| 2023-12-31 | Rank |
| Total securities | $22,673,000 | 3,476 |
| U.S. Government securities | $16,536,000 | 3,179 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,536,000 | 2,800 |
| Securities issued by states & political subdivisions | $6,137,000 | 2,800 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,291,000 | 2,272 |
| Mortgage-backed securities | $9,168,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,495,000 | 2,507 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,673,000 | 1,587 |
| 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) | $22,673,000 | 3,227 |
| Total debt securities | $22,674,000 | 3,453 |
| Structured notes |
| Amortized cost | $3,639,000 | 410 |
| Fair value | $3,506,000 | 396 |
| 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 | $22,135,000 | 3,504 |
| U.S. Government securities | $16,302,000 | 3,204 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $16,302,000 | 2,804 |
| Securities issued by states & political subdivisions | $5,833,000 | 2,848 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,990,000 | 2,344 |
| Mortgage-backed securities | $9,126,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,496,000 | 2,500 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,630,000 | 1,565 |
| 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) | $22,135,000 | 3,249 |
| Total debt securities | $22,135,000 | 3,483 |
| Structured notes |
| Amortized cost | $3,638,000 | 429 |
| Fair value | $3,426,000 | 409 |
| 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 | $23,091,000 | 3,510 |
| U.S. Government securities | $17,030,000 | 3,210 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $17,030,000 | 2,819 |
| Securities issued by states & political subdivisions | $6,061,000 | 2,873 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,851,000 | 2,304 |
| Mortgage-backed securities | $9,847,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,974,000 | 2,492 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,873,000 | 1,556 |
| 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) | $23,091,000 | 3,254 |
| Total debt securities | $23,093,000 | 3,485 |
| Structured notes |
| Amortized cost | $3,638,000 | 460 |
| Fair value | $3,415,000 | 446 |
| 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 | $23,767,000 | 3,567 |
| U.S. Government securities | $17,649,000 | 3,242 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $17,649,000 | 2,785 |
| Securities issued by states & political subdivisions | $6,118,000 | 2,916 |
| 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 | $19,789,000 | 2,267 |
| Mortgage-backed securities | $10,407,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,320,000 | 2,500 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,087,000 | 1,562 |
| 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) | $23,767,000 | 3,300 |
| Total debt securities | $23,767,000 | 3,544 |
| Structured notes |
| Amortized cost | $3,638,000 | 484 |
| Fair value | $3,441,000 | 471 |
| 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 | $22,972,000 | 3,619 |
| U.S. Government securities | $16,624,000 | 3,316 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $16,624,000 | 2,842 |
| Securities issued by states & political subdivisions | $6,348,000 | 2,928 |
| 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 | $18,045,000 | 2,230 |
| Mortgage-backed securities | $9,435,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,829,000 | 2,566 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,606,000 | 1,653 |
| 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) | $22,972,000 | 3,344 |
| Total debt securities | $22,974,000 | 3,596 |
| Structured notes |
| Amortized cost | $3,637,000 | 504 |
| Fair value | $3,399,000 | 489 |
| 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 | $22,997,000 | 3,624 |
| U.S. Government securities | $16,855,000 | 3,321 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $16,855,000 | 2,841 |
| Securities issued by states & political subdivisions | $6,142,000 | 2,968 |
| 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 | $18,087,000 | 2,176 |
| Mortgage-backed securities | $9,689,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,939,000 | 2,582 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,647 |
| 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) | $22,997,000 | 3,348 |
| Total debt securities | $22,991,000 | 3,601 |
| Structured notes |
| Amortized cost | $3,637,000 | 501 |
| Fair value | $3,358,000 | 494 |
| 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 | $22,846,000 | 3,673 |
| U.S. Government securities | $16,226,000 | 3,378 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $16,226,000 | 2,919 |
| Securities issued by states & political subdivisions | $6,620,000 | 2,977 |
| 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 | $19,780,000 | 2,077 |
| Mortgage-backed securities | $10,784,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $6,600,000 | 2,616 |
| Issued or guaranteed by U.S. | $6,600,000 | 2,543 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,184,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,184,000 | 1,601 |
| 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) | $22,846,000 | 3,412 |
| Total debt securities | $22,847,000 | 3,654 |
| Structured notes |
| Amortized cost | $3,637,000 | 483 |
| Fair value | $3,503,000 | 477 |
| 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 | $22,930,000 | 3,617 |
| U.S. Government securities | $16,073,000 | 3,307 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,073,000 | 2,913 |
| Securities issued by states & political subdivisions | $6,857,000 | 2,965 |
| 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 | $17,418,000 | 2,153 |
| Mortgage-backed securities | $11,901,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $7,236,000 | 2,557 |
| Issued or guaranteed by U.S. | $7,236,000 | 2,492 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,665,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,665,000 | 1,554 |
| 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) | $22,930,000 | 3,392 |
| Total debt securities | $22,930,000 | 3,601 |
| Structured notes |
| Amortized cost | $1,500,000 | 662 |
| Fair value | $1,434,000 | 674 |
| 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 | $22,884,000 | 3,570 |
| U.S. Government securities | $14,713,000 | 3,259 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $14,713,000 | 2,976 |
| Securities issued by states & political subdivisions | $8,171,000 | 2,869 |
| 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 | $19,971,000 | 2,021 |
| Mortgage-backed securities | $11,854,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $7,325,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,325,000 | 2,458 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,529,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $4,529,000 | 1,587 |
| 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) | $22,884,000 | 3,357 |
| Total debt securities | $22,885,000 | 3,548 |
| Structured notes |
| Amortized cost | $1,500,000 | 573 |
| Fair value | $1,499,000 | 580 |
| 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 | $20,119,000 | 3,637 |
| U.S. Government securities | $12,652,000 | 3,349 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,652,000 | 3,109 |
| Securities issued by states & political subdivisions | $7,467,000 | 2,931 |
| 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 | $17,313,000 | 2,130 |
| Mortgage-backed securities | $12,012,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $7,892,000 | 2,480 |
| Issued or guaranteed by U.S. | $7,892,000 | 2,414 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,120,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $4,120,000 | 1,648 |
| 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) | $20,119,000 | 3,422 |
| Total debt securities | $20,120,000 | 3,616 |
| 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 | $14,852,000 | 3,882 |
| U.S. Government securities | $9,364,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,364,000 | 3,335 |
| Securities issued by states & political subdivisions | $5,488,000 | 3,160 |
| 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 | $13,860,000 | 2,334 |
| Mortgage-backed securities | $8,705,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,608 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,533 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,019,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 1,970 |
| 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) | $14,852,000 | 3,662 |
| Total debt securities | $14,851,000 | 3,859 |
| 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 | $12,349,000 | 3,945 |
| U.S. Government securities | $6,856,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,856,000 | 3,496 |
| Securities issued by states & political subdivisions | $5,493,000 | 3,140 |
| 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 | $11,360,000 | 2,504 |
| Mortgage-backed securities | $6,676,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 2,646 |
| Issued or guaranteed by U.S. | $5,797,000 | 2,571 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $879,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,277 |
| 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) | $12,349,000 | 3,718 |
| Total debt securities | $12,349,000 | 3,919 |
| 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 | $12,279,000 | 3,871 |
| U.S. Government securities | $6,038,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,038,000 | 3,515 |
| Securities issued by states & political subdivisions | $6,241,000 | 3,027 |
| 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 | $11,262,000 | 2,485 |
| Mortgage-backed securities | $5,847,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $4,882,000 | 2,733 |
