| 2023-12-31 | Rank |
| Total securities | $42,922,000 | 2,796 |
| U.S. Government securities | $23,365,000 | 2,773 |
| U.S. Treasury securities | $9,485,000 | 1,426 |
| U.S. Government agency obligations | $13,880,000 | 2,965 |
| Securities issued by states & political subdivisions | $19,557,000 | 1,796 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,724,000 | 3,195 |
| Mortgage-backed securities | $1,489,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,147,000 | 3,196 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,418 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $42,922,000 | 2,566 |
| Total debt securities | $42,921,000 | 2,778 |
| Structured notes |
| Amortized cost | $1,000,000 | 747 |
| Fair value | $961,000 | 789 |
| 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 | $42,479,000 | 2,786 |
| U.S. Government securities | $24,981,000 | 2,691 |
| U.S. Treasury securities | $11,371,000 | 1,332 |
| U.S. Government agency obligations | $13,610,000 | 2,962 |
| Securities issued by states & political subdivisions | $17,498,000 | 1,910 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,827,000 | 3,665 |
| Mortgage-backed securities | $1,491,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,136,000 | 3,208 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,403 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $42,479,000 | 2,543 |
| Total debt securities | $42,480,000 | 2,768 |
| Structured notes |
| Amortized cost | $1,000,000 | 768 |
| Fair value | $940,000 | 806 |
| 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 | $43,216,000 | 2,832 |
| U.S. Government securities | $25,190,000 | 2,730 |
| U.S. Treasury securities | $11,418,000 | 1,348 |
| U.S. Government agency obligations | $13,772,000 | 3,007 |
| Securities issued by states & political subdivisions | $18,026,000 | 1,934 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,989,000 | 3,637 |
| Mortgage-backed securities | $1,609,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,224,000 | 3,208 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,388 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $43,216,000 | 2,592 |
| Total debt securities | $43,215,000 | 2,816 |
| Structured notes |
| Amortized cost | $1,000,000 | 811 |
| Fair value | $941,000 | 850 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $47,340,000 | 2,798 |
| U.S. Government securities | $26,164,000 | 2,763 |
| U.S. Treasury securities | $12,268,000 | 1,361 |
| U.S. Government agency obligations | $13,896,000 | 3,011 |
| Securities issued by states & political subdivisions | $21,176,000 | 1,812 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,055,000 | 2,606 |
| Mortgage-backed securities | $1,691,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,279,000 | 3,240 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $412,000 | 2,412 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $47,340,000 | 2,561 |
| Total debt securities | $47,339,000 | 2,779 |
| Structured notes |
| Amortized cost | $1,000,000 | 845 |
| Fair value | $949,000 | 884 |
| 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 | $46,857,000 | 2,837 |
| U.S. Government securities | $25,887,000 | 2,803 |
| U.S. Treasury securities | $13,095,000 | 1,367 |
| U.S. Government agency obligations | $12,792,000 | 3,080 |
| Securities issued by states & political subdivisions | $20,970,000 | 1,885 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,836,000 | 3,083 |
| Mortgage-backed securities | $776,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $329,000 | 3,542 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,408 |
| 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) | $46,857,000 | 2,598 |
| Total debt securities | $46,856,000 | 2,818 |
| Structured notes |
| Amortized cost | $5,136,000 | 377 |
| Fair value | $4,790,000 | 374 |
| 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 | $47,229,000 | 2,837 |
| U.S. Government securities | $25,735,000 | 2,845 |
| U.S. Treasury securities | $12,974,000 | 1,397 |
| U.S. Government agency obligations | $12,761,000 | 3,096 |
| Securities issued by states & political subdivisions | $21,494,000 | 1,869 |
| 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 | $6,949,000 | 2,937 |
| Mortgage-backed securities | $824,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $348,000 | 3,551 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,422 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $47,229,000 | 2,600 |
| Total debt securities | $47,230,000 | 2,816 |
| Structured notes |
| Amortized cost | $5,135,000 | 375 |
| Fair value | $4,755,000 | 375 |
| 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 | $48,669,000 | 2,839 |
| U.S. Government securities | $28,448,000 | 2,741 |
| U.S. Treasury securities | $15,276,000 | 1,261 |
| U.S. Government agency obligations | $13,172,000 | 3,116 |
| Securities issued by states & political subdivisions | $20,221,000 | 1,972 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,409,000 | 2,996 |
| Mortgage-backed securities | $914,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $388,000 | 3,649 |
| Issued or guaranteed by U.S. | $388,000 | 3,564 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $526,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 2,420 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $48,669,000 | 2,621 |
| Total debt securities | $48,670,000 | 2,824 |
| Structured notes |
| Amortized cost | $5,134,000 | 358 |
| Fair value | $4,878,000 | 357 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $48,503,000 | 2,807 |
| U.S. Government securities | $27,198,000 | 2,738 |
| U.S. Treasury securities | $13,678,000 | 1,195 |
| U.S. Government agency obligations | $13,520,000 | 3,083 |
| Securities issued by states & political subdivisions | $21,305,000 | 1,935 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,633,000 | 2,744 |
| Mortgage-backed securities | $1,019,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $428,000 | 3,653 |
| Issued or guaranteed by U.S. | $428,000 | 3,573 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $591,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,394 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $48,503,000 | 2,613 |
| Total debt securities | $48,502,000 | 2,786 |
| Structured notes |
| Amortized cost | $5,132,000 | 316 |
| Fair value | $4,971,000 | 312 |
| 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 | $36,145,000 | 3,089 |
| U.S. Government securities | $14,261,000 | 3,286 |
| U.S. Treasury securities | $8,220,000 | 1,128 |
| U.S. Government agency obligations | $6,041,000 | 3,640 |
| Securities issued by states & political subdivisions | $21,884,000 | 1,953 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,182,000 | 3,250 |
| Mortgage-backed securities | $1,178,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $495,000 | 3,644 |
| Issued or guaranteed by U.S. | $495,000 | 3,557 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $683,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,362 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $36,145,000 | 2,921 |
| Total debt securities | $36,145,000 | 3,067 |
| Structured notes |
| Amortized cost | $1,000,000 | 656 |
| Fair value | $990,000 | 707 |
| 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 | $34,217,000 | 3,102 |
| U.S. Government securities | $10,879,000 | 3,478 |
| U.S. Treasury securities | $4,608,000 | 1,221 |
| U.S. Government agency obligations | $6,271,000 | 3,634 |
| Securities issued by states & political subdivisions | $23,338,000 | 1,851 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,028,000 | 3,608 |
| Mortgage-backed securities | $1,337,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $551,000 | 3,668 |
| Issued or guaranteed by U.S. | $551,000 | 3,585 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $786,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,359 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $34,217,000 | 2,931 |
| Total debt securities | $34,217,000 | 3,081 |
| Structured notes |
| Amortized cost | $1,000,000 | 586 |
| Fair value | $1,000,000 | 596 |
| 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 | $34,841,000 | 3,030 |
| U.S. Government securities | $11,069,000 | 3,437 |
| U.S. Treasury securities | $4,620,000 | 1,112 |
| U.S. Government agency obligations | $6,449,000 | 3,604 |
| Securities issued by states & political subdivisions | $23,772,000 | 1,805 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,036,000 | 3,615 |
| Mortgage-backed securities | $1,523,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $620,000 | 3,664 |
| Issued or guaranteed by U.S. | $620,000 | 3,571 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $903,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $903,000 | 2,301 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $34,841,000 | 2,849 |
| Total debt securities | $34,840,000 | 3,005 |
| Structured notes |
| Amortized cost | $1,000,000 | 511 |
| Fair value | $998,000 | 553 |
| 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 | $33,955,000 | 2,951 |
| U.S. Government securities | $9,326,000 | 3,470 |
| U.S. Treasury securities | $4,108,000 | 882 |
| U.S. Government agency obligations | $5,218,000 | 3,678 |
| Securities issued by states & political subdivisions | $24,629,000 | 1,716 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,106,000 | 2,708 |
| Mortgage-backed securities | $1,791,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $680,000 | 3,641 |
| Issued or guaranteed by U.S. | $680,000 | 3,552 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,111,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,111,000 | 2,182 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $33,955,000 | 2,772 |
| Total debt securities | $33,956,000 | 2,932 |
| 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 | $24,455,000 | 3,209 |
| U.S. Government securities | $2,636,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,636,000 | 3,983 |
| Securities issued by states & political subdivisions | $21,819,000 | 1,803 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,695,000 | 3,324 |
