,000 | 4,938 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,210,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $1,210,000 | 2,603 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,825,000 | 6,279 |
| Total debt securities | $3,823,000 | 6,745 |
| 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 | $4,202,000 | 6,788 |
| U.S. Government securities | $3,022,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,022,000 | 6,425 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,725 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,544,000 | 4,773 |
| Mortgage-backed securities | $2,000,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $729,000 | 4,925 |
| Issued or guaranteed by U.S. | $729,000 | 4,917 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,271,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,477 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,202,000 | 6,272 |
| Total debt securities | $4,200,000 | 6,746 |
| 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 | $4,868,000 | 6,748 |
| U.S. Government securities | $3,683,000 | 6,482 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,683,000 | 6,368 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,735 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,720,000 | 5,535 |
| Mortgage-backed securities | $2,200,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $805,000 | 5,008 |
| Issued or guaranteed by U.S. | $805,000 | 4,998 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,395,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,395,000 | 2,382 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,868,000 | 6,229 |
| Total debt securities | $4,866,000 | 6,705 |
| 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 | $5,432,000 | 6,646 |
| U.S. Government securities | $4,137,000 | 6,330 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,137,000 | 6,233 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,692 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,760,000 | 5,565 |
| Mortgage-backed securities | $2,439,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $889,000 | 5,032 |
| Issued or guaranteed by U.S. | $889,000 | 5,023 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,550,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,306 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,432,000 | 6,120 |
| Total debt securities | $5,430,000 | 6,608 |
| 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 | $5,183,000 | 6,764 |
| U.S. Government securities | $3,832,000 | 6,490 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,832,000 | 6,396 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,707 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,696,000 | 4,821 |
| Mortgage-backed securities | $1,841,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $959,000 | 5,084 |
| Issued or guaranteed by U.S. | $959,000 | 5,072 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $882,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 2,598 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,183,000 | 6,242 |
| Total debt securities | $5,181,000 | 6,720 |
| 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 | $5,491,000 | 6,711 |
| U.S. Government securities | $4,268,000 | 6,362 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,268,000 | 6,270 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,776 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,783,000 | 4,823 |
| Mortgage-backed securities | $2,011,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 5,065 |
| Issued or guaranteed by U.S. | $1,063,000 | 5,051 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $948,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 2,545 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,491,000 | 6,174 |
| Total debt securities | $5,489,000 | 6,670 |
| 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 | $5,636,000 | 6,742 |
| U.S. Government securities | $4,631,000 | 6,395 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,631,000 | 6,313 |
| Securities issued by states & political subdivisions | $1,003,000 | 4,850 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,452,000 | 5,369 |
| Mortgage-backed securities | $2,165,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 5,096 |
| Issued or guaranteed by U.S. | $1,179,000 | 5,079 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $986,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,565 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,636,000 | 6,176 |
| Total debt securities | $5,634,000 | 6,702 |
| 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 | $5,939,000 | 6,734 |
| U.S. Government securities | $4,957,000 | 6,424 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,957,000 | 6,331 |
| Securities issued by states & political subdivisions | $980,000 | 4,835 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,436,000 | 5,442 |
| Mortgage-backed securities | $2,274,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,276,000 | 5,021 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $998,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,534 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,939,000 | 6,161 |
| Total debt securities | $5,937,000 | 6,698 |
| 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 | $6,509,000 | 6,591 |
| U.S. Government securities | $5,502,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,502,000 | 6,143 |
| Securities issued by states & political subdivisions | $1,005,000 | 4,809 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,409,000 | 4,419 |
| Mortgage-backed securities | $2,370,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $1,340,000 | 4,981 |
| Issued or guaranteed by U.S. | $1,340,000 | 4,965 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,030,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,399 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,509,000 | 6,014 |
| Total debt securities | $6,507,000 | 6,548 |
| 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 | $6,237,000 | 6,695 |
| U.S. Government securities | $5,237,000 | 6,375 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,237,000 | 6,287 |