| Issued or guaranteed by U.S. | $4,882,000 | 2,656 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $965,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,263 |
| 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) | $12,279,000 | 3,648 |
| Total debt securities | $12,275,000 | 3,846 |
| 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 | $10,289,000 | 3,995 |
| U.S. Government securities | $5,057,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,057,000 | 3,645 |
| Securities issued by states & political subdivisions | $5,232,000 | 3,065 |
| 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 | $10,288,000 | 2,573 |
| Mortgage-backed securities | $4,845,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $3,772,000 | 2,861 |
| Issued or guaranteed by U.S. | $3,772,000 | 2,778 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,073,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,247 |
| 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) | $10,289,000 | 3,758 |
| Total debt securities | $10,290,000 | 3,971 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $10,388,000 | 3,969 |
| U.S. Government securities | $4,877,000 | 3,844 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,877,000 | 3,684 |
| Securities issued by states & political subdivisions | $5,511,000 | 2,991 |
| 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 | $10,388,000 | 2,562 |
| Mortgage-backed securities | $4,660,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $3,475,000 | 2,912 |
| Issued or guaranteed by U.S. | $3,475,000 | 2,831 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,185,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,234 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,388,000 | 3,728 |
| Total debt securities | $10,390,000 | 3,943 |
| 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 | $10,128,000 | 4,019 |
| U.S. Government securities | $4,682,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,682,000 | 3,750 |
| Securities issued by states & political subdivisions | $5,446,000 | 2,928 |
| 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 | $10,128,000 | 2,544 |
| Mortgage-backed securities | $4,435,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $3,170,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,170,000 | 2,889 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,265,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,219 |
| 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) | $10,128,000 | 3,771 |
| Total debt securities | $10,128,000 | 3,993 |
| 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 | $10,708,000 | 4,020 |
| U.S. Government securities | $4,936,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,936,000 | 3,802 |
| Securities issued by states & political subdivisions | $5,772,000 | 2,864 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,593,000 | 2,538 |
| Mortgage-backed securities | $4,663,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $3,336,000 | 2,912 |
| Issued or guaranteed by U.S. | $3,336,000 | 2,824 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,327,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,327,000 | 2,208 |
| 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) | $10,708,000 | 3,769 |
| Total debt securities | $10,703,000 | 3,996 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $9,895,000 | 4,142 |
| U.S. Government securities | $4,726,000 | 4,076 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,726,000 | 3,917 |
| Securities issued by states & political subdivisions | $5,169,000 | 2,985 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,895,000 | 2,643 |
| Mortgage-backed securities | $4,434,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $3,013,000 | 2,984 |
| Issued or guaranteed by U.S. | $3,013,000 | 2,897 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,421,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,213 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,895,000 | 3,880 |
| Total debt securities | $9,895,000 | 4,117 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $10,229,000 | 4,179 |
| U.S. Government securities | $5,060,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,060,000 | 3,940 |
| Securities issued by states & political subdivisions | $5,169,000 | 3,047 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,221,000 | 2,681 |
| Mortgage-backed securities | $4,735,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $3,230,000 | 2,949 |
| Issued or guaranteed by U.S. | $3,230,000 | 2,869 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,505,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 2,168 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,229,000 | 3,912 |
| Total debt securities | $10,220,000 | 4,158 |
| 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 | $10,476,000 | 4,218 |
| U.S. Government securities | $5,338,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,338,000 | 3,962 |
| Securities issued by states & political subdivisions | $5,138,000 | 3,108 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,475,000 | 2,677 |
| Mortgage-backed securities | $4,966,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $3,409,000 | 2,934 |
| Issued or guaranteed by U.S. | $3,409,000 | 2,848 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,557,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,150 |
| 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) | $10,476,000 | 3,948 |
| Total debt securities | $10,475,000 | 4,197 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $10,319,000 | 4,269 |
| U.S. Government securities | $4,969,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,969,000 | 4,051 |
| Securities issued by states & political subdivisions | $5,350,000 | 3,133 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,315,000 | 2,710 |
| Mortgage-backed securities | $4,558,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 2,919 |
| Issued or guaranteed by U.S. | $3,567,000 | 2,861 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $991,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,330 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,319,000 | 3,990 |
| Total debt securities | $10,319,000 | 4,247 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $10,610,000 | 4,298 |
| U.S. Government securities | $5,285,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,285,000 | 4,068 |
| Securities issued by states & political subdivisions | $5,325,000 | 3,170 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,578,000 | 2,683 |
| Mortgage-backed securities | $4,800,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $3,758,000 | 2,923 |
| Issued or guaranteed by U.S. | $3,758,000 | 2,902 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,042,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,308 |
| 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) | $10,610,000 | 4,022 |
| Total debt securities | $10,609,000 | 4,274 |
| 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 | $10,546,000 | 4,364 |
| U.S. Government securities | $5,642,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,642,000 | 4,051 |
| Securities issued by states & political subdivisions | $4,904,000 | 3,288 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,537,000 | 2,728 |
| Mortgage-backed securities | $5,135,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $4,027,000 | 2,910 |
| Issued or guaranteed by U.S. | $4,027,000 | 2,767 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,108,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,302 |
| 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) | $10,546,000 | 4,082 |
| Total debt securities | $10,546,000 | 4,340 |
| 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 | $9,738,000 | 4,473 |
| U.S. Government securities | $5,239,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,239,000 | 4,178 |
| Securities issued by states & political subdivisions | $4,499,000 | 3,410 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,736,000 | 2,843 |
| Mortgage-backed securities | $4,701,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,061 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,054 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,181,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,181,000 | 2,271 |
| 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) | $9,738,000 | 4,195 |
| Total debt securities | $9,738,000 | 4,448 |
| 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 | $9,903,000 | 4,534 |
| U.S. Government securities | $5,660,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,660,000 | 4,173 |
| Securities issued by states & political subdivisions | $4,243,000 | 3,511 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,898,000 | 2,863 |
| Mortgage-backed securities | $5,081,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $3,819,000 | 3,031 |
| Issued or guaranteed by U.S. | $3,819,000 | 3,028 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,262,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 2,238 |
| 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) | $9,903,000 | 4,254 |
| Total debt securities | $9,903,000 | 4,507 |
| 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 | $9,839,000 | 4,594 |
| U.S. Government securities | $5,527,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,527,000 | 4,261 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,539 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,542,000 | 2,942 |
| Mortgage-backed securities | $4,905,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 3,032 |
| Issued or guaranteed by U.S. | $4,117,000 | 3,030 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $788,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $788,000 | 2,459 |