| Mortgage-backed securities | $2,137,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $749,000 | 3,610 |
| Issued or guaranteed by U.S. | $749,000 | 3,522 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,388,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,388,000 | 2,134 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,455,000 | 3,021 |
| Total debt securities | $24,455,000 | 3,190 |
| 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 | $22,198,000 | 3,238 |
| U.S. Government securities | $2,669,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,669,000 | 3,983 |
| Securities issued by states & political subdivisions | $19,529,000 | 1,810 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,761,000 | 2,831 |
| Mortgage-backed securities | $2,669,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $799,000 | 3,588 |
| Issued or guaranteed by U.S. | $799,000 | 3,496 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,870,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,870,000 | 2,044 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $22,198,000 | 3,029 |
| Total debt securities | $22,196,000 | 3,219 |
| 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 | $21,333,000 | 3,248 |
| U.S. Government securities | $2,936,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,936,000 | 3,968 |
| Securities issued by states & political subdivisions | $18,316,000 | 1,789 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $81,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,089,000 | 2,805 |
| Mortgage-backed securities | $2,936,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $875,000 | 3,564 |
| Issued or guaranteed by U.S. | $875,000 | 3,469 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,061,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,033 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $21,333,000 | 3,041 |
| Total debt securities | $21,251,000 | 3,226 |
| 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 | $22,230,000 | 3,176 |
| U.S. Government securities | $4,912,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,912,000 | 3,731 |
| Securities issued by states & political subdivisions | $17,318,000 | 1,722 |
| 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 | $9,198,000 | 2,647 |
| Mortgage-backed securities | $3,090,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $930,000 | 3,560 |
| Issued or guaranteed by U.S. | $930,000 | 3,457 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,160,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 2,003 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $22,230,000 | 2,976 |
| Total debt securities | $22,230,000 | 3,155 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $15,741,000 | 3,627 |
| U.S. Government securities | $5,943,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,943,000 | 3,683 |
| Securities issued by states & political subdivisions | $9,798,000 | 2,314 |
| 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 | $6,166,000 | 3,045 |
| Mortgage-backed securities | $2,121,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $977,000 | 3,529 |
| Issued or guaranteed by U.S. | $977,000 | 3,437 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,144,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,264 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,741,000 | 3,386 |
| Total debt securities | $15,740,000 | 3,604 |
| 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 | $14,189,000 | 3,801 |
| U.S. Government securities | $3,213,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,213,000 | 4,146 |
| Securities issued by states & political subdivisions | $9,940,000 | 2,313 |
| Other domestic debt securities | $1,036,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $1,036,000 | 390 |
| 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 | $7,046,000 | 2,984 |
| Mortgage-backed securities | $2,252,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 3,523 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $1,036,000 | 182 |
| Collaterized mortgage obligations | $1,216,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,265 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,189,000 | 3,548 |
| Total debt securities | $14,189,000 | 3,778 |
| 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 | $14,859,000 | 3,805 |
| U.S. Government securities | $4,390,000 | 4,199 |
| U.S. Treasury securities | $1,001,000 | 1,163 |
| U.S. Government agency obligations | $3,389,000 | 4,183 |
| Securities issued by states & political subdivisions | $10,469,000 | 2,316 |
| 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 | $7,267,000 | 3,008 |
| Mortgage-backed securities | $2,394,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $1,102,000 | 3,519 |
| Issued or guaranteed by U.S. | $1,102,000 | 3,437 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,292,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,221 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $14,859,000 | 3,544 |
| Total debt securities | $14,859,000 | 3,785 |
| 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 | $21,025,000 | 3,440 |
| U.S. Government securities | $6,508,000 | 3,968 |
| U.S. Treasury securities | $2,996,000 | 855 |
| U.S. Government agency obligations | $3,512,000 | 4,209 |
| Securities issued by states & political subdivisions | $14,517,000 | 2,000 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,807,000 | 2,645 |
| Mortgage-backed securities | $2,522,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,178,000 | 3,431 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,344,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,213 |
| 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) | $21,025,000 | 3,197 |
| Total debt securities | $21,025,000 | 3,420 |
| 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 | $21,411,000 | 3,453 |
| U.S. Government securities | $5,576,000 | 4,125 |
| U.S. Treasury securities | $2,988,000 | 856 |
| U.S. Government agency obligations | $2,588,000 | 4,388 |
| Securities issued by states & political subdivisions | $15,835,000 | 1,936 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,497,000 | 2,924 |
| Mortgage-backed securities | $2,588,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $1,215,000 | 3,524 |
| Issued or guaranteed by U.S. | $1,215,000 | 3,455 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,373,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,373,000 | 2,209 |
| 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) | $21,411,000 | 3,200 |
| Total debt securities | $21,411,000 | 3,433 |
| 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 | $19,588,000 | 3,611 |
| U.S. Government securities | $3,676,000 | 4,455 |
| U.S. Treasury securities | $999,000 | 1,148 |
| U.S. Government agency obligations | $2,677,000 | 4,454 |
| Securities issued by states & political subdivisions | $15,912,000 | 1,960 |
| 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 | $7,694,000 | 3,047 |
| Mortgage-backed securities | $2,677,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 3,554 |
| Issued or guaranteed by U.S. | $1,266,000 | 3,526 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,411,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,411,000 | 2,200 |
| 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) | $19,588,000 | 3,345 |
| Total debt securities | $19,588,000 | 3,589 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $20,705,000 | 3,586 |
| U.S. Government securities | $3,845,000 | 4,462 |
| U.S. Treasury securities | $999,000 | 1,127 |
| U.S. Government agency obligations | $2,846,000 | 4,458 |
| Securities issued by states & political subdivisions | $16,860,000 | 1,931 |
| 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 | $11,920,000 | 2,595 |
| Mortgage-backed securities | $2,846,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $1,366,000 | 3,568 |
| Issued or guaranteed by U.S. | $1,366,000 | 3,398 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,480,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,480,000 | 2,189 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,705,000 | 3,315 |
| Total debt securities | $20,705,000 | 3,563 |
| 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 | $23,990,000 | 3,411 |
| U.S. Government securities | $4,002,000 | 4,515 |
| U.S. Treasury securities | $999,000 | 1,089 |
| U.S. Government agency obligations | $3,003,000 | 4,516 |
| Securities issued by states & political subdivisions | $19,988,000 | 1,753 |
| 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 | $14,872,000 | 2,382 |
| Mortgage-backed securities | $3,003,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 3,583 |
| Issued or guaranteed by U.S. | $1,463,000 | 3,576 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,540,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,165 |
| 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) | $23,990,000 | 3,141 |
| Total debt securities | $23,990,000 | 3,387 |
| 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 | $24,427,000 | 3,430 |
| U.S. Government securities | $4,198,000 | 4,530 |
| U.S. Treasury securities | $1,000,000 | 1,032 |
| U.S. Government agency obligations | $3,198,000 | 4,535 |
| Securities issued by states & political subdivisions | $20,229,000 | 1,805 |
| 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 | $15,491,000 | 2,351 |
| Mortgage-backed securities | $3,198,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 3,649 |
| Issued or guaranteed by U.S. | $1,405,000 | 3,643 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,793,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,793,000 | 2,077 |
| 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) | $24,427,000 | 3,165 |
| Total debt securities | $24,427,000 | 3,404 |
| 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 | $23,956,000 | 3,499 |
| U.S. Government securities | $3,426,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,426,000 | 4,560 |
| Securities issued by states & political subdivisions | $20,530,000 | 1,819 |
| 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 | $18,992,000 | 2,121 |
