| 2023-12-31 | Rank |
| Total securities | $3,810,000 | 4,276 |
| U.S. Government securities | $493,000 | 4,299 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $493,000 | 4,139 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $3,317,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $1,218,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,099,000 | 1,322 |
| 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 | $1,715,000 | 3,673 |
| Mortgage-backed securities | $1,711,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $493,000 | 3,358 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $1,218,000 | 371 |
| 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) | $3,810,000 | 4,025 |
| Total debt securities | $3,809,000 | 4,251 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $3,293,000 | 4,330 |
| U.S. Government securities | $474,000 | 4,331 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $474,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $2,819,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,594,000 | 1,426 |
| 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 | $1,699,000 | 3,680 |
| Mortgage-backed securities | $1,699,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $474,000 | 3,386 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $1,225,000 | 361 |
| 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) | $3,293,000 | 4,061 |
| Total debt securities | $3,293,000 | 4,304 |
| Structured notes |
| Amortized cost | $1,600,000 | 682 |
| Fair value | $1,594,000 | 646 |
| 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 | $3,398,000 | 4,361 |
| U.S. Government securities | $507,000 | 4,352 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $507,000 | 4,190 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $2,891,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $1,315,000 | 475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,576,000 | 1,435 |
| 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 | $1,822,000 | 3,654 |
| Mortgage-backed securities | $1,822,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $507,000 | 3,390 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $1,315,000 | 355 |
| 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) | $3,398,000 | 4,088 |
| Total debt securities | $3,398,000 | 4,335 |
| Structured notes |
| Amortized cost | $1,600,000 | 721 |
| Fair value | $1,576,000 | 700 |
| 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 | $3,476,000 | 4,426 |
| U.S. Government securities | $534,000 | 4,417 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $534,000 | 4,206 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $2,942,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,557,000 | 1,476 |
| 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 | $1,919,000 | 3,625 |
| Mortgage-backed securities | $1,919,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $534,000 | 3,426 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $1,385,000 | 364 |
| 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) | $3,476,000 | 4,150 |
| Total debt securities | $3,476,000 | 4,399 |
| Structured notes |
| Amortized cost | $1,600,000 | 755 |
| Fair value | $1,557,000 | 735 |
| 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 | $3,473,000 | 4,454 |
| U.S. Government securities | $536,000 | 4,444 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $536,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $2,937,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $1,384,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,553,000 | 1,493 |
| 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 | $1,920,000 | 3,580 |
| Mortgage-backed securities | $1,920,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $536,000 | 3,461 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $1,384,000 | 361 |
| 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) | $3,473,000 | 4,179 |
| Total debt securities | $3,473,000 | 4,430 |
| Structured notes |
| Amortized cost | $1,600,000 | 777 |
| Fair value | $1,553,000 | 761 |
| 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 | $3,545,000 | 4,488 |
| U.S. Government securities | $542,000 | 4,481 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $542,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $3,003,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $1,456,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,547,000 | 1,499 |
| 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 | $1,998,000 | 3,558 |
| Mortgage-backed securities | $1,998,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $542,000 | 3,471 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $1,456,000 | 365 |
| 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) | $3,545,000 | 4,214 |
| Total debt securities | $3,545,000 | 4,464 |
| Structured notes |
| Amortized cost | $1,600,000 | 767 |
| Fair value | $1,547,000 | 750 |
| 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 | $3,707,000 | 4,507 |
| U.S. Government securities | $582,000 | 4,497 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $582,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $3,125,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $1,582,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,543,000 | 1,495 |
| 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 | $2,164,000 | 3,548 |
| Mortgage-backed securities | $2,164,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $582,000 | 3,582 |
| Issued or guaranteed by U.S. | $582,000 | 3,490 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,582,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $1,582,000 | 355 |
| 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) | $3,707,000 | 4,240 |
| Total debt securities | $3,707,000 | 4,490 |
| Structured notes |
| Amortized cost | $1,600,000 | 753 |
| Fair value | $1,543,000 | 748 |
| 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 | $3,923,000 | 4,466 |
| U.S. Government securities | $649,000 | 4,472 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $649,000 | 4,269 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $3,274,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $1,728,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,546,000 | 1,467 |
| 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 | $2,377,000 | 3,518 |
| Mortgage-backed securities | $2,377,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $649,000 | 3,578 |
| Issued or guaranteed by U.S. | $649,000 | 3,485 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,728,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $1,728,000 | 330 |
| 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) | $3,923,000 | 4,210 |
| Total debt securities | $3,923,000 | 4,447 |
| Structured notes |
| Amortized cost | $1,600,000 | 656 |
| Fair value | $1,546,000 | 656 |
| 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 | $4,304,000 | 4,429 |
| U.S. Government securities | $766,000 | 4,428 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $766,000 | 4,265 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $3,538,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $1,967,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,571,000 | 1,393 |
| 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 | $2,453,000 | 3,523 |
| Mortgage-backed securities | $2,733,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $766,000 | 3,557 |
| Issued or guaranteed by U.S. | $766,000 | 3,458 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,967,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $1,967,000 | 280 |
| 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) | $4,304,000 | 4,199 |
| Total debt securities | $4,304,000 | 4,408 |
| Structured notes |
| Amortized cost | $1,600,000 | 568 |
| Fair value | $1,571,000 | 570 |
| 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 | $4,748,000 | 4,438 |
| U.S. Government securities | $894,000 | 4,443 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $894,000 | 4,294 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $3,854,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $2,284,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,570,000 | 1,333 |
| 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 | $2,855,000 | 3,476 |
| Mortgage-backed securities | $3,178,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $894,000 | 3,556 |
| Issued or guaranteed by U.S. | $894,000 | 3,467 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,284,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $2,284,000 | 240 |
| 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) | $4,748,000 | 4,200 |
| Total debt securities | $4,748,000 | 4,415 |
| Structured notes |
| Amortized cost | $1,600,000 | 503 |
| Fair value | $1,570,000 | 506 |
| 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 | $6,449,000 | 4,337 |
| U.S. Government securities | $2,289,000 | 4,296 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,289,000 | 4,121 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $4,160,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $2,587,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,573,000 | 1,283 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,449,000 | 2,982 |
| Mortgage-backed securities | $4,876,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 3,241 |
| Issued or guaranteed by U.S. | $2,289,000 | 3,143 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,587,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $2,587,000 | 221 |
| 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) | $6,449,000 | 4,102 |
| Total debt securities | $6,449,000 | 4,316 |
| Structured notes |
| Amortized cost | $1,600,000 | 450 |
| Fair value | $1,573,000 | 453 |
| 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 | $13,330,000 | 3,885 |