| 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) | $9,839,000 | 4,302 |
| Total debt securities | $9,838,000 | 4,569 |
| 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 | $9,966,000 | 4,627 |
| U.S. Government securities | $5,639,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,639,000 | 4,293 |
| Securities issued by states & political subdivisions | $4,327,000 | 3,579 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,965,000 | 2,915 |
| Mortgage-backed securities | $4,943,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $4,388,000 | 3,020 |
| Issued or guaranteed by U.S. | $4,388,000 | 3,017 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $555,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,569 |
| 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) | $9,966,000 | 4,331 |
| Total debt securities | $9,966,000 | 4,602 |
| 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 | $9,425,000 | 4,707 |
| U.S. Government securities | $5,942,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,942,000 | 4,304 |
| Securities issued by states & political subdivisions | $3,483,000 | 3,771 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,016,000 | 3,085 |
| Mortgage-backed securities | $5,235,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $4,648,000 | 3,026 |
| Issued or guaranteed by U.S. | $4,648,000 | 3,021 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $587,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,594 |
| 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) | $9,425,000 | 4,402 |
| Total debt securities | $9,426,000 | 4,683 |
| 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 | $8,866,000 | 4,780 |
| U.S. Government securities | $5,917,000 | 4,445 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,917,000 | 4,320 |
| Securities issued by states & political subdivisions | $2,949,000 | 3,914 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,864,000 | 3,108 |
| Mortgage-backed securities | $5,187,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $4,943,000 | 2,988 |
| Issued or guaranteed by U.S. | $4,943,000 | 2,982 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $244,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,790 |
| 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) | $8,866,000 | 4,464 |
| Total debt securities | $8,866,000 | 4,755 |
| 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 | $8,065,000 | 4,898 |
| U.S. Government securities | $5,823,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,823,000 | 4,369 |
| Securities issued by states & political subdivisions | $2,242,000 | 4,101 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,063,000 | 3,255 |
| Mortgage-backed securities | $5,074,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $4,809,000 | 3,031 |
| Issued or guaranteed by U.S. | $4,809,000 | 3,030 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $265,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,809 |
| 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) | $8,065,000 | 4,564 |
| Total debt securities | $8,063,000 | 4,875 |
| 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 | $8,447,000 | 4,924 |
| U.S. Government securities | $6,189,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,189,000 | 4,398 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,123 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,444,000 | 3,255 |
| Mortgage-backed securities | $5,419,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $5,137,000 | 3,014 |
| Issued or guaranteed by U.S. | $5,137,000 | 3,011 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $282,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 2,823 |
| 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) | $8,447,000 | 4,575 |
| Total debt securities | $8,446,000 | 4,900 |
| 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 | $8,002,000 | 5,036 |
| U.S. Government securities | $5,989,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,989,000 | 4,520 |
| Securities issued by states & political subdivisions | $2,013,000 | 4,210 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,988,000 | 3,346 |
| Mortgage-backed securities | $5,170,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,079 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,078 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $300,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,841 |
| 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) | $8,002,000 | 4,694 |
| Total debt securities | $8,002,000 | 5,011 |
| 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 | $8,709,000 | 5,034 |
| U.S. Government securities | $6,533,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,533,000 | 4,484 |
| Securities issued by states & political subdivisions | $2,176,000 | 4,210 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,697,000 | 3,287 |
| Mortgage-backed securities | $5,168,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $4,853,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,853,000 | 3,058 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $315,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,872 |
| 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) | $1,000 | 2,408 |
| Available-for-sale securities (fair market value) | $8,708,000 | 4,676 |
| Total debt securities | $8,710,000 | 5,013 |
| 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 | $7,781,000 | 5,206 |
| U.S. Government securities | $5,856,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,856,000 | 4,690 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,334 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,774,000 | 3,464 |
| Mortgage-backed securities | $3,403,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $3,068,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,068,000 | 3,519 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $335,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 2,907 |
| 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) | $1,000 | 2,432 |
| Available-for-sale securities (fair market value) | $7,780,000 | 4,840 |
| Total debt securities | $7,776,000 | 5,183 |
| 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 | $7,450,000 | 5,335 |
| U.S. Government securities | $5,543,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,543,000 | 4,867 |
| Securities issued by states & political subdivisions | $1,907,000 | 4,358 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,443,000 | 3,562 |
| Mortgage-backed securities | $3,055,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 3,714 |
| Issued or guaranteed by U.S. | $2,694,000 | 3,710 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $361,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 2,938 |
| 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) | $1,000 | 2,472 |
| Available-for-sale securities (fair market value) | $7,449,000 | 4,972 |
| Total debt securities | $7,444,000 | 5,314 |
| 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 | $6,099,000 | 5,537 |
| U.S. Government securities | $5,248,000 | 5,103 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,248,000 | 4,993 |
| Securities issued by states & political subdivisions | $851,000 | 4,733 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,084,000 | 3,849 |
| Mortgage-backed securities | $2,722,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,332,000 | 3,881 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $390,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,950 |
| 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) | $1,000 | 2,485 |
| Available-for-sale securities (fair market value) | $6,098,000 | 5,163 |
| Total debt securities | $6,099,000 | 5,517 |
| 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 | $6,332,000 | 5,603 |
| U.S. Government securities | $5,485,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,485,000 | 5,027 |
| Securities issued by states & political subdivisions | $847,000 | 4,818 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,314,000 | 3,845 |
| Mortgage-backed securities | $2,905,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 3,917 |
| Issued or guaranteed by U.S. | $2,495,000 | 3,911 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $410,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,993 |
| 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) | $1,000 | 2,520 |
| Available-for-sale securities (fair market value) | $6,331,000 | 5,226 |
| Total debt securities | $6,331,000 | 5,581 |
| Structured notes |
| Amortized cost | $32,000 | 2,189 |
| Fair value | $32,000 | 2,192 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $8,461,000 | 5,475 |
| U.S. Government securities | $7,612,000 | 4,894 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,612,000 | 4,786 |
| Securities issued by states & political subdivisions | $849,000 | 4,866 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,452,000 | 3,474 |
| Mortgage-backed securities | $3,052,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,617,000 | 3,959 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $435,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 3,018 |
| 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) | $1,000 | 2,560 |
| Available-for-sale securities (fair market value) | $8,460,000 | 5,088 |
| Total debt securities | $8,459,000 | 5,455 |
| Structured notes |
| Amortized cost | $1,010,000 | 1,531 |
| Fair value | $998,000 | 1,568 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $8,690,000 | 5,512 |
| U.S. Government securities | $7,831,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,831,000 | 4,820 |
| Securities issued by states & political subdivisions | $859,000 | 4,914 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,654,000 | 3,469 |
