| 2023-12-31 | Rank |
| Total securities | $36,916,000 | 2,963 |
| U.S. Government securities | $22,211,000 | 2,831 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $22,211,000 | 2,471 |
| Securities issued by states & political subdivisions | $11,828,000 | 2,300 |
| Other domestic debt securities | $2,877,000 | 1,605 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,877,000 | 394 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,125,000 | 2,415 |
| Mortgage-backed securities | $22,164,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,599,000 | 2,075 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,076,000 | 1,247 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $5,489,000 | 685 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $36,916,000 | 2,736 |
| Total debt securities | $36,916,000 | 2,943 |
| 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 | $35,818,000 | 2,999 |
| U.S. Government securities | $21,988,000 | 2,841 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $21,988,000 | 2,474 |
| Securities issued by states & political subdivisions | $10,987,000 | 2,354 |
| Other domestic debt securities | $2,843,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,843,000 | 373 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,123,000 | 1,954 |
| Mortgage-backed securities | $21,937,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,523,000 | 2,069 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,106,000 | 1,218 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $5,308,000 | 680 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $35,818,000 | 2,757 |
| Total debt securities | $35,818,000 | 2,981 |
| 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 | $0 | 4,512 |
| U.S. Government securities | $1,000 | 4,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $173,288,000 | 649 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $10 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $1,850,000 | 169 |
| Equity securities | $1,074 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,899 | 3,855 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $310 | 2,715 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59 | 1,564 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| 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 | $989,500 | 143 |
| 2023-03-31 | Rank |
| Total securities | $37,987,000 | 3,068 |
| U.S. Government securities | $23,514,000 | 2,901 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $23,514,000 | 2,462 |
| Securities issued by states & political subdivisions | $11,696,000 | 2,407 |
| Other domestic debt securities | $2,777,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,777,000 | 379 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,788,000 | 2,085 |
| Mortgage-backed securities | $23,440,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,227,000 | 2,101 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,699,000 | 1,218 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $5,514,000 | 687 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $37,987,000 | 2,821 |
| Total debt securities | $37,988,000 | 3,043 |
| 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 | $43,401,000 | 2,944 |
| U.S. Government securities | $19,968,000 | 3,127 |
| U.S. Treasury securities | $1,987,000 | 2,450 |
| U.S. Government agency obligations | $17,981,000 | 2,755 |
| Securities issued by states & political subdivisions | $17,971,000 | 2,046 |
| Other domestic debt securities | $5,462,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $5,462,000 | 339 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,572,000 | 2,079 |
| Mortgage-backed securities | $17,900,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,133,000 | 2,125 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,767,000 | 1,223 |
| 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) | $43,401,000 | 2,688 |
| Total debt securities | $43,401,000 | 2,926 |
| 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 | $43,390,000 | 2,954 |
| U.S. Government securities | $25,994,000 | 2,828 |
| U.S. Treasury securities | $10,223,000 | 1,562 |
| U.S. Government agency obligations | $15,771,000 | 2,900 |
| Securities issued by states & political subdivisions | $17,396,000 | 2,076 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,208,000 | 1,986 |
| Mortgage-backed securities | $15,677,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,412,000 | 2,748 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,791,000 | 1,398 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $5,474,000 | 712 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $43,390,000 | 2,703 |
| Total debt securities | $43,391,000 | 2,932 |
| 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 | $51,703,000 | 2,744 |
| U.S. Government securities | $28,421,000 | 2,743 |
| U.S. Treasury securities | $11,542,000 | 1,471 |
| U.S. Government agency obligations | $16,879,000 | 2,881 |
| Securities issued by states & political subdivisions | $18,757,000 | 2,040 |
| Other domestic debt securities | $4,525,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,525,000 | 337 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,042,000 | 2,288 |
| Mortgage-backed securities | $16,760,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $4,628,000 | 2,845 |
| Issued or guaranteed by U.S. | $4,628,000 | 2,761 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,162,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $6,162,000 | 1,399 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,970,000 | 1,092 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $5,970,000 | 758 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $51,703,000 | 2,534 |
| Total debt securities | $51,706,000 | 2,729 |
| 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 | $54,921,000 | 2,642 |
| U.S. Government securities | $29,993,000 | 2,613 |
| U.S. Treasury securities | $11,817,000 | 1,278 |
| U.S. Government agency obligations | $18,176,000 | 2,797 |
| Securities issued by states & political subdivisions | $20,200,000 | 1,991 |
| Other domestic debt securities | $4,728,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,728,000 | 341 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,689,000 | 2,024 |
| Mortgage-backed securities | $18,015,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 2,807 |
| Issued or guaranteed by U.S. | $4,976,000 | 2,729 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,694,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $6,694,000 | 1,367 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,345,000 | 1,066 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $6,345,000 | 725 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,921,000 | 2,458 |
| Total debt securities | $54,921,000 | 2,628 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $53,944,000 | 2,593 |
| U.S. Government securities | $26,991,000 | 2,580 |
| U.S. Treasury securities | $7,306,000 | 1,191 |
| U.S. Government agency obligations | $19,685,000 | 2,679 |
| Securities issued by states & political subdivisions | $22,055,000 | 1,941 |
| Other domestic debt securities | $4,898,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,898,000 | 348 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,566,000 | 1,946 |
| Mortgage-backed securities | $19,497,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $5,123,000 | 2,783 |
| Issued or guaranteed by U.S. | $5,123,000 | 2,696 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,397,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $7,397,000 | 1,308 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,977,000 | 1,011 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $6,977,000 | 692 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $53,944,000 | 2,430 |
| Total debt securities | $53,944,000 | 2,575 |
| 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 | $46,425,000 | 2,730 |
| U.S. Government securities | $22,943,000 | 2,713 |
| U.S. Treasury securities | $5,312,000 | 1,127 |
| U.S. Government agency obligations | $17,631,000 | 2,791 |
| Securities issued by states & political subdivisions | $18,497,000 | 2,107 |
| Other domestic debt securities | $4,985,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,985,000 | 347 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,903,000 | 2,043 |
| Mortgage-backed securities | $17,423,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 3,327 |
| Issued or guaranteed by U.S. | $1,903,000 | 3,240 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,033,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $8,033,000 | 1,265 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $7,487,000 | 993 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $7,487,000 | 676 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $46,425,000 | 2,567 |