| Securities issued by states & political subdivisions | $998,000 | 4,851 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $2,000 | 188 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,140,000 | 4,209 |
| Mortgage-backed securities | $1,897,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 5,120 |
| Issued or guaranteed by U.S. | $1,082,000 | 5,100 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $815,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $815,000 | 2,575 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,237,000 | 6,117 |
| Total debt securities | $6,237,000 | 6,634 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $5,845,000 | 6,803 |
| U.S. Government securities | $4,827,000 | 6,521 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,827,000 | 6,427 |
| Securities issued by states & political subdivisions | $1,016,000 | 4,867 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,111,000 | 4,780 |
| Mortgage-backed securities | $1,496,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $633,000 | 5,364 |
| Issued or guaranteed by U.S. | $633,000 | 5,337 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $863,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,532 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,845,000 | 6,238 |
| Total debt securities | $5,843,000 | 6,734 |
| 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 | $5,977,000 | 6,861 |
| U.S. Government securities | $4,976,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,976,000 | 6,498 |
| Securities issued by states & political subdivisions | $999,000 | 4,897 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,630,000 | 5,392 |
| Mortgage-backed securities | $1,511,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,201 |
| Issued or guaranteed by U.S. | $636,000 | 5,180 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $875,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,430 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,977,000 | 6,246 |
| Total debt securities | $5,975,000 | 6,809 |
| 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 | $5,755,000 | 6,979 |
| U.S. Government securities | $4,983,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,983,000 | 6,586 |
| Securities issued by states & political subdivisions | $770,000 | 5,088 |
| 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 | $2,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,368,000 | 4,728 |
| Mortgage-backed securities | $1,551,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,101 |
| Issued or guaranteed by U.S. | $642,000 | 5,084 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $909,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,358 |
| 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) | $5,755,000 | 6,349 |
| Total debt securities | $5,753,000 | 6,929 |
| 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 |
| 2007-06-30 | Rank |
| Total securities | $5,733,000 | 7,011 |
| U.S. Government securities | $4,975,000 | 6,731 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,975,000 | 6,606 |
| Securities issued by states & political subdivisions | $756,000 | 5,127 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,000 | 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 | $2,640,000 | 5,448 |
| Mortgage-backed securities | $1,594,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,099 |
| Issued or guaranteed by U.S. | $654,000 | 5,082 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $940,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,733,000 | 6,365 |
| Total debt securities | $5,731,000 | 6,965 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $3,205,000 | 7,647 |
| U.S. Government securities | $2,921,000 | 7,382 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,921,000 | 7,253 |
| Securities issued by states & political subdivisions | $282,000 | 5,700 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,907,000 | 5,833 |
| Mortgage-backed securities | $560,000 | 5,626 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,633 |
| Issued or guaranteed by U.S. | $225,000 | 5,609 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $335,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 2,745 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,205,000 | 6,928 |
| Total debt securities | $3,203,000 | 7,600 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $3,327,000 | 7,647 |
| U.S. Government securities | $2,530,000 | 7,529 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,530,000 | 7,409 |
| Securities issued by states & political subdivisions | $795,000 | 5,168 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,586,000 | 5,980 |
| Mortgage-backed securities | $646,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $239,000 | 5,617 |
| Issued or guaranteed by U.S. | $239,000 | 5,592 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $407,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,684 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,327,000 | 6,923 |
| Total debt securities | $3,325,000 | 7,600 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $3,440,000 | 7,704 |
| U.S. Government securities | $2,618,000 | 7,574 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,618,000 | 7,449 |
| Securities issued by states & political subdivisions | $820,000 | 5,170 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,000 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,675,000 | 5,499 |
| Mortgage-backed securities | $735,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,618 |
| Issued or guaranteed by U.S. | $249,000 | 5,590 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $486,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,584 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,440,000 | 6,974 |
| Total debt securities | $3,438,000 | 7,653 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $3,505,000 | 7,718 |
| U.S. Government securities | $2,686,000 | 7,608 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,686,000 | 7,476 |
| Securities issued by states & political subdivisions | $817,000 | 5,200 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,792,000 | 5,475 |