| Mortgage-backed securities | $3,225,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,758,000 | 3,982 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $467,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 3,037 |
| 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) | $1,000 | 2,597 |
| Available-for-sale securities (fair market value) | $8,689,000 | 5,112 |
| Total debt securities | $8,688,000 | 5,491 |
| Structured notes |
| Amortized cost | $1,012,000 | 1,571 |
| Fair value | $997,000 | 1,619 |
| 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 | $8,789,000 | 5,546 |
| U.S. Government securities | $7,940,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,940,000 | 4,851 |
| Securities issued by states & political subdivisions | $849,000 | 4,959 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,659,000 | 3,684 |
| Mortgage-backed securities | $3,338,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $2,839,000 | 3,997 |
| Issued or guaranteed by U.S. | $2,839,000 | 3,995 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $499,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,037 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,000 | 2,617 |
| Available-for-sale securities (fair market value) | $8,788,000 | 5,146 |
| Total debt securities | $8,789,000 | 5,521 |
| Structured notes |
| Amortized cost | $1,014,000 | 1,579 |
| Fair value | $977,000 | 1,676 |
| 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 | $3,567,000 | 6,169 |
| U.S. Government securities | $2,723,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,723,000 | 5,759 |
| Securities issued by states & political subdivisions | $844,000 | 5,004 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,549,000 | 4,582 |
| Mortgage-backed securities | $283,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $283,000 | 4,974 |
| Issued or guaranteed by U.S. | $283,000 | 4,969 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,000 | 2,638 |
| Available-for-sale securities (fair market value) | $3,566,000 | 5,766 |
| Total debt securities | $3,567,000 | 6,139 |
| Structured notes |
| Amortized cost | $1,016,000 | 1,572 |
| Fair value | $959,000 | 1,677 |
| 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 | $2,672,000 | 6,351 |
| U.S. Government securities | $1,826,000 | 6,128 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,826,000 | 6,031 |
| Securities issued by states & political subdivisions | $846,000 | 5,013 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,653,000 | 4,895 |
| Mortgage-backed securities | $312,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,000 |
| Issued or guaranteed by U.S. | $312,000 | 4,994 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,000 | 2,641 |
| Available-for-sale securities (fair market value) | $2,671,000 | 5,950 |
| Total debt securities | $2,671,000 | 6,321 |
| Structured notes |
| Amortized cost | $546,000 | 1,923 |
| Fair value | $511,000 | 1,940 |
| 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 | $2,816,000 | 6,358 |
| U.S. Government securities | $1,967,000 | 6,090 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,967,000 | 5,986 |
| Securities issued by states & political subdivisions | $849,000 | 5,014 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,782,000 | 4,884 |
| Mortgage-backed securities | $440,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $350,000 | 4,970 |
| Issued or guaranteed by U.S. | $350,000 | 4,963 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $90,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,358 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,000 | 2,594 |
| Available-for-sale securities (fair market value) | $2,815,000 | 5,959 |
| Total debt securities | $2,815,000 | 6,326 |
| Structured notes |
| Amortized cost | $551,000 | 1,900 |
| Fair value | $526,000 | 1,911 |
| 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 | $2,819,000 | 6,403 |
| U.S. Government securities | $1,934,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,934,000 | 6,035 |
| Securities issued by states & political subdivisions | $885,000 | 5,015 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,784,000 | 4,929 |
| Mortgage-backed securities | $854,000 | 5,074 |
| Certificates of participation in pools of residential mortgages | $393,000 | 4,989 |
| Issued or guaranteed by U.S. | $393,000 | 4,985 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $461,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 3,129 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,000 | 2,599 |
| Available-for-sale securities (fair market value) | $2,818,000 | 6,008 |
| Total debt securities | $2,818,000 | 6,372 |
| Structured notes |
| Amortized cost | $559,000 | 1,929 |
| Fair value | $557,000 | 1,929 |
| 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 | $3,912,000 | 6,310 |
| U.S. Government securities | $2,135,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,135,000 | 6,033 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,640 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,878,000 | 4,577 |
| Mortgage-backed securities | $1,040,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $448,000 | 4,979 |
| Issued or guaranteed by U.S. | $448,000 | 4,976 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $592,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 3,093 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,000 | 2,629 |
| Available-for-sale securities (fair market value) | $3,911,000 | 5,915 |
| Total debt securities | $3,913,000 | 6,281 |
| Structured notes |
| Amortized cost | $565,000 | 1,972 |
| Fair value | $570,000 | 1,969 |
| 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 | $4,504,000 | 6,329 |
| U.S. Government securities | $2,216,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,216,000 | 6,142 |
| Securities issued by states & political subdivisions | $2,288,000 | 4,468 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,471,000 | 4,470 |
| Mortgage-backed securities | $1,112,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,069 |
| Issued or guaranteed by U.S. | $494,000 | 5,063 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $618,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 3,155 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,000 | 2,685 |
| Available-for-sale securities (fair market value) | $4,503,000 | 5,924 |
| Total debt securities | $4,504,000 | 6,301 |
| Structured notes |
| Amortized cost | $573,000 | 2,141 |
| Fair value | $576,000 | 2,140 |
| 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 | $4,515,000 | 6,396 |
| U.S. Government securities | $2,732,000 | 6,225 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,732,000 | 6,130 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,632 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,391,000 | 4,524 |
| Mortgage-backed securities | $1,209,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,052 |
| Issued or guaranteed by U.S. | $567,000 | 5,046 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $642,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 3,158 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,000 | 2,711 |
| Available-for-sale securities (fair market value) | $4,514,000 | 5,977 |
| Total debt securities | $4,515,000 | 6,366 |
| Structured notes |
| Amortized cost | $491,000 | 2,608 |
| Fair value | $496,000 | 2,587 |
| 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 | $4,785,000 | 6,412 |
| U.S. Government securities | $2,998,000 | 6,259 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,998,000 | 6,154 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,587 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,734,000 | 4,456 |
| Mortgage-backed securities | $1,379,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $645,000 | 5,025 |
| Issued or guaranteed by U.S. | $645,000 | 5,021 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $734,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 3,144 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,000 | 2,773 |
| Available-for-sale securities (fair market value) | $4,784,000 | 5,996 |
| Total debt securities | $4,785,000 | 6,382 |
| Structured notes |
| Amortized cost | $88,000 | 3,090 |
| Fair value | $94,000 | 3,087 |
| 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 | $5,373,000 | 6,351 |
| U.S. Government securities | $3,213,000 | 6,221 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,213,000 | 6,123 |
| Securities issued by states & political subdivisions | $2,160,000 | 4,429 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,301,000 | 4,111 |
| Mortgage-backed securities | $1,574,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $735,000 | 4,950 |
| Issued or guaranteed by U.S. | $735,000 | 4,943 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $839,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,950 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,000 | 2,902 |
| Available-for-sale securities (fair market value) | $5,372,000 | 5,910 |
| Total debt securities | $5,372,000 | 6,320 |
| Structured notes |
| Amortized cost | $597,000 | 2,527 |
| Fair value | $604,000 | 2,516 |
| 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 | $5,092,000 | 6,442 |
| U.S. Government securities | $3,428,000 | 6,241 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,428,000 | 6,125 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,589 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,019,000 | 4,195 |
| Mortgage-backed securities | $1,774,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $802,000 | 4,918 |
| Issued or guaranteed by U.S. | $802,000 | 4,909 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $972,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,896 |
| 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) | $2,000 | 2,930 |
| Available-for-sale securities (fair market value) | $5,090,000 | 5,985 |