| Total debt securities | $46,427,000 | 2,714 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $44,120,000 | 2,736 |
| U.S. Government securities | $21,537,000 | 2,728 |
| U.S. Treasury securities | $5,318,000 | 1,027 |
| U.S. Government agency obligations | $16,219,000 | 2,845 |
| Securities issued by states & political subdivisions | $17,510,000 | 2,135 |
| Other domestic debt securities | $5,073,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,073,000 | 349 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,995,000 | 2,323 |
| Mortgage-backed securities | $15,995,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $583,000 | 3,673 |
| Issued or guaranteed by U.S. | $583,000 | 3,582 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,564,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $7,564,000 | 1,250 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,848,000 | 966 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $7,848,000 | 636 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $44,120,000 | 2,578 |
| Total debt securities | $44,121,000 | 2,719 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $38,294,000 | 2,806 |
| U.S. Government securities | $17,094,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,094,000 | 2,699 |
| Securities issued by states & political subdivisions | $16,058,000 | 2,166 |
| Other domestic debt securities | $5,142,000 | 1,130 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,142,000 | 346 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,746,000 | 2,251 |
| Mortgage-backed securities | $16,860,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $624,000 | 3,658 |
| Issued or guaranteed by U.S. | $624,000 | 3,568 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,134,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $8,134,000 | 1,164 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,102,000 | 904 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $8,102,000 | 600 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $38,294,000 | 2,630 |
| Total debt securities | $38,295,000 | 2,785 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $36,234,000 | 2,761 |
| U.S. Government securities | $15,799,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,799,000 | 2,661 |
| Securities issued by states & political subdivisions | $15,250,000 | 2,186 |
| Other domestic debt securities | $5,185,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,185,000 | 328 |
| 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 | $15,203,000 | 2,198 |
| Mortgage-backed securities | $15,551,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $655,000 | 3,629 |
| Issued or guaranteed by U.S. | $655,000 | 3,543 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,374,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $6,374,000 | 1,329 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,522,000 | 855 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $8,522,000 | 561 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $36,234,000 | 2,587 |
| Total debt securities | $36,236,000 | 2,739 |
| 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 | $34,661,000 | 2,720 |
| U.S. Government securities | $16,249,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,249,000 | 2,589 |
| Securities issued by states & political subdivisions | $14,206,000 | 2,149 |
| Other domestic debt securities | $4,206,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,206,000 | 334 |
| 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 | $17,040,000 | 2,054 |
| Mortgage-backed securities | $15,985,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $716,000 | 3,612 |
| Issued or guaranteed by U.S. | $716,000 | 3,522 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,578,000 | 1,372 |
| CMOs issued by government agencies or sponsored agencies | $6,578,000 | 1,336 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $8,691,000 | 828 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $8,691,000 | 534 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $34,661,000 | 2,558 |
| Total debt securities | $34,662,000 | 2,701 |
| 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 | $34,747,000 | 2,678 |
| U.S. Government securities | $16,532,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,532,000 | 2,578 |
| Securities issued by states & political subdivisions | $14,081,000 | 2,090 |
| Other domestic debt securities | $4,134,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,134,000 | 302 |
| 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 | $15,410,000 | 2,168 |
| Mortgage-backed securities | $16,258,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $755,000 | 3,597 |
| Issued or guaranteed by U.S. | $755,000 | 3,506 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,684,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $6,684,000 | 1,368 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,819,000 | 799 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $8,819,000 | 513 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $34,747,000 | 2,499 |
| Total debt securities | $34,748,000 | 2,657 |
| 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 | $21,710,000 | 3,205 |
| U.S. Government securities | $14,300,000 | 2,915 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,300,000 | 2,771 |
| Securities issued by states & political subdivisions | $7,410,000 | 2,629 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,151,000 | 2,542 |
| Mortgage-backed securities | $14,014,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $773,000 | 3,608 |
| Issued or guaranteed by U.S. | $773,000 | 3,510 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,646,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,646,000 | 1,616 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,595,000 | 798 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $8,595,000 | 514 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,710,000 | 3,004 |
| Total debt securities | $21,709,000 | 3,184 |
| 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 | $23,633,000 | 3,171 |
| U.S. Government securities | $16,538,000 | 2,812 |
| U.S. Treasury securities | $1,997,000 | 959 |
| U.S. Government agency obligations | $14,541,000 | 2,798 |
| Securities issued by states & political subdivisions | $7,095,000 | 2,671 |
| 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 | $9,654,000 | 2,638 |
| Mortgage-backed securities | $14,237,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $867,000 | 3,564 |
| Issued or guaranteed by U.S. | $867,000 | 3,476 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,755,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,755,000 | 1,587 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $8,615,000 | 765 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $8,615,000 | 488 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $23,633,000 | 2,955 |
| Total debt securities | $23,633,000 | 3,151 |
| 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 | $19,903,000 | 3,409 |
| U.S. Government securities | $15,846,000 | 2,902 |
| U.S. Treasury securities | $1,990,000 | 990 |
| U.S. Government agency obligations | $13,856,000 | 2,908 |
| Securities issued by states & political subdivisions | $4,057,000 | 3,187 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,825,000 | 2,889 |
| Mortgage-backed securities | $13,542,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $930,000 | 3,575 |
| Issued or guaranteed by U.S. | $930,000 | 3,485 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,828,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $3,828,000 | 1,720 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,784,000 | 758 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $8,784,000 | 472 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,903,000 | 3,173 |
| Total debt securities | $19,902,000 | 3,386 |
| 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 | $22,005,000 | 3,332 |
| U.S. Government securities | $17,884,000 | 2,799 |
| U.S. Treasury securities | $3,975,000 | 780 |
| U.S. Government agency obligations | $13,909,000 | 2,934 |
| Securities issued by states & political subdivisions | $4,121,000 | 3,222 |
| 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 | $9,816,000 | 2,723 |
| Mortgage-backed securities | $13,556,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $984,000 | 3,564 |
| Issued or guaranteed by U.S. | $984,000 | 3,483 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,877,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,877,000 | 1,693 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $8,695,000 | 746 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $8,695,000 | 451 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,005,000 | 3,094 |
| Total debt securities | $22,005,000 | 3,308 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $18,424,000 | 3,628 |
| U.S. Government securities | $9,255,000 | 3,619 |