| Mortgage-backed securities | $3,426,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 3,669 |
| Issued or guaranteed by U.S. | $1,530,000 | 3,662 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,896,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 2,068 |
| 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) | $23,956,000 | 3,217 |
| Total debt securities | $23,956,000 | 3,472 |
| 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 | $24,760,000 | 3,507 |
| U.S. Government securities | $3,676,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,676,000 | 4,578 |
| Securities issued by states & political subdivisions | $21,084,000 | 1,786 |
| 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 | $17,583,000 | 2,239 |
| Mortgage-backed securities | $3,676,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 3,664 |
| Issued or guaranteed by U.S. | $1,664,000 | 3,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,012,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $2,012,000 | 2,056 |
| 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) | $24,760,000 | 3,222 |
| Total debt securities | $24,760,000 | 3,484 |
| 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 | $29,754,000 | 3,231 |
| U.S. Government securities | $3,922,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,922,000 | 4,600 |
| Securities issued by states & political subdivisions | $25,832,000 | 1,543 |
| 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 | $17,723,000 | 2,260 |
| Mortgage-backed securities | $3,922,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $1,800,000 | 3,680 |
| Issued or guaranteed by U.S. | $1,800,000 | 3,677 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,122,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 2,050 |
| 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) | $29,754,000 | 2,970 |
| Total debt securities | $29,754,000 | 3,212 |
| 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 | $30,021,000 | 3,201 |
| U.S. Government securities | $4,256,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,256,000 | 4,555 |
| Securities issued by states & political subdivisions | $25,765,000 | 1,530 |
| 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 | $19,001,000 | 2,158 |
| Mortgage-backed securities | $4,256,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 3,668 |
| Issued or guaranteed by U.S. | $1,932,000 | 3,663 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,324,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 1,995 |
| 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) | $30,021,000 | 2,935 |
| Total debt securities | $30,025,000 | 3,184 |
| 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 | $31,865,000 | 3,107 |
| U.S. Government securities | $5,295,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,295,000 | 4,441 |
| Securities issued by states & political subdivisions | $26,570,000 | 1,489 |
| 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 | $24,582,000 | 1,849 |
| Mortgage-backed securities | $4,795,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 3,639 |
| Issued or guaranteed by U.S. | $2,142,000 | 3,636 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,653,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,653,000 | 1,934 |
| 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) | $31,865,000 | 2,846 |
| Total debt securities | $31,865,000 | 3,091 |
| 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 | $33,725,000 | 3,074 |
| U.S. Government securities | $5,652,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,652,000 | 4,476 |
| Securities issued by states & political subdivisions | $28,073,000 | 1,431 |
| 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 | $26,160,000 | 1,788 |
| Mortgage-backed securities | $5,152,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,475 |
| Issued or guaranteed by U.S. | $2,912,000 | 3,469 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,240,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $2,240,000 | 2,057 |
| 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) | $33,725,000 | 2,812 |
| Total debt securities | $33,725,000 | 3,053 |
| 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 | $34,916,000 | 3,067 |
| U.S. Government securities | $6,478,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,478,000 | 4,451 |
| Securities issued by states & political subdivisions | $28,438,000 | 1,392 |
| 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 | $24,420,000 | 1,890 |
| Mortgage-backed securities | $5,478,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $3,129,000 | 3,446 |
| Issued or guaranteed by U.S. | $3,129,000 | 3,443 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,349,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $2,349,000 | 2,054 |
| 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) | $34,916,000 | 2,790 |
| Total debt securities | $34,916,000 | 3,050 |
| 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 | $34,689,000 | 3,112 |
| U.S. Government securities | $6,267,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,267,000 | 4,515 |
| Securities issued by states & political subdivisions | $28,422,000 | 1,400 |
| 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 | $23,236,000 | 1,955 |
| Mortgage-backed securities | $5,769,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 3,410 |
| Issued or guaranteed by U.S. | $3,332,000 | 3,407 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,437,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 2,053 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $34,689,000 | 2,836 |
| Total debt securities | $34,690,000 | 3,092 |
| 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 | $33,495,000 | 3,212 |
| U.S. Government securities | $5,616,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,616,000 | 4,738 |
| Securities issued by states & political subdivisions | $27,879,000 | 1,412 |
| 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 | $24,645,000 | 1,908 |
| Mortgage-backed securities | $5,116,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 3,675 |
| Issued or guaranteed by U.S. | $2,550,000 | 3,673 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,566,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $2,566,000 | 2,037 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $33,495,000 | 2,930 |
| Total debt securities | $33,495,000 | 3,186 |
| 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 | $33,986,000 | 3,253 |
| U.S. Government securities | $5,949,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,949,000 | 4,801 |
| Securities issued by states & political subdivisions | $28,037,000 | 1,374 |
| 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 | $24,100,000 | 1,958 |
| Mortgage-backed securities | $5,451,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $2,764,000 | 3,692 |
| Issued or guaranteed by U.S. | $2,764,000 | 3,688 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,687,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 2,069 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $33,986,000 | 2,968 |
| Total debt securities | $33,986,000 | 3,224 |
| 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 | $39,224,000 | 2,991 |
| U.S. Government securities | $7,951,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,951,000 | 4,568 |
| Securities issued by states & political subdivisions | $31,273,000 | 1,229 |
| 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 | $25,317,000 | 1,917 |
| Mortgage-backed securities | $6,445,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $4,159,000 | 3,418 |
| Issued or guaranteed by U.S. | $4,159,000 | 3,416 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,286,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $2,286,000 | 2,195 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,224,000 | 2,733 |
| Total debt securities | $39,224,000 | 2,969 |
| 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 | $40,088,000 | 2,983 |
| U.S. Government securities | $8,544,000 | 4,630 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,544,000 | 4,510 |
| Securities issued by states & political subdivisions | $31,544,000 | 1,219 |
| 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 | $22,411,000 | 2,079 |
| Mortgage-backed securities | $6,295,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $4,424,000 | 3,416 |
| Issued or guaranteed by U.S. | $4,424,000 | 3,411 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,871,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $1,871,000 | 2,376 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $40,088,000 | 2,730 |
| Total debt securities | $40,088,000 | 2,963 |
| 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 | $41,281,000 | 2,993 |
| U.S. Government securities | $8,962,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,962,000 | 4,566 |
| Securities issued by states & political subdivisions | $32,319,000 | 1,193 |
| 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 | $20,340,000 | 2,219 |
| Mortgage-backed securities | $6,714,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,430 |
| Issued or guaranteed by U.S. | $4,716,000 | 3,428 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,998,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,375 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $41,281,000 | 2,725 |
| Total debt securities | $41,281,000 | 2,973 |
| 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 | $47,051,000 | 2,799 |
| U.S. Government securities | $12,441,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,441,000 | 4,203 |
| Securities issued by states & political subdivisions | $33,802,000 | 1,156 |
| Other domestic debt securities | $808,000 | 1,901 |
| 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 | $808,000 | 1,512 |
| 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 | $20,310,000 | 2,232 |
| Mortgage-backed securities | $7,170,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $5,050,000 | 3,428 |
| Issued or guaranteed by U.S. | $5,050,000 | 3,428 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,120,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 2,375 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $47,051,000 | 2,543 |