| Total debt securities | $5,092,000 | 6,408 |
| Structured notes |
| Amortized cost | $605,000 | 2,589 |
| Fair value | $615,000 | 2,586 |
| 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 | $6,117,000 | 6,360 |
| U.S. Government securities | $4,443,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,443,000 | 6,029 |
| Securities issued by states & political subdivisions | $1,674,000 | 4,568 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,029,000 | 3,988 |
| Mortgage-backed securities | $1,287,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $882,000 | 4,889 |
| Issued or guaranteed by U.S. | $882,000 | 4,881 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $405,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,130 |
| 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) | $2,000 | 2,986 |
| Available-for-sale securities (fair market value) | $6,115,000 | 5,906 |
| Total debt securities | $6,117,000 | 6,328 |
| Structured notes |
| Amortized cost | $613,000 | 2,767 |
| Fair value | $623,000 | 2,763 |
| 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 | $5,520,000 | 6,483 |
| U.S. Government securities | $3,851,000 | 6,282 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,851,000 | 6,156 |
| Securities issued by states & political subdivisions | $1,669,000 | 4,552 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,433,000 | 4,112 |
| Mortgage-backed securities | $1,478,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $943,000 | 4,812 |
| Issued or guaranteed by U.S. | $943,000 | 4,806 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $535,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,982 |
| 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) | $2,000 | 3,005 |
| Available-for-sale securities (fair market value) | $5,518,000 | 6,009 |
| Total debt securities | $5,521,000 | 6,449 |
| Structured notes |
| Amortized cost | $122,000 | 3,179 |
| Fair value | $130,000 | 3,177 |
| 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 | $3,656,000 | 6,773 |
| U.S. Government securities | $1,851,000 | 6,722 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,851,000 | 6,610 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,497 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,548,000 | 4,662 |
| Mortgage-backed securities | $1,705,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 4,662 |
| Issued or guaranteed by U.S. | $1,062,000 | 4,655 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $643,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,914 |
| 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) | $2,000 | 3,040 |
| Available-for-sale securities (fair market value) | $3,654,000 | 6,273 |
| Total debt securities | $3,655,000 | 6,742 |
| Structured notes |
| Amortized cost | $135,000 | 3,073 |
| Fair value | $144,000 | 3,072 |
| 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 | $4,098,000 | 6,725 |
| U.S. Government securities | $2,034,000 | 6,698 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,034,000 | 6,572 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,312 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,987,000 | 4,570 |
| Mortgage-backed securities | $1,870,000 | 4,844 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,603 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $690,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $690,000 | 2,869 |
| 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) | $2,000 | 3,110 |
| Available-for-sale securities (fair market value) | $4,096,000 | 6,214 |
| Total debt securities | $4,097,000 | 6,691 |
| Structured notes |
| Amortized cost | $149,000 | 3,113 |
| Fair value | $162,000 | 3,106 |
| 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 | $4,778,000 | 6,682 |
| U.S. Government securities | $2,715,000 | 6,647 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,715,000 | 6,530 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,278 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,653,000 | 4,411 |
| Mortgage-backed securities | $2,041,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,304,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,304,000 | 4,591 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $737,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,744 |
| 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) | $2,000 | 3,181 |
| Available-for-sale securities (fair market value) | $4,776,000 | 6,173 |
| Total debt securities | $4,778,000 | 6,638 |
| Structured notes |
| Amortized cost | $658,000 | 2,809 |
| Fair value | $672,000 | 2,805 |
| 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 | $4,921,000 | 6,739 |
| U.S. Government securities | $2,860,000 | 6,717 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,860,000 | 6,610 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,264 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,794,000 | 4,449 |
| Mortgage-backed securities | $2,170,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,681 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $786,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,678 |
| 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) | $2,000 | 3,229 |
| Available-for-sale securities (fair market value) | $4,919,000 | 6,222 |
| Total debt securities | $4,922,000 | 6,696 |
| Structured notes |
| Amortized cost | $675,000 | 2,588 |
| Fair value | $688,000 | 2,579 |
| 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 | $4,988,000 | 6,741 |
| U.S. Government securities | $2,514,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,514,000 | 6,708 |
| Securities issued by states & political subdivisions | $2,474,000 | 4,101 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,774,000 | 4,473 |
| Mortgage-backed securities | $2,313,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,728 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $836,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,634 |
| 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) | $2,000 | 3,293 |
| Available-for-sale securities (fair market value) | $4,986,000 | 6,229 |
| Total debt securities | $4,988,000 | 6,699 |
| Structured notes |
| Amortized cost | $186,000 | 2,745 |
| Fair value | $199,000 | 2,731 |
| 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 | $5,573,000 | 6,686 |
| U.S. Government securities | $2,952,000 | 6,736 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,952,000 | 6,640 |
| Securities issued by states & political subdivisions | $2,621,000 | 4,069 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,359,000 | 4,300 |
| Mortgage-backed securities | $2,487,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,776 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $895,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,588 |
| 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) | $2,000 | 3,388 |
| Available-for-sale securities (fair market value) | $5,571,000 | 6,152 |
| Total debt securities | $5,573,000 | 6,644 |
| Structured notes |
| Amortized cost | $197,000 | 2,389 |
| Fair value | $211,000 | 2,367 |
| 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 | $6,095,000 | 6,583 |
| U.S. Government securities | $3,428,000 | 6,622 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,428,000 | 6,534 |
| Securities issued by states & political subdivisions | $2,667,000 | 4,025 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,869,000 | 4,160 |
| Mortgage-backed securities | $2,647,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,703,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,703,000 | 4,785 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $944,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,548 |
| 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) | $2,000 | 3,438 |
| Available-for-sale securities (fair market value) | $6,093,000 | 6,065 |
| Total debt securities | $6,095,000 | 6,538 |
| Structured notes |
| Amortized cost | $216,000 | 1,899 |
| Fair value | $221,000 | 1,893 |
| 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 | $6,502,000 | 6,544 |
| U.S. Government securities | $3,731,000 | 6,639 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,731,000 | 6,553 |
| Securities issued by states & political subdivisions | $2,771,000 | 3,900 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,165,000 | 4,156 |
| Mortgage-backed securities | $2,423,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,963 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,554 |
| 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) | $3,000 | 3,469 |
| Available-for-sale securities (fair market value) | $6,499,000 | 6,006 |
| Total debt securities | $6,502,000 | 6,502 |
| Structured notes |
| Amortized cost | $237,000 | 1,621 |
| Fair value | $242,000 | 1,605 |
| 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 | $8,777,000 | 6,162 |
| U.S. Government securities | $4,591,000 | 6,522 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,591,000 | 6,428 |
| Securities issued by states & political subdivisions | $4,186,000 | 3,352 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,421,000 | 3,708 |
| Mortgage-backed securities | $2,009,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $1,497,000 | 4,936 |
| Issued or guaranteed by U.S. | $1,497,000 | 4,923 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $512,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,837 |
| 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) | $3,000 | 3,487 |
| Available-for-sale securities (fair market value) | $8,774,000 | 5,624 |
| Total debt securities | $8,777,000 | 6,115 |
| Structured notes |
| Amortized cost | $249,000 | 1,633 |
| Fair value | $254,000 | 1,595 |
| 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 | $8,746,000 | 6,134 |