| U.S. Treasury securities | $3,948,000 | 797 |
| U.S. Government agency obligations | $5,307,000 | 3,966 |
| Securities issued by states & political subdivisions | $9,169,000 | 2,529 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,283,000 | 3,184 |
| Mortgage-backed securities | $4,933,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 3,568 |
| Issued or guaranteed by U.S. | $1,036,000 | 3,481 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,897,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $3,897,000 | 1,700 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $18,424,000 | 3,358 |
| Total debt securities | $18,424,000 | 3,604 |
| 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 | $14,926,000 | 3,892 |
| U.S. Government securities | $5,360,000 | 4,157 |
| U.S. Treasury securities | $998,000 | 1,180 |
| U.S. Government agency obligations | $4,362,000 | 4,135 |
| Securities issued by states & political subdivisions | $8,463,000 | 2,683 |
| Other domestic debt securities | $1,103,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 331 |
| 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 | $2,078,000 | 3,986 |
| Mortgage-backed securities | $5,012,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 3,559 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $1,103,000 | 112 |
| Collaterized mortgage obligations | $3,909,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $3,909,000 | 1,699 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,926,000 | 3,625 |
| Total debt securities | $14,926,000 | 3,870 |
| 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 | $14,200,000 | 3,976 |
| U.S. Government securities | $5,623,000 | 4,176 |
| U.S. Treasury securities | $995,000 | 1,173 |
| U.S. Government agency obligations | $4,628,000 | 4,162 |
| Securities issued by states & political subdivisions | $8,577,000 | 2,703 |
| 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 | $3,212,000 | 3,778 |
| Mortgage-backed securities | $4,156,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 3,575 |
| Issued or guaranteed by U.S. | $1,195,000 | 3,547 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,961,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,961,000 | 1,842 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,200,000 | 3,704 |
| Total debt securities | $14,199,000 | 3,954 |
| 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 | $14,652,000 | 4,011 |
| U.S. Government securities | $5,859,000 | 4,163 |
| U.S. Treasury securities | $994,000 | 1,151 |
| U.S. Government agency obligations | $4,865,000 | 4,162 |
| Securities issued by states & political subdivisions | $8,793,000 | 2,721 |
| 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 | $2,985,000 | 3,867 |
| Mortgage-backed securities | $4,335,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $1,295,000 | 3,592 |
| Issued or guaranteed by U.S. | $1,295,000 | 3,420 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,040,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,040,000 | 1,825 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,652,000 | 3,724 |
| Total debt securities | $14,652,000 | 3,985 |
| 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 | $14,888,000 | 4,038 |
| U.S. Government securities | $6,076,000 | 4,205 |
| U.S. Treasury securities | $994,000 | 1,115 |
| U.S. Government agency obligations | $5,082,000 | 4,198 |
| Securities issued by states & political subdivisions | $8,812,000 | 2,752 |
| 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 | $2,983,000 | 3,921 |
| Mortgage-backed securities | $4,502,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 3,605 |
| Issued or guaranteed by U.S. | $1,401,000 | 3,598 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,101,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 1,805 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,888,000 | 3,759 |
| Total debt securities | $14,888,000 | 4,015 |
| 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 | $13,289,000 | 4,232 |
| U.S. Government securities | $4,333,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,333,000 | 4,376 |
| Securities issued by states & political subdivisions | $8,956,000 | 2,801 |
| 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 | $1,952,000 | 4,235 |
| Mortgage-backed securities | $3,659,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 3,617 |
| Issued or guaranteed by U.S. | $1,502,000 | 3,610 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,157,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $2,157,000 | 1,972 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,289,000 | 3,945 |
| Total debt securities | $13,289,000 | 4,210 |
| 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 | $14,093,000 | 4,217 |
| U.S. Government securities | $4,486,000 | 4,548 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,486,000 | 4,423 |
| Securities issued by states & political subdivisions | $9,607,000 | 2,765 |
| 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 | $5,867,000 | 3,492 |
| Mortgage-backed securities | $3,762,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $1,582,000 | 3,653 |
| Issued or guaranteed by U.S. | $1,582,000 | 3,646 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,180,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,180,000 | 1,981 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,093,000 | 3,928 |
| Total debt securities | $14,093,000 | 4,192 |
| 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 | $16,127,000 | 4,105 |
| U.S. Government securities | $6,462,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,462,000 | 4,172 |
| Securities issued by states & political subdivisions | $9,665,000 | 2,774 |
| 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 | $5,552,000 | 3,580 |
| Mortgage-backed securities | $5,709,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $3,517,000 | 3,188 |
| Issued or guaranteed by U.S. | $3,517,000 | 3,184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,192,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,005 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $16,127,000 | 3,810 |
| Total debt securities | $16,128,000 | 4,080 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $17,328,000 | 4,055 |
| U.S. Government securities | $7,461,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,461,000 | 4,055 |
| Securities issued by states & political subdivisions | $9,867,000 | 2,796 |
| 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 | $5,639,000 | 3,590 |
| Mortgage-backed securities | $6,144,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,206 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,203 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,426,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $2,426,000 | 1,961 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,328,000 | 3,740 |
| Total debt securities | $17,327,000 | 4,029 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $17,444,000 | 4,048 |
| U.S. Government securities | $7,681,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,681,000 | 4,016 |
| Securities issued by states & political subdivisions | $9,763,000 | 2,824 |
| 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 | $7,462,000 | 3,303 |
| Mortgage-backed securities | $6,319,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,194 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,190 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,472,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 1,957 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,444,000 | 3,734 |
| Total debt securities | $17,443,000 | 4,018 |
| 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 | $15,316,000 | 4,231 |
| U.S. Government securities | $6,081,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,081,000 | 4,331 |
| Securities issued by states & political subdivisions | $9,235,000 | 2,905 |
| 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 | $7,855,000 | 3,284 |
| Mortgage-backed securities | $4,643,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $4,090,000 | 3,179 |
| Issued or guaranteed by U.S. | $4,090,000 | 3,178 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $553,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,639 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,316,000 | 3,903 |
| Total debt securities | $15,315,000 | 4,205 |
| 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 | $16,544,000 | 4,194 |
| U.S. Government securities | $7,095,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,095,000 | 4,241 |
| Securities issued by states & political subdivisions | $9,449,000 | 2,866 |
| 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 | $7,992,000 | 3,320 |
| Mortgage-backed securities | $5,579,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 3,034 |
