| 2023-12-31 | Rank |
| Total securities | $72,237,000 | 2,124 |
| U.S. Government securities | $55,368,000 | 1,746 |
| U.S. Treasury securities | $25,226,000 | 781 |
| U.S. Government agency obligations | $30,142,000 | 2,158 |
| Securities issued by states & political subdivisions | $15,869,000 | 2,029 |
| Other domestic debt securities | $1,000,000 | 1,960 |
| 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 | $1,000,000 | 1,539 |
| 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 | $30,082,000 | 1,949 |
| Mortgage-backed securities | $24,300,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,001,000 | 1,763 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,299,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $72,237,000 | 1,907 |
| Total debt securities | $72,237,000 | 2,104 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $63,688,000 | 2,268 |
| U.S. Government securities | $47,996,000 | 1,915 |
| U.S. Treasury securities | $30,816,000 | 711 |
| U.S. Government agency obligations | $17,180,000 | 2,743 |
| Securities issued by states & political subdivisions | $14,442,000 | 2,101 |
| Other domestic debt securities | $1,250,000 | 1,922 |
| 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 | $1,250,000 | 1,503 |
| 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 | $28,273,000 | 1,949 |
| Mortgage-backed securities | $11,414,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,414,000 | 1,911 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $63,688,000 | 2,039 |
| Total debt securities | $63,688,000 | 2,252 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $36,997,000 | 3,013 |
| U.S. Government securities | $20,127,000 | 3,003 |
| U.S. Treasury securities | $7,970,000 | 1,613 |
| U.S. Government agency obligations | $12,157,000 | 3,117 |
| Securities issued by states & political subdivisions | $15,620,000 | 2,087 |
| Other domestic debt securities | $1,250,000 | 1,928 |
| 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 | $1,250,000 | 1,507 |
| 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 | $35,747,000 | 1,723 |
| Mortgage-backed securities | $12,157,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,157,000 | 1,904 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $36,997,000 | 2,772 |
| Total debt securities | $36,997,000 | 2,993 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $60,057,000 | 2,491 |
| U.S. Government securities | $43,026,000 | 2,164 |
| U.S. Treasury securities | $20,333,000 | 1,002 |
| U.S. Government agency obligations | $22,693,000 | 2,501 |
| Securities issued by states & political subdivisions | $15,781,000 | 2,119 |
| Other domestic debt securities | $1,250,000 | 1,976 |
| 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 | $1,250,000 | 1,547 |
| 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 | $54,857,000 | 1,284 |
| Mortgage-backed securities | $12,806,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,806,000 | 1,914 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $60,057,000 | 2,257 |
| Total debt securities | $60,057,000 | 2,470 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $66,780,000 | 2,390 |
| U.S. Government securities | $50,391,000 | 2,001 |
| U.S. Treasury securities | $27,738,000 | 868 |
| U.S. Government agency obligations | $22,653,000 | 2,502 |
| Securities issued by states & political subdivisions | $15,139,000 | 2,208 |
| Other domestic debt securities | $1,250,000 | 2,007 |
| 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 | $1,250,000 | 1,567 |
| 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 | $55,750,000 | 1,163 |
| Mortgage-backed securities | $12,873,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,873,000 | 1,917 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $66,780,000 | 2,144 |
| Total debt securities | $66,780,000 | 2,371 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $49,785,000 | 2,771 |
| U.S. Government securities | $33,255,000 | 2,504 |
| U.S. Treasury securities | $20,322,000 | 1,067 |
| U.S. Government agency obligations | $12,933,000 | 3,079 |
| Securities issued by states & political subdivisions | $15,280,000 | 2,201 |
| Other domestic debt securities | $1,250,000 | 1,971 |
| 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 | $1,250,000 | 1,563 |
| 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 | $981,000 | 3,729 |
| Mortgage-backed securities | $12,933,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,933,000 | 1,938 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $49,785,000 | 2,531 |
| Total debt securities | $49,786,000 | 2,750 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $50,236,000 | 2,789 |
| U.S. Government securities | $32,798,000 | 2,559 |
| U.S. Treasury securities | $18,954,000 | 1,129 |
| U.S. Government agency obligations | $13,844,000 | 3,064 |
| Securities issued by states & political subdivisions | $16,188,000 | 2,203 |
| Other domestic debt securities | $1,250,000 | 1,857 |
| 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 | $1,250,000 | 1,565 |
| 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 | $48,985,000 | 1,202 |
| Mortgage-backed securities | $13,844,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $13,844,000 | 1,970 |
| Issued or guaranteed by U.S. | $13,844,000 | 1,925 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $50,236,000 | 2,579 |
| Total debt securities | $50,236,000 | 2,775 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $48,516,000 | 2,806 |
| U.S. Government securities | $28,417,000 | 2,693 |
| U.S. Treasury securities | $13,042,000 | 1,220 |
| U.S. Government agency obligations | $15,375,000 | 2,960 |
| Securities issued by states & political subdivisions | $18,849,000 | 2,055 |
| Other domestic debt securities | $1,250,000 | 1,833 |
| 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 | $1,250,000 | 1,534 |
| 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 | $47,256,000 | 1,190 |
| Mortgage-backed securities | $15,375,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $15,375,000 | 1,910 |
| Issued or guaranteed by U.S. | $15,375,000 | 1,870 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $48,516,000 | 2,612 |
| Total debt securities | $48,516,000 | 2,785 |
| Structured notes |
| Amortized cost | $1,250,000 | 719 |
| Fair value | $1,250,000 | 715 |
| 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 | $45,674,000 | 2,811 |
| U.S. Government securities | $23,089,000 | 2,780 |
| U.S. Treasury securities | $5,998,000 | 1,295 |
| U.S. Government agency obligations | $17,091,000 | 2,834 |
| Securities issued by states & political subdivisions | $21,335,000 | 1,981 |
| Other domestic debt securities | $1,250,000 | 1,786 |
| 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 | $1,250,000 | 1,467 |
| 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 | $44,425,000 | 1,250 |
| Mortgage-backed securities | $17,091,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $17,091,000 | 1,829 |
| Issued or guaranteed by U.S. | $17,091,000 | 1,784 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $45,674,000 | 2,639 |
| Total debt securities | $45,675,000 | 2,793 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $43,858,000 | 2,803 |
| U.S. Government securities | $20,757,000 | 2,825 |
| U.S. Treasury securities | $2,500,000 | 1,470 |
| U.S. Government agency obligations | $18,257,000 | 2,763 |
| Securities issued by states & political subdivisions | $21,851,000 | 1,927 |
| Other domestic debt securities | $1,250,000 | 1,736 |
| 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 | $1,250,000 | 1,412 |
| 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 | $42,608,000 | 1,274 |
| Mortgage-backed securities | $18,257,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $18,257,000 | 1,762 |
| Issued or guaranteed by U.S. | $18,257,000 | 1,718 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,858,000 | 2,641 |
| Total debt securities | $43,858,000 | 2,788 |
| Structured notes |
| Amortized cost | $1,250,000 | 563 |
| Fair value | $1,250,000 | 562 |
| 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 | $35,906,000 | 2,993 |
| U.S. Government securities | $12,944,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,944,000 | 3,059 |
| Securities issued by states & political subdivisions | $21,712,000 | 1,909 |
| Other domestic debt securities | $1,250,000 | 1,707 |
| 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 | $1,250,000 | 1,360 |
| 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 | $32,162,000 | 1,486 |
| Mortgage-backed securities | $12,944,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $12,944,000 | 2,022 |