| Total debt securities | $47,049,000 | 2,770 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,401 |
| Fair value | $1,499,000 | 1,407 |
| 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 | $49,534,000 | 2,702 |
| U.S. Government securities | $15,441,000 | 3,966 |
| U.S. Treasury securities | $752,000 | 971 |
| U.S. Government agency obligations | $14,689,000 | 3,955 |
| Securities issued by states & political subdivisions | $32,766,000 | 1,183 |
| Other domestic debt securities | $1,327,000 | 1,688 |
| 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 | $1,327,000 | 1,318 |
| 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 | $24,311,000 | 1,991 |
| Mortgage-backed securities | $9,400,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $5,797,000 | 3,310 |
| Issued or guaranteed by U.S. | $5,797,000 | 3,308 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,603,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $3,603,000 | 2,024 |
| 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) | $49,534,000 | 2,460 |
| Total debt securities | $49,534,000 | 2,674 |
| 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 | $45,725,000 | 2,860 |
| U.S. Government securities | $12,443,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,443,000 | 4,232 |
| Securities issued by states & political subdivisions | $31,920,000 | 1,214 |
| Other domestic debt securities | $1,362,000 | 1,725 |
| 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 | $1,362,000 | 1,344 |
| 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 | $17,932,000 | 2,409 |
| Mortgage-backed securities | $8,912,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $5,023,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,023,000 | 3,465 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,889,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,889,000 | 1,964 |
| 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) | $45,725,000 | 2,606 |
| Total debt securities | $45,725,000 | 2,833 |
| 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 | $45,843,000 | 2,885 |
| U.S. Government securities | $13,163,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,163,000 | 4,167 |
| Securities issued by states & political subdivisions | $31,307,000 | 1,237 |
| Other domestic debt securities | $1,373,000 | 1,768 |
| 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 | $1,373,000 | 1,366 |
| 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 | $17,000,000 | 2,451 |
| Mortgage-backed securities | $9,621,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $5,353,000 | 3,419 |
| Issued or guaranteed by U.S. | $5,353,000 | 3,416 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,268,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $4,268,000 | 1,911 |
| 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) | $45,843,000 | 2,630 |
| Total debt securities | $45,843,000 | 2,859 |
| 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 | $47,568,000 | 2,779 |
| U.S. Government securities | $11,568,000 | 4,460 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,568,000 | 4,357 |
| Securities issued by states & political subdivisions | $33,572,000 | 1,143 |
| Other domestic debt securities | $2,428,000 | 1,468 |
| 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 | $2,428,000 | 1,116 |
| 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 | $18,336,000 | 2,339 |
| Mortgage-backed securities | $9,027,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 3,677 |
| Issued or guaranteed by U.S. | $4,117,000 | 3,672 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,910,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $4,910,000 | 1,845 |
| 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) | $47,568,000 | 2,542 |
| Total debt securities | $47,568,000 | 2,752 |
| 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 | $49,767,000 | 2,710 |
| U.S. Government securities | $13,208,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,208,000 | 4,177 |
| Securities issued by states & political subdivisions | $34,422,000 | 1,107 |
| Other domestic debt securities | $2,137,000 | 1,550 |
| 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 | $2,137,000 | 1,155 |
| 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 | $17,420,000 | 2,429 |
| Mortgage-backed securities | $10,138,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,606 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,518,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $5,518,000 | 1,814 |
| 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) | $49,767,000 | 2,507 |
| Total debt securities | $49,767,000 | 2,682 |
| 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 | $49,840,000 | 2,655 |
| U.S. Government securities | $14,750,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,750,000 | 3,934 |
| Securities issued by states & political subdivisions | $32,601,000 | 1,138 |
| Other domestic debt securities | $2,489,000 | 1,427 |
| 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 | $2,489,000 | 1,047 |
| 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 | $17,607,000 | 2,385 |
| Mortgage-backed securities | $11,162,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $5,024,000 | 3,527 |
| Issued or guaranteed by U.S. | $5,024,000 | 3,525 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,138,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $6,138,000 | 1,788 |
| 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) | $49,840,000 | 2,447 |
| Total debt securities | $49,840,000 | 2,631 |
| 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 | $50,225,000 | 2,656 |
| U.S. Government securities | $17,057,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,057,000 | 3,807 |
| Securities issued by states & political subdivisions | $29,163,000 | 1,236 |
| Other domestic debt securities | $4,005,000 | 1,176 |
| 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 | $4,005,000 | 843 |
| 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 | $20,914,000 | 2,160 |
| Mortgage-backed securities | $10,973,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $4,864,000 | 3,717 |
| Issued or guaranteed by U.S. | $4,864,000 | 3,716 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,109,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $6,109,000 | 1,852 |
| 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) | $50,225,000 | 2,442 |
| Total debt securities | $50,225,000 | 2,628 |
| Structured notes |
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $51,506,000 | 2,617 |
| U.S. Government securities | $18,262,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,262,000 | 3,742 |
| Securities issued by states & political subdivisions | $29,612,000 | 1,187 |
| Other domestic debt securities | $3,632,000 | 1,242 |
| 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 | $3,632,000 | 899 |
| 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 | $25,002,000 | 1,937 |
| Mortgage-backed securities | $12,160,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $5,200,000 | 3,650 |
| Issued or guaranteed by U.S. | $5,200,000 | 3,647 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,960,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $6,960,000 | 1,764 |
| 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) | $51,506,000 | 2,405 |
| Total debt securities | $51,506,000 | 2,595 |
| Structured notes |
| Amortized cost | $500,000 | 2,450 |
| Fair value | $503,000 | 2,459 |
| 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 | $51,718,000 | 2,602 |
| U.S. Government securities | $21,339,000 | 3,584 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,339,000 | 3,508 |
| Securities issued by states & political subdivisions | $26,724,000 | 1,248 |
| Other domestic debt securities | $3,655,000 | 1,231 |
| 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 | $3,655,000 | 880 |
| 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 | $22,340,000 | 2,113 |
| Mortgage-backed securities | $13,215,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $5,563,000 | 3,574 |
| Issued or guaranteed by U.S. | $5,563,000 | 3,569 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,652,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $7,652,000 | 1,712 |
| 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) | $51,718,000 | 2,387 |
| Total debt securities | $51,718,000 | 2,579 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,934 |
| Fair value | $1,507,000 | 1,944 |
| 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 | $52,020,000 | 2,532 |
| U.S. Government securities | $21,658,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,658,000 | 3,399 |
| Securities issued by states & political subdivisions | $26,015,000 | 1,244 |
| Other domestic debt securities | $4,347,000 | 1,123 |
| 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 | $4,347,000 | 752 |
| 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 | $21,714,000 | 2,037 |
| Mortgage-backed securities | $13,020,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $5,348,000 | 3,520 |
| Issued or guaranteed by U.S. | $5,348,000 | 3,517 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,616,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $5,616,000 | 1,849 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,056,000 | 274 |
| Commercial mortgage pass-through securities | $2,056,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $52,020,000 | 2,302 |
| Total debt securities | $52,020,000 | 2,510 |
| Structured notes |
| Amortized cost | $1,501,000 | 1,881 |
| Fair value | $1,515,000 | 1,886 |
| 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 | $41,226,000 | 2,922 |
| U.S. Government securities | $15,905,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,905,000 | 3,946 |
| Securities issued by states & political subdivisions | $21,974,000 | 1,428 |
| Other domestic debt securities | $3,347,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,347,000 | 835 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,875,000 | 2,918 |