| Issued or guaranteed by U.S. | $4,973,000 | 3,031 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $606,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,641 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,544,000 | 3,861 |
| Total debt securities | $16,542,000 | 4,171 |
| 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 | $15,718,000 | 4,316 |
| U.S. Government securities | $7,260,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,260,000 | 4,336 |
| Securities issued by states & political subdivisions | $8,458,000 | 3,000 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,813,000 | 3,727 |
| Mortgage-backed securities | $5,700,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $5,062,000 | 3,042 |
| Issued or guaranteed by U.S. | $5,062,000 | 3,041 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $638,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,655 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $15,718,000 | 3,971 |
| Total debt securities | $15,717,000 | 4,295 |
| 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 | $14,743,000 | 4,454 |
| U.S. Government securities | $6,315,000 | 4,627 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,315,000 | 4,505 |
| Securities issued by states & political subdivisions | $8,428,000 | 3,022 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,803,000 | 3,778 |
| Mortgage-backed securities | $4,709,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 3,490 |
| Issued or guaranteed by U.S. | $3,017,000 | 3,486 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $683,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,658 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,009,000 | 916 |
| Commercial mortgage pass-through securities | $1,009,000 | 588 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,743,000 | 4,103 |
| Total debt securities | $14,741,000 | 4,434 |
| 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 | $15,127,000 | 4,511 |
| U.S. Government securities | $6,627,000 | 4,684 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,627,000 | 4,565 |
| Securities issued by states & political subdivisions | $8,500,000 | 3,032 |
| 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 | $5,864,000 | 3,816 |
| Mortgage-backed securities | $4,965,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $3,146,000 | 3,503 |
| Issued or guaranteed by U.S. | $3,146,000 | 3,498 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $781,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,653 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,038,000 | 867 |
| Commercial mortgage pass-through securities | $1,038,000 | 555 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,127,000 | 4,153 |
| Total debt securities | $15,127,000 | 4,487 |
| 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 | $17,309,000 | 4,385 |
| U.S. Government securities | $10,737,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,737,000 | 4,086 |
| Securities issued by states & political subdivisions | $6,572,000 | 3,323 |
| 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 | $5,977,000 | 3,835 |
| Mortgage-backed securities | $9,033,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,181 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,179 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $837,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 2,682 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,363,000 | 583 |
| Commercial mortgage pass-through securities | $1,019,000 | 531 |
| Other commercial mortgage-backed securities | $2,344,000 | 439 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $17,309,000 | 4,028 |
| Total debt securities | $17,310,000 | 4,361 |
| 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 | $21,007,000 | 4,155 |
| U.S. Government securities | $11,716,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,716,000 | 4,035 |
| Securities issued by states & political subdivisions | $9,291,000 | 2,928 |
| 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 | $5,803,000 | 3,910 |
| Mortgage-backed securities | $10,013,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $5,559,000 | 3,118 |
| Issued or guaranteed by U.S. | $5,559,000 | 3,116 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,036,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 2,614 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,418,000 | 567 |
| Commercial mortgage pass-through securities | $1,038,000 | 509 |
| Other commercial mortgage-backed securities | $2,380,000 | 421 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,007,000 | 3,802 |
| Total debt securities | $21,007,000 | 4,126 |
| 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 | $19,785,000 | 4,293 |
| U.S. Government securities | $11,277,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,277,000 | 4,165 |
| Securities issued by states & political subdivisions | $8,508,000 | 3,058 |
| 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 | $5,748,000 | 3,961 |
| Mortgage-backed securities | $10,613,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $6,092,000 | 3,085 |
| Issued or guaranteed by U.S. | $6,092,000 | 3,082 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,144,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,614 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,377,000 | 553 |
| Commercial mortgage pass-through securities | $1,031,000 | 507 |
| Other commercial mortgage-backed securities | $2,346,000 | 405 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $19,785,000 | 3,938 |
| Total debt securities | $19,784,000 | 4,270 |
| 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 | $23,389,000 | 4,112 |
| U.S. Government securities | $12,761,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,761,000 | 4,077 |
| Securities issued by states & political subdivisions | $10,628,000 | 2,784 |
| 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 | $4,914,000 | 4,180 |
| Mortgage-backed securities | $12,090,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 2,964 |
| Issued or guaranteed by U.S. | $7,414,000 | 2,962 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,328,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 2,590 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,348,000 | 533 |
| Commercial mortgage pass-through securities | $1,019,000 | 508 |
| Other commercial mortgage-backed securities | $2,329,000 | 376 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,389,000 | 3,751 |
| Total debt securities | $23,388,000 | 4,084 |
| 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 | $23,893,000 | 4,113 |
| U.S. Government securities | $12,865,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,865,000 | 4,143 |
| Securities issued by states & political subdivisions | $11,028,000 | 2,733 |
| 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 | $4,297,000 | 4,369 |
| Mortgage-backed securities | $12,195,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $8,362,000 | 2,863 |
| Issued or guaranteed by U.S. | $8,362,000 | 2,863 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,485,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,578 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,348,000 | 608 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,348,000 | 362 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,893,000 | 3,755 |
| Total debt securities | $23,893,000 | 4,086 |
| 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 | $24,530,000 | 4,099 |
| U.S. Government securities | $12,381,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,381,000 | 4,233 |
| Securities issued by states & political subdivisions | $12,149,000 | 2,604 |
| 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 | $4,985,000 | 4,222 |
| Mortgage-backed securities | $11,703,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $10,037,000 | 2,652 |
| Issued or guaranteed by U.S. | $10,037,000 | 2,652 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,666,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 2,528 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,530,000 | 3,729 |
| Total debt securities | $24,531,000 | 4,067 |
| 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 | $28,634,000 | 3,790 |
| U.S. Government securities | $12,841,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,841,000 | 4,181 |
| Securities issued by states & political subdivisions | $15,793,000 | 2,217 |
| 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 | $4,987,000 | 4,246 |
| Mortgage-backed securities | $12,099,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $10,630,000 | 2,576 |
| Issued or guaranteed by U.S. | $10,630,000 | 2,576 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,469,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,565 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $28,634,000 | 3,467 |
| Total debt securities | $28,635,000 | 3,756 |
| 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 | $25,685,000 | 4,039 |