| U.S. Government securities | $8,812,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,812,000 | 3,332 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $4,518,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $2,949,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,569,000 | 1,215 |
| 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 | $7,447,000 | 2,884 |
| Mortgage-backed securities | $11,761,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $8,812,000 | 2,314 |
| Issued or guaranteed by U.S. | $8,812,000 | 2,244 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,949,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $2,949,000 | 201 |
| 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) | $8,010,000 | 750 |
| Available-for-sale securities (fair market value) | $5,320,000 | 4,141 |
| Total debt securities | $13,330,000 | 3,861 |
| Structured notes |
| Amortized cost | $1,600,000 | 308 |
| Fair value | $1,569,000 | 308 |
| 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 | $21,230,000 | 3,369 |
| U.S. Government securities | $16,246,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,246,000 | 2,623 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $4,984,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $3,424,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,560,000 | 1,163 |
| 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 | $8,666,000 | 2,744 |
| Mortgage-backed securities | $16,043,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $12,619,000 | 1,893 |
| Issued or guaranteed by U.S. | $12,619,000 | 1,843 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,424,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $3,424,000 | 190 |
| 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) | $8,868,000 | 697 |
| Available-for-sale securities (fair market value) | $12,362,000 | 3,641 |
| Total debt securities | $21,230,000 | 3,343 |
| Structured notes |
| Amortized cost | $1,600,000 | 164 |
| Fair value | $1,560,000 | 166 |
| 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 | $27,025,000 | 3,033 |
| U.S. Government securities | $23,974,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,974,000 | 2,153 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $3,051,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $1,494,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,557,000 | 1,137 |
| 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 | $11,167,000 | 2,487 |
| Mortgage-backed securities | $17,830,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $16,336,000 | 1,620 |
| Issued or guaranteed by U.S. | $16,336,000 | 1,576 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,494,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $1,494,000 | 228 |
| 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) | $9,820,000 | 669 |
| Available-for-sale securities (fair market value) | $17,205,000 | 3,303 |
| Total debt securities | $27,025,000 | 3,015 |
| Structured notes |
| Amortized cost | $1,600,000 | 157 |
| Fair value | $1,557,000 | 159 |
| 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 | $31,128,000 | 2,834 |
| U.S. Government securities | $29,562,000 | 2,017 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $29,562,000 | 1,916 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,566,000 | 1,446 |
| 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 | $1,566,000 | 1,087 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,127,000 | 2,434 |
| Mortgage-backed securities | $15,886,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $15,886,000 | 1,612 |
| Issued or guaranteed by U.S. | $15,886,000 | 1,570 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $10,833,000 | 643 |
| Available-for-sale securities (fair market value) | $20,295,000 | 3,090 |
| Total debt securities | $31,127,000 | 2,816 |
| Structured notes |
| Amortized cost | $1,600,000 | 177 |
| Fair value | $1,566,000 | 178 |
| 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 | $32,501,000 | 2,725 |
| U.S. Government securities | $29,929,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $29,929,000 | 1,915 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,572,000 | 1,211 |
| 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 | $2,572,000 | 861 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,835,000 | 2,475 |
| Mortgage-backed securities | $15,760,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $15,760,000 | 1,603 |
| Issued or guaranteed by U.S. | $15,760,000 | 1,559 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $11,595,000 | 633 |
| Available-for-sale securities (fair market value) | $20,906,000 | 3,047 |
| Total debt securities | $32,497,000 | 2,707 |
| Structured notes |
| Amortized cost | $1,600,000 | 237 |
| Fair value | $1,566,000 | 236 |
| 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 | $51,180,000 | 2,066 |
| U.S. Government securities | $46,496,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $46,496,000 | 1,454 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $4,684,000 | 913 |
| 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 | $4,684,000 | 612 |
| 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 | $37,004,000 | 1,221 |
| Mortgage-backed securities | $27,569,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $27,569,000 | 1,075 |
| Issued or guaranteed by U.S. | $27,569,000 | 1,051 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $13,161,000 | 633 |
| Available-for-sale securities (fair market value) | $38,019,000 | 2,330 |
| Total debt securities | $51,181,000 | 2,045 |
| Structured notes |
| Amortized cost | $1,600,000 | 337 |
| Fair value | $1,564,000 | 339 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $44,733,000 | 2,273 |
| U.S. Government securities | $43,172,000 | 1,624 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $43,172,000 | 1,541 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $1,561,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,561,000 | 987 |
| 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 | $35,517,000 | 1,263 |
| Mortgage-backed securities | $23,177,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $23,177,000 | 1,160 |
| Issued or guaranteed by U.S. | $23,177,000 | 1,129 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $13,774,000 | 654 |
| Available-for-sale securities (fair market value) | $30,959,000 | 2,627 |
| Total debt securities | $44,734,000 | 2,257 |
| Structured notes |
| Amortized cost | $1,600,000 | 428 |
| Fair value | $1,561,000 | 431 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $44,153,000 | 2,344 |
| U.S. Government securities | $39,889,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $39,889,000 | 1,661 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $4,264,000 | 940 |
| 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 | $4,264,000 | 658 |
| 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 | $34,041,000 | 1,344 |
| Mortgage-backed securities | $16,391,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $16,391,000 | 1,473 |
| Issued or guaranteed by U.S. | $16,391,000 | 1,451 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $16,369,000 | 634 |
| Available-for-sale securities (fair market value) | $27,784,000 | 2,798 |
| Total debt securities | $44,152,000 | 2,328 |
| Structured notes |
| Amortized cost | $1,600,000 | 482 |
| Fair value | $1,561,000 | 485 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $64,775,000 | 1,780 |
| U.S. Government securities | $42,900,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $42,900,000 | 1,578 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $21,875,000 | 396 |
| 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 | $21,875,000 | 242 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,518,000 | 1,234 |
| Mortgage-backed securities | $17,525,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $17,021,000 | 1,447 |
| Issued or guaranteed by U.S. | $17,021,000 | 1,424 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $504,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,560 |
| 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) | $16,928,000 | 640 |
| Available-for-sale securities (fair market value) | $47,847,000 | 2,067 |
| Total debt securities | $64,774,000 | 1,764 |
| Structured notes |
| Amortized cost | $1,600,000 | 496 |
| Fair value | $1,560,000 | 497 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $63,865,000 | 1,815 |
| U.S. Government securities | $42,907,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $42,907,000 | 1,600 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $20,958,000 | 393 |
| 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 | $20,958,000 | 245 |
| 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 | $38,514,000 | 1,234 |
| Mortgage-backed securities | $17,921,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $17,420,000 | 1,432 |
| Issued or guaranteed by U.S. | $17,420,000 | 1,418 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $501,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,567 |
| 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) | $17,376,000 | 668 |
| Available-for-sale securities (fair market value) | $46,489,000 | 2,131 |
| Total debt securities | $63,865,000 | 1,801 |
| Structured notes |
| Amortized cost | $1,600,000 | 508 |
| Fair value | $1,559,000 | 508 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $64,027,000 | 1,823 |
| U.S. Government securities | $43,071,000 | 1,676 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $43,071,000 | 1,588 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $20,956,000 | 370 |
| 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 | $20,956,000 | 243 |
| 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 | $37,925,000 | 1,243 |
| Mortgage-backed securities | $18,425,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $17,932,000 | 1,414 |
| Issued or guaranteed by U.S. | $17,932,000 | 1,407 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $493,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,565 |