| Issued or guaranteed by U.S. | $12,944,000 | 1,970 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $35,906,000 | 2,817 |
| Total debt securities | $35,906,000 | 2,968 |
| Structured notes |
| Amortized cost | $1,250,000 | 488 |
| Fair value | $1,250,000 | 489 |
| 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 | $34,464,000 | 2,926 |
| U.S. Government securities | $13,677,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,677,000 | 2,937 |
| Securities issued by states & political subdivisions | $19,787,000 | 1,951 |
| Other domestic debt securities | $1,000,000 | 1,763 |
| 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 | $1,000,000 | 1,387 |
| 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 | $32,480,000 | 1,442 |
| Mortgage-backed securities | $13,677,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $13,677,000 | 1,908 |
| Issued or guaranteed by U.S. | $13,677,000 | 1,852 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,464,000 | 2,740 |
| Total debt securities | $34,465,000 | 2,903 |
| Structured notes |
| Amortized cost | $1,000 | 634 |
| Fair value | $1,000 | 633 |
| 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 | $37,184,000 | 2,737 |
| U.S. Government securities | $27,088,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $27,088,000 | 2,063 |
| Securities issued by states & political subdivisions | $10,096,000 | 2,604 |
| 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 | $33,564,000 | 1,397 |
| Mortgage-backed securities | $27,088,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $27,088,000 | 1,203 |
| Issued or guaranteed by U.S. | $27,088,000 | 1,178 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $37,184,000 | 2,557 |
| Total debt securities | $37,184,000 | 2,714 |
| 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 | $42,244,000 | 2,478 |
| U.S. Government securities | $40,725,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $40,725,000 | 1,598 |
| Securities issued by states & political subdivisions | $1,519,000 | 3,728 |
| 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 | $30,198,000 | 1,467 |
| Mortgage-backed securities | $40,725,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $40,725,000 | 852 |
| Issued or guaranteed by U.S. | $40,725,000 | 834 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $42,244,000 | 2,312 |
| Total debt securities | $42,244,000 | 2,455 |
| 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 | $44,151,000 | 2,349 |
| U.S. Government securities | $44,151,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $44,151,000 | 1,482 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,786,000 | 1,464 |
| Mortgage-backed securities | $44,151,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $44,151,000 | 777 |
| Issued or guaranteed by U.S. | $44,151,000 | 761 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $44,151,000 | 2,184 |
| Total debt securities | $44,151,000 | 2,326 |
| 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 | $35,017,000 | 2,608 |
| U.S. Government securities | $35,017,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $35,017,000 | 1,731 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,677,000 | 1,375 |
| Mortgage-backed securities | $35,017,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $35,017,000 | 912 |
| Issued or guaranteed by U.S. | $35,017,000 | 889 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $35,017,000 | 2,438 |
| Total debt securities | $35,017,000 | 2,590 |
| 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 | $36,098,000 | 2,591 |
| U.S. Government securities | $36,098,000 | 1,834 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $36,098,000 | 1,729 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,237,000 | 1,945 |
| Mortgage-backed securities | $36,098,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $36,098,000 | 872 |
| Issued or guaranteed by U.S. | $36,098,000 | 854 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $36,098,000 | 2,413 |
| Total debt securities | $36,097,000 | 2,576 |
| 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 | $37,797,000 | 2,534 |
| U.S. Government securities | $37,797,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $37,797,000 | 1,703 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,524,000 | 1,681 |
| Mortgage-backed securities | $37,797,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $37,797,000 | 818 |
| Issued or guaranteed by U.S. | $37,797,000 | 795 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $27,872,000 | 459 |
| Available-for-sale securities (fair market value) | $9,925,000 | 3,877 |
| Total debt securities | $37,798,000 | 2,515 |
| 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 | $40,641,000 | 2,466 |
| U.S. Government securities | $39,640,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $39,640,000 | 1,671 |
| Securities issued by states & political subdivisions | $1,001,000 | 3,971 |
| 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 | $25,680,000 | 1,625 |
| Mortgage-backed securities | $39,640,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $39,640,000 | 773 |
| Issued or guaranteed by U.S. | $39,640,000 | 767 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $29,182,000 | 461 |
| Available-for-sale securities (fair market value) | $11,459,000 | 3,803 |
| Total debt securities | $40,642,000 | 2,449 |
| 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 | $46,209,000 | 2,317 |
| U.S. Government securities | $45,243,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $45,243,000 | 1,502 |
| Securities issued by states & political subdivisions | $966,000 | 4,057 |
| 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 | $38,131,000 | 1,243 |
| Mortgage-backed securities | $45,243,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $45,243,000 | 711 |
| Issued or guaranteed by U.S. | $45,243,000 | 705 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $30,403,000 | 464 |
| Available-for-sale securities (fair market value) | $15,806,000 | 3,532 |
| Total debt securities | $46,207,000 | 2,299 |
| 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 | $39,468,000 | 2,577 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $931,000 | 4,116 |
| Other domestic debt securities | $38,537,000 | 273 |
| Privately issued residential mortgage-backed securities | $38,537,000 | 61 |
| 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 | $34,599,000 | 1,345 |
| Mortgage-backed securities | $38,537,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $38,537,000 | 814 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $38,537,000 | 12 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $27,463,000 | 515 |
| Available-for-sale securities (fair market value) | $12,005,000 | 3,857 |
| Total debt securities | $39,467,000 | 2,558 |
| 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 | $40,776,000 | 2,538 |
| U.S. Government securities | $39,874,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $39,874,000 | 1,695 |
| Securities issued by states & political subdivisions | $902,000 | 4,169 |
| 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 | $30,889,000 | 1,451 |
| Mortgage-backed securities | $39,874,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $39,874,000 | 802 |
| Issued or guaranteed by U.S. | $39,874,000 | 798 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $28,520,000 | 512 |
| Available-for-sale securities (fair market value) | $12,256,000 | 3,886 |
| Total debt securities | $40,777,000 | 2,521 |
| 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 | $28,485,000 | 3,114 |
| U.S. Government securities | $27,566,000 | 2,264 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,566,000 | 2,163 |
| Securities issued by states & political subdivisions | $919,000 | 4,217 |
| 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 | $28,326,000 | 1,577 |
| Mortgage-backed securities | $27,566,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $27,566,000 | 1,092 |
| Issued or guaranteed by U.S. | $27,566,000 | 1,061 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $15,566,000 | 723 |
| Available-for-sale securities (fair market value) | $12,919,000 | 3,880 |
| Total debt securities | $28,485,000 | 3,095 |
| 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 | $27,728,000 | 3,195 |
| U.S. Government securities | $26,807,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,807,000 | 2,267 |
| Securities issued by states & political subdivisions | $921,000 | 4,257 |
| 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 | $27,544,000 | 1,615 |
