| 2023-12-31 | Rank |
| Total securities | $57,643,000 | 2,420 |
| U.S. Government securities | $17,540,000 | 3,121 |
| U.S. Treasury securities | $5,883,000 | 1,730 |
| U.S. Government agency obligations | $11,657,000 | 3,120 |
| Securities issued by states & political subdivisions | $30,714,000 | 1,339 |
| Other domestic debt securities | $9,389,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $9,389,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,117,000 | 2,456 |
| Mortgage-backed securities | $15,887,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $309,000 | 3,441 |
| Privately issued | $9,389,000 | 64 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,476 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $5,949,000 | 659 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $57,643,000 | 2,197 |
| Total debt securities | $57,643,000 | 2,403 |
| 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 | $54,199,000 | 2,474 |
| U.S. Government securities | $17,655,000 | 3,104 |
| U.S. Treasury securities | $5,812,000 | 1,774 |
| U.S. Government agency obligations | $11,843,000 | 3,083 |
| Securities issued by states & political subdivisions | $27,390,000 | 1,437 |
| Other domestic debt securities | $9,154,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $9,154,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,677,000 | 2,496 |
| Mortgage-backed securities | $15,763,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $309,000 | 3,459 |
| Privately issued | $9,154,000 | 64 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,458 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $6,053,000 | 642 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $54,199,000 | 2,251 |
| Total debt securities | $54,199,000 | 2,458 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $58,753,000 | 2,444 |
| U.S. Government securities | $18,992,000 | 3,076 |
| U.S. Treasury securities | $5,775,000 | 1,814 |
| U.S. Government agency obligations | $13,217,000 | 3,045 |
| Securities issued by states & political subdivisions | $29,985,000 | 1,397 |
| Other domestic debt securities | $9,776,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $9,776,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,865,000 | 2,426 |
| Mortgage-backed securities | $16,647,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $335,000 | 3,460 |
| Privately issued | $9,776,000 | 65 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,447 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $6,267,000 | 633 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $58,753,000 | 2,214 |
| Total debt securities | $58,752,000 | 2,428 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $59,916,000 | 2,493 |
| U.S. Government securities | $19,414,000 | 3,138 |
| U.S. Treasury securities | $5,823,000 | 1,879 |
| U.S. Government agency obligations | $13,591,000 | 3,036 |
| Securities issued by states & political subdivisions | $30,259,000 | 1,432 |
| Other domestic debt securities | $10,243,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $10,243,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,231,000 | 2,378 |
| Mortgage-backed securities | $17,320,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $349,000 | 3,499 |
| Privately issued | $10,243,000 | 72 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,475 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $6,436,000 | 639 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $59,916,000 | 2,260 |
| Total debt securities | $59,907,000 | 2,473 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $59,005,000 | 2,548 |
| U.S. Government securities | $16,870,000 | 3,304 |
| U.S. Treasury securities | $5,749,000 | 1,928 |
| U.S. Government agency obligations | $11,121,000 | 3,213 |
| Securities issued by states & political subdivisions | $31,886,000 | 1,420 |
| Other domestic debt securities | $10,249,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $10,249,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,544,000 | 2,314 |
| Mortgage-backed securities | $17,369,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $351,000 | 3,531 |
| Privately issued | $10,249,000 | 79 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,488 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $6,466,000 | 639 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $59,005,000 | 2,309 |
| Total debt securities | $59,004,000 | 2,530 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $57,621,000 | 2,570 |
| U.S. Government securities | $16,167,000 | 3,356 |
| U.S. Treasury securities | $5,754,000 | 1,955 |
| U.S. Government agency obligations | $10,413,000 | 3,276 |
| Securities issued by states & political subdivisions | $31,013,000 | 1,450 |
| Other domestic debt securities | $10,441,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $10,441,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,097,000 | 2,175 |
| Mortgage-backed securities | $17,742,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $376,000 | 3,537 |
| Privately issued | $10,441,000 | 61 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 2,500 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $6,598,000 | 667 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $57,621,000 | 2,336 |
| Total debt securities | $57,620,000 | 2,551 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $61,705,000 | 2,517 |
| U.S. Government securities | $15,935,000 | 3,403 |