| U.S. Government securities | $4,357,000 | 6,585 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,357,000 | 6,491 |
| Securities issued by states & political subdivisions | $4,389,000 | 3,275 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,387,000 | 3,716 |
| Mortgage-backed securities | $1,498,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $984,000 | 5,171 |
| Issued or guaranteed by U.S. | $984,000 | 5,156 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $514,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,748 |
| 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) | $3,000 | 3,515 |
| Available-for-sale securities (fair market value) | $8,743,000 | 5,588 |
| Total debt securities | $8,746,000 | 6,088 |
| Structured notes |
| Amortized cost | $253,000 | 1,594 |
| Fair value | $259,000 | 1,591 |
| 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 | $9,083,000 | 6,091 |
| U.S. Government securities | $4,368,000 | 6,635 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,368,000 | 6,536 |
| Securities issued by states & political subdivisions | $4,715,000 | 3,195 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,420,000 | 3,664 |
| Mortgage-backed securities | $995,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $495,000 | 5,523 |
| Issued or guaranteed by U.S. | $495,000 | 5,501 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $500,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,772 |
| 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) | $3,000 | 3,545 |
| Available-for-sale securities (fair market value) | $9,080,000 | 5,574 |
| Total debt securities | $9,083,000 | 6,024 |
| Structured notes |
| Amortized cost | $260,000 | 1,631 |
| Fair value | $266,000 | 1,629 |
| 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 | $9,039,000 | 6,132 |
| U.S. Government securities | $4,193,000 | 6,715 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,193,000 | 6,607 |
| Securities issued by states & political subdivisions | $4,846,000 | 3,169 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,667,000 | 3,599 |
| Mortgage-backed securities | $510,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $510,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 2,745 |
| 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) | $3,000 | 3,585 |
| Available-for-sale securities (fair market value) | $9,036,000 | 5,585 |
| Total debt securities | $9,039,000 | 6,061 |
| Structured notes |
| Amortized cost | $273,000 | 1,783 |
| Fair value | $279,000 | 1,780 |
| 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 | $9,745,000 | 6,062 |
| U.S. Government securities | $3,936,000 | 6,923 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,936,000 | 6,810 |
| Securities issued by states & political subdivisions | $5,809,000 | 2,897 |
| 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 | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,101,000 | 3,554 |
| Mortgage-backed securities | $528,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,087 |
| Issued or guaranteed by U.S. | $30,000 | 6,067 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $498,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,671 |
| 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) | $3,000 | 3,641 |
| Available-for-sale securities (fair market value) | $9,742,000 | 5,487 |
| Total debt securities | $9,745,000 | 5,989 |
| Structured notes |
| Amortized cost | $781,000 | 1,785 |
| Fair value | $782,000 | 1,785 |
| 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 | $10,988,000 | 5,899 |
| U.S. Government securities | $4,684,000 | 6,771 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,684,000 | 6,659 |
| Securities issued by states & political subdivisions | $6,304,000 | 2,748 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,849,000 | 3,465 |
| Mortgage-backed securities | $594,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,804 |
| Issued or guaranteed by U.S. | $98,000 | 5,781 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $496,000 | 2,948 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 2,626 |
| 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) | $4,000 | 3,685 |
| Available-for-sale securities (fair market value) | $10,984,000 | 5,308 |
| Total debt securities | $10,988,000 | 5,841 |
| Structured notes |
| Amortized cost | $790,000 | 2,000 |
| Fair value | $791,000 | 2,000 |
| 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 | $10,367,000 | 6,040 |
| U.S. Government securities | $4,085,000 | 6,965 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,085,000 | 6,845 |
| Securities issued by states & political subdivisions | $6,282,000 | 2,751 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,705,000 | 3,463 |
| Mortgage-backed securities | $118,000 | 6,106 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,783 |
| Issued or guaranteed by U.S. | $118,000 | 5,763 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 3,732 |
| Available-for-sale securities (fair market value) | $10,363,000 | 5,420 |
| Total debt securities | $10,367,000 | 5,985 |
| Structured notes |
| Amortized cost | $801,000 | 2,077 |
| Fair value | $800,000 | 2,074 |
| 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 | $9,858,000 | 6,159 |
| U.S. Government securities | $3,337,000 | 7,256 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,337,000 | 7,122 |
| Securities issued by states & political subdivisions | $6,521,000 | 2,695 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,979,000 | 3,610 |
| Mortgage-backed securities | $132,000 | 6,098 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,771 |
| Issued or guaranteed by U.S. | $132,000 | 5,748 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 3,799 |
| Available-for-sale securities (fair market value) | $9,854,000 | 5,521 |
| Total debt securities | $9,858,000 | 6,106 |
| Structured notes |
| Amortized cost | $814,000 | 2,140 |
| Fair value | $812,000 | 2,142 |
| 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 | $10,276,000 | 6,114 |
| U.S. Government securities | $3,107,000 | 7,351 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,107,000 | 7,222 |
| Securities issued by states & political subdivisions | $7,169,000 | 2,549 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,198,000 | 3,558 |
| Mortgage-backed securities | $143,000 | 6,101 |
| Certificates of participation in pools of residential mortgages | $143,000 | 5,758 |
| Issued or guaranteed by U.S. | $143,000 | 5,734 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,000 | 3,885 |
| Available-for-sale securities (fair market value) | $10,272,000 | 5,481 |
| Total debt securities | $10,275,000 | 6,058 |
| Structured notes |
| Amortized cost | $499,000 | 2,568 |
| Fair value | $497,000 | 2,474 |
| 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 | $10,389,000 | 6,122 |
| U.S. Government securities | $2,582,000 | 7,582 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,582,000 | 7,458 |
| Securities issued by states & political subdivisions | $7,807,000 | 2,419 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,182,000 | 3,570 |
| Mortgage-backed securities | $156,000 | 6,103 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,762 |
| Issued or guaranteed by U.S. | $156,000 | 5,734 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 3,971 |
| Available-for-sale securities (fair market value) | $10,384,000 | 5,457 |
| Total debt securities | $10,389,000 | 6,061 |
| Structured notes |
| Amortized cost | $499,000 | 2,699 |
| Fair value | $496,000 | 2,610 |
| 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 | $10,343,000 | 6,165 |
| U.S. Government securities | $2,582,000 | 7,643 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,582,000 | 7,513 |
| Securities issued by states & political subdivisions | $7,761,000 | 2,394 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,207,000 | 3,561 |
| Mortgage-backed securities | $169,000 | 6,122 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,770 |
| Issued or guaranteed by U.S. | $169,000 | 5,744 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,026 |
| Available-for-sale securities (fair market value) | $10,338,000 | 5,486 |
| Total debt securities | $10,343,000 | 6,104 |
| Structured notes |
| Amortized cost | $499,000 | 2,759 |
| Fair value | $491,000 | 2,676 |
| 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 | $10,312,000 | 6,207 |
| U.S. Government securities | $2,390,000 | 7,767 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,390,000 | 7,635 |
| Securities issued by states & political subdivisions | $7,922,000 | 2,360 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,044,000 | 3,587 |
| Mortgage-backed securities | $182,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,778 |
| Issued or guaranteed by U.S. | $182,000 | 5,754 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,092 |
| Available-for-sale securities (fair market value) | $10,307,000 | 5,509 |
| Total debt securities | $10,312,000 | 6,150 |
| Structured notes |
| Amortized cost | $499,000 | 2,746 |
| Fair value | $494,000 | 2,643 |
| 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 | $10,176,000 | 6,289 |
| U.S. Government securities | $1,784,000 | 7,982 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,784,000 | 7,856 |
| Securities issued by states & political subdivisions | $8,392,000 | 2,247 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,136,000 | 3,756 |
| Mortgage-backed securities | $196,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,804 |
| Issued or guaranteed by U.S. | $196,000 | 5,778 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,170 |
| Available-for-sale securities (fair market value) | $10,170,000 | 5,574 |
| Total debt securities | $10,176,000 | 6,233 |
| Structured notes |
| Amortized cost | $499,000 | 2,748 |
| Fair value | $495,000 | 2,633 |