| Mortgage-backed securities | $26,807,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $26,807,000 | 1,134 |
| Issued or guaranteed by U.S. | $26,807,000 | 1,131 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $14,247,000 | 761 |
| Available-for-sale securities (fair market value) | $13,481,000 | 3,876 |
| Total debt securities | $27,729,000 | 3,172 |
| 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 | $25,984,000 | 3,349 |
| U.S. Government securities | $25,031,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,031,000 | 2,381 |
| Securities issued by states & political subdivisions | $953,000 | 4,309 |
| 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 | $25,773,000 | 1,714 |
| Mortgage-backed securities | $25,031,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $25,031,000 | 1,218 |
| Issued or guaranteed by U.S. | $25,031,000 | 1,217 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $11,753,000 | 843 |
| Available-for-sale securities (fair market value) | $14,231,000 | 3,874 |
| Total debt securities | $25,983,000 | 3,321 |
| 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 | $27,382,000 | 3,293 |
| U.S. Government securities | $26,382,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $26,382,000 | 2,337 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,345 |
| 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 | $23,779,000 | 1,829 |
| Mortgage-backed securities | $26,382,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $26,382,000 | 1,191 |
| Issued or guaranteed by U.S. | $26,382,000 | 1,189 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $12,417,000 | 863 |
| Available-for-sale securities (fair market value) | $14,965,000 | 3,854 |
| Total debt securities | $27,381,000 | 3,269 |
| 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 | $25,193,000 | 3,479 |
| U.S. Government securities | $24,219,000 | 2,600 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $24,219,000 | 2,496 |
| Securities issued by states & political subdivisions | $974,000 | 4,395 |
| 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 | $22,809,000 | 1,918 |
| Mortgage-backed securities | $24,219,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $24,219,000 | 1,308 |
| Issued or guaranteed by U.S. | $24,219,000 | 1,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $13,103,000 | 851 |
| Available-for-sale securities (fair market value) | $12,090,000 | 4,121 |
| Total debt securities | $25,192,000 | 3,455 |
| 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 | $26,078,000 | 3,457 |
| U.S. Government securities | $25,145,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $25,145,000 | 2,479 |
| Securities issued by states & political subdivisions | $933,000 | 4,465 |
| 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 | $23,625,000 | 1,887 |
| Mortgage-backed securities | $25,145,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $25,145,000 | 1,294 |
| Issued or guaranteed by U.S. | $25,145,000 | 1,293 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,733,000 | 852 |
| Available-for-sale securities (fair market value) | $12,345,000 | 4,131 |
| Total debt securities | $26,078,000 | 3,428 |
| 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 | $27,103,000 | 3,389 |
| U.S. Government securities | $26,194,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,194,000 | 2,394 |
| Securities issued by states & political subdivisions | $909,000 | 4,517 |
| 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 | $24,560,000 | 1,824 |
| Mortgage-backed securities | $26,194,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $26,194,000 | 1,271 |
| Issued or guaranteed by U.S. | $26,194,000 | 1,270 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $14,381,000 | 832 |
| Available-for-sale securities (fair market value) | $12,722,000 | 4,104 |
| Total debt securities | $27,102,000 | 3,363 |
| 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 | $23,799,000 | 3,608 |
| U.S. Government securities | $22,799,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,799,000 | 2,582 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,499 |
| 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 | $14,455,000 | 2,512 |
| Mortgage-backed securities | $22,799,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $22,799,000 | 1,407 |
| Issued or guaranteed by U.S. | $22,799,000 | 1,406 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $15,279,000 | 813 |
| Available-for-sale securities (fair market value) | $8,520,000 | 4,520 |
| Total debt securities | $23,805,000 | 3,579 |
| 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 | $24,933,000 | 3,585 |
| U.S. Government securities | $24,933,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,933,000 | 2,524 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,352,000 | 2,400 |
| Mortgage-backed securities | $24,933,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $24,933,000 | 1,338 |
| Issued or guaranteed by U.S. | $24,933,000 | 1,334 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $16,113,000 | 821 |
| Available-for-sale securities (fair market value) | $8,820,000 | 4,541 |
| Total debt securities | $24,932,000 | 3,561 |
| 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 | $25,917,000 | 3,579 |
| U.S. Government securities | $25,917,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,917,000 | 2,556 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,884,000 | 2,541 |
| Mortgage-backed securities | $25,917,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $25,917,000 | 1,279 |
| Issued or guaranteed by U.S. | $25,917,000 | 1,277 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $16,726,000 | 833 |
| Available-for-sale securities (fair market value) | $9,191,000 | 4,560 |
| Total debt securities | $25,917,000 | 3,555 |
| 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 | $16,846,000 | 4,274 |
| U.S. Government securities | $16,846,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,846,000 | 3,234 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,642,000 | 3,441 |
| Mortgage-backed securities | $16,846,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $16,846,000 | 1,743 |
| Issued or guaranteed by U.S. | $16,846,000 | 1,741 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $7,426,000 | 1,168 |
| Available-for-sale securities (fair market value) | $9,420,000 | 4,607 |
| Total debt securities | $16,846,000 | 4,249 |
| 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 | $17,666,000 | 4,286 |
| U.S. Government securities | $17,666,000 | 3,344 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,666,000 | 3,243 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $7,989,000 | 3,432 |
| Mortgage-backed securities | $17,666,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $17,666,000 | 1,707 |
| Issued or guaranteed by U.S. | $17,666,000 | 1,706 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,818,000 | 1,148 |
| Available-for-sale securities (fair market value) | $9,848,000 | 4,642 |
| Total debt securities | $17,666,000 | 4,261 |
| 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 | $18,344,000 | 4,310 |
| U.S. Government securities | $18,344,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,344,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $8,318,000 | 3,386 |
| Mortgage-backed securities | $18,344,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $18,344,000 | 1,714 |
| Issued or guaranteed by U.S. | $18,344,000 | 1,714 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,239,000 | 1,146 |
| Available-for-sale securities (fair market value) | $10,105,000 | 4,698 |
| Total debt securities | $18,344,000 | 4,283 |
| 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 | $19,333,000 | 4,280 |
| U.S. Government securities | $19,333,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,333,000 | 3,232 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $5,642,000 | 3,935 |
| Mortgage-backed securities | $19,333,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $19,333,000 | 1,687 |
| Issued or guaranteed by U.S. | $19,333,000 | 1,686 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,706,000 | 1,126 |
| Available-for-sale securities (fair market value) | $10,627,000 | 4,713 |
| Total debt securities | $19,333,000 | 4,255 |
| 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 | $16,942,000 | 4,547 |
| U.S. Government securities | $16,942,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,942,000 | 3,507 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $6,865,000 | 3,723 |
| Mortgage-backed securities | $16,942,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $16,942,000 | 1,879 |