| U.S. Treasury securities | $5,860,000 | 1,917 |
| U.S. Government agency obligations | $10,075,000 | 3,346 |
| Securities issued by states & political subdivisions | $34,493,000 | 1,392 |
| Other domestic debt securities | $11,277,000 | 942 |
| Privately issued residential mortgage-backed securities | $11,277,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,164,000 | 2,028 |
| Mortgage-backed securities | $19,086,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $11,672,000 | 2,121 |
| Issued or guaranteed by U.S. | $395,000 | 3,561 |
| Privately issued | $11,277,000 | 64 |
| Collaterized mortgage obligations | $367,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,498 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,047,000 | 1,022 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $7,047,000 | 700 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $61,705,000 | 2,318 |
| Total debt securities | $61,706,000 | 2,503 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $57,279,000 | 2,599 |
| U.S. Government securities | $13,794,000 | 3,468 |
| U.S. Treasury securities | $3,957,000 | 1,960 |
| U.S. Government agency obligations | $9,837,000 | 3,343 |
| Securities issued by states & political subdivisions | $33,317,000 | 1,447 |
| Other domestic debt securities | $10,168,000 | 959 |
| Privately issued residential mortgage-backed securities | $10,168,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,309,000 | 2,036 |
| Mortgage-backed securities | $18,554,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $10,598,000 | 2,234 |
| Issued or guaranteed by U.S. | $430,000 | 3,570 |
| Privately issued | $10,168,000 | 64 |
| Collaterized mortgage obligations | $417,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,473 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,539,000 | 992 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $7,539,000 | 675 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $57,279,000 | 2,409 |
| Total debt securities | $57,278,000 | 2,583 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $48,032,000 | 2,738 |
| U.S. Government securities | $18,543,000 | 3,015 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $18,543,000 | 2,737 |
| Securities issued by states & political subdivisions | $29,489,000 | 1,634 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,658,000 | 1,977 |
| Mortgage-backed securities | $16,909,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $7,859,000 | 2,477 |
| Issued or guaranteed by U.S. | $7,859,000 | 2,404 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $655,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,370 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,395,000 | 944 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $8,395,000 | 641 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,032,000 | 2,569 |
| Total debt securities | $48,031,000 | 2,718 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $38,036,000 | 2,975 |
| U.S. Government securities | $9,894,000 | 3,564 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $9,894,000 | 3,316 |
| Securities issued by states & political subdivisions | $26,614,000 | 1,712 |
| Other domestic debt securities | $1,528,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $1,528,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,289,000 | 1,922 |
| Mortgage-backed securities | $9,574,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 3,290 |
| Issued or guaranteed by U.S. | $531,000 | 3,593 |
| Privately issued | $1,528,000 | 150 |
| Collaterized mortgage obligations | $935,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,296 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,580,000 | 1,053 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $6,580,000 | 711 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,036,000 | 2,817 |
| Total debt securities | $38,035,000 | 2,953 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $37,801,000 | 2,922 |
| U.S. Government securities | $10,341,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,341,000 | 3,265 |
| Securities issued by states & political subdivisions | $25,743,000 | 1,711 |
| Other domestic debt securities | $1,717,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $1,717,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,208,000 | 2,171 |
| Mortgage-backed securities | $10,065,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 3,236 |
| Issued or guaranteed by U.S. | $597,000 | 3,577 |
| Privately issued | $1,717,000 | 157 |
| Collaterized mortgage obligations | $1,020,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,236 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,731,000 | 1,023 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,731,000 | 683 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $37,801,000 | 2,760 |
| Total debt securities | $37,801,000 | 2,904 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $34,679,000 | 2,914 |
| U.S. Government securities | $10,982,000 | 3,339 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,982,000 | 3,153 |
| Securities issued by states & political subdivisions | $21,801,000 | 1,845 |
| Other domestic debt securities | $1,896,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $1,896,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,348,000 | 2,275 |
| Mortgage-backed securities | $10,756,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 2,827 |