| Mortgage-backed securities | $8,748,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $2,576,000 | 4,211 |
| Issued or guaranteed by U.S. | $2,576,000 | 4,196 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,172,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $6,172,000 | 1,757 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $41,226,000 | 2,678 |
| Total debt securities | $41,226,000 | 2,899 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,521,000 | 1,989 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $43,029,000 | 2,842 |
| U.S. Government securities | $17,753,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,753,000 | 3,829 |
| Securities issued by states & political subdivisions | $21,831,000 | 1,369 |
| Other domestic debt securities | $3,445,000 | 1,216 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,445,000 | 769 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,341,000 | 2,867 |
| Mortgage-backed securities | $9,341,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $2,752,000 | 4,126 |
| Issued or guaranteed by U.S. | $2,752,000 | 4,113 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,589,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $6,589,000 | 1,700 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $43,029,000 | 2,588 |
| Total debt securities | $43,028,000 | 2,823 |
| Structured notes |
| Amortized cost | $1,501,000 | 2,192 |
| Fair value | $1,525,000 | 2,186 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $39,259,000 | 3,016 |
| U.S. Government securities | $15,990,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,990,000 | 3,985 |
| Securities issued by states & political subdivisions | $19,474,000 | 1,482 |
| Other domestic debt securities | $3,795,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,795,000 | 741 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,652,000 | 3,280 |
| Mortgage-backed securities | $9,642,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $2,876,000 | 4,036 |
| Issued or guaranteed by U.S. | $2,876,000 | 4,026 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,766,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $6,766,000 | 1,615 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $39,259,000 | 2,739 |
| Total debt securities | $39,259,000 | 2,993 |
| Structured notes |
| Amortized cost | $1,502,000 | 2,236 |
| Fair value | $1,518,000 | 2,229 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $34,410,000 | 3,194 |
| U.S. Government securities | $14,042,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,042,000 | 4,077 |
| Securities issued by states & political subdivisions | $16,054,000 | 1,744 |
| Other domestic debt securities | $4,314,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,314,000 | 671 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,850,000 | 3,383 |
| Mortgage-backed securities | $9,205,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $2,531,000 | 4,050 |
| Issued or guaranteed by U.S. | $2,531,000 | 4,041 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,674,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $6,674,000 | 1,589 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $34,410,000 | 2,915 |
| Total debt securities | $34,410,000 | 3,166 |
| Structured notes |
| Amortized cost | $1,502,000 | 2,092 |
| Fair value | $1,515,000 | 2,091 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $27,191,000 | 3,695 |
| U.S. Government securities | $12,676,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,676,000 | 4,269 |
| Securities issued by states & political subdivisions | $11,235,000 | 2,209 |
| Other domestic debt securities | $3,280,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,280,000 | 788 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,387,000 | 3,157 |
| Mortgage-backed securities | $7,542,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $2,219,000 | 4,154 |
| Issued or guaranteed by U.S. | $2,219,000 | 4,145 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,323,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $5,323,000 | 1,699 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $27,191,000 | 3,379 |
| Total debt securities | $27,191,000 | 3,664 |
| Structured notes |
| Amortized cost | $1,503,000 | 2,135 |
| Fair value | $1,533,000 | 2,129 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $30,958,000 | 3,411 |
| U.S. Government securities | $15,628,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,628,000 | 3,903 |
| Securities issued by states & political subdivisions | $11,049,000 | 2,125 |
| Other domestic debt securities | $4,281,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,281,000 | 633 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,506,000 | 3,523 |
| Mortgage-backed securities | $9,220,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $3,470,000 | 3,774 |
| Issued or guaranteed by U.S. | $3,470,000 | 3,767 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,750,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $5,750,000 | 1,566 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $30,958,000 | 3,093 |
| Total debt securities | $30,958,000 | 3,376 |
| Structured notes |
| Amortized cost | $1,503,000 | 2,241 |
| Fair value | $1,518,000 | 2,241 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $33,313,000 | 3,280 |
| U.S. Government securities | $17,161,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,161,000 | 3,790 |
| Securities issued by states & political subdivisions | $11,885,000 | 2,005 |
| Other domestic debt securities | $4,267,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,267,000 | 660 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,787,000 | 3,541 |
| Mortgage-backed securities | $9,740,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $3,708,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,708,000 | 3,808 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,032,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $6,032,000 | 1,485 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,313,000 | 2,952 |
| Total debt securities | $33,313,000 | 3,249 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $33,307,000 | 3,253 |
| U.S. Government securities | $18,390,000 | 3,694 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,390,000 | 3,625 |
| Securities issued by states & political subdivisions | $11,027,000 | 2,105 |
| Other domestic debt securities | $3,890,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,890,000 | 729 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,744,000 | 4,201 |
| Mortgage-backed securities | $10,434,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $3,973,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,973,000 | 3,808 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,461,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $6,461,000 | 1,410 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $33,307,000 | 2,933 |
| Total debt securities | $33,307,000 | 3,216 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $31,057,000 | 3,417 |
| U.S. Government securities | $17,357,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,357,000 | 3,732 |
| Securities issued by states & political subdivisions | $9,811,000 | 2,295 |
| Other domestic debt securities | $3,889,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,889,000 | 765 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,365,000 | 4,031 |
| Mortgage-backed securities | $10,333,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $3,767,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,767,000 | 3,953 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,566,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $6,566,000 | 1,370 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,057,000 | 3,070 |
| Total debt securities | $31,058,000 | 3,372 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $32,076,000 | 3,297 |
| U.S. Government securities | $17,955,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,955,000 | 3,632 |
| Securities issued by states & political subdivisions | $9,109,000 | 2,350 |
| Other domestic debt securities | $5,012,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,012,000 | 672 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,157,000 | 4,666 |
| Mortgage-backed securities | $10,081,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,941 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,927 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,046,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $6,046,000 | 1,390 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $32,076,000 | 2,947 |
| Total debt securities | $32,076,000 | 3,263 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $34,356,000 | 3,139 |
| U.S. Government securities | $19,357,000 | 3,606 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,357,000 | 3,532 |
| Securities issued by states & political subdivisions | $10,401,000 | 2,084 |
| Other domestic debt securities | $4,598,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,598,000 | 698 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,148,000 | 4,420 |
| Mortgage-backed securities | $8,961,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $4,390,000 | 3,940 |
| Issued or guaranteed by U.S. | $4,390,000 | 3,928 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,571,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $4,571,000 | 1,589 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $34,356,000 | 2,798 |
| Total debt securities | $34,356,000 | 3,107 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $33,677,000 | 3,184 |
| U.S. Government securities | $19,134,000 | 3,659 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,134,000 | 3,587 |
| Securities issued by states & political subdivisions | $10,313,000 | 2,025 |
| Other domestic debt securities | $4,230,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,230,000 | 727 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,241,000 | 4,457 |
| Mortgage-backed securities | $9,214,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $4,641,000 | 3,832 |