| Issued or guaranteed by U.S. | $16,942,000 | 1,877 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $7,538,000 | 1,218 |
| Available-for-sale securities (fair market value) | $9,404,000 | 4,881 |
| Total debt securities | $16,942,000 | 4,530 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $17,504,000 | 4,581 |
| U.S. Government securities | $17,504,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,504,000 | 3,536 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $7,062,000 | 3,746 |
| Mortgage-backed securities | $17,504,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $17,504,000 | 1,901 |
| Issued or guaranteed by U.S. | $17,504,000 | 1,900 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $7,937,000 | 1,213 |
| Available-for-sale securities (fair market value) | $9,567,000 | 4,965 |
| Total debt securities | $17,504,000 | 4,560 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $18,315,000 | 4,573 |
| U.S. Government securities | $18,315,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,315,000 | 3,519 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $7,331,000 | 3,714 |
| Mortgage-backed securities | $18,315,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $18,315,000 | 1,872 |
| Issued or guaranteed by U.S. | $18,315,000 | 1,871 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $8,395,000 | 1,206 |
| Available-for-sale securities (fair market value) | $9,920,000 | 4,977 |
| Total debt securities | $18,315,000 | 4,550 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $18,861,000 | 4,566 |
| U.S. Government securities | $18,861,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,861,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $7,558,000 | 3,701 |
| Mortgage-backed securities | $18,861,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $18,861,000 | 1,822 |
| Issued or guaranteed by U.S. | $18,861,000 | 1,821 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $8,824,000 | 1,158 |
| Available-for-sale securities (fair market value) | $10,037,000 | 5,005 |
| Total debt securities | $18,861,000 | 4,545 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $19,491,000 | 4,500 |
| U.S. Government securities | $19,491,000 | 3,536 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,491,000 | 3,438 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $7,766,000 | 3,657 |
| Mortgage-backed securities | $19,491,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $19,491,000 | 1,788 |
| Issued or guaranteed by U.S. | $19,491,000 | 1,787 |
| 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) | $9,266,000 | 1,123 |
| Available-for-sale securities (fair market value) | $10,225,000 | 5,017 |
| Total debt securities | $19,491,000 | 4,480 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $18,360,000 | 4,660 |
| U.S. Government securities | $18,360,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,360,000 | 3,583 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $5,433,000 | 4,162 |
| Mortgage-backed securities | $18,360,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $18,360,000 | 1,887 |
| Issued or guaranteed by U.S. | $18,360,000 | 1,884 |
| 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) | $9,775,000 | 1,060 |
| Available-for-sale securities (fair market value) | $8,585,000 | 5,257 |
| Total debt securities | $18,360,000 | 4,631 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $19,895,000 | 4,515 |
| U.S. Government securities | $19,895,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,895,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $5,731,000 | 4,097 |
| Mortgage-backed securities | $19,895,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $19,895,000 | 1,790 |
| Issued or guaranteed by U.S. | $19,895,000 | 1,788 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $10,634,000 | 972 |
| Available-for-sale securities (fair market value) | $9,261,000 | 5,199 |
| Total debt securities | $19,895,000 | 4,482 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $19,803,000 | 4,530 |
| U.S. Government securities | $19,803,000 | 3,555 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,803,000 | 3,464 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $2,000 | 5,983 |
| Mortgage-backed securities | $19,803,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $19,803,000 | 1,832 |
| Issued or guaranteed by U.S. | $19,803,000 | 1,831 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $9,427,000 | 1,003 |
| Available-for-sale securities (fair market value) | $10,376,000 | 5,144 |
| Total debt securities | $19,803,000 | 4,502 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $17,350,000 | 4,722 |
| U.S. Government securities | $17,350,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,350,000 | 3,680 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $2,313,000 | 5,081 |
| Mortgage-backed securities | $17,350,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $17,350,000 | 1,949 |
| Issued or guaranteed by U.S. | $17,350,000 | 1,946 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $8,133,000 | 1,061 |
| Available-for-sale securities (fair market value) | $9,217,000 | 5,253 |
| Total debt securities | $17,350,000 | 4,692 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $17,093,000 | 4,826 |
| U.S. Government securities | $17,093,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,093,000 | 3,801 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,485,000 | 5,459 |
| Mortgage-backed securities | $17,093,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $17,093,000 | 2,075 |
| Issued or guaranteed by U.S. | $17,093,000 | 2,073 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,971,000 | 1,091 |
| Available-for-sale securities (fair market value) | $9,122,000 | 5,355 |
| Total debt securities | $17,093,000 | 4,797 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $18,516,000 | 4,718 |
| U.S. Government securities | $18,516,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,516,000 | 3,719 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,650,000 | 5,450 |
| Mortgage-backed securities | $18,516,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $18,516,000 | 2,002 |
| Issued or guaranteed by U.S. | $18,516,000 | 2,002 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $8,703,000 | 1,041 |
| Available-for-sale securities (fair market value) | $9,813,000 | 5,325 |
| Total debt securities | $18,516,000 | 4,687 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $19,882,000 | 4,613 |
| U.S. Government securities | $19,882,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,882,000 | 3,657 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $19,882,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $19,882,000 | 1,903 |
| Issued or guaranteed by U.S. | $19,882,000 | 1,901 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $9,310,000 | 1,023 |
| Available-for-sale securities (fair market value) | $10,572,000 | 5,267 |
| Total debt securities | $19,882,000 | 4,586 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $18,280,000 | 4,721 |
| U.S. Government securities | $18,280,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,280,000 | 3,737 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $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 | $1,974,000 | 5,141 |
| Mortgage-backed securities | $18,280,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $18,280,000 | 1,911 |
| Issued or guaranteed by U.S. | $18,280,000 | 1,910 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $9,568,000 | 1,025 |
| Available-for-sale securities (fair market value) | $8,712,000 | 5,472 |
| Total debt securities | $18,280,000 | 4,692 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $18,221,000 | 4,700 |
| U.S. Government securities | $18,221,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,221,000 | 3,687 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $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 | $2,227,000 | 5,048 |
| Mortgage-backed securities | $18,221,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $18,221,000 | 1,855 |
| Issued or guaranteed by U.S. | $18,221,000 | 1,850 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $8,358,000 | 1,099 |
| Available-for-sale securities (fair market value) | $9,863,000 | 5,311 |
| Total debt securities | $18,221,000 | 4,661 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $17,337,000 | 4,854 |
| U.S. Government securities | $17,337,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,337,000 | 3,878 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $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 | $1,466,000 | 5,349 |