| U.S. Government securities | $10,775,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,775,000 | 4,476 |
| Securities issued by states & political subdivisions | $14,910,000 | 2,306 |
| 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 | $4,901,000 | 4,291 |
| Mortgage-backed securities | $10,020,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $8,307,000 | 2,900 |
| Issued or guaranteed by U.S. | $8,307,000 | 2,897 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,713,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,495 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,685,000 | 3,703 |
| Total debt securities | $25,688,000 | 4,009 |
| 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 | $34,838,000 | 3,401 |
| U.S. Government securities | $18,321,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,321,000 | 3,582 |
| Securities issued by states & political subdivisions | $16,517,000 | 2,137 |
| 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 | $938,000 | 5,534 |
| Mortgage-backed securities | $14,143,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $11,807,000 | 2,432 |
| Issued or guaranteed by U.S. | $11,807,000 | 2,430 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,336,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $2,336,000 | 2,352 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $34,838,000 | 3,130 |
| Total debt securities | $34,838,000 | 3,369 |
| 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 | $38,155,000 | 3,241 |
| U.S. Government securities | $19,575,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,575,000 | 3,486 |
| Securities issued by states & political subdivisions | $18,580,000 | 1,940 |
| 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 | $1,396,000 | 5,389 |
| Mortgage-backed securities | $15,053,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $11,557,000 | 2,470 |
| Issued or guaranteed by U.S. | $11,557,000 | 2,469 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,496,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $3,496,000 | 2,119 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $38,155,000 | 2,995 |
| Total debt securities | $38,156,000 | 3,214 |
| 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 | $35,628,000 | 3,331 |
| U.S. Government securities | $18,606,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,606,000 | 3,549 |
| Securities issued by states & political subdivisions | $17,022,000 | 2,061 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,353,000 | 4,751 |
| Mortgage-backed securities | $15,313,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $10,305,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,305,000 | 2,615 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,008,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $5,008,000 | 1,953 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $35,628,000 | 3,080 |
| Total debt securities | $35,629,000 | 3,295 |
| 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 | $35,548,000 | 3,371 |
| U.S. Government securities | $18,847,000 | 3,694 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,847,000 | 3,615 |
| Securities issued by states & political subdivisions | $16,701,000 | 2,030 |
| 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 | $3,752,000 | 4,689 |
| Mortgage-backed securities | $15,537,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $11,035,000 | 2,659 |
| Issued or guaranteed by U.S. | $11,035,000 | 2,656 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,502,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $4,502,000 | 2,099 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,548,000 | 3,113 |
| Total debt securities | $35,547,000 | 3,347 |
| 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 | $39,641,000 | 3,154 |
| U.S. Government securities | $22,463,000 | 3,398 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,463,000 | 3,330 |
| Securities issued by states & political subdivisions | $17,178,000 | 1,942 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,066,000 | 4,612 |
| Mortgage-backed securities | $19,148,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $12,678,000 | 2,508 |
| Issued or guaranteed by U.S. | $12,678,000 | 2,505 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,470,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $6,470,000 | 1,815 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $39,641,000 | 2,912 |
| Total debt securities | $39,640,000 | 3,128 |
| 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 | $39,341,000 | 3,196 |
| U.S. Government securities | $23,859,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,859,000 | 3,273 |
| Securities issued by states & political subdivisions | $15,482,000 | 2,023 |
| 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 | $3,137,000 | 4,945 |
| Mortgage-backed securities | $21,793,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $14,335,000 | 2,338 |
| Issued or guaranteed by U.S. | $14,335,000 | 2,334 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,458,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $7,458,000 | 1,736 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,341,000 | 2,942 |
| Total debt securities | $39,341,000 | 3,167 |
| 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 | $42,608,000 | 2,938 |
| U.S. Government securities | $25,713,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,713,000 | 3,045 |
| Securities issued by states & political subdivisions | $16,895,000 | 1,858 |
| 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 | $3,332,000 | 4,676 |
| Mortgage-backed securities | $23,109,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $14,901,000 | 2,183 |
| Issued or guaranteed by U.S. | $14,901,000 | 2,176 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,208,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $8,208,000 | 1,570 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $42,608,000 | 2,692 |
| Total debt securities | $42,608,000 | 2,917 |
| 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 | $38,564,000 | 3,084 |
| U.S. Government securities | $24,747,000 | 3,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,747,000 | 3,047 |
| Securities issued by states & political subdivisions | $13,817,000 | 2,078 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,812,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $20,812,000 | 1,673 |
| Issued or guaranteed by U.S. | $20,812,000 | 1,668 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,564,000 | 416 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $38,564,000 | 3,058 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $44,313,000 | 2,789 |
| U.S. Government securities | $27,736,000 | 2,966 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,736,000 | 2,878 |
| Securities issued by states & political subdivisions | $16,577,000 | 1,782 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,794,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $23,794,000 | 1,466 |
| Issued or guaranteed by U.S. | $23,794,000 | 1,462 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,313,000 | 363 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $44,313,000 | 2,770 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $45,034,000 | 2,735 |
| U.S. Government securities | $29,219,000 | 2,833 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,219,000 | 2,743 |
| Securities issued by states & political subdivisions | $15,815,000 | 1,810 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,269,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $25,269,000 | 1,355 |
| Issued or guaranteed by U.S. | $25,269,000 | 1,348 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,034,000 | 364 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $45,034,000 | 2,710 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $41,873,000 | 2,800 |
| U.S. Government securities | $27,412,000 | 2,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,412,000 | 2,741 |
| Securities issued by states & political subdivisions | $14,461,000 | 1,905 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,518,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $24,518,000 | 1,356 |
| Issued or guaranteed by U.S. | $24,518,000 | 1,349 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,873,000 | 377 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $41,873,000 | 2,775 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $41,072,000 | 2,803 |
| U.S. Government securities | $27,965,000 | 2,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,965,000 | 2,678 |
| Securities issued by states & political subdivisions | $13,107,000 | 1,974 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,420,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $22,420,000 | 1,403 |