| Issued or guaranteed by U.S. | $2,699,000 | 3,015 |
| Privately issued | $1,896,000 | 162 |
| Collaterized mortgage obligations | $1,118,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,177 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,043,000 | 1,096 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $5,043,000 | 723 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,679,000 | 2,732 |
| Total debt securities | $34,678,000 | 2,892 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $32,397,000 | 2,913 |
| U.S. Government securities | $12,136,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,136,000 | 2,965 |
| Securities issued by states & political subdivisions | $20,261,000 | 1,881 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,619,000 | 2,169 |
| Mortgage-backed securities | $9,835,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $2,784,000 | 3,051 |
| Issued or guaranteed by U.S. | $2,784,000 | 2,975 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,417,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $1,417,000 | 2,129 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,634,000 | 1,021 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $5,634,000 | 672 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,397,000 | 2,738 |
| Total debt securities | $32,399,000 | 2,892 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $27,336,000 | 3,018 |
| U.S. Government securities | $13,034,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,034,000 | 2,835 |
| Securities issued by states & political subdivisions | $14,302,000 | 2,139 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,348,000 | 2,100 |
| Mortgage-backed securities | $10,590,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 2,983 |
| Issued or guaranteed by U.S. | $3,103,000 | 2,896 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,539,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,120 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,948,000 | 973 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $5,948,000 | 642 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $27,336,000 | 2,830 |
| Total debt securities | $27,328,000 | 3,001 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $25,567,000 | 3,072 |
| U.S. Government securities | $13,667,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,667,000 | 2,799 |
| Securities issued by states & political subdivisions | $11,900,000 | 2,246 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,129,000 | 2,277 |
| Mortgage-backed securities | $11,151,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 2,928 |
| Issued or guaranteed by U.S. | $3,426,000 | 2,847 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,692,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 2,101 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,033,000 | 938 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $6,033,000 | 608 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,567,000 | 2,877 |
| Total debt securities | $25,568,000 | 3,051 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $27,504,000 | 2,948 |
| U.S. Government securities | $14,539,000 | 2,897 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,539,000 | 2,748 |
| Securities issued by states & political subdivisions | $12,965,000 | 2,054 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,029,000 | 2,286 |
| Mortgage-backed securities | $11,887,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $3,663,000 | 2,891 |
| Issued or guaranteed by U.S. | $3,663,000 | 2,799 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,825,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $1,825,000 | 2,075 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $6,399,000 | 902 |
| Commercial mortgage pass-through securities | $427,000 | 1,315 |
| Other commercial mortgage-backed securities | $5,972,000 | 599 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $27,504,000 | 2,762 |
| Total debt securities | $27,504,000 | 2,930 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $27,236,000 | 2,989 |
| U.S. Government securities | $14,762,000 | 2,946 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,762,000 | 2,787 |
| Securities issued by states & political subdivisions | $12,474,000 | 2,069 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,817,000 | 2,325 |
| Mortgage-backed securities | $12,050,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 2,819 |
| Issued or guaranteed by U.S. | $3,812,000 | 2,734 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,895,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $1,895,000 | 2,071 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $6,343,000 | 880 |
| Commercial mortgage pass-through securities | $428,000 | 1,309 |
| Other commercial mortgage-backed securities | $5,915,000 | 571 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $27,236,000 | 2,808 |
| Total debt securities | $27,233,000 | 2,972 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $28,746,000 | 2,923 |
| U.S. Government securities | $15,706,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,706,000 | 2,751 |
| Securities issued by states & political subdivisions | $13,040,000 | 2,018 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,992,000 | 2,031 |