| Mortgage-backed securities | $17,337,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $17,337,000 | 1,867 |
| Issued or guaranteed by U.S. | $17,337,000 | 1,865 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $7,947,000 | 1,145 |
| Available-for-sale securities (fair market value) | $9,390,000 | 5,461 |
| Total debt securities | $17,337,000 | 4,815 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $17,330,000 | 4,847 |
| U.S. Government securities | $17,330,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,330,000 | 3,815 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $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 | $0 | 6,043 |
| Mortgage-backed securities | $17,330,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $17,330,000 | 1,827 |
| Issued or guaranteed by U.S. | $17,330,000 | 1,824 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $7,538,000 | 1,180 |
| Available-for-sale securities (fair market value) | $9,792,000 | 5,390 |
| Total debt securities | $17,330,000 | 4,810 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $16,547,000 | 4,829 |
| U.S. Government securities | $16,547,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,547,000 | 3,760 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $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 | $1,679,000 | 5,351 |
| Mortgage-backed securities | $16,547,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $16,547,000 | 1,807 |
| Issued or guaranteed by U.S. | $16,547,000 | 1,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $8,105,000 | 1,135 |
| Available-for-sale securities (fair market value) | $8,442,000 | 5,490 |
| Total debt securities | $16,547,000 | 4,796 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $16,587,000 | 4,771 |
| U.S. Government securities | $16,587,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,587,000 | 3,726 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $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 | $964,000 | 5,759 |
| Mortgage-backed securities | $16,587,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $16,587,000 | 1,749 |
| Issued or guaranteed by U.S. | $16,587,000 | 1,744 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $7,778,000 | 1,190 |
| Available-for-sale securities (fair market value) | $8,809,000 | 5,402 |
| Total debt securities | $16,587,000 | 4,730 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $15,919,000 | 4,878 |
| U.S. Government securities | $15,919,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,919,000 | 3,866 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $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 | $1,038,000 | 5,734 |
| Mortgage-backed securities | $15,919,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $15,919,000 | 1,830 |
| Issued or guaranteed by U.S. | $15,919,000 | 1,823 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $7,459,000 | 1,248 |
| Available-for-sale securities (fair market value) | $8,460,000 | 5,529 |
| Total debt securities | $15,919,000 | 4,839 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $13,573,000 | 5,211 |
| U.S. Government securities | $13,573,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,573,000 | 4,250 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $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 | $1,000 | 6,341 |
| Mortgage-backed securities | $13,573,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $13,573,000 | 2,127 |
| Issued or guaranteed by U.S. | $13,573,000 | 2,121 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,848,000 | 1,430 |
| Available-for-sale securities (fair market value) | $7,725,000 | 5,711 |
| Total debt securities | $13,573,000 | 5,175 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $14,594,000 | 5,084 |
| U.S. Government securities | $14,594,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,594,000 | 4,104 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $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 | $1,186,000 | 5,809 |
| Mortgage-backed securities | $14,594,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $14,594,000 | 2,102 |
| Issued or guaranteed by U.S. | $14,594,000 | 2,095 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $6,312,000 | 1,381 |
| Available-for-sale securities (fair market value) | $8,282,000 | 5,606 |
| Total debt securities | $14,594,000 | 5,046 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $15,546,000 | 4,993 |
| U.S. Government securities | $10,000 | 7,667 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,000 | 7,579 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $15,536,000 | 683 |
| Privately issued residential mortgage-backed securities | $15,536,000 | 406 |
| 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 | $1,297,000 | 5,780 |
| Mortgage-backed securities | $15,546,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $15,546,000 | 2,072 |
| Issued or guaranteed by U.S. | $10,000 | 6,053 |
| Privately issued | $15,536,000 | 34 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,751,000 | 1,386 |
| Available-for-sale securities (fair market value) | $8,795,000 | 5,529 |
| Total debt securities | $15,546,000 | 4,948 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $16,268,000 | 4,883 |
| U.S. Government securities | $16,268,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,268,000 | 3,854 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $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 | $1,336,000 | 5,788 |
| Mortgage-backed securities | $16,268,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $16,268,000 | 2,067 |
| Issued or guaranteed by U.S. | $16,268,000 | 2,055 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $7,218,000 | 1,349 |
| Available-for-sale securities (fair market value) | $9,050,000 | 5,494 |
| Total debt securities | $16,268,000 | 4,841 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $17,621,000 | 4,718 |
| U.S. Government securities | $17,621,000 | 3,821 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,621,000 | 3,743 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,406,000 | 5,810 |
| Mortgage-backed securities | $17,621,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $17,621,000 | 1,991 |
| Issued or guaranteed by U.S. | $17,621,000 | 1,978 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,915,000 | 1,305 |
| Available-for-sale securities (fair market value) | $9,706,000 | 5,422 |
| Total debt securities | $17,621,000 | 4,677 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $18,446,000 | 4,630 |
| U.S. Government securities | $18,446,000 | 3,758 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,446,000 | 3,685 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,418,000 | 5,858 |
| Mortgage-backed securities | $18,446,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $18,446,000 | 1,869 |
| Issued or guaranteed by U.S. | $18,446,000 | 1,858 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,283,000 | 1,280 |
| Available-for-sale securities (fair market value) | $10,163,000 | 5,343 |
| Total debt securities | $18,446,000 | 4,596 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $19,506,000 | 4,453 |
| U.S. Government securities | $19,506,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,506,000 | 3,493 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,372,000 | 5,902 |
| Mortgage-backed securities | $19,506,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $19,506,000 | 1,727 |
| Issued or guaranteed by U.S. | $19,506,000 | 1,717 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,642,000 | 1,251 |
| Available-for-sale securities (fair market value) | $10,864,000 | 5,188 |
| Total debt securities | $19,506,000 | 4,419 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $19,888,000 | 4,467 |
| U.S. Government securities | $19,888,000 | 3,559 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,888,000 | 3,492 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,362,000 | 5,920 |
| Mortgage-backed securities | $19,888,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $19,888,000 | 1,695 |
| Issued or guaranteed by U.S. | $19,888,000 | 1,686 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,013,000 | 1,214 |
| Available-for-sale securities (fair market value) | $10,875,000 | 5,257 |
| Total debt securities | $19,888,000 | 4,419 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $18,074,000 | 4,676 |
| U.S. Government securities | $18,074,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,074,000 | 3,703 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $1,451,000 | 5,883 |