| Issued or guaranteed by U.S. | $22,420,000 | 1,399 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,072,000 | 386 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $41,072,000 | 2,774 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $40,163,000 | 2,835 |
| U.S. Government securities | $31,621,000 | 2,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,621,000 | 2,493 |
| Securities issued by states & political subdivisions | $8,542,000 | 2,495 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,146,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $21,146,000 | 1,477 |
| Issued or guaranteed by U.S. | $21,146,000 | 1,472 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,163,000 | 417 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $40,163,000 | 2,810 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $39,194,000 | 2,910 |
| U.S. Government securities | $33,353,000 | 2,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,353,000 | 2,434 |
| Securities issued by states & political subdivisions | $5,841,000 | 3,028 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,370,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $21,370,000 | 1,543 |
| Issued or guaranteed by U.S. | $21,370,000 | 1,539 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,194,000 | 428 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $39,194,000 | 2,887 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $36,468,000 | 3,053 |
| U.S. Government securities | $31,198,000 | 2,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,198,000 | 2,530 |
| Securities issued by states & political subdivisions | $5,270,000 | 3,181 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,209,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $21,209,000 | 1,616 |
| Issued or guaranteed by U.S. | $21,209,000 | 1,609 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,468,000 | 467 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $36,468,000 | 3,025 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $35,441,000 | 3,126 |
| U.S. Government securities | $31,343,000 | 2,582 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,343,000 | 2,520 |
| Securities issued by states & political subdivisions | $4,098,000 | 3,527 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,332,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $21,332,000 | 1,657 |
| Issued or guaranteed by U.S. | $21,332,000 | 1,651 |
| Privately issued | $0 | 171 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,441,000 | 495 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $35,441,000 | 3,093 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $36,272,000 | 3,014 |
| U.S. Government securities | $33,726,000 | 2,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,726,000 | 2,316 |
| Securities issued by states & political subdivisions | $2,546,000 | 4,081 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,749,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $21,749,000 | 1,667 |
| Issued or guaranteed by U.S. | $21,749,000 | 1,660 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,272,000 | 469 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $36,272,000 | 2,981 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $34,668,000 | 3,119 |
| U.S. Government securities | $33,203,000 | 2,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,203,000 | 2,378 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,559 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,766,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $21,766,000 | 1,701 |
| Issued or guaranteed by U.S. | $21,766,000 | 1,690 |
| 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) | $34,668,000 | 497 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $34,668,000 | 3,086 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $33,248,000 | 3,221 |
| U.S. Government securities | $31,783,000 | 2,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,783,000 | 2,498 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,509 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,815,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $21,815,000 | 1,665 |
| Issued or guaranteed by U.S. | $21,815,000 | 1,655 |
| 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) | $33,248,000 | 502 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $33,248,000 | 3,178 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $10,242,000 | 5,838 |
| U.S. Government securities | $8,483,000 | 5,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,483,000 | 5,370 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,343 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,482,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 4,121 |
| Issued or guaranteed by U.S. | $3,482,000 | 4,110 |
| 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) | $10,242,000 | 1,134 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $10,245,000 | 5,789 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $9,872,000 | 5,958 |
| U.S. Government securities | $8,059,000 | 5,585 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,059,000 | 5,503 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,335 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,060,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $3,060,000 | 4,264 |
| Issued or guaranteed by U.S. | $3,060,000 | 4,248 |
| 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) | $9,872,000 | 1,155 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $9,876,000 | 5,896 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $9,974,000 | 5,945 |
| U.S. Government securities | $8,161,000 | 5,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,161,000 | 5,452 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,347 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,171,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $3,171,000 | 4,117 |
| Issued or guaranteed by U.S. | $3,171,000 | 4,103 |
| 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) | $9,974,000 | 1,146 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $9,978,000 | 5,874 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $7,955,000 | 6,442 |
| U.S. Government securities | $6,110,000 | 6,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,110,000 | 6,155 |
| Securities issued by states & political subdivisions | $1,847,000 | 4,349 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,121,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,828 |
| 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) | $7,955,000 | 1,373 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $7,957,000 | 6,379 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $7,988,000 | 6,486 |
| U.S. Government securities | $6,125,000 | 6,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,125,000 | 6,237 |
| Securities issued by states & political subdivisions | $1,869,000 | 4,341 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $638,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $638,000 | 5,103 |
| Issued or guaranteed by U.S. | $638,000 | 5,086 |
| 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) | $7,988,000 | 1,414 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $7,994,000 | 6,429 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $8,059,000 | 6,486 |
| U.S. Government securities | $6,166,000 | 6,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,166,000 | 6,265 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,323 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $681,000 | 5,509 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,072 |
| Issued or guaranteed by U.S. | $681,000 | 5,056 |
| 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) | $8,059,000 | 1,408 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $8,060,000 | 6,429 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $8,114,000 | 6,506 |
| U.S. Government securities | $6,221,000 | 6,400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,221,000 | 6,278 |
| Securities issued by states & political subdivisions | $1,894,000 | 4,343 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $736,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $736,000 | 5,039 |
| Issued or guaranteed by U.S. | $736,000 | 5,020 |
| 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) | $8,114,000 | 1,424 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $8,115,000 | 6,449 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $7,984,000 | 6,590 |
| U.S. Government securities | $6,291,000 | 6,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,291,000 | 6,308 |
| Securities issued by states & political subdivisions | $1,695,000 | 4,473 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $802,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $802,000 | 4,983 |
| Issued or guaranteed by U.S. | $802,000 | 4,966 |
| 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) | $7,984,000 | 1,481 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $7,986,000 | 6,527 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $7,027,000 | 6,875 |