| Issued or guaranteed by U.S. | $4,641,000 | 3,819 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,573,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $4,573,000 | 1,561 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,677,000 | 2,832 |
| Total debt securities | $33,677,000 | 3,139 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $29,346,000 | 3,451 |
| U.S. Government securities | $15,511,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,511,000 | 4,051 |
| Securities issued by states & political subdivisions | $10,406,000 | 1,992 |
| Other domestic debt securities | $3,429,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,429,000 | 808 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,793,000 | 4,309 |
| Mortgage-backed securities | $8,634,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,924 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,913 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,597,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $4,597,000 | 1,475 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $29,346,000 | 3,055 |
| Total debt securities | $29,347,000 | 3,414 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $29,572,000 | 3,484 |
| U.S. Government securities | $15,740,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,740,000 | 4,052 |
| Securities issued by states & political subdivisions | $10,799,000 | 1,951 |
| Other domestic debt securities | $3,033,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,033,000 | 940 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,924,000 | 4,266 |
| Mortgage-backed securities | $8,832,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $4,264,000 | 3,863 |
| Issued or guaranteed by U.S. | $4,264,000 | 3,850 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,568,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $4,568,000 | 1,479 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,572,000 | 3,093 |
| Total debt securities | $29,572,000 | 3,442 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $29,706,000 | 3,452 |
| U.S. Government securities | $14,713,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,713,000 | 4,201 |
| Securities issued by states & political subdivisions | $10,837,000 | 1,937 |
| Other domestic debt securities | $4,156,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,156,000 | 780 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,189,000 | 4,147 |
| Mortgage-backed securities | $8,948,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 3,737 |
| Issued or guaranteed by U.S. | $4,311,000 | 3,722 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,637,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $4,637,000 | 1,451 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $29,706,000 | 3,072 |
| Total debt securities | $29,706,000 | 3,407 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $26,805,000 | 3,707 |
| U.S. Government securities | $9,878,000 | 5,282 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,878,000 | 5,177 |
| Securities issued by states & political subdivisions | $14,101,000 | 1,562 |
| Other domestic debt securities | $2,826,000 | 1,437 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,826,000 | 913 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,229,000 | 4,191 |
| Mortgage-backed securities | $6,568,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,402 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,385 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,644,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,644,000 | 1,388 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $26,805,000 | 3,286 |
| Total debt securities | $26,805,000 | 3,660 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $25,807,000 | 3,799 |
| U.S. Government securities | $9,234,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,234,000 | 5,417 |
| Securities issued by states & political subdivisions | $13,152,000 | 1,611 |
| Other domestic debt securities | $3,421,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,421,000 | 809 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,251,000 | 4,181 |
| Mortgage-backed securities | $5,454,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,998,000 | 4,193 |
| Issued or guaranteed by U.S. | $1,998,000 | 4,180 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,456,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $3,456,000 | 1,531 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,807,000 | 3,351 |
| Total debt securities | $25,807,000 | 3,745 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $26,549,000 | 3,738 |
| U.S. Government securities | $9,991,000 | 5,398 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,991,000 | 5,292 |
| Securities issued by states & political subdivisions | $13,140,000 | 1,598 |
| Other domestic debt securities | $3,418,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,418,000 | 759 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,251,000 | 4,194 |
| Mortgage-backed securities | $3,554,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,133 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,121 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,490,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,048 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $26,549,000 | 3,290 |
| Total debt securities | $26,549,000 | 3,688 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $29,317,000 | 3,506 |
| U.S. Government securities | $10,559,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,559,000 | 5,176 |
| Securities issued by states & political subdivisions | $14,818,000 | 1,410 |
| Other domestic debt securities | $3,940,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,940,000 | 735 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,348,000 | 5,154 |
| Mortgage-backed securities | $3,836,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,029 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,010 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,543,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 1,993 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $29,317,000 | 3,054 |
| Total debt securities | $29,317,000 | 3,469 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $29,366,000 | 3,527 |
| U.S. Government securities | $10,698,000 | 5,324 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,698,000 | 5,196 |
| Securities issued by states & political subdivisions | $14,724,000 | 1,419 |
| Other domestic debt securities | $3,944,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,944,000 | 750 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,346,000 | 5,180 |
| Mortgage-backed securities | $3,993,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 3,977 |
| Issued or guaranteed by U.S. | $2,388,000 | 3,964 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,605,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,605,000 | 1,972 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $29,366,000 | 3,067 |
| Total debt securities | $29,366,000 | 3,480 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $29,099,000 | 3,576 |
| U.S. Government securities | $11,384,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,384,000 | 5,095 |
| Securities issued by states & political subdivisions | $13,762,000 | 1,498 |
| Other domestic debt securities | $3,953,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,953,000 | 745 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,911,000 | 4,336 |
| Mortgage-backed securities | $4,198,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $2,499,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,499,000 | 3,898 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,699,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $1,699,000 | 1,913 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,099,000 | 3,110 |
| Total debt securities | $29,099,000 | 3,527 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $29,005,000 | 3,571 |
| U.S. Government securities | $12,043,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,043,000 | 4,970 |
| Securities issued by states & political subdivisions | $13,058,000 | 1,549 |
| Other domestic debt securities | $3,904,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,904,000 | 761 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,316,000 | 5,220 |
| Mortgage-backed securities | $4,323,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 3,881 |
| Issued or guaranteed by U.S. | $2,568,000 | 3,865 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,755,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 1,888 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $29,005,000 | 3,106 |
| Total debt securities | $29,005,000 | 3,520 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $32,553,000 | 3,350 |
| U.S. Government securities | $11,494,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,494,000 | 5,108 |
| Securities issued by states & political subdivisions | $15,348,000 | 1,308 |
| Other domestic debt securities | $5,711,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,711,000 | 645 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,326,000 | 5,228 |
| Mortgage-backed securities | $4,146,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,057 |
| Issued or guaranteed by U.S. | $2,273,000 | 4,043 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,873,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,873,000 | 1,860 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $32,553,000 | 2,897 |
| Total debt securities | $32,553,000 | 3,295 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $32,670,000 | 3,326 |
| U.S. Government securities | $11,906,000 | 5,144 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,906,000 | 4,992 |
| Securities issued by states & political subdivisions | $15,017,000 | 1,348 |
| Other domestic debt securities | $5,747,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,747,000 | 660 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,347,000 | 5,234 |
| Mortgage-backed securities | $4,534,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $2,380,000 | 4,027 |