| 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) | $17,866,000 | 669 |
| Available-for-sale securities (fair market value) | $46,161,000 | 2,143 |
| Total debt securities | $64,026,000 | 1,804 |
| Structured notes |
| Amortized cost | $1,600,000 | 502 |
| Fair value | $1,539,000 | 505 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $60,035,000 | 1,942 |
| U.S. Government securities | $39,084,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $39,084,000 | 1,703 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $20,951,000 | 415 |
| 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 | $20,951,000 | 245 |
| 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 | $25,288,000 | 1,692 |
| Mortgage-backed securities | $18,658,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $18,658,000 | 1,427 |
| Issued or guaranteed by U.S. | $18,658,000 | 1,374 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $18,464,000 | 667 |
| Available-for-sale securities (fair market value) | $41,571,000 | 2,347 |
| Total debt securities | $60,036,000 | 1,922 |
| Structured notes |
| Amortized cost | $1,600,000 | 504 |
| Fair value | $1,568,000 | 505 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $53,711,000 | 2,158 |
| U.S. Government securities | $37,808,000 | 1,888 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $37,808,000 | 1,788 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $15,903,000 | 431 |
| 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 | $15,903,000 | 300 |
| 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 | $23,975,000 | 1,760 |
| Mortgage-backed securities | $19,283,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $19,283,000 | 1,444 |
| Issued or guaranteed by U.S. | $19,283,000 | 1,440 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $19,004,000 | 670 |
| Available-for-sale securities (fair market value) | $34,707,000 | 2,641 |
| Total debt securities | $53,710,000 | 2,137 |
| Structured notes |
| Amortized cost | $1,600,000 | 498 |
| Fair value | $1,574,000 | 498 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $52,477,000 | 2,221 |
| U.S. Government securities | $37,377,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $37,377,000 | 1,813 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $15,100,000 | 451 |
| 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 | $15,100,000 | 316 |
| 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 | $24,477,000 | 1,774 |
| Mortgage-backed securities | $20,053,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $20,053,000 | 1,415 |
| Issued or guaranteed by U.S. | $20,053,000 | 1,414 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $19,614,000 | 672 |
| Available-for-sale securities (fair market value) | $32,863,000 | 2,752 |
| Total debt securities | $52,478,000 | 2,195 |
| Structured notes |
| Amortized cost | $1,600,000 | 498 |
| Fair value | $1,613,000 | 497 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $47,480,000 | 2,422 |
| U.S. Government securities | $33,307,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $33,307,000 | 1,989 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $14,173,000 | 484 |
| 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 | $14,173,000 | 344 |
| 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 | $22,735,000 | 1,900 |
| Mortgage-backed securities | $19,333,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $19,333,000 | 1,490 |
| Issued or guaranteed by U.S. | $19,333,000 | 1,486 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $20,289,000 | 685 |
| Available-for-sale securities (fair market value) | $27,191,000 | 3,047 |
| Total debt securities | $47,480,000 | 2,400 |
| Structured notes |
| Amortized cost | $1,600,000 | 520 |
| Fair value | $1,600,000 | 520 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $41,172,000 | 2,679 |
| U.S. Government securities | $34,133,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,133,000 | 1,986 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $7,039,000 | 712 |
| 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 | $7,039,000 | 538 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $20,121,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $20,121,000 | 1,483 |
| Issued or guaranteed by U.S. | $20,121,000 | 1,481 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $21,005,000 | 678 |
| Available-for-sale securities (fair market value) | $20,167,000 | 3,503 |
| Total debt securities | $41,172,000 | 2,658 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $30,695,000 | 3,187 |
| U.S. Government securities | $30,695,000 | 2,276 |
| U.S. Treasury securities | $9,995,000 | 410 |
| U.S. Government agency obligations | $20,700,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $18,700,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $18,700,000 | 1,594 |
| Issued or guaranteed by U.S. | $18,700,000 | 1,594 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $30,695,000 | 552 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $30,695,000 | 3,167 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $29,387,000 | 3,239 |
| U.S. Government securities | $29,387,000 | 2,332 |
| U.S. Treasury securities | $8,998,000 | 439 |
| U.S. Government agency obligations | $20,389,000 | 2,753 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,321,000 | 3,182 |
| Mortgage-backed securities | $19,389,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $19,389,000 | 1,564 |
| Issued or guaranteed by U.S. | $19,389,000 | 1,564 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $29,018,000 | 577 |
| Available-for-sale securities (fair market value) | $369,000 | 5,370 |
| Total debt securities | $29,387,000 | 3,220 |
| 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 | $20,493,000 | 3,833 |
| U.S. Government securities | $20,493,000 | 2,867 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $20,493,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $9,200,000 | 3,092 |
| Mortgage-backed securities | $20,493,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $20,493,000 | 1,538 |
| Issued or guaranteed by U.S. | $20,493,000 | 1,538 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $20,493,000 | 709 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $20,493,000 | 3,808 |
| 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 | $21,118,000 | 3,855 |
| U.S. Government securities | $21,118,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,118,000 | 2,762 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,200,000 | 3,149 |
| Mortgage-backed securities | $21,118,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $21,118,000 | 1,510 |
| Issued or guaranteed by U.S. | $21,118,000 | 1,506 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $21,118,000 | 732 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $21,118,000 | 3,826 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $25,000,000 | 3,633 |
| U.S. Government securities | $24,992,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $24,992,000 | 2,599 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $8,000 | 1,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,200,000 | 3,171 |
| Mortgage-backed securities | $22,005,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $22,005,000 | 1,466 |
| Issued or guaranteed by U.S. | $22,005,000 | 1,465 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $25,000,000 | 3,329 |
| Total debt securities | $25,000,000 | 3,610 |
| Structured notes |
| Amortized cost | $3,000,000 | 496 |
| Fair value | $2,987,000 | 527 |
| 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 | $25,102,000 | 3,660 |
| U.S. Government securities | $25,094,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,094,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $8,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,200,000 | 3,079 |
| Mortgage-backed securities | $22,170,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $22,170,000 | 1,468 |
| Issued or guaranteed by U.S. | $22,170,000 | 1,467 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $25,102,000 | 3,346 |
| Total debt securities | $25,094,000 | 3,636 |
| Structured notes |
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,924,000 | 604 |
| 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 | $36,355,000 | 3,054 |
| U.S. Government securities | $36,340,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $36,340,000 | 2,098 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $15,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,809,000 | 4,213 |
| Mortgage-backed securities | $27,101,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $27,101,000 | 1,257 |
| Issued or guaranteed by U.S. | $27,101,000 | 1,257 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $36,355,000 | 2,787 |
| Total debt securities | $36,341,000 | 3,032 |
| Structured notes |
| Amortized cost | $3,000,000 | 659 |
| Fair value | $2,938,000 | 716 |
| 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 | $25,626,000 | 3,752 |
| U.S. Government securities | $14,797,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,797,000 | 3,603 |
| Securities issued by states & political subdivisions | $10,817,000 | 2,735 |
| 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 | $12,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,177,000 | 4,184 |
| Mortgage-backed securities | $4,693,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 3,211 |
| Issued or guaranteed by U.S. | $4,693,000 | 3,209 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $25,626,000 | 3,427 |
| Total debt securities | $25,613,000 | 3,733 |
| Structured notes |
| Amortized cost | $4,000,000 | 623 |
| Fair value | $3,852,000 | 672 |
| 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 | $26,496,000 | 3,746 |
| U.S. Government securities | $15,365,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,365,000 | 3,612 |
| Securities issued by states & political subdivisions | $11,099,000 | 2,678 |