| 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 | $9,604,000 | 6,417 |
| U.S. Government securities | $1,511,000 | 8,081 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,511,000 | 7,963 |
| Securities issued by states & political subdivisions | $8,093,000 | 2,271 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,602,000 | 3,865 |
| Mortgage-backed securities | $215,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $215,000 | 5,802 |
| Issued or guaranteed by U.S. | $215,000 | 5,782 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,233 |
| Available-for-sale securities (fair market value) | $9,598,000 | 5,694 |
| Total debt securities | $9,604,000 | 6,358 |
| Structured notes |
| Amortized cost | $499,000 | 2,703 |
| Fair value | $498,000 | 2,567 |
| 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 | $9,725,000 | 6,432 |
| U.S. Government securities | $1,556,000 | 8,102 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,556,000 | 7,972 |
| Securities issued by states & political subdivisions | $8,169,000 | 2,232 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,685,000 | 3,846 |
| Mortgage-backed securities | $249,000 | 6,201 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,803 |
| Issued or guaranteed by U.S. | $249,000 | 5,777 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,290 |
| Available-for-sale securities (fair market value) | $9,719,000 | 5,702 |
| Total debt securities | $9,725,000 | 6,369 |
| Structured notes |
| Amortized cost | $499,000 | 2,689 |
| Fair value | $500,000 | 2,521 |
| 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 | $8,583,000 | 6,740 |
| U.S. Government securities | $928,000 | 8,378 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $928,000 | 8,255 |
| Securities issued by states & political subdivisions | $7,655,000 | 2,348 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,333,000 | 4,194 |
| Mortgage-backed securities | $315,000 | 6,190 |
| Certificates of participation in pools of residential mortgages | $275,000 | 5,833 |
| Issued or guaranteed by U.S. | $275,000 | 5,815 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $40,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,253 |
| 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) | $7,000 | 4,354 |
| Available-for-sale securities (fair market value) | $8,576,000 | 5,998 |
| Total debt securities | $8,583,000 | 6,683 |
| 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 | $10,822,000 | 6,304 |
| U.S. Government securities | $1,719,000 | 8,146 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,719,000 | 8,013 |
| Securities issued by states & political subdivisions | $9,103,000 | 2,100 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,829,000 | 4,062 |
| Mortgage-backed securities | $1,097,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $989,000 | 5,136 |
| Issued or guaranteed by U.S. | $989,000 | 5,122 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $108,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,156 |
| 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) | $8,000 | 4,414 |
| Available-for-sale securities (fair market value) | $10,814,000 | 5,547 |
| Total debt securities | $10,822,000 | 6,236 |
| 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 | $10,496,000 | 6,392 |
| U.S. Government securities | $1,944,000 | 8,133 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,944,000 | 7,994 |
| Securities issued by states & political subdivisions | $8,552,000 | 2,200 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,464,000 | 4,138 |
| Mortgage-backed securities | $1,311,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,116,000 | 5,038 |
| Issued or guaranteed by U.S. | $1,116,000 | 5,028 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $195,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,052 |
| 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) | $9,000 | 4,469 |
| Available-for-sale securities (fair market value) | $10,487,000 | 5,640 |
| Total debt securities | $10,406,000 | 6,338 |
| 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 | $10,226,000 | 6,532 |
| U.S. Government securities | $2,205,000 | 8,125 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,205,000 | 7,963 |
| Securities issued by states & political subdivisions | $8,021,000 | 2,300 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,435,000 | 4,131 |
| Mortgage-backed securities | $1,563,000 | 5,368 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 5,012 |
| Issued or guaranteed by U.S. | $1,274,000 | 4,999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $289,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,016 |
| 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) | $9,000 | 4,524 |
| Available-for-sale securities (fair market value) | $10,217,000 | 5,778 |
| Total debt securities | $10,136,000 | 6,483 |
| 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 | $11,259,000 | 6,311 |
| U.S. Government securities | $2,682,000 | 7,933 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,682,000 | 7,766 |
| Securities issued by states & political subdivisions | $8,577,000 | 2,217 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,785,000 | 3,975 |
| Mortgage-backed securities | $2,028,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,870 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $494,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,917 |
| 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) | $9,000 | 4,566 |
| Available-for-sale securities (fair market value) | $11,250,000 | 5,578 |
| Total debt securities | $11,259,000 | 6,228 |
| 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 | $11,272,000 | 6,346 |
| U.S. Government securities | $2,880,000 | 7,953 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,880,000 | 7,773 |
| Securities issued by states & political subdivisions | $8,392,000 | 2,254 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,729,000 | 4,206 |
| Mortgage-backed securities | $2,219,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,762 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $512,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,992 |
| 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) | $11,262,000 | 5,615 |
| Total debt securities | $11,273,000 | 6,261 |
| 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 | $11,660,000 | 6,194 |
| U.S. Government securities | $3,265,000 | 7,727 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,265,000 | 7,539 |
| Securities issued by states & political subdivisions | $8,395,000 | 2,247 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,298,000 | 4,306 |
| Mortgage-backed securities | $2,597,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,530 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,508 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $517,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,034 |
| 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) | $11,000 | 4,656 |
| Available-for-sale securities (fair market value) | $11,649,000 | 5,474 |
| Total debt securities | $11,660,000 | 6,104 |
| 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 | $12,421,000 | 5,979 |
| U.S. Government securities | $4,636,000 | 7,213 |
| U.S. Treasury securities | $400,000 | 1,982 |
| U.S. Government agency obligations | $4,236,000 | 7,167 |
| Securities issued by states & political subdivisions | $7,785,000 | 2,331 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,844,000 | 4,099 |
| Mortgage-backed securities | $3,556,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 4,172 |
| Issued or guaranteed by U.S. | $2,957,000 | 4,159 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $599,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 3,170 |
| 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) | $12,000 | 4,668 |
| Available-for-sale securities (fair market value) | $12,409,000 | 5,245 |
| Total debt securities | $12,421,000 | 5,884 |
| 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 | $14,473,000 | 5,580 |
| U.S. Government securities | $7,689,000 | 6,242 |
| U.S. Treasury securities | $399,000 | 2,038 |
| U.S. Government agency obligations | $7,290,000 | 6,177 |
| Securities issued by states & political subdivisions | $6,784,000 | 2,468 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,536,000 | 3,609 |
| Mortgage-backed securities | $4,379,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $3,982,000 | 3,771 |
| Issued or guaranteed by U.S. | $3,982,000 | 3,761 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $397,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 3,512 |
| 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) | $12,000 | 4,724 |
| Available-for-sale securities (fair market value) | $14,461,000 | 4,870 |
| Total debt securities | $14,473,000 | 5,486 |
| 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 | $13,011,000 | 5,851 |
| U.S. Government securities | $7,164,000 | 6,437 |
| U.S. Treasury securities | $399,000 | 2,167 |
| U.S. Government agency obligations | $6,765,000 | 6,366 |
| Securities issued by states & political subdivisions | $5,847,000 | 2,665 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,180,000 | 3,459 |
| Mortgage-backed securities | $2,305,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,902 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $722,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 3,237 |
| 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) | $13,000 | 4,809 |
| Available-for-sale securities (fair market value) | $12,998,000 | 5,073 |
| Total debt securities | $13,011,000 | 5,758 |
| Structured notes |
| Amortized cost | $500,000 | 1,148 |
| Fair value | $500,000 | 1,297 |
| 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 | $13,508,000 | 5,693 |