| Issued or guaranteed by U.S. | $2,380,000 | 4,012 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,154,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 1,787 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $32,670,000 | 2,873 |
| Total debt securities | $32,670,000 | 3,280 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $29,071,000 | 3,620 |
| U.S. Government securities | $11,301,000 | 5,262 |
| U.S. Treasury securities | $492,000 | 1,489 |
| U.S. Government agency obligations | $10,809,000 | 5,222 |
| Securities issued by states & political subdivisions | $13,900,000 | 1,438 |
| Other domestic debt securities | $3,870,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,870,000 | 856 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,372,000 | 5,215 |
| Mortgage-backed securities | $4,428,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $2,586,000 | 3,974 |
| Issued or guaranteed by U.S. | $2,586,000 | 3,961 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,842,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,842,000 | 1,882 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $29,071,000 | 3,136 |
| Total debt securities | $29,071,000 | 3,563 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $29,799,000 | 3,597 |
| U.S. Government securities | $11,774,000 | 5,192 |
| U.S. Treasury securities | $497,000 | 1,490 |
| U.S. Government agency obligations | $11,277,000 | 5,160 |
| Securities issued by states & political subdivisions | $14,111,000 | 1,416 |
| Other domestic debt securities | $3,914,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,914,000 | 885 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,408,000 | 5,187 |
| Mortgage-backed securities | $4,845,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,912,000 | 3,893 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,933,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 1,906 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,799,000 | 3,117 |
| Total debt securities | $29,799,000 | 3,550 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $32,020,000 | 3,448 |
| U.S. Government securities | $13,232,000 | 4,947 |
| U.S. Treasury securities | $982,000 | 1,364 |
| U.S. Government agency obligations | $12,250,000 | 5,010 |
| Securities issued by states & political subdivisions | $13,576,000 | 1,453 |
| Other domestic debt securities | $5,212,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,212,000 | 786 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,365,000 | 4,824 |
| Mortgage-backed securities | $4,401,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 4,215 |
| Issued or guaranteed by U.S. | $2,409,000 | 4,202 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,992,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 1,926 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $32,020,000 | 2,978 |
| Total debt securities | $32,020,000 | 3,397 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $30,722,000 | 3,564 |
| U.S. Government securities | $10,679,000 | 5,542 |
| U.S. Treasury securities | $496,000 | 1,630 |
| U.S. Government agency obligations | $10,183,000 | 5,489 |
| Securities issued by states & political subdivisions | $12,728,000 | 1,549 |
| Other domestic debt securities | $7,315,000 | 949 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,315,000 | 659 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,964,000 | 4,622 |
| Mortgage-backed securities | $2,823,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,252 |
| Issued or guaranteed by U.S. | $848,000 | 5,236 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,975,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $1,975,000 | 1,961 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $30,722,000 | 3,081 |
| Total debt securities | $30,722,000 | 3,504 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $30,436,000 | 3,586 |
| U.S. Government securities | $10,107,000 | 5,679 |
| U.S. Treasury securities | $500,000 | 1,598 |
| U.S. Government agency obligations | $9,607,000 | 5,633 |
| Securities issued by states & political subdivisions | $12,675,000 | 1,563 |
| Other domestic debt securities | $7,654,000 | 924 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,654,000 | 650 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,019,000 | 4,260 |
| Mortgage-backed securities | $3,568,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $940,000 | 5,189 |
| Issued or guaranteed by U.S. | $940,000 | 5,176 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,628,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 1,780 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $30,436,000 | 3,099 |
| Total debt securities | $30,436,000 | 3,522 |
| Structured notes |
| Amortized cost | $996,000 | 2,222 |
| Fair value | $1,002,000 | 2,011 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $34,144,000 | 3,319 |
| U.S. Government securities | $13,020,000 | 5,085 |
| U.S. Treasury securities | $496,000 | 1,756 |
| U.S. Government agency obligations | $12,524,000 | 5,028 |
| Securities issued by states & political subdivisions | $12,834,000 | 1,519 |
| Other domestic debt securities | $8,290,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,290,000 | 645 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,950,000 | 4,266 |
| Mortgage-backed securities | $4,542,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,259,000 | 5,012 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,283,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,283,000 | 1,662 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $34,144,000 | 2,864 |
| Total debt securities | $34,144,000 | 3,255 |
| Structured notes |
| Amortized cost | $996,000 | 2,188 |
| Fair value | $985,000 | 2,090 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $31,382,000 | 3,534 |
| U.S. Government securities | $9,595,000 | 5,837 |
| U.S. Treasury securities | $511,000 | 1,647 |
| U.S. Government agency obligations | $9,084,000 | 5,799 |
| Securities issued by states & political subdivisions | $13,035,000 | 1,518 |
| Other domestic debt securities | $8,752,000 | 938 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,752,000 | 660 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $3,004,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,883 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,492,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,288 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $31,382,000 | 3,059 |
| Total debt securities | $31,382,000 | 3,466 |
| Structured notes |
| Amortized cost | $995,000 | 1,981 |
| Fair value | $1,023,000 | 1,740 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $31,954,000 | 3,542 |
| U.S. Government securities | $10,241,000 | 5,705 |
| U.S. Treasury securities | $504,000 | 1,768 |
| U.S. Government agency obligations | $9,737,000 | 5,689 |
| Securities issued by states & political subdivisions | $12,468,000 | 1,589 |
| Other domestic debt securities | $9,245,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,245,000 | 684 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $3,206,000 | 4,650 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,798 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,780 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,524,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,364 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $31,954,000 | 3,060 |
| Total debt securities | $31,952,000 | 3,480 |
| Structured notes |
| Amortized cost | $995,000 | 1,835 |
| Fair value | $1,003,000 | 1,685 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $27,824,000 | 3,837 |
| U.S. Government securities | $6,078,000 | 6,786 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,078,000 | 6,605 |
| Securities issued by states & political subdivisions | $12,432,000 | 1,592 |
| Other domestic debt securities | $9,314,000 | 919 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,314,000 | 713 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,044,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 4,649 |
| Issued or guaranteed by U.S. | $1,914,000 | 4,627 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,130,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,130,000 | 2,579 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $27,824,000 | 3,325 |
| Total debt securities | $27,824,000 | 3,764 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $30,394,000 | 3,515 |
| U.S. Government securities | $9,152,000 | 5,763 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,152,000 | 5,583 |
| Securities issued by states & political subdivisions | $12,033,000 | 1,609 |
| Other domestic debt securities | $9,209,000 | 959 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,209,000 | 731 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $7,114,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 4,431 |
| Issued or guaranteed by U.S. | $2,433,000 | 4,413 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,681,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $4,681,000 | 1,681 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $30,394,000 | 3,052 |
| Total debt securities | $30,394,000 | 3,440 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $27,721,000 | 3,749 |
| U.S. Government securities | $10,203,000 | 5,533 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,203,000 | 5,346 |
| Securities issued by states & political subdivisions | $11,757,000 | 1,585 |
| Other domestic debt securities | $5,761,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,761,000 | 1,038 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $9,700,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,839,000 | 4,731 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,861,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $7,861,000 | 1,340 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $27,721,000 | 3,232 |
| Total debt securities | $27,721,000 | 3,672 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $27,160,000 | 3,764 |
| U.S. Government securities | $10,496,000 | 5,463 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,496,000 | 5,269 |
| Securities issued by states & political subdivisions | $11,392,000 | 1,592 |