| Mortgage-backed securities | $12,785,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,171,000 | 2,660 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,041,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $2,041,000 | 2,062 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $6,573,000 | 856 |
| Commercial mortgage pass-through securities | $431,000 | 1,300 |
| Other commercial mortgage-backed securities | $6,142,000 | 547 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $28,746,000 | 2,720 |
| Total debt securities | $28,743,000 | 2,902 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $29,223,000 | 2,942 |
| U.S. Government securities | $17,010,000 | 2,860 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,010,000 | 2,696 |
| Securities issued by states & political subdivisions | $12,213,000 | 2,143 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,928,000 | 1,904 |
| Mortgage-backed securities | $13,960,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $4,605,000 | 2,657 |
| Issued or guaranteed by U.S. | $4,605,000 | 2,584 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,209,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,996 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $7,146,000 | 809 |
| Commercial mortgage pass-through securities | $435,000 | 1,288 |
| Other commercial mortgage-backed securities | $6,711,000 | 504 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $29,223,000 | 2,738 |
| Total debt securities | $29,217,000 | 2,927 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $30,212,000 | 2,950 |
| U.S. Government securities | $17,726,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $17,726,000 | 2,685 |
| Securities issued by states & political subdivisions | $12,486,000 | 2,175 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,583,000 | 1,741 |
| Mortgage-backed securities | $14,535,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $5,089,000 | 2,596 |
| Issued or guaranteed by U.S. | $5,089,000 | 2,528 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,332,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,332,000 | 1,977 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,114,000 | 760 |
| Commercial mortgage pass-through securities | $435,000 | 1,270 |
| Other commercial mortgage-backed securities | $6,679,000 | 463 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $30,212,000 | 2,740 |
| Total debt securities | $30,207,000 | 2,935 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $31,499,000 | 2,921 |
| U.S. Government securities | $18,925,000 | 2,766 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $18,925,000 | 2,619 |
| Securities issued by states & political subdivisions | $12,574,000 | 2,227 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,449,000 | 1,904 |
| Mortgage-backed securities | $15,597,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $5,420,000 | 2,556 |
| Issued or guaranteed by U.S. | $5,420,000 | 2,513 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,475,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,475,000 | 1,944 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,702,000 | 713 |
| Commercial mortgage pass-through securities | $437,000 | 1,260 |
| Other commercial mortgage-backed securities | $7,265,000 | 438 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $31,499,000 | 2,708 |
| Total debt securities | $31,489,000 | 2,907 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $31,943,000 | 2,919 |
| U.S. Government securities | $19,485,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $19,485,000 | 2,618 |
| Securities issued by states & political subdivisions | $12,458,000 | 2,265 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,297,000 | 2,037 |
| Mortgage-backed securities | $15,985,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 2,543 |
| Issued or guaranteed by U.S. | $5,742,000 | 2,526 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,608,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,608,000 | 1,902 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,635,000 | 702 |
| Commercial mortgage pass-through securities | $437,000 | 1,234 |
| Other commercial mortgage-backed securities | $7,198,000 | 433 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $31,943,000 | 2,704 |
| Total debt securities | $31,943,000 | 2,902 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $32,172,000 | 2,956 |
| U.S. Government securities | $19,584,000 | 2,741 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,584,000 | 2,602 |
| Securities issued by states & political subdivisions | $12,588,000 | 2,306 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,004,000 | 1,784 |
| Mortgage-backed securities | $15,869,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $4,395,000 | 2,826 |
| Issued or guaranteed by U.S. | $4,395,000 | 2,687 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,792,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $2,792,000 | 1,869 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,682,000 | 654 |
| Commercial mortgage pass-through securities | $441,000 | 1,210 |
| Other commercial mortgage-backed securities | $8,241,000 | 390 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $32,172,000 | 2,727 |
| Total debt securities | $32,171,000 | 2,935 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $33,445,000 | 2,916 |
| U.S. Government securities | $20,756,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,756,000 | 2,608 |