| Mortgage-backed securities | $18,074,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $18,074,000 | 1,747 |
| Issued or guaranteed by U.S. | $18,074,000 | 1,736 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,394,000 | 1,178 |
| Available-for-sale securities (fair market value) | $8,680,000 | 5,653 |
| Total debt securities | $18,074,000 | 4,620 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $21,247,000 | 4,297 |
| U.S. Government securities | $21,247,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,247,000 | 3,362 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $6,733,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $6,733,000 | 2,821 |
| Issued or guaranteed by U.S. | $6,733,000 | 2,807 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,233,000 | 1,077 |
| Available-for-sale securities (fair market value) | $9,014,000 | 5,635 |
| Total debt securities | $21,247,000 | 4,236 |
| Structured notes |
| Amortized cost | $8,000,000 | 303 |
| Fair value | $8,011,000 | 303 |
| 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 | $21,546,000 | 4,292 |
| U.S. Government securities | $21,546,000 | 3,442 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,546,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,181 |
| Mortgage-backed securities | $7,068,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $7,068,000 | 2,589 |
| Issued or guaranteed by U.S. | $7,068,000 | 2,576 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,568,000 | 1,094 |
| Available-for-sale securities (fair market value) | $8,978,000 | 5,686 |
| Total debt securities | $21,546,000 | 4,243 |
| Structured notes |
| Amortized cost | $8,000,000 | 372 |
| Fair value | $8,000,000 | 372 |
| 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 | $22,464,000 | 4,161 |
| U.S. Government securities | $21,762,000 | 3,443 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,762,000 | 3,355 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $702,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 6,776 |
| Mortgage-backed securities | $7,417,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $7,417,000 | 2,458 |
| Issued or guaranteed by U.S. | $7,417,000 | 2,446 |
| 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) | $12,917,000 | 1,092 |
| Available-for-sale securities (fair market value) | $9,547,000 | 5,571 |
| Total debt securities | $21,762,000 | 4,199 |
| Structured notes |
| Amortized cost | $8,000,000 | 391 |
| Fair value | $7,875,000 | 403 |
| 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 | $22,305,000 | 4,198 |
| U.S. Government securities | $22,189,000 | 3,400 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,189,000 | 3,313 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $116,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 6,811 |
| Mortgage-backed securities | $7,774,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $7,774,000 | 2,391 |
| Issued or guaranteed by U.S. | $7,774,000 | 2,382 |
| 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) | $13,274,000 | 1,093 |
| Available-for-sale securities (fair market value) | $9,031,000 | 5,695 |
| Total debt securities | $22,189,000 | 4,167 |
| Structured notes |
| Amortized cost | $8,000,000 | 435 |
| Fair value | $7,927,000 | 445 |
| 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 | $21,076,000 | 4,387 |
| U.S. Government securities | $20,374,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,374,000 | 3,573 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $702,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,266 |
| Mortgage-backed securities | $5,988,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 2,766 |
| Issued or guaranteed by U.S. | $5,988,000 | 2,750 |
| 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) | $11,488,000 | 1,208 |
| Available-for-sale securities (fair market value) | $9,588,000 | 5,607 |
| Total debt securities | $20,374,000 | 4,439 |
| Structured notes |
| Amortized cost | $8,000,000 | 470 |
| Fair value | $7,896,000 | 476 |
| 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 | $20,851,000 | 4,468 |
| U.S. Government securities | $20,631,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,631,000 | 3,574 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $220,000 | 1,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,311 |
| Mortgage-backed securities | $6,268,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $6,268,000 | 2,710 |
| Issued or guaranteed by U.S. | $6,268,000 | 2,697 |
| 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) | $11,768,000 | 1,240 |
| Available-for-sale securities (fair market value) | $9,083,000 | 5,717 |
| Total debt securities | $20,631,000 | 4,445 |
| Structured notes |
| Amortized cost | $8,000,000 | 509 |
| Fair value | $7,870,000 | 515 |
| 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 | $21,050,000 | 4,426 |
| U.S. Government securities | $20,788,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,788,000 | 3,551 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $262,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 6,968 |
| Mortgage-backed securities | $6,608,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $6,608,000 | 2,662 |
| Issued or guaranteed by U.S. | $6,608,000 | 2,649 |
| 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) | $12,108,000 | 1,219 |
| Available-for-sale securities (fair market value) | $8,942,000 | 5,760 |
| Total debt securities | $20,788,000 | 4,401 |
| Structured notes |
| Amortized cost | $7,000,000 | 606 |
| Fair value | $6,748,000 | 621 |
| 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 | $21,546,000 | 4,411 |
| U.S. Government securities | $21,262,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,262,000 | 3,521 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $284,000 | 1,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 6,994 |
| Mortgage-backed securities | $6,975,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 2,645 |
| Issued or guaranteed by U.S. | $6,975,000 | 2,632 |
| 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) | $12,475,000 | 1,227 |
| Available-for-sale securities (fair market value) | $9,071,000 | 5,794 |
| Total debt securities | $21,263,000 | 4,390 |
| Structured notes |
| Amortized cost | $7,000,000 | 628 |
| Fair value | $6,829,000 | 634 |
| 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 | $20,852,000 | 4,515 |
| U.S. Government securities | $20,548,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,548,000 | 3,585 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $304,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 7,034 |
| Mortgage-backed securities | $6,248,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $6,248,000 | 2,801 |
| Issued or guaranteed by U.S. | $6,248,000 | 2,791 |
| 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) | $11,748,000 | 1,313 |
| Available-for-sale securities (fair market value) | $9,104,000 | 5,804 |
| Total debt securities | $20,548,000 | 4,496 |
| Structured notes |
| Amortized cost | $7,000,000 | 626 |
| Fair value | $6,839,000 | 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 | $21,155,000 | 4,462 |
| U.S. Government securities | $20,953,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,953,000 | 3,514 |
| Securities issued by states & political subdivisions | $175,000 | 6,134 |
| 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 | $27,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,415 |
| Mortgage-backed securities | $6,526,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $6,526,000 | 2,760 |
| Issued or guaranteed by U.S. | $6,526,000 | 2,749 |
| 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) | $12,026,000 | 1,296 |
| Available-for-sale securities (fair market value) | $9,129,000 | 5,790 |
| Total debt securities | $21,128,000 | 4,404 |
| Structured notes |
| Amortized cost | $7,000,000 | 605 |
| Fair value | $6,937,000 | 607 |
| 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 | $21,787,000 | 4,404 |
| U.S. Government securities | $19,269,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,269,000 | 3,757 |
| Securities issued by states & political subdivisions | $2,025,000 | 4,338 |
| 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 | $493,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,421 |
| Mortgage-backed securities | $4,782,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $4,782,000 | 3,260 |
| Issued or guaranteed by U.S. | $4,782,000 | 3,247 |
| 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) | $10,282,000 | 1,421 |
| Available-for-sale securities (fair market value) | $11,505,000 | 5,332 |