| Mortgage-backed securities | $823,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $259,000 | 5,640 |
| Issued or guaranteed by U.S. | $259,000 | 5,612 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $564,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,497 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,505,000 | 6,964 |
| Total debt securities | $3,500,000 | 7,673 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $3,512,000 | 7,773 |
| U.S. Government securities | $2,681,000 | 7,675 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,681,000 | 7,545 |
| Securities issued by states & political subdivisions | $829,000 | 5,222 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,000 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,617,000 | 5,522 |
| Mortgage-backed securities | $901,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,633 |
| Issued or guaranteed by U.S. | $282,000 | 5,608 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $619,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,446 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,512,000 | 7,004 |
| Total debt securities | $3,512,000 | 7,723 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $3,489,000 | 7,828 |
| U.S. Government securities | $2,543,000 | 7,726 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,543,000 | 7,600 |
| Securities issued by states & political subdivisions | $944,000 | 5,134 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,670,000 | 5,530 |
| Mortgage-backed securities | $960,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $297,000 | 5,655 |
| Issued or guaranteed by U.S. | $297,000 | 5,628 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $663,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,429 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,489,000 | 7,049 |
| Total debt securities | $3,487,000 | 7,778 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $3,635,000 | 7,808 |
| U.S. Government securities | $2,686,000 | 7,711 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,686,000 | 7,580 |
| Securities issued by states & political subdivisions | $947,000 | 5,147 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000 | 2,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,203,000 | 5,281 |
| Mortgage-backed securities | $1,098,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,663 |
| Issued or guaranteed by U.S. | $322,000 | 5,641 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $776,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,379 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,635,000 | 7,032 |
| Total debt securities | $3,633,000 | 7,756 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $3,833,000 | 7,800 |
| U.S. Government securities | $2,880,000 | 7,717 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,880,000 | 7,572 |
| Securities issued by states & political subdivisions | $951,000 | 5,128 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,663,000 | 5,508 |
| Mortgage-backed securities | $1,289,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $350,000 | 5,684 |
| Issued or guaranteed by U.S. | $350,000 | 5,657 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $939,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,373 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,833,000 | 7,020 |
| Total debt securities | $3,831,000 | 7,746 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $4,409,000 | 7,744 |
| U.S. Government securities | $3,291,000 | 7,636 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,291,000 | 7,470 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,988 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,000 | 2,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,719,000 | 5,542 |
| Mortgage-backed securities | $1,610,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $374,000 | 5,718 |
| Issued or guaranteed by U.S. | $374,000 | 5,698 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,236,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,249 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,409,000 | 6,950 |
| Total debt securities | $4,407,000 | 7,690 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $4,338,000 | 7,818 |
| U.S. Government securities | $3,587,000 | 7,545 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,587,000 | 7,383 |
| Securities issued by states & political subdivisions | $749,000 | 5,343 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,079,000 | 5,374 |
| Mortgage-backed securities | $1,900,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $403,000 | 5,723 |
| Issued or guaranteed by U.S. | $403,000 | 5,705 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,497,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,169 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,338,000 | 7,016 |
| Total debt securities | $4,336,000 | 7,757 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $4,676,000 | 7,753 |
| U.S. Government securities | $3,921,000 | 7,478 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,921,000 | 7,328 |
| Securities issued by states & political subdivisions | $753,000 | 5,381 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,800,000 | 5,495 |
| Mortgage-backed securities | $2,026,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $436,000 | 5,709 |
| Issued or guaranteed by U.S. | $436,000 | 5,693 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,590,000 | 2,368 |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 2,131 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,676,000 | 6,956 |
| Total debt securities | $4,674,000 | 7,693 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $3,912,000 | 8,001 |
| U.S. Government securities | $3,154,000 | 7,797 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,154,000 | 7,636 |
| Securities issued by states & political subdivisions | $756,000 | 5,421 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,225,000 | 5,296 |
| Mortgage-backed securities | $1,013,000 | 5,690 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,013,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,444 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,912,000 | 7,215 |