| 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 | $32,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,464,000 | 3,282 |
| Mortgage-backed securities | $5,110,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $5,110,000 | 3,190 |
| Issued or guaranteed by U.S. | $5,110,000 | 3,188 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $26,496,000 | 3,425 |
| Total debt securities | $26,464,000 | 3,722 |
| Structured notes |
| Amortized cost | $4,000,000 | 670 |
| Fair value | $3,953,000 | 715 |
| 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 | $36,295,000 | 3,198 |
| U.S. Government securities | $21,270,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,270,000 | 3,133 |
| Securities issued by states & political subdivisions | $15,003,000 | 2,256 |
| 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 | $22,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,300,000 | 3,320 |
| Mortgage-backed securities | $11,217,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $11,217,000 | 2,368 |
| Issued or guaranteed by U.S. | $11,217,000 | 2,366 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $36,295,000 | 2,921 |
| Total debt securities | $36,273,000 | 3,173 |
| Structured notes |
| Amortized cost | $4,000,000 | 716 |
| Fair value | $3,845,000 | 763 |
| 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 | $36,895,000 | 3,240 |
| U.S. Government securities | $21,781,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,781,000 | 3,180 |
| Securities issued by states & political subdivisions | $15,050,000 | 2,271 |
| 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 | $64,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,595,000 | 3,313 |
| Mortgage-backed securities | $11,937,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $11,937,000 | 2,360 |
| Issued or guaranteed by U.S. | $11,937,000 | 2,357 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,895,000 | 2,956 |
| Total debt securities | $36,832,000 | 3,218 |
| Structured notes |
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,723,000 | 868 |
| 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 | $39,959,000 | 3,124 |
| U.S. Government securities | $24,623,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,623,000 | 3,007 |
| Securities issued by states & political subdivisions | $15,266,000 | 2,252 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $70,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,595,000 | 3,322 |
| Mortgage-backed securities | $12,866,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $12,866,000 | 2,310 |
| Issued or guaranteed by U.S. | $12,866,000 | 2,309 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $39,959,000 | 2,830 |
| Total debt securities | $39,889,000 | 3,101 |
| Structured notes |
| Amortized cost | $6,000,000 | 631 |
| Fair value | $5,649,000 | 651 |
| 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 | $39,898,000 | 3,137 |
| U.S. Government securities | $24,158,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,158,000 | 3,059 |
| Securities issued by states & political subdivisions | $15,672,000 | 2,234 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $68,000 | 985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,595,000 | 3,345 |
| Mortgage-backed securities | $13,526,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $13,526,000 | 2,274 |
| Issued or guaranteed by U.S. | $13,526,000 | 2,273 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $39,898,000 | 2,849 |
| Total debt securities | $39,830,000 | 3,113 |
| Structured notes |
| Amortized cost | $5,000,000 | 723 |
| Fair value | $4,597,000 | 770 |
| 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 | $40,345,000 | 3,110 |
| U.S. Government securities | $24,693,000 | 3,083 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,693,000 | 3,013 |
| Securities issued by states & political subdivisions | $15,596,000 | 2,238 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $56,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,595,000 | 3,336 |
| Mortgage-backed securities | $14,331,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $14,331,000 | 2,206 |
| Issued or guaranteed by U.S. | $14,331,000 | 2,206 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $40,345,000 | 2,833 |
| Total debt securities | $40,289,000 | 3,079 |
| Structured notes |
| Amortized cost | $5,000,000 | 715 |
| Fair value | $4,445,000 | 767 |
| 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 | $41,644,000 | 3,054 |
| U.S. Government securities | $25,843,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,843,000 | 2,964 |
| Securities issued by states & political subdivisions | $15,763,000 | 2,207 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $38,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,595,000 | 3,329 |
| Mortgage-backed securities | $15,380,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $15,380,000 | 2,120 |
| Issued or guaranteed by U.S. | $15,380,000 | 2,118 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $41,644,000 | 2,796 |
| Total debt securities | $41,606,000 | 3,027 |
| Structured notes |
| Amortized cost | $5,000,000 | 705 |
| Fair value | $4,491,000 | 756 |
| 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 | $46,341,000 | 2,842 |
| U.S. Government securities | $29,917,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,917,000 | 2,704 |
| Securities issued by states & political subdivisions | $16,390,000 | 2,155 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $34,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,595,000 | 2,322 |
| Mortgage-backed securities | $19,040,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $19,040,000 | 1,849 |
| Issued or guaranteed by U.S. | $19,040,000 | 1,847 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $46,341,000 | 2,609 |
| Total debt securities | $46,307,000 | 2,820 |
| Structured notes |
| Amortized cost | $5,000,000 | 707 |
| Fair value | $4,747,000 | 742 |
| 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 | $50,939,000 | 2,670 |
| U.S. Government securities | $33,098,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,098,000 | 2,564 |
| Securities issued by states & political subdivisions | $17,820,000 | 2,002 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $21,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,595,000 | 2,335 |
| Mortgage-backed securities | $21,891,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $21,891,000 | 1,716 |
| Issued or guaranteed by U.S. | $21,891,000 | 1,715 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $50,939,000 | 2,467 |
| Total debt securities | $50,918,000 | 2,643 |
| Structured notes |
| Amortized cost | $5,000,000 | 702 |
| Fair value | $4,887,000 | 739 |
| 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 | $53,968,000 | 2,494 |
| U.S. Government securities | $35,798,000 | 2,435 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $35,798,000 | 2,374 |
| Securities issued by states & political subdivisions | $18,160,000 | 1,953 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,595,000 | 2,112 |
| Mortgage-backed securities | $24,498,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $24,498,000 | 1,551 |
| Issued or guaranteed by U.S. | $24,498,000 | 1,549 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $53,968,000 | 2,286 |
| Total debt securities | $53,968,000 | 2,469 |
| Structured notes |
| Amortized cost | $5,000,000 | 727 |
| Fair value | $4,945,000 | 769 |
| 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 | $57,795,000 | 2,381 |
| U.S. Government securities | $39,072,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $39,072,000 | 2,270 |
| Securities issued by states & political subdivisions | $18,719,000 | 1,857 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,595,000 | 1,949 |
| Mortgage-backed securities | $27,833,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $27,833,000 | 1,471 |
| Issued or guaranteed by U.S. | $27,833,000 | 1,469 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $57,795,000 | 2,181 |
| Total debt securities | $57,795,000 | 2,360 |
| Structured notes |
| Amortized cost | $5,000,000 | 759 |
| Fair value | $4,900,000 | 801 |
| 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 | $60,990,000 | 2,289 |
| U.S. Government securities | $42,050,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $42,050,000 | 2,151 |
| Securities issued by states & political subdivisions | $18,932,000 | 1,787 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $8,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,776,000 | 1,530 |
| Mortgage-backed securities | $30,747,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $30,747,000 | 1,386 |
| Issued or guaranteed by U.S. | $30,747,000 | 1,385 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $60,990,000 | 2,093 |
| Total debt securities | $60,982,000 | 2,268 |
| Structured notes |
| Amortized cost | $8,300,000 | 590 |
| Fair value | $8,307,000 | 592 |
| 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 | $63,981,000 | 2,186 |
| U.S. Government securities | $44,872,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $44,872,000 | 2,079 |
| Securities issued by states & political subdivisions | $19,102,000 | 1,705 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,387,000 | 1,397 |
| Mortgage-backed securities | $33,630,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $33,630,000 | 1,264 |
| Issued or guaranteed by U.S. | $33,630,000 | 1,263 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $63,981,000 | 2,002 |
| Total debt securities | $63,968,000 | 2,171 |
| Structured notes |
| Amortized cost | $8,300,000 | 706 |
| Fair value | $8,310,000 | 705 |
| 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 | $65,152,000 | 2,108 |
| U.S. Government securities | $45,755,000 | 2,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,755,000 | 1,979 |