| Total debt securities | $21,294,000 | 4,396 |
| Structured notes |
| Amortized cost | $7,000,000 | 607 |
| Fair value | $6,982,000 | 608 |
| 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 | $19,454,000 | 4,776 |
| U.S. Government securities | $19,280,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,280,000 | 3,840 |
| Securities issued by states & political subdivisions | $26,000 | 6,467 |
| 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 | $148,000 | 1,763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 7,150 |
| Mortgage-backed securities | $4,932,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $4,932,000 | 3,293 |
| Issued or guaranteed by U.S. | $4,932,000 | 3,286 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,432,000 | 1,449 |
| Available-for-sale securities (fair market value) | $9,022,000 | 5,890 |
| Total debt securities | $19,306,000 | 4,749 |
| Structured notes |
| Amortized cost | $7,000,000 | 613 |
| Fair value | $6,870,000 | 620 |
| 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 | $15,826,000 | 5,355 |
| U.S. Government securities | $15,493,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,493,000 | 4,415 |
| Securities issued by states & political subdivisions | $26,000 | 6,509 |
| 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 | $307,000 | 1,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,490 |
| Mortgage-backed securities | $1,022,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 5,102 |
| Issued or guaranteed by U.S. | $1,022,000 | 5,089 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,522,000 | 1,814 |
| Available-for-sale securities (fair market value) | $9,304,000 | 5,857 |
| Total debt securities | $15,519,000 | 5,334 |
| Structured notes |
| Amortized cost | $7,000,000 | 583 |
| Fair value | $6,965,000 | 589 |
| 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 | $15,716,000 | 5,394 |
| U.S. Government securities | $15,537,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,537,000 | 4,369 |
| Securities issued by states & political subdivisions | $26,000 | 6,554 |
| 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 | $153,000 | 1,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $23,000 | 6,924 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,603 |
| Issued or guaranteed by U.S. | $23,000 | 6,589 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,523,000 | 1,975 |
| Available-for-sale securities (fair market value) | $10,193,000 | 5,709 |
| Total debt securities | $15,563,000 | 5,349 |
| Structured notes |
| Amortized cost | $7,000,000 | 605 |
| Fair value | $7,000,000 | 609 |
| 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 | $17,297,000 | 5,199 |
| U.S. Government securities | $17,266,000 | 4,279 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,266,000 | 4,136 |
| Securities issued by states & political subdivisions | $26,000 | 6,598 |
| 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 | $5,000 | 2,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 7,243 |
| Mortgage-backed securities | $24,000 | 6,995 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,669 |
| Issued or guaranteed by U.S. | $24,000 | 6,657 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,523,000 | 1,848 |
| Available-for-sale securities (fair market value) | $10,774,000 | 5,660 |
| Total debt securities | $17,292,000 | 5,129 |
| Structured notes |
| Amortized cost | $6,999,000 | 606 |
| Fair value | $6,787,000 | 626 |
| 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 | $17,734,000 | 5,091 |
| U.S. Government securities | $17,571,000 | 4,194 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,571,000 | 4,048 |
| Securities issued by states & political subdivisions | $27,000 | 6,594 |
| 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 | $136,000 | 1,906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,017,000 | 6,514 |
| Mortgage-backed securities | $24,000 | 7,017 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,684 |
| Issued or guaranteed by U.S. | $24,000 | 6,669 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,524,000 | 1,965 |
| Available-for-sale securities (fair market value) | $12,210,000 | 5,366 |
| Total debt securities | $17,598,000 | 5,036 |
| Structured notes |
| Amortized cost | $5,000,000 | 678 |
| Fair value | $5,015,000 | 700 |
| 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 | $17,579,000 | 5,161 |
| U.S. Government securities | $17,484,000 | 4,267 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,484,000 | 4,117 |
| Securities issued by states & political subdivisions | $27,000 | 6,680 |
| 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 | $68,000 | 2,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,027,000 | 6,493 |
| Mortgage-backed securities | $25,000 | 7,053 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,740 |
| Issued or guaranteed by U.S. | $25,000 | 6,718 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,525,000 | 1,848 |
| Available-for-sale securities (fair market value) | $11,054,000 | 5,650 |
| Total debt securities | $17,511,000 | 5,092 |
| Structured notes |
| Amortized cost | $5,000,000 | 612 |
| Fair value | $4,932,000 | 638 |
| 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 | $18,026,000 | 5,026 |
| U.S. Government securities | $16,480,000 | 4,312 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,480,000 | 4,139 |
| Securities issued by states & political subdivisions | $27,000 | 6,726 |
| 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 | $1,519,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,039,000 | 6,498 |
| Mortgage-backed securities | $26,000 | 7,097 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,786 |
| Issued or guaranteed by U.S. | $26,000 | 6,764 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,524,000 | 1,853 |
| Available-for-sale securities (fair market value) | $11,502,000 | 5,505 |
| Total debt securities | $16,507,000 | 5,186 |
| Structured notes |
| Amortized cost | $5,000,000 | 493 |
| Fair value | $4,934,000 | 519 |
| 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 | $18,018,000 | 4,977 |
| U.S. Government securities | $14,667,000 | 4,563 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,667,000 | 4,410 |
| Securities issued by states & political subdivisions | $28,000 | 6,741 |
| 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 | $3,323,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,053,000 | 6,496 |
| Mortgage-backed securities | $57,000 | 6,996 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,627 |
| Issued or guaranteed by U.S. | $57,000 | 6,608 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,554,000 | 1,977 |
| Available-for-sale securities (fair market value) | $12,464,000 | 5,238 |
| Total debt securities | $14,695,000 | 5,439 |
| Structured notes |
| Amortized cost | $4,000,000 | 481 |
| Fair value | $4,018,000 | 501 |
| 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 | $17,797,000 | 5,014 |
| U.S. Government securities | $12,187,000 | 5,052 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,187,000 | 4,870 |
| Securities issued by states & political subdivisions | $28,000 | 6,739 |
| 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 | $5,582,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,605 |
| Mortgage-backed securities | $57,000 | 7,037 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,647 |
| Issued or guaranteed by U.S. | $57,000 | 6,628 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $6,055,000 | 1,965 |
| Available-for-sale securities (fair market value) | $11,742,000 | 5,375 |
| Total debt securities | $12,215,000 | 5,931 |
| 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 | $17,732,000 | 5,000 |
| U.S. Government securities | $17,209,000 | 4,099 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,209,000 | 3,930 |
| Securities issued by states & political subdivisions | $28,000 | 6,772 |
| 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 | $495,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,620 |
| Mortgage-backed securities | $59,000 | 7,048 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,638 |
| Issued or guaranteed by U.S. | $59,000 | 6,618 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $8,056,000 | 1,699 |
| Available-for-sale securities (fair market value) | $9,676,000 | 5,795 |
| Total debt securities | $17,237,000 | 4,988 |
| Structured notes |
| Amortized cost | $1,000,000 | 765 |
| Fair value | $1,006,000 | 875 |
| 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 | $16,783,000 | 5,059 |