| Other domestic debt securities | $5,272,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,272,000 | 1,091 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $419,000 | 7,095 |
| Mortgage-backed securities | $10,496,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,560 |
| Issued or guaranteed by U.S. | $783,000 | 5,543 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,713,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $9,713,000 | 1,196 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $27,160,000 | 3,228 |
| Total debt securities | $27,160,000 | 3,685 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $32,651,000 | 3,142 |
| U.S. Government securities | $16,125,000 | 4,172 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,125,000 | 3,979 |
| Securities issued by states & political subdivisions | $12,262,000 | 1,396 |
| Other domestic debt securities | $4,264,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,264,000 | 1,266 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,535,000 | 6,305 |
| Mortgage-backed securities | $11,555,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,686 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,882,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $9,882,000 | 1,215 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $32,651,000 | 2,621 |
| Total debt securities | $32,651,000 | 3,087 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $25,684,000 | 3,869 |
| U.S. Government securities | $10,412,000 | 5,730 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,412,000 | 5,420 |
| Securities issued by states & political subdivisions | $9,356,000 | 1,753 |
| Other domestic debt securities | $5,790,000 | 1,114 |
| 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 | $5,790,000 | 923 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,497,000 | 6,657 |
| Mortgage-backed securities | $2,599,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $358,000 | 5,712 |
| Issued or guaranteed by U.S. | $358,000 | 5,693 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,241,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $2,241,000 | 2,048 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $25,684,000 | 3,142 |
| Total debt securities | $25,558,000 | 3,780 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $30,015,000 | 3,585 |
| U.S. Government securities | $17,324,000 | 4,305 |
| U.S. Treasury securities | $2,553,000 | 2,380 |
| U.S. Government agency obligations | $14,771,000 | 4,346 |
| Securities issued by states & political subdivisions | $8,234,000 | 2,009 |
| Other domestic debt securities | $4,331,000 | 1,290 |
| 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 | $4,331,000 | 1,043 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,453,000 | 6,790 |
| Mortgage-backed securities | $2,876,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,859 |
| Issued or guaranteed by U.S. | $433,000 | 5,846 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,443,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 2,127 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $30,015,000 | 2,827 |
| Total debt securities | $29,889,000 | 3,490 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $35,791,000 | 3,113 |
| U.S. Government securities | $24,060,000 | 3,400 |
| U.S. Treasury securities | $6,431,000 | 1,861 |
| U.S. Government agency obligations | $17,629,000 | 3,654 |
| Securities issued by states & political subdivisions | $7,824,000 | 2,124 |
| Other domestic debt securities | $3,781,000 | 1,292 |
| 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 | $3,781,000 | 1,052 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $513,000 | 7,661 |
| Mortgage-backed securities | $3,130,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $567,000 | 5,867 |
| Issued or guaranteed by U.S. | $567,000 | 5,853 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,563,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,563,000 | 2,265 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $35,791,000 | 2,355 |
| Total debt securities | $35,665,000 | 3,041 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $32,600,000 | 3,388 |
| U.S. Government securities | $26,899,000 | 3,227 |
| U.S. Treasury securities | $11,389,000 | 1,637 |
| U.S. Government agency obligations | $15,510,000 | 3,924 |
| Securities issued by states & political subdivisions | $4,615,000 | 2,914 |
| Other domestic debt securities | $960,000 | 1,890 |
| 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 | $960,000 | 1,516 |
| Foreign debt securities | NA | NA |
| Equity securities | $126,000 | 6,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $504,000 | 8,096 |
| Mortgage-backed securities | $703,000 | 6,690 |
| Certificates of participation in pools of residential mortgages | $703,000 | 5,819 |
| Issued or guaranteed by U.S. | $703,000 | 5,800 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $32,600,000 | 2,429 |
| Total debt securities | $32,474,000 | 3,311 |
| Structured notes |
| Amortized cost | $1,001,000 | 1,181 |
| Fair value | $997,000 | 1,296 |
| 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 | $33,181,000 | 3,615 |
| U.S. Government securities | $28,545,000 | 3,342 |
| U.S. Treasury securities | $15,223,000 | 1,496 |
| U.S. Government agency obligations | $13,322,000 | 4,578 |
| Securities issued by states & political subdivisions | $3,877,000 | 3,352 |
| Other domestic debt securities | $747,000 | 2,336 |
| 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 | $747,000 | 1,783 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 7,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,200,000 | 7,591 |
| Mortgage-backed securities | $948,000 | 6,931 |
| Certificates of participation in pools of residential mortgages | $948,000 | 5,905 |
| Issued or guaranteed by U.S. | $948,000 | 5,890 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $33,181,000 | 2,505 |
| Total debt securities | $33,169,000 | 3,524 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $21,235,000 | 5,324 |
| U.S. Government securities | $15,988,000 | 5,490 |
| U.S. Treasury securities | $10,616,000 | 2,534 |
| U.S. Government agency obligations | $5,372,000 | 7,495 |
| Securities issued by states & political subdivisions | $4,435,000 | 3,090 |
| Other domestic debt securities | $800,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $40,000 | 2,218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $760,000 | 2,153 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,573,000 | 7,350 |
| Mortgage-backed securities | $1,182,000 | 7,083 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 5,886 |
| Issued or guaranteed by U.S. | $1,142,000 | 5,850 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $40,000 | 5,943 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $40,000 | 1,894 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $21,235,000 | 3,763 |
| Total debt securities | $21,223,000 | 5,239 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $21,048,000 | 5,662 |
| U.S. Government securities | $15,244,000 | 5,994 |
| U.S. Treasury securities | $10,152,000 | 3,350 |
| U.S. Government agency obligations | $5,092,000 | 7,637 |
| Securities issued by states & political subdivisions | $4,977,000 | 2,946 |
| Other domestic debt securities | $815,000 | 3,009 |
| Privately issued residential mortgage-backed securities | $52,000 | 2,427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $763,000 | 2,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,006,000 | 7,039 |
| Mortgage-backed securities | $1,395,000 | 7,268 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 5,932 |
| Issued or guaranteed by U.S. | $1,343,000 | 5,904 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $52,000 | 6,375 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $52,000 | 2,105 |
| 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) | $10,832,000 | 5,402 |
| Available-for-sale securities (fair market value) | $10,216,000 | 4,688 |
| Total debt securities | $21,036,000 | 5,572 |
| 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 | $27,388,000 | 4,842 |
| U.S. Government securities | $20,931,000 | 4,939 |
| U.S. Treasury securities | $12,566,000 | 2,883 |
| U.S. Government agency obligations | $8,365,000 | 6,219 |
| Securities issued by states & political subdivisions | $5,432,000 | 2,807 |
| Other domestic debt securities | $1,013,000 | 3,306 |
| Privately issued residential mortgage-backed securities | $117,000 | 2,634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $896,000 | 2,708 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,013,000 | 5,979 |
| Mortgage-backed securities | $2,281,000 | 7,001 |
| Certificates of participation in pools of residential mortgages | $1,852,000 | 5,909 |
| Issued or guaranteed by U.S. | $1,852,000 | 5,859 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $429,000 | 5,885 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 5,806 |
| Privately issued | $117,000 | 2,222 |
| 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 | $27,376,000 | 4,727 |
| 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 | $28,839,000 | 4,616 |
| U.S. Government securities | $22,488,000 | 4,607 |
| U.S. Treasury securities | $9,562,000 | 3,638 |
| U.S. Government agency obligations | $12,926,000 | 4,602 |
| Securities issued by states & political subdivisions | $5,322,000 | 2,620 |
| Other domestic debt securities | $1,017,000 | 4,019 |
| Privately issued residential mortgage-backed securities | $162,000 | 3,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $855,000 | 3,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,018,000 | 5,963 |
| Mortgage-backed securities | $4,692,000 | 5,639 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 5,412 |
| Issued or guaranteed by U.S. | $2,709,000 | 5,355 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,983,000 | 4,078 |
| CMOs issued by government agencies or sponsored agencies | $1,821,000 | 3,873 |
| Privately issued | $162,000 | 2,745 |
| 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 | $28,827,000 | 4,517 |
| 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 |