| Securities issued by states & political subdivisions | $19,389,000 | 1,656 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,195 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,753,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $36,753,000 | 1,116 |
| Issued or guaranteed by U.S. | $36,753,000 | 1,114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $65,152,000 | 1,914 |
| Total debt securities | $65,144,000 | 2,092 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank |
| Total securities | $66,746,000 | 2,006 |
| U.S. Government securities | $47,113,000 | 1,926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,113,000 | 1,872 |
| Securities issued by states & political subdivisions | $19,623,000 | 1,576 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,095,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $41,095,000 | 986 |
| Issued or guaranteed by U.S. | $41,095,000 | 985 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $66,746,000 | 1,822 |
| Total debt securities | $66,736,000 | 1,983 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank |
| Total securities | $70,137,000 | 1,921 |
| U.S. Government securities | $51,157,000 | 1,819 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,157,000 | 1,772 |
| Securities issued by states & political subdivisions | $18,964,000 | 1,579 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,339,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $43,339,000 | 919 |
| Issued or guaranteed by U.S. | $43,339,000 | 915 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $70,137,000 | 1,738 |
| Total debt securities | $70,121,000 | 1,902 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank |
| Total securities | $70,221,000 | 1,903 |
| U.S. Government securities | $52,224,000 | 1,796 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,224,000 | 1,745 |
| Securities issued by states & political subdivisions | $17,985,000 | 1,606 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,540,000 | 1,309 |
| Certificates of participation in pools of residential mortgages | $45,540,000 | 852 |
| Issued or guaranteed by U.S. | $45,540,000 | 847 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $70,221,000 | 1,715 |
| Total debt securities | $70,209,000 | 1,888 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank |
| Total securities | $69,963,000 | 1,826 |
| U.S. Government securities | $51,869,000 | 1,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,869,000 | 1,650 |
| Securities issued by states & political subdivisions | $18,090,000 | 1,560 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,218,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $45,218,000 | 820 |
| Issued or guaranteed by U.S. | $45,218,000 | 816 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $69,963,000 | 1,649 |
| Total debt securities | $69,959,000 | 1,809 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank |
| Total securities | $71,747,000 | 1,747 |
| U.S. Government securities | $52,761,000 | 1,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,761,000 | 1,596 |
| Securities issued by states & political subdivisions | $18,950,000 | 1,447 |
| Other domestic debt securities | $33,000 | 3,044 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,857,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $45,824,000 | 777 |
| Issued or guaranteed by U.S. | $45,824,000 | 772 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $33,000 | 1,337 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,000 | 3,003 |
| Available-for-sale securities (fair market value) | $71,714,000 | 1,557 |
| Total debt securities | $71,744,000 | 1,731 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank |
| Total securities | $74,167,000 | 1,710 |
| U.S. Government securities | $57,054,000 | 1,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,054,000 | 1,517 |
| Securities issued by states & political subdivisions | $17,074,000 | 1,512 |
| Other domestic debt securities | $35,000 | 3,041 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,461 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,085,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $50,050,000 | 720 |
| Issued or guaranteed by U.S. | $50,050,000 | 715 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $35,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $35,000 | 1,361 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,192 |
| Available-for-sale securities (fair market value) | $74,166,000 | 1,518 |
| Total debt securities | $74,163,000 | 1,691 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank |
| Total securities | $73,163,000 | 1,737 |
| U.S. Government securities | $55,993,000 | 1,600 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,993,000 | 1,551 |
| Securities issued by states & political subdivisions | $17,126,000 | 1,485 |
| Other domestic debt securities | $38,000 | 3,093 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 1,484 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,033,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $48,995,000 | 788 |
| Issued or guaranteed by U.S. | $48,995,000 | 782 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $38,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $38,000 | 1,395 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $73,163,000 | 1,545 |
| Total debt securities | $73,157,000 | 1,717 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank |
| Total securities | $72,413,000 | 1,739 |
| U.S. Government securities | $55,442,000 | 1,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,442,000 | 1,544 |
| Securities issued by states & political subdivisions | $16,926,000 | 1,498 |
| Other domestic debt securities | $40,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,545,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $50,505,000 | 786 |
| Issued or guaranteed by U.S. | $50,505,000 | 779 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $40,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $40,000 | 1,421 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 3,267 |
| Available-for-sale securities (fair market value) | $72,408,000 | 1,536 |
| Total debt securities | $72,408,000 | 1,716 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank |
| Total securities | $75,520,000 | 1,671 |
| U.S. Government securities | $58,891,000 | 1,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,891,000 | 1,445 |
| Securities issued by states & political subdivisions | $16,586,000 | 1,505 |
| Other domestic debt securities | $43,000 | 3,250 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,891,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $50,848,000 | 792 |
| Issued or guaranteed by U.S. | $50,848,000 | 785 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $43,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $43,000 | 1,468 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,341 |
| Available-for-sale securities (fair market value) | $75,510,000 | 1,458 |
| Total debt securities | $75,520,000 | 1,649 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank |
| Total securities | $76,290,000 | 1,627 |
| U.S. Government securities | $59,433,000 | 1,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,433,000 | 1,395 |
| Securities issued by states & political subdivisions | $16,811,000 | 1,428 |
| Other domestic debt securities | $46,000 | 3,323 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,464,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $53,418,000 | 776 |
| Issued or guaranteed by U.S. | $53,418,000 | 766 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $46,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $46,000 | 1,485 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,388 |
| Available-for-sale securities (fair market value) | $76,280,000 | 1,412 |
| Total debt securities | $76,290,000 | 1,598 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank |
| Total securities | $76,759,000 | 1,611 |
| U.S. Government securities | $64,077,000 | 1,354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,077,000 | 1,321 |
| Securities issued by states & political subdivisions | $12,634,000 | 1,789 |
| Other domestic debt securities | $48,000 | 3,258 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,084,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $55,036,000 | 776 |
| Issued or guaranteed by U.S. | $55,036,000 | 763 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $48,000 | 3,648 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $48,000 | 1,501 |
| 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) | $1,568,000 | 2,303 |
| Available-for-sale securities (fair market value) | $75,191,000 | 1,442 |
| Total debt securities | $76,759,000 | 1,585 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank |
| Total securities | $77,100,000 | 1,575 |
| U.S. Government securities | $67,799,000 | 1,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,799,000 | 1,237 |
| Securities issued by states & political subdivisions | $9,250,000 | 2,198 |
| Other domestic debt securities | $51,000 | 3,177 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,780,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $58,729,000 | 717 |
| Issued or guaranteed by U.S. | $58,729,000 | 709 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $51,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $51,000 | 1,454 |
| 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) | $1,156,000 | 2,460 |
| Available-for-sale securities (fair market value) | $75,944,000 | 1,404 |
| Total debt securities | $77,100,000 | 1,547 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank |
| Total securities | $79,618,000 | 1,483 |
| U.S. Government securities | $71,514,000 | 1,166 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,514,000 | 1,142 |
| Securities issued by states & political subdivisions | $8,050,000 | 2,377 |
| Other domestic debt securities | $54,000 | 3,134 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $62,875,000 | 943 |