| U.S. Government securities | $6,329,000 | 6,482 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,329,000 | 6,343 |
| Securities issued by states & political subdivisions | $700,000 | 5,286 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $843,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,945 |
| Issued or guaranteed by U.S. | $843,000 | 4,922 |
| 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) | $7,027,000 | 1,626 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $7,029,000 | 6,820 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $7,130,000 | 6,876 |
| U.S. Government securities | $6,407,000 | 6,462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,407,000 | 6,326 |
| Securities issued by states & political subdivisions | $725,000 | 5,292 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $923,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,925 |
| Issued or guaranteed by U.S. | $923,000 | 4,904 |
| 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) | $7,130,000 | 1,642 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $7,132,000 | 6,817 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $5,949,000 | 7,190 |
| U.S. Government securities | $5,226,000 | 6,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,226,000 | 6,713 |
| Securities issued by states & political subdivisions | $725,000 | 5,312 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $975,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $975,000 | 4,911 |
| Issued or guaranteed by U.S. | $975,000 | 4,892 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,949,000 | 1,796 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $5,951,000 | 7,137 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $5,985,000 | 7,226 |
| U.S. Government securities | $5,262,000 | 6,879 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,262,000 | 6,730 |
| Securities issued by states & political subdivisions | $725,000 | 5,339 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,011,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,897 |
| 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) | $5,985,000 | 1,837 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $5,987,000 | 7,171 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $5,805,000 | 7,304 |
| U.S. Government securities | $5,081,000 | 6,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,081,000 | 6,782 |
| Securities issued by states & political subdivisions | $725,000 | 5,354 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,066,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 4,910 |
| Issued or guaranteed by U.S. | $1,066,000 | 4,892 |
| 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) | $5,805,000 | 1,851 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $5,806,000 | 7,244 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $5,941,000 | 7,308 |
| U.S. Government securities | $5,199,000 | 6,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,199,000 | 6,779 |
| Securities issued by states & political subdivisions | $745,000 | 5,325 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,174,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 4,899 |
| Issued or guaranteed by U.S. | $1,174,000 | 4,880 |
| 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) | $5,941,000 | 1,855 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $5,944,000 | 7,240 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $6,161,000 | 7,342 |
| U.S. Government securities | $1,258,000 | 8,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,258,000 | 8,129 |
| Securities issued by states & political subdivisions | $880,000 | 5,208 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,026,000 | 608 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,258,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 4,900 |
| Issued or guaranteed by U.S. | $1,258,000 | 4,887 |
| 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) | $6,161,000 | 1,850 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $2,138,000 | 8,230 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $6,689,000 | 7,203 |
| U.S. Government securities | $5,810,000 | 6,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,810,000 | 6,690 |
| Securities issued by states & political subdivisions | $880,000 | 5,221 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,778,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,609 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,594 |
| 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) | $6,689,000 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $6,690,000 | 7,132 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $7,089,000 | 7,154 |
| U.S. Government securities | $6,208,000 | 6,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,208,000 | 6,583 |
| Securities issued by states & political subdivisions | $882,000 | 5,261 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,874,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,874,000 | 4,574 |
| 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) | $7,089,000 | 1,772 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $7,090,000 | 7,086 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $6,827,000 | 7,314 |
| U.S. Government securities | $5,801,000 | 6,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,801,000 | 6,792 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,140 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,966,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 4,591 |
| Issued or guaranteed by U.S. | $1,963,000 | 4,576 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,000 | 3,885 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,530 |
| 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) | $6,827,000 | 1,813 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $6,828,000 | 7,237 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $6,109,000 | 7,485 |
| U.S. Government securities | $5,083,000 | 7,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,083,000 | 6,978 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,132 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,108,000 | 5,126 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,543 |
| Issued or guaranteed by U.S. | $2,105,000 | 4,524 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,000 | 3,954 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,590 |
| 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) | $6,109,000 | 1,880 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $6,110,000 | 7,410 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $6,179,000 | 7,508 |
| U.S. Government securities | $5,155,000 | 7,171 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,155,000 | 6,986 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,184 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 11 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,234,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 4,470 |
| Issued or guaranteed by U.S. | $2,231,000 | 4,449 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 4,017 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,800 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,179,000 | 1,890 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $6,182,000 | 7,431 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $5,492,000 | 7,668 |
| U.S. Government securities | $4,798,000 | 7,212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,798,000 | 7,035 |
| Securities issued by states & political subdivisions | $697,000 | 5,582 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 11 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,370,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $2,367,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,367,000 | 4,376 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,882 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,492,000 | 2,008 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $5,495,000 | 7,574 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $5,149,000 | 7,725 |
| U.S. Government securities | $4,924,000 | 7,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,924,000 | 6,938 |
| Securities issued by states & political subdivisions | $227,000 | 6,313 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $996,000 | 5,942 |
| Certificates of participation in pools of residential mortgages | $996,000 | 5,368 |
| Issued or guaranteed by U.S. | $996,000 | 5,345 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,149,000 | 2,041 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,151,000 | 7,637 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $4,771,000 | 7,878 |
| U.S. Government securities | $4,773,000 | 7,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,773,000 | 7,036 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 11 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,124,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 5,255 |