| U.S. Government securities | $8,492,000 | 5,944 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,492,000 | 5,714 |
| Securities issued by states & political subdivisions | $5,016,000 | 2,852 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,493,000 | 3,305 |
| Mortgage-backed securities | $1,876,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $846,000 | 5,349 |
| Issued or guaranteed by U.S. | $846,000 | 5,328 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,030,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 3,092 |
| 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) | $15,000 | 5,032 |
| Available-for-sale securities (fair market value) | $13,493,000 | 4,868 |
| Total debt securities | $13,508,000 | 5,598 |
| 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 | $21,478,000 | 4,412 |
| U.S. Government securities | $15,285,000 | 4,466 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,285,000 | 4,163 |
| Securities issued by states & political subdivisions | $4,823,000 | 2,869 |
| Other domestic debt securities | $582,000 | 2,837 |
| Privately issued residential mortgage-backed securities | $582,000 | 858 |
| 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 | $0 | 313 |
| Equity securities | $788,000 | 2,937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,814,000 | 2,258 |
| Mortgage-backed securities | $2,226,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,226 |
| Issued or guaranteed by U.S. | $635,000 | 5,211 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,591,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,667 |
| Privately issued | $582,000 | 759 |
| 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) | $19,000 | 5,632 |
| Available-for-sale securities (fair market value) | $21,459,000 | 3,589 |
| Total debt securities | $20,690,000 | 4,408 |
| 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 | $20,718,000 | 4,734 |
| U.S. Government securities | $15,758,000 | 4,623 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $15,758,000 | 4,145 |
| Securities issued by states & political subdivisions | $3,610,000 | 3,550 |
| Other domestic debt securities | $562,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $562,000 | 894 |
| 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 | $0 | 343 |
| Equity securities | $788,000 | 2,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,575,000 | 2,269 |
| Mortgage-backed securities | $9,145,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 3,621 |
| Issued or guaranteed by U.S. | $2,932,000 | 3,605 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,213,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $5,651,000 | 1,384 |
| Privately issued | $562,000 | 786 |
| 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) | $22,000 | 6,035 |
| Available-for-sale securities (fair market value) | $20,696,000 | 3,797 |
| Total debt securities | $19,866,000 | 4,752 |
| 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 | $19,359,000 | 4,934 |
| U.S. Government securities | $15,034,000 | 4,768 |
| U.S. Treasury securities | $524,000 | 5,754 |
| U.S. Government agency obligations | $14,510,000 | 4,222 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,636 |
| 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 | $0 | 363 |
| Equity securities | $758,000 | 2,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,519,000 | 2,098 |
| Mortgage-backed securities | $3,085,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,802,000 | 4,522 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,283,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 2,908 |
| 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) | $29,000 | 6,517 |
| Available-for-sale securities (fair market value) | $19,330,000 | 3,892 |
| Total debt securities | $18,518,000 | 4,970 |
| 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 | $17,209,000 | 5,484 |
| U.S. Government securities | $11,822,000 | 5,867 |
| U.S. Treasury securities | $6,162,000 | 2,688 |
| U.S. Government agency obligations | $5,660,000 | 6,979 |
| Securities issued by states & political subdivisions | $3,987,000 | 3,213 |
| Other domestic debt securities | $252,000 | 2,781 |
| 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 | $252,000 | 2,214 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,148,000 | 2,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,510,000 | 2,423 |
| Mortgage-backed securities | $1,603,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,568,000 | 4,730 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $35,000 | 4,974 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 4,719 |
| 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) | $33,000 | 7,287 |
| Available-for-sale securities (fair market value) | $17,176,000 | 4,051 |
| Total debt securities | $16,061,000 | 5,619 |
| Structured notes |
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $12,809,000 | 7,050 |
| U.S. Government securities | $8,344,000 | 7,677 |
| U.S. Treasury securities | $5,360,000 | 3,620 |
| U.S. Government agency obligations | $2,984,000 | 8,845 |
| Securities issued by states & political subdivisions | $3,712,000 | 3,439 |
| Other domestic debt securities | $256,000 | 3,186 |
| 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 | $256,000 | 2,450 |
| Foreign debt securities | NA | NA |
| Equity securities | $497,000 | 3,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,377,000 | 3,089 |
| Mortgage-backed securities | $1,262,000 | 6,544 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 5,470 |
| Issued or guaranteed by U.S. | $1,262,000 | 5,455 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,000 | 7,973 |
| Available-for-sale securities (fair market value) | $12,770,000 | 5,242 |
| Total debt securities | $12,312,000 | 7,040 |
| Structured notes |
| Amortized cost | $200,000 | 3,352 |
| Fair value | $196,000 | 3,447 |
| 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 | $15,868,000 | 6,471 |
| U.S. Government securities | $10,766,000 | 7,009 |
| U.S. Treasury securities | $4,770,000 | 4,757 |
| U.S. Government agency obligations | $5,996,000 | 7,180 |
| Securities issued by states & political subdivisions | $4,566,000 | 3,011 |
| Other domestic debt securities | $261,000 | 3,768 |
| 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 | $261,000 | 2,950 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 4,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,227,000 | 2,677 |
| Mortgage-backed securities | $58,000 | 9,205 |
| Certificates of participation in pools of residential mortgages | $58,000 | 8,514 |
| Issued or guaranteed by U.S. | $58,000 | 8,480 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,000 | 8,351 |
| Available-for-sale securities (fair market value) | $15,823,000 | 4,719 |
| Total debt securities | $15,593,000 | 6,417 |
| Structured notes |
| Amortized cost | $500,000 | 3,409 |
| Fair value | $502,000 | 3,422 |
| 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 | $16,709,000 | 6,623 |
| U.S. Government securities | $11,616,000 | 7,115 |
| U.S. Treasury securities | $4,031,000 | 6,201 |
| U.S. Government agency obligations | $7,585,000 | 6,360 |
| Securities issued by states & political subdivisions | $4,573,000 | 3,158 |
| Other domestic debt securities | $250,000 | 4,337 |
| 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 | $250,000 | 3,461 |
| Foreign debt securities | NA | NA |
| Equity securities | $270,000 | 4,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,490,000 | 2,426 |
| Mortgage-backed securities | $81,000 | 9,678 |
| Certificates of participation in pools of residential mortgages | $81,000 | 8,907 |
| Issued or guaranteed by U.S. | $81,000 | 8,879 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,471,000 | 7,737 |
| Available-for-sale securities (fair market value) | $11,238,000 | 4,428 |
| Total debt securities | $16,439,000 | 6,598 |
| 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 | $17,937,000 | 6,614 |
| U.S. Government securities | $10,629,000 | 7,748 |
| U.S. Treasury securities | $6,379,000 | 4,868 |
| U.S. Government agency obligations | $4,250,000 | 8,419 |
| Securities issued by states & political subdivisions | $6,602,000 | 2,367 |
| Other domestic debt securities | $455,000 | 4,420 |
| 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 | $455,000 | 3,408 |
| Foreign debt securities | NA | NA |
| Equity securities | $251,000 | 4,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,569,000 | 2,117 |
| Mortgage-backed securities | $191,000 | 9,980 |
| Certificates of participation in pools of residential mortgages | $183,000 | 9,093 |
| Issued or guaranteed by U.S. | $183,000 | 9,040 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,000 | 6,979 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 6,464 |
| 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 | $17,686,000 | 6,523 |
| 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 | $20,500,000 | 6,017 |
| U.S. Government securities | $12,040,000 | 7,237 |
| U.S. Treasury securities | $5,983,000 | 5,211 |
| U.S. Government agency obligations | $6,057,000 | 7,316 |
| Securities issued by states & political subdivisions | $7,951,000 | 1,734 |
| Other domestic debt securities | $455,000 | 5,254 |
| 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 | $455,000 | 3,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,968,000 | 1,903 |
| Mortgage-backed securities | $394,000 | 10,001 |
| Certificates of participation in pools of residential mortgages | $334,000 | 9,041 |
| Issued or guaranteed by U.S. | $334,000 | 8,971 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $60,000 | 7,103 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 6,492 |
| 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 | $20,446,000 | 5,919 |
| 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 |