| Securities issued by states & political subdivisions | $12,689,000 | 2,328 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,316,000 | 1,663 |
| Mortgage-backed securities | $16,800,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $4,669,000 | 2,832 |
| Issued or guaranteed by U.S. | $4,669,000 | 2,828 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,986,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $2,986,000 | 1,826 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $9,145,000 | 561 |
| Commercial mortgage pass-through securities | $447,000 | 990 |
| Other commercial mortgage-backed securities | $8,698,000 | 365 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $33,445,000 | 2,686 |
| Total debt securities | $33,443,000 | 2,894 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $30,639,000 | 3,110 |
| U.S. Government securities | $17,751,000 | 2,960 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,751,000 | 2,826 |
| Securities issued by states & political subdivisions | $12,888,000 | 2,379 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,985,000 | 1,953 |
| Mortgage-backed securities | $13,549,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 2,801 |
| Issued or guaranteed by U.S. | $5,000,000 | 2,796 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,214,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 1,779 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,335,000 | 705 |
| Commercial mortgage pass-through securities | $455,000 | 987 |
| Other commercial mortgage-backed securities | $4,880,000 | 461 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $30,639,000 | 2,867 |
| Total debt securities | $30,638,000 | 3,089 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $30,852,000 | 3,120 |
| U.S. Government securities | $17,858,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,858,000 | 2,858 |
| Securities issued by states & political subdivisions | $12,994,000 | 2,402 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,793,000 | 1,957 |
| Mortgage-backed securities | $13,371,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $5,317,000 | 2,787 |
| Issued or guaranteed by U.S. | $5,317,000 | 2,784 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,440,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,440,000 | 1,758 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,614,000 | 727 |
| Commercial mortgage pass-through securities | $463,000 | 975 |
| Other commercial mortgage-backed securities | $4,151,000 | 465 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $30,852,000 | 2,865 |
| Total debt securities | $30,851,000 | 3,099 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $31,897,000 | 3,113 |
| U.S. Government securities | $18,799,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,799,000 | 2,842 |
| Securities issued by states & political subdivisions | $13,098,000 | 2,418 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,900,000 | 2,092 |
| Mortgage-backed securities | $14,075,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $5,611,000 | 2,781 |
| Issued or guaranteed by U.S. | $5,611,000 | 2,779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,661,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,661,000 | 1,754 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $4,803,000 | 705 |
| Commercial mortgage pass-through securities | $469,000 | 948 |
| Other commercial mortgage-backed securities | $4,334,000 | 450 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $31,897,000 | 2,857 |
| Total debt securities | $31,890,000 | 3,090 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $31,662,000 | 3,132 |
| U.S. Government securities | $18,690,000 | 3,015 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,690,000 | 2,883 |
| Securities issued by states & political subdivisions | $12,972,000 | 2,443 |
| 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 | $20,380,000 | 2,068 |
| Mortgage-backed securities | $13,735,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $5,877,000 | 2,780 |
| Issued or guaranteed by U.S. | $5,877,000 | 2,777 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,875,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,875,000 | 1,728 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,983,000 | 735 |
| Commercial mortgage pass-through securities | $469,000 | 901 |
| Other commercial mortgage-backed securities | $3,514,000 | 476 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $31,662,000 | 2,884 |
| Total debt securities | $31,660,000 | 3,113 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $32,280,000 | 3,093 |
| U.S. Government securities | $19,337,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,337,000 | 2,826 |
| Securities issued by states & political subdivisions | $12,943,000 | 2,457 |
| 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 | $20,808,000 | 2,042 |
| Mortgage-backed securities | $14,231,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $6,140,000 | 2,771 |
| Issued or guaranteed by U.S. | $6,140,000 | 2,766 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,083,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,083,000 | 1,658 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,008,000 | 710 |
| Commercial mortgage pass-through securities | $472,000 | 872 |
| Other commercial mortgage-backed securities | $3,536,000 | 470 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $32,280,000 | 2,842 |