| Issued or guaranteed by U.S. | $1,121,000 | 5,235 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,000 | 4,366 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,136 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,771,000 | 2,172 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,773,000 | 7,804 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $4,166,000 | 8,072 |
| U.S. Government securities | $4,167,000 | 7,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,167,000 | 7,260 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,262,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 5,141 |
| Issued or guaranteed by U.S. | $1,258,000 | 5,122 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,000 | 4,410 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,188 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,166,000 | 2,345 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,167,000 | 7,986 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $6,460,000 | 7,490 |
| U.S. Government securities | $6,462,000 | 6,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,462,000 | 6,424 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,930,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,541 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,521 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,000 | 4,500 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 4,267 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,460,000 | 1,999 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $6,462,000 | 7,387 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $4,335,000 | 8,591 |
| U.S. Government securities | $4,339,000 | 8,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,339,000 | 7,703 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,162,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 3,861 |
| Issued or guaranteed by U.S. | $2,156,000 | 3,841 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,000 | 4,245 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,988 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,335,000 | 2,955 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $4,339,000 | 8,471 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $4,993,000 | 8,672 |
| U.S. Government securities | $4,752,000 | 8,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,752,000 | 7,644 |
| Securities issued by states & political subdivisions | $245,000 | 6,915 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 17 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,575,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 3,836 |
| Issued or guaranteed by U.S. | $2,567,000 | 3,819 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,000 | 4,521 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,246 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,993,000 | 3,080 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,997,000 | 8,557 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $4,648,000 | 8,885 |
| U.S. Government securities | $4,407,000 | 8,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,407,000 | 7,502 |
| Securities issued by states & political subdivisions | $245,000 | 7,138 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 27 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,405,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $3,395,000 | 3,607 |
| Issued or guaranteed by U.S. | $3,395,000 | 3,591 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,000 | 4,804 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 4,527 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,648,000 | 3,531 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,652,000 | 8,753 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $7,677,000 | 8,200 |
| U.S. Government securities | $7,437,000 | 7,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,437,000 | 6,180 |
| Securities issued by states & political subdivisions | $245,000 | 7,382 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 38 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,739,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $4,725,000 | 2,989 |
| Issued or guaranteed by U.S. | $4,725,000 | 2,971 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,000 | 5,056 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 4,773 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,177,000 | 3,443 |
| Available-for-sale securities (fair market value) | $500,000 | 9,483 |
| Total debt securities | $7,682,000 | 8,074 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $8,831,000 | 8,326 |
| U.S. Government securities | $8,470,000 | 7,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,470,000 | 6,046 |
| Securities issued by states & political subdivisions | $380,000 | 7,355 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $19,000 | 199 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,525,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $5,508,000 | 3,042 |
| Issued or guaranteed by U.S. | $5,508,000 | 3,019 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $17,000 | 5,534 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 5,224 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,081,000 | 3,648 |
| Available-for-sale securities (fair market value) | $750,000 | 9,651 |
| Total debt securities | $8,850,000 | 8,206 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $8,329,000 | 8,873 |
| U.S. Government securities | $7,959,000 | 8,187 |
| U.S. Treasury securities | $1,303,000 | 8,007 |
| U.S. Government agency obligations | $6,656,000 | 6,884 |
| Securities issued by states & political subdivisions | $380,000 | 7,659 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 260 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,567,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $5,491,000 | 3,128 |
| Issued or guaranteed by U.S. | $5,491,000 | 3,102 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $76,000 | 5,822 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 5,519 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,029,000 | 4,211 |
| Available-for-sale securities (fair market value) | $1,300,000 | 9,794 |
| Total debt securities | $8,339,000 | 8,747 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $9,337,000 | 8,991 |
| U.S. Government securities | $8,927,000 | 8,233 |
| U.S. Treasury securities | $1,248,000 | 9,249 |
| U.S. Government agency obligations | $7,679,000 | 6,326 |
| Securities issued by states & political subdivisions | $380,000 | 8,042 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 1,004 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,292,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $5,204,000 | 3,323 |
| Issued or guaranteed by U.S. | $5,204,000 | 3,305 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $88,000 | 6,236 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 5,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,037,000 | 6,475 |
| Available-for-sale securities (fair market value) | $1,300,000 | 9,421 |
| Total debt securities | $9,307,000 | 8,899 |
| 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 | $9,815,000 | 9,161 |
| U.S. Government securities | $9,082,000 | 8,428 |
| U.S. Treasury securities | $2,026,000 | 8,382 |
| U.S. Government agency obligations | $7,056,000 | 6,789 |
| Securities issued by states & political subdivisions | $380,000 | 8,219 |
| 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 | $301,000 | 3,886 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-52,000 | 1,133 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,894,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,845 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $109,000 | 6,601 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 6,255 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,462,000 | 9,140 |
| 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 | $8,328,000 | 9,867 |
| U.S. Government securities | $7,947,000 | 9,038 |
| U.S. Treasury securities | $1,792,000 | 9,107 |
| U.S. Government agency obligations | $6,155,000 | 7,259 |
| Securities issued by states & political subdivisions | $380,000 | 8,071 |
| 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 | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,000 | 1,153 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,472,000 | 6,412 |
| Certificates of participation in pools of residential mortgages | $3,336,000 | 4,915 |
| Issued or guaranteed by U.S. | $3,336,000 | 4,860 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $136,000 | 6,829 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 6,302 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,327,000 | 9,746 |
| 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 |