| Certificates of participation in pools of residential mortgages | $62,821,000 | 640 |
| Issued or guaranteed by U.S. | $62,821,000 | 631 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $54,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $54,000 | 1,422 |
| 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) | $228,000 | 3,080 |
| Available-for-sale securities (fair market value) | $79,390,000 | 1,288 |
| Total debt securities | $79,618,000 | 1,463 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank |
| Total securities | $62,093,000 | 1,910 |
| U.S. Government securities | $53,676,000 | 1,558 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,676,000 | 1,531 |
| Securities issued by states & political subdivisions | $8,212,000 | 2,381 |
| Other domestic debt securities | $57,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $148,000 | 1,599 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,891,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $43,834,000 | 889 |
| Issued or guaranteed by U.S. | $43,834,000 | 879 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $57,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $57,000 | 1,380 |
| 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) | $62,093,000 | 1,670 |
| Total debt securities | $61,945,000 | 1,885 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank |
| Total securities | $59,090,000 | 1,986 |
| U.S. Government securities | $50,358,000 | 1,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,358,000 | 1,615 |
| Securities issued by states & political subdivisions | $8,518,000 | 2,321 |
| Other domestic debt securities | $61,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 1,599 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,731,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $44,670,000 | 852 |
| Issued or guaranteed by U.S. | $44,670,000 | 842 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $61,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $61,000 | 1,366 |
| 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) | $664,000 | 2,785 |
| Available-for-sale securities (fair market value) | $58,426,000 | 1,759 |
| Total debt securities | $58,937,000 | 1,949 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank |
| Total securities | $63,812,000 | 1,831 |
| U.S. Government securities | $55,318,000 | 1,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,318,000 | 1,492 |
| Securities issued by states & political subdivisions | $8,283,000 | 2,354 |
| Other domestic debt securities | $64,000 | 2,894 |
| Privately issued residential mortgage-backed securities | $64,000 | 1,351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 1,563 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,897,000 | 979 |
| Certificates of participation in pools of residential mortgages | $49,833,000 | 683 |
| Issued or guaranteed by U.S. | $49,833,000 | 674 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $64,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $64,000 | 1,274 |
| 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) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $63,811,000 | 1,598 |
| Total debt securities | $63,665,000 | 1,790 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank |
| Total securities | $65,145,000 | 1,799 |
| U.S. Government securities | $56,200,000 | 1,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,200,000 | 1,489 |
| Securities issued by states & political subdivisions | $8,698,000 | 2,255 |
| Other domestic debt securities | $68,000 | 2,847 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $179,000 | 1,477 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,853,000 | 927 |
| Certificates of participation in pools of residential mortgages | $49,785,000 | 654 |
| Issued or guaranteed by U.S. | $49,785,000 | 645 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $68,000 | 1,234 |
| 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) | $103,000 | 3,431 |
| Available-for-sale securities (fair market value) | $65,042,000 | 1,555 |
| Total debt securities | $64,966,000 | 1,765 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank |
| Total securities | $61,540,000 | 1,873 |
| U.S. Government securities | $52,669,000 | 1,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,669,000 | 1,572 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,258 |
| Other domestic debt securities | $73,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $182,000 | 1,486 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,423,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $41,350,000 | 761 |
| Issued or guaranteed by U.S. | $41,350,000 | 752 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $73,000 | 3,376 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $73,000 | 1,188 |
| 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) | $61,540,000 | 1,617 |
| Total debt securities | $61,358,000 | 1,835 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank |
| Total securities | $62,995,000 | 1,854 |
| U.S. Government securities | $54,186,000 | 1,570 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,186,000 | 1,533 |
| Securities issued by states & political subdivisions | $8,535,000 | 2,282 |
| Other domestic debt securities | $77,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $197,000 | 1,497 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,879,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $42,802,000 | 752 |
| Issued or guaranteed by U.S. | $42,802,000 | 743 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $77,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $77,000 | 1,138 |
| 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) | $23,000 | 3,730 |
| Available-for-sale securities (fair market value) | $62,972,000 | 1,592 |
| Total debt securities | $62,798,000 | 1,825 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank |
| Total securities | $64,669,000 | 1,836 |
| U.S. Government securities | $56,508,000 | 1,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,508,000 | 1,514 |
| Securities issued by states & political subdivisions | $7,788,000 | 2,426 |
| Other domestic debt securities | $83,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $290,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,241,000 | 997 |
| Certificates of participation in pools of residential mortgages | $45,158,000 | 731 |
| Issued or guaranteed by U.S. | $45,158,000 | 723 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $83,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $83,000 | 1,125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,855 |
| Available-for-sale securities (fair market value) | $64,657,000 | 1,569 |
| Total debt securities | $64,379,000 | 1,809 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank |
| Total securities | $66,561,000 | 1,792 |
| U.S. Government securities | $58,351,000 | 1,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,351,000 | 1,500 |
| Securities issued by states & political subdivisions | $7,835,000 | 2,414 |
| Other domestic debt securities | $92,000 | 2,903 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $283,000 | 1,484 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,148,000 | 969 |
| Certificates of participation in pools of residential mortgages | $47,056,000 | 710 |
| Issued or guaranteed by U.S. | $47,056,000 | 701 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $92,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $92,000 | 1,095 |
| 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) | $2,000 | 3,999 |
| Available-for-sale securities (fair market value) | $66,559,000 | 1,539 |
| Total debt securities | $66,278,000 | 1,764 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank |
| Total securities | $64,822,000 | 1,846 |
| U.S. Government securities | $56,846,000 | 1,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,846,000 | 1,535 |
| Securities issued by states & political subdivisions | $7,597,000 | 2,433 |
| Other domestic debt securities | $111,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $268,000 | 1,503 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,798,000 | 945 |
| Certificates of participation in pools of residential mortgages | $48,687,000 | 695 |
| Issued or guaranteed by U.S. | $48,687,000 | 687 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $111,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $111,000 | 1,074 |
| 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) | $64,822,000 | 1,575 |
| Total debt securities | $64,554,000 | 1,825 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank |
| Total securities | $66,853,000 | 1,818 |
| U.S. Government securities | $58,682,000 | 1,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,682,000 | 1,511 |
| Securities issued by states & political subdivisions | $7,752,000 | 2,393 |
| Other domestic debt securities | $127,000 | 2,968 |
| Privately issued residential mortgage-backed securities | $127,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $292,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,564,000 | 934 |
| Certificates of participation in pools of residential mortgages | $50,437,000 | 689 |
| Issued or guaranteed by U.S. | $50,437,000 | 678 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $127,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $127,000 | 1,050 |
| 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) | $23,000 | 4,024 |
| Available-for-sale securities (fair market value) | $66,830,000 | 1,552 |
| Total debt securities | $66,561,000 | 1,784 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank |
| Total securities | $67,980,000 | 1,784 |
| U.S. Government securities | $59,307,000 | 1,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,307,000 | 1,492 |
| Securities issued by states & political subdivisions | $8,250,000 | 2,281 |