| U.S. Government securities | $16,627,000 | 4,064 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,627,000 | 3,868 |
| Securities issued by states & political subdivisions | $27,000 | 6,947 |
| 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 | $129,000 | 1,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000 | 7,582 |
| Mortgage-backed securities | $554,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,551 |
| Issued or guaranteed by U.S. | $85,000 | 6,528 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $469,000 | 3,786 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 3,623 |
| 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) | $8,551,000 | 1,710 |
| Available-for-sale securities (fair market value) | $8,232,000 | 6,080 |
| Total debt securities | $16,654,000 | 4,987 |
| 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 | $16,010,000 | 5,370 |
| U.S. Government securities | $15,585,000 | 4,411 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $15,085,000 | 4,216 |
| Securities issued by states & political subdivisions | $36,000 | 7,153 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $389,000 | 4,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,500,000 | 6,627 |
| Mortgage-backed securities | $1,412,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,435 |
| Issued or guaranteed by U.S. | $90,000 | 6,414 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,322,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,486 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,172,000 | 2,286 |
| Available-for-sale securities (fair market value) | $8,838,000 | 6,035 |
| Total debt securities | $15,621,000 | 5,310 |
| 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 | $15,348,000 | 5,722 |
| U.S. Government securities | $15,182,000 | 4,730 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $14,682,000 | 4,370 |
| Securities issued by states & political subdivisions | $80,000 | 7,411 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $86,000 | 6,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,500,000 | 6,014 |
| Mortgage-backed securities | $2,090,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $113,000 | 6,685 |
| Issued or guaranteed by U.S. | $113,000 | 6,667 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,977,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,977,000 | 2,310 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,644,000 | 2,463 |
| Available-for-sale securities (fair market value) | $7,704,000 | 6,536 |
| Total debt securities | $15,262,000 | 5,638 |
| 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 | $14,057,000 | 6,012 |
| U.S. Government securities | $12,554,000 | 5,372 |
| U.S. Treasury securities | $751,000 | 5,525 |
| U.S. Government agency obligations | $11,803,000 | 4,792 |
| Securities issued by states & political subdivisions | $121,000 | 7,491 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,382,000 | 1,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,500,000 | 6,597 |
| Mortgage-backed securities | $3,054,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $198,000 | 6,638 |
| Issued or guaranteed by U.S. | $198,000 | 6,617 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,856,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $2,856,000 | 2,151 |
| 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) | $7,146,000 | 2,835 |
| Available-for-sale securities (fair market value) | $6,911,000 | 6,695 |
| Total debt securities | $12,675,000 | 6,239 |
| 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 | $16,752,000 | 5,597 |
| U.S. Government securities | $16,122,000 | 4,791 |
| U.S. Treasury securities | $1,252,000 | 6,028 |
| U.S. Government agency obligations | $14,870,000 | 4,061 |
| Securities issued by states & political subdivisions | $160,000 | 7,632 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $470,000 | 3,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,300,000 | 6,187 |
| Mortgage-backed securities | $5,080,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $224,000 | 6,844 |
| Issued or guaranteed by U.S. | $224,000 | 6,822 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,856,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $4,856,000 | 1,677 |
| 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) | $8,993,000 | 2,997 |
| Available-for-sale securities (fair market value) | $7,759,000 | 6,442 |
| Total debt securities | $16,282,000 | 5,566 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $17,575,000 | 5,805 |
| U.S. Government securities | $17,002,000 | 4,991 |
| U.S. Treasury securities | $2,953,000 | 5,182 |
| U.S. Government agency obligations | $14,049,000 | 4,390 |
| Securities issued by states & political subdivisions | $192,000 | 7,966 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $381,000 | 4,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,000,000 | 5,867 |
| Mortgage-backed securities | $5,296,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $257,000 | 7,298 |
| Issued or guaranteed by U.S. | $257,000 | 7,280 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,039,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,831 |
| 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) | $10,738,000 | 3,016 |
| Available-for-sale securities (fair market value) | $6,837,000 | 7,043 |
| Total debt securities | $17,194,000 | 5,773 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $19,069,000 | 5,733 |
| U.S. Government securities | $18,781,000 | 4,886 |
| U.S. Treasury securities | $4,473,000 | 4,943 |
| U.S. Government agency obligations | $14,308,000 | 4,329 |
| Securities issued by states & political subdivisions | $238,000 | 8,093 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,000,000 | 5,958 |
| Mortgage-backed securities | $6,970,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $405,000 | 7,243 |
| Issued or guaranteed by U.S. | $405,000 | 7,208 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,565,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $6,565,000 | 1,749 |
| 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) | $12,864,000 | 2,838 |
| Available-for-sale securities (fair market value) | $6,205,000 | 7,469 |
| Total debt securities | $19,019,000 | 5,637 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $19,427,000 | 5,996 |
| U.S. Government securities | $18,710,000 | 5,192 |
| U.S. Treasury securities | $5,455,000 | 5,266 |
| U.S. Government agency obligations | $13,255,000 | 4,397 |
| Securities issued by states & political subdivisions | $717,000 | 7,196 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,250,000 | 5,865 |
| Mortgage-backed securities | $7,493,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $445,000 | 7,542 |
| Issued or guaranteed by U.S. | $445,000 | 7,509 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $7,048,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $7,048,000 | 1,747 |
| 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) | $19,427,000 | 3,540 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $19,427,000 | 5,902 |
| 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 | $18,182,000 | 6,551 |
| U.S. Government securities | $17,850,000 | 5,546 |
| U.S. Treasury securities | $6,455,000 | 4,844 |
| U.S. Government agency obligations | $11,395,000 | 5,083 |
| Securities issued by states & political subdivisions | $332,000 | 8,367 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,400,000 | 6,554 |
| Mortgage-backed securities | $6,651,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $602,000 | 7,832 |
| Issued or guaranteed by U.S. | $602,000 | 7,781 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,049,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $6,049,000 | 2,211 |
| 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 | $18,182,000 | 6,411 |
| 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 | $17,675,000 | 6,604 |
| U.S. Government securities | $16,776,000 | 5,786 |
| U.S. Treasury securities | $7,453,000 | 4,419 |
| U.S. Government agency obligations | $9,323,000 | 5,792 |
| Securities issued by states & political subdivisions | $899,000 | 6,793 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,620,000 | 6,365 |
| Mortgage-backed securities | $4,582,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $1,048,000 | 7,429 |
| Issued or guaranteed by U.S. | $1,048,000 | 7,372 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,534,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $3,534,000 | 2,889 |
| 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 | $17,675,000 | 6,495 |
| 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 |