| Total debt securities | $32,281,000 | 3,073 |
| 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 | $34,404,000 | 2,976 |
| U.S. Government securities | $20,907,000 | 2,832 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $20,907,000 | 2,718 |
| Securities issued by states & political subdivisions | $13,497,000 | 2,411 |
| 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 | $22,167,000 | 1,973 |
| Mortgage-backed securities | $15,341,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $6,649,000 | 2,699 |
| Issued or guaranteed by U.S. | $6,649,000 | 2,698 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,462,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,462,000 | 1,613 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,230,000 | 670 |
| Commercial mortgage pass-through securities | $487,000 | 802 |
| Other commercial mortgage-backed securities | $3,743,000 | 452 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $34,404,000 | 2,730 |
| Total debt securities | $34,404,000 | 2,960 |
| 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 | $35,851,000 | 2,967 |
| U.S. Government securities | $22,001,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,001,000 | 2,701 |
| Securities issued by states & political subdivisions | $13,850,000 | 2,374 |
| 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 | $23,028,000 | 1,958 |
| Mortgage-backed securities | $16,232,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $7,026,000 | 2,698 |
| Issued or guaranteed by U.S. | $7,026,000 | 2,693 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,721,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,721,000 | 1,593 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,485,000 | 621 |
| Commercial mortgage pass-through securities | $493,000 | 757 |
| Other commercial mortgage-backed securities | $3,992,000 | 434 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $35,851,000 | 2,717 |
| Total debt securities | $35,851,000 | 2,948 |
| 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 | $36,315,000 | 2,991 |
| U.S. Government securities | $22,798,000 | 2,824 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $22,798,000 | 2,721 |
| Securities issued by states & political subdivisions | $13,517,000 | 2,403 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,440,000 | 2,000 |
| Mortgage-backed securities | $16,797,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $7,378,000 | 2,645 |
| Issued or guaranteed by U.S. | $7,378,000 | 2,642 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,928,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,928,000 | 1,570 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,491,000 | 610 |
| Commercial mortgage pass-through securities | $486,000 | 736 |
| Other commercial mortgage-backed securities | $4,005,000 | 419 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $36,315,000 | 2,728 |
| Total debt securities | $36,314,000 | 2,969 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $36,441,000 | 3,005 |
| U.S. Government securities | $23,785,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,785,000 | 2,696 |
| Securities issued by states & political subdivisions | $12,656,000 | 2,502 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,305,000 | 2,077 |
| Mortgage-backed securities | $16,615,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $6,144,000 | 2,852 |
| Issued or guaranteed by U.S. | $6,144,000 | 2,850 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,942,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,942,000 | 1,579 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,529,000 | 518 |
| Commercial mortgage pass-through securities | $1,482,000 | 525 |
| Other commercial mortgage-backed securities | $4,047,000 | 377 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $36,441,000 | 2,738 |
| Total debt securities | $36,435,000 | 2,985 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $37,715,000 | 2,975 |
| U.S. Government securities | $24,993,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,993,000 | 2,676 |
| Securities issued by states & political subdivisions | $12,722,000 | 2,516 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,021,000 | 2,046 |
| Mortgage-backed securities | $17,610,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $6,498,000 | 2,829 |
| Issued or guaranteed by U.S. | $6,498,000 | 2,827 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,419,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $5,419,000 | 1,537 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $5,693,000 | 494 |
| Commercial mortgage pass-through securities | $1,513,000 | 496 |
| Other commercial mortgage-backed securities | $4,180,000 | 349 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,715,000 | 2,721 |
| Total debt securities | $37,715,000 | 2,949 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $38,409,000 | 2,987 |
| U.S. Government securities | $25,857,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $25,857,000 | 2,705 |
| Securities issued by states & political subdivisions | $12,552,000 | 2,536 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,398,000 | 2,056 |
| Mortgage-backed securities | $18,298,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 2,874 |
| Issued or guaranteed by U.S. | $6,783,000 | 2,872 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,656,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $5,656,000 | 1,555 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,859,000 | 467 |