| Total debt securities | $3,910,000 | 7,943 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $4,357,000 | 7,901 |
| U.S. Government securities | $3,568,000 | 7,632 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,568,000 | 7,476 |
| Securities issued by states & political subdivisions | $787,000 | 5,389 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,118,000 | 5,294 |
| Mortgage-backed securities | $1,302,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,302,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 2,364 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,559 |
| Available-for-sale securities (fair market value) | $4,347,000 | 7,111 |
| Total debt securities | $4,355,000 | 7,827 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $5,030,000 | 7,801 |
| U.S. Government securities | $4,239,000 | 7,473 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,239,000 | 7,303 |
| Securities issued by states & political subdivisions | $789,000 | 5,446 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,118,000 | 4,803 |
| Mortgage-backed securities | $1,444,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,444,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,406 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,627 |
| Available-for-sale securities (fair market value) | $5,020,000 | 6,976 |
| Total debt securities | $5,028,000 | 7,721 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $5,176,000 | 7,743 |
| U.S. Government securities | $4,333,000 | 7,339 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,333,000 | 7,161 |
| Securities issued by states & political subdivisions | $841,000 | 5,423 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,165,000 | 4,765 |
| Mortgage-backed securities | $1,727,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,727,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,727,000 | 2,327 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 4,501 |
| Available-for-sale securities (fair market value) | $5,121,000 | 6,930 |
| Total debt securities | $5,174,000 | 7,653 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $5,861,000 | 7,535 |
| U.S. Government securities | $4,885,000 | 7,131 |
| U.S. Treasury securities | $200,000 | 2,196 |
| U.S. Government agency obligations | $4,685,000 | 7,017 |
| Securities issued by states & political subdivisions | $974,000 | 5,246 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,603,000 | 4,562 |
| Mortgage-backed securities | $1,848,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,848,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,459 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 4,539 |
| Available-for-sale securities (fair market value) | $5,806,000 | 6,725 |
| Total debt securities | $5,859,000 | 7,441 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $5,969,000 | 7,541 |
| U.S. Government securities | $4,868,000 | 7,196 |
| U.S. Treasury securities | $202,000 | 2,233 |
| U.S. Government agency obligations | $4,666,000 | 7,068 |
| Securities issued by states & political subdivisions | $1,099,000 | 5,041 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,991,000 | 4,838 |
| Mortgage-backed securities | $2,062,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,062,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 2,409 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 4,586 |
| Available-for-sale securities (fair market value) | $5,914,000 | 6,726 |
| Total debt securities | $5,967,000 | 7,447 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $5,711,000 | 7,606 |
| U.S. Government securities | $4,604,000 | 7,311 |
| U.S. Treasury securities | $203,000 | 2,368 |
| U.S. Government agency obligations | $4,401,000 | 7,182 |
| Securities issued by states & political subdivisions | $1,105,000 | 5,050 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,456,000 | 5,078 |
| Mortgage-backed securities | $1,744,000 | 5,459 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,744,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,624 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 4,679 |
| Available-for-sale securities (fair market value) | $5,656,000 | 6,766 |
| Total debt securities | $5,709,000 | 7,529 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $4,999,000 | 7,932 |
| U.S. Government securities | $3,634,000 | 7,805 |
| U.S. Treasury securities | $206,000 | 2,925 |
| U.S. Government agency obligations | $3,428,000 | 7,647 |
| Securities issued by states & political subdivisions | $1,363,000 | 4,861 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 2,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,938,000 | 4,866 |
| Mortgage-backed securities | $408,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $408,000 | 3,843 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 3,675 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,000 | 4,853 |
| Available-for-sale securities (fair market value) | $4,904,000 | 7,013 |
| Total debt securities | $4,997,000 | 7,831 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $5,725,000 | 8,109 |
| U.S. Government securities | $3,281,000 | 8,490 |
| U.S. Treasury securities | $203,000 | 3,898 |
| U.S. Government agency obligations | $3,078,000 | 8,233 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,328 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $344,000 | 4,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,407,000 | 5,453 |
| Mortgage-backed securities | $569,000 | 6,003 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $569,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 3,085 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $230,000 | 5,233 |
| Available-for-sale securities (fair market value) | $5,495,000 | 7,082 |
| Total debt securities | $5,381,000 | 8,106 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $5,393,000 | 8,533 |
| U.S. Government securities | $3,649,000 | 8,673 |
| U.S. Treasury securities | $847,000 | 3,985 |
| U.S. Government agency obligations | $2,802,000 | 8,545 |
| Securities issued by states & political subdivisions | $1,496,000 | 5,083 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $248,000 | 5,268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,341,000 | 5,481 |