| Other domestic debt securities | $139,000 | 3,062 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $284,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,206,000 | 923 |
| Certificates of participation in pools of residential mortgages | $51,067,000 | 685 |
| Issued or guaranteed by U.S. | $51,067,000 | 677 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $139,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $139,000 | 1,014 |
| 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) | $67,980,000 | 1,519 |
| Total debt securities | $67,696,000 | 1,753 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank |
| Total securities | $72,476,000 | 1,674 |
| U.S. Government securities | $63,385,000 | 1,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,385,000 | 1,373 |
| Securities issued by states & political subdivisions | $8,655,000 | 2,176 |
| Other domestic debt securities | $152,000 | 3,094 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $284,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,218,000 | 923 |
| Certificates of participation in pools of residential mortgages | $52,066,000 | 676 |
| Issued or guaranteed by U.S. | $52,066,000 | 669 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $152,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $152,000 | 997 |
| 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) | $72,476,000 | 1,415 |
| Total debt securities | $72,192,000 | 1,636 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank |
| Total securities | $75,071,000 | 1,640 |
| U.S. Government securities | $64,897,000 | 1,412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,897,000 | 1,364 |
| Securities issued by states & political subdivisions | $9,661,000 | 1,987 |
| Other domestic debt securities | $192,000 | 3,098 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,031 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $321,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,433,000 | 904 |
| Certificates of participation in pools of residential mortgages | $54,241,000 | 659 |
| Issued or guaranteed by U.S. | $54,241,000 | 651 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $192,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $192,000 | 943 |
| 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) | $75,071,000 | 1,382 |
| Total debt securities | $74,750,000 | 1,609 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank |
| Total securities | $74,229,000 | 1,664 |
| U.S. Government securities | $61,585,000 | 1,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,585,000 | 1,434 |
| Securities issued by states & political subdivisions | $12,160,000 | 1,606 |
| Other domestic debt securities | $205,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $205,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $279,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,598,000 | 985 |
| Certificates of participation in pools of residential mortgages | $51,393,000 | 707 |
| Issued or guaranteed by U.S. | $51,393,000 | 704 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $205,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $205,000 | 922 |
| 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) | $74,229,000 | 1,413 |
| Total debt securities | $73,950,000 | 1,629 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank |
| Total securities | $75,818,000 | 1,656 |
| U.S. Government securities | $63,098,000 | 1,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,098,000 | 1,420 |
| Securities issued by states & political subdivisions | $12,214,000 | 1,619 |
| Other domestic debt securities | $222,000 | 3,126 |
| Privately issued residential mortgage-backed securities | $222,000 | 985 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $284,000 | 1,641 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,945,000 | 979 |
| Certificates of participation in pools of residential mortgages | $52,723,000 | 714 |
| Issued or guaranteed by U.S. | $52,723,000 | 709 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $222,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $222,000 | 911 |
| 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) | $75,818,000 | 1,408 |
| Total debt securities | $75,534,000 | 1,619 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank |
| Total securities | $72,778,000 | 1,712 |
| U.S. Government securities | $59,379,000 | 1,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,379,000 | 1,512 |
| Securities issued by states & political subdivisions | $12,864,000 | 1,539 |
| Other domestic debt securities | $241,000 | 3,165 |
| Privately issued residential mortgage-backed securities | $241,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $294,000 | 1,640 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,225,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $48,984,000 | 757 |
| Issued or guaranteed by U.S. | $48,984,000 | 753 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $241,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $241,000 | 851 |
| 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) | $1,092,000 | 3,232 |
| Available-for-sale securities (fair market value) | $71,686,000 | 1,467 |
| Total debt securities | $72,484,000 | 1,680 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank |
| Total securities | $73,452,000 | 1,730 |
| U.S. Government securities | $60,735,000 | 1,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,735,000 | 1,494 |
| Securities issued by states & political subdivisions | $12,155,000 | 1,617 |
| Other domestic debt securities | $279,000 | 3,164 |
| Privately issued residential mortgage-backed securities | $279,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $283,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,056,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $49,777,000 | 756 |
| Issued or guaranteed by U.S. | $49,777,000 | 752 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $279,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $279,000 | 824 |
| 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) | $283,000 | 3,960 |
| Available-for-sale securities (fair market value) | $73,169,000 | 1,467 |
| Total debt securities | $73,169,000 | 1,684 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank |
| Total securities | $67,839,000 | 1,856 |
| U.S. Government securities | $54,442,000 | 1,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,442,000 | 1,649 |
| Securities issued by states & political subdivisions | $12,792,000 | 1,542 |
| Other domestic debt securities | $305,000 | 3,231 |
| Privately issued residential mortgage-backed securities | $305,000 | 932 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $300,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,503,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $42,198,000 | 887 |
| Issued or guaranteed by U.S. | $42,198,000 | 881 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $305,000 | 3,345 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $305,000 | 858 |
| 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) | $2,090,000 | 2,775 |
| Available-for-sale securities (fair market value) | $65,749,000 | 1,624 |
| Total debt securities | $67,539,000 | 1,810 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank |
| Total securities | $77,234,000 | 1,720 |
| U.S. Government securities | $64,170,000 | 1,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,170,000 | 1,463 |
| Securities issued by states & political subdivisions | $12,764,000 | 1,549 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $300,000 | 1,736 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,004,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $48,672,000 | 796 |
| Issued or guaranteed by U.S. | $48,672,000 | 789 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $332,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,188 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,661 |
| Available-for-sale securities (fair market value) | $77,232,000 | 1,471 |
| Total debt securities | $76,934,000 | 1,672 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank |
| Total securities | $76,242,000 | 1,724 |
| U.S. Government securities | $62,902,000 | 1,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,902,000 | 1,448 |
| Securities issued by states & political subdivisions | $13,043,000 | 1,528 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 1,807 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,517,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $47,150,000 | 817 |
| Issued or guaranteed by U.S. | $47,150,000 | 813 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $367,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,224 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $76,242,000 | 1,467 |
| Total debt securities | $75,945,000 | 1,669 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank |
| Total securities | $77,931,000 | 1,611 |
| U.S. Government securities | $64,120,000 | 1,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,120,000 | 1,367 |
| Securities issued by states & political subdivisions | $13,504,000 | 1,445 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $307,000 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,082,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $47,679,000 | 789 |
| Issued or guaranteed by U.S. | $47,679,000 | 786 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $403,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,383 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,131,000 | 2,522 |
| Available-for-sale securities (fair market value) | $74,800,000 | 1,434 |
| Total debt securities | $77,624,000 | 1,567 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank |
| Total securities | $77,532,000 | 1,599 |
| U.S. Government securities | $64,095,000 | 1,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,095,000 | 1,366 |
| Securities issued by states & political subdivisions | $13,128,000 | 1,412 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $309,000 | 1,797 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,987,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $47,531,000 | 768 |
| Issued or guaranteed by U.S. | $47,531,000 | 763 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $456,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 3,452 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,340,000 | 2,504 |
| Available-for-sale securities (fair market value) | $74,192,000 | 1,419 |
| Total debt securities | $77,223,000 | 1,561 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank |
| Total securities | $74,834,000 | 1,648 |
| U.S. Government securities | $62,357,000 | 1,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,357,000 | 1,357 |
| Securities issued by states & political subdivisions | $12,176,000 | 1,493 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $301,000 | 1,805 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,744,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $43,242,000 | 813 |
| Issued or guaranteed by U.S. | $43,242,000 | 807 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $502,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,458 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $74,834,000 | 1,392 |
| Total debt securities | $74,533,000 | 1,600 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank |
| Total securities | $74,008,000 | 1,511 |
| U.S. Government securities | $60,759,000 | 1,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,759,000 | 1,274 |
| Securities issued by states & political subdivisions | $12,705,000 | 1,348 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $544,000 | 1,541 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,869,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $43,125,000 | 717 |
| Issued or guaranteed by U.S. | $43,125,000 | 712 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $744,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 3,356 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $74,008,000 | 1,268 |
| Total debt securities | $73,464,000 | 1,473 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank |
| Total securities | $72,110,000 | 1,514 |
| U.S. Government securities | $58,977,000 | 1,351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,977,000 | 1,249 |
| Securities issued by states & political subdivisions | $12,703,000 | 1,312 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $430,000 | 4,157 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,718,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $31,560,000 | 768 |
| Issued or guaranteed by U.S. | $31,560,000 | 759 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,158,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $1,158,000 | 2,571 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,136,000 | 4,360 |
| Available-for-sale securities (fair market value) | $70,974,000 | 1,199 |
| Total debt securities | $71,680,000 | 1,458 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $73,405,000 | 1,558 |
| U.S. Government securities | $59,294,000 | 1,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,294,000 | 1,290 |
| Securities issued by states & political subdivisions | $13,683,000 | 1,234 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $428,000 | 4,068 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,830,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $35,379,000 | 782 |
| Issued or guaranteed by U.S. | $35,379,000 | 773 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,451,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 2,567 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $73,405,000 | 1,190 |
| Total debt securities | $72,977,000 | 1,502 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $70,886,000 | 1,668 |
| U.S. Government securities | $57,039,000 | 1,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,039,000 | 1,304 |
| Securities issued by states & political subdivisions | $13,389,000 | 1,246 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $458,000 | 3,762 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,413,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $37,184,000 | 788 |
| Issued or guaranteed by U.S. | $37,184,000 | 777 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,229,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 2,400 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,867,000 | 4,847 |
| Available-for-sale securities (fair market value) | $69,019,000 | 1,270 |
| Total debt securities | $70,428,000 | 1,602 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $68,267,000 | 1,680 |
| U.S. Government securities | $55,175,000 | 1,655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,175,000 | 1,318 |
| Securities issued by states & political subdivisions | $12,738,000 | 1,115 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 4,306 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,883,000 | 963 |
| Certificates of participation in pools of residential mortgages | $40,468,000 | 749 |
| Issued or guaranteed by U.S. | $40,468,000 | 736 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,415,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $3,415,000 | 2,016 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $68,267,000 | 1,171 |
| Total debt securities | $67,913,000 | 1,623 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $67,877,000 | 1,785 |
| U.S. Government securities | $56,144,000 | 1,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,144,000 | 1,300 |
| Securities issued by states & political subdivisions | $11,383,000 | 1,276 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,000 | 4,209 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,081,000 | 968 |
| Certificates of participation in pools of residential mortgages | $44,576,000 | 750 |
| Issued or guaranteed by U.S. | $44,576,000 | 730 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,505,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $3,505,000 | 2,251 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $67,877,000 | 1,215 |
| Total debt securities | $67,527,000 | 1,738 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $62,314,000 | 1,995 |
| U.S. Government securities | $52,300,000 | 1,920 |
| U.S. Treasury securities | $1,008,000 | 8,455 |
| U.S. Government agency obligations | $51,292,000 | 1,395 |
| Securities issued by states & political subdivisions | $9,814,000 | 1,495 |
| Other domestic debt securities | $100,000 | 4,419 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,185 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,292,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $41,937,000 | 788 |
| Issued or guaranteed by U.S. | $41,937,000 | 768 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,355,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $6,355,000 | 1,792 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,078,000 | 7,317 |
| Available-for-sale securities (fair market value) | $61,236,000 | 1,378 |
| Total debt securities | $62,214,000 | 1,935 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $57,665,000 | 2,281 |
| U.S. Government securities | $47,819,000 | 2,196 |
| U.S. Treasury securities | $1,007,000 | 9,544 |
| U.S. Government agency obligations | $46,812,000 | 1,476 |
| Securities issued by states & political subdivisions | $8,944,000 | 1,705 |
| Other domestic debt securities | $807,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $807,000 | 2,419 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,962 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 358 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,812,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $37,131,000 | 860 |
| Issued or guaranteed by U.S. | $37,131,000 | 842 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,681,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $6,681,000 | 1,814 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,798,000 | 2,060 |
| Available-for-sale securities (fair market value) | $21,867,000 | 2,584 |
| Total debt securities | $57,570,000 | 2,228 |
| 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 | $52,073,000 | 2,655 |
| U.S. Government securities | $43,911,000 | 2,504 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $43,911,000 | 1,593 |
| Securities issued by states & political subdivisions | $6,595,000 | 2,372 |
| Other domestic debt securities | $1,471,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,000 | 2,139 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,653 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 344 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,911,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $35,803,000 | 952 |
| Issued or guaranteed by U.S. | $35,803,000 | 922 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,108,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $8,108,000 | 1,831 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $51,977,000 | 2,590 |
| 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 | $52,851,000 | 2,572 |
| U.S. Government securities | $44,806,000 | 2,412 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $44,806,000 | 1,519 |
| Securities issued by states & political subdivisions | $6,121,000 | 2,282 |
| Other domestic debt securities | $1,829,000 | 3,079 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,829,000 | 2,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,128 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 495 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,806,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $34,508,000 | 1,001 |
| Issued or guaranteed by U.S. | $34,508,000 | 967 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $10,298,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $10,298,000 | 1,460 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $52,756,000 | 2,515 |
| 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 |