| Mortgage-backed securities | $378,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $378,000 | 3,722 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 3,556 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $390,000 | 5,468 |
| Available-for-sale securities (fair market value) | $5,003,000 | 7,417 |
| Total debt securities | $5,145,000 | 8,502 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $4,845,000 | 8,815 |
| U.S. Government securities | $3,242,000 | 8,879 |
| U.S. Treasury securities | $863,000 | 5,381 |
| U.S. Government agency obligations | $2,379,000 | 8,540 |
| Securities issued by states & political subdivisions | $1,411,000 | 5,273 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $192,000 | 5,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,635,000 | 5,649 |
| Mortgage-backed securities | $501,000 | 6,678 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $501,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 3,604 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $310,000 | 6,098 |
| Available-for-sale securities (fair market value) | $4,535,000 | 7,532 |
| Total debt securities | $4,653,000 | 8,752 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $3,724,000 | 9,710 |
| U.S. Government securities | $2,351,000 | 9,868 |
| U.S. Treasury securities | $1,455,000 | 5,837 |
| U.S. Government agency obligations | $896,000 | 9,775 |
| Securities issued by states & political subdivisions | $1,194,000 | 5,525 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 5,590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,051,000 | 6,388 |
| Mortgage-backed securities | $95,000 | 7,922 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $95,000 | 4,799 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 4,595 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $330,000 | 6,922 |
| Available-for-sale securities (fair market value) | $3,394,000 | 8,138 |
| Total debt securities | $3,545,000 | 9,670 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $4,561,000 | 9,966 |
| U.S. Government securities | $3,298,000 | 9,989 |
| U.S. Treasury securities | $2,452,000 | 5,578 |
| U.S. Government agency obligations | $846,000 | 10,258 |
| Securities issued by states & political subdivisions | $1,096,000 | 5,933 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 5,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,345,000 | 6,416 |
| Mortgage-backed securities | $249,000 | 8,065 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $249,000 | 4,899 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 4,711 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $347,000 | 7,570 |
| Available-for-sale securities (fair market value) | $4,214,000 | 8,118 |
| Total debt securities | $4,394,000 | 9,922 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $4,953,000 | 10,238 |
| U.S. Government securities | $4,307,000 | 9,898 |
| U.S. Treasury securities | $2,610,000 | 6,388 |
| U.S. Government agency obligations | $1,697,000 | 9,996 |
| Securities issued by states & political subdivisions | $592,000 | 7,114 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,515,000 | 7,402 |
| Mortgage-backed securities | $649,000 | 7,774 |
| Certificates of participation in pools of residential mortgages | $152,000 | 8,037 |
| Issued or guaranteed by U.S. | $152,000 | 8,006 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $497,000 | 4,915 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 4,716 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $361,000 | 7,962 |
| Available-for-sale securities (fair market value) | $4,592,000 | 8,225 |
| Total debt securities | $4,899,000 | 10,160 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $3,458,000 | 11,508 |
| U.S. Government securities | $3,121,000 | 11,175 |
| U.S. Treasury securities | $2,018,000 | 8,164 |
| U.S. Government agency obligations | $1,103,000 | 10,759 |
| Securities issued by states & political subdivisions | $335,000 | 8,170 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,548,000 | 7,586 |
| Mortgage-backed securities | $610,000 | 8,333 |
| Certificates of participation in pools of residential mortgages | $196,000 | 8,369 |
| Issued or guaranteed by U.S. | $196,000 | 8,342 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $414,000 | 5,448 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 5,222 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $435,000 | 11,144 |
| Available-for-sale securities (fair market value) | $3,023,000 | 8,099 |
| Total debt securities | $3,456,000 | 11,414 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $5,754,000 | 10,919 |
| U.S. Government securities | $5,341,000 | 10,315 |
| U.S. Treasury securities | $2,719,000 | 7,658 |
| U.S. Government agency obligations | $2,622,000 | 9,691 |
| Securities issued by states & political subdivisions | $411,000 | 8,126 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $801,000 | 8,929 |
| Mortgage-backed securities | $1,321,000 | 8,006 |
| Certificates of participation in pools of residential mortgages | $317,000 | 8,592 |
| Issued or guaranteed by U.S. | $317,000 | 8,535 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,004,000 | 4,959 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 4,745 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,754,000 | 10,775 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $7,281,000 | 10,382 |
| U.S. Government securities | $6,691,000 | 9,749 |
| U.S. Treasury securities | $2,675,000 | 7,885 |
| U.S. Government agency obligations | $4,016,000 | 8,719 |
| Securities issued by states & political subdivisions | $588,000 | 7,471 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,357,000 | 8,063 |
| Mortgage-backed securities | $1,814,000 | 7,870 |
| Certificates of participation in pools of residential mortgages | $727,000 | 8,047 |
| Issued or guaranteed by U.S. | $727,000 | 7,986 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,087,000 | 4,893 |
| CMOs issued by government agencies or sponsored agencies | $1,087,000 | 4,519 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,279,000 | 10,242 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