| Commercial mortgage pass-through securities | $1,520,000 | 467 |
| Other commercial mortgage-backed securities | $4,339,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $38,409,000 | 2,732 |
| Total debt securities | $38,406,000 | 2,963 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $40,782,000 | 2,912 |
| U.S. Government securities | $27,512,000 | 2,739 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $27,512,000 | 2,651 |
| Securities issued by states & political subdivisions | $13,270,000 | 2,438 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,161,000 | 2,098 |
| Mortgage-backed securities | $19,535,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $7,313,000 | 2,833 |
| Issued or guaranteed by U.S. | $7,313,000 | 2,832 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,939,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $5,939,000 | 1,564 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,283,000 | 430 |
| Commercial mortgage pass-through securities | $1,563,000 | 443 |
| Other commercial mortgage-backed securities | $4,720,000 | 314 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $40,782,000 | 2,666 |
| Total debt securities | $40,780,000 | 2,891 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $41,114,000 | 2,928 |
| U.S. Government securities | $28,021,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,021,000 | 2,639 |
| Securities issued by states & political subdivisions | $13,093,000 | 2,478 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,376,000 | 2,082 |
| Mortgage-backed securities | $19,934,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $7,506,000 | 2,860 |
| Issued or guaranteed by U.S. | $7,506,000 | 2,859 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,135,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $6,135,000 | 1,584 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,293,000 | 419 |
| Commercial mortgage pass-through securities | $1,552,000 | 448 |
| Other commercial mortgage-backed securities | $4,741,000 | 295 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $41,114,000 | 2,674 |
| Total debt securities | $41,115,000 | 2,908 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $43,131,000 | 2,906 |
| U.S. Government securities | $30,305,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,305,000 | 2,601 |
| Securities issued by states & political subdivisions | $12,826,000 | 2,508 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,952,000 | 2,178 |
| Mortgage-backed securities | $21,736,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $8,964,000 | 2,729 |
| Issued or guaranteed by U.S. | $8,964,000 | 2,727 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,349,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $6,349,000 | 1,570 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,423,000 | 405 |
| Commercial mortgage pass-through securities | $1,545,000 | 446 |
| Other commercial mortgage-backed securities | $4,878,000 | 273 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $43,131,000 | 2,654 |
| Total debt securities | $43,130,000 | 2,879 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $43,355,000 | 2,945 |
| U.S. Government securities | $30,774,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,774,000 | 2,614 |
| Securities issued by states & political subdivisions | $12,581,000 | 2,536 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,241,000 | 2,383 |
| Mortgage-backed securities | $22,653,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $11,079,000 | 2,501 |
| Issued or guaranteed by U.S. | $11,079,000 | 2,500 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,612,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $6,612,000 | 1,564 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,962,000 | 459 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $4,962,000 | 255 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $43,355,000 | 2,683 |
| Total debt securities | $43,345,000 | 2,921 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $39,066,000 | 3,177 |
| U.S. Government securities | $27,125,000 | 2,932 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,125,000 | 2,857 |
| Securities issued by states & political subdivisions | $11,941,000 | 2,633 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,061,000 | 2,408 |
| Mortgage-backed securities | $18,793,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $7,875,000 | 2,969 |
| Issued or guaranteed by U.S. | $7,875,000 | 2,969 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,841,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $6,841,000 | 1,553 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,077,000 | 469 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $4,077,000 | 271 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $39,066,000 | 2,897 |
| Total debt securities | $39,063,000 | 3,147 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $36,733,000 | 3,301 |
| U.S. Government securities | $25,121,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,121,000 | 2,989 |
| Securities issued by states & political subdivisions | $11,612,000 | 2,664 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,700,000 | 2,713 |
| Mortgage-backed securities | $17,234,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $7,585,000 | 2,999 |
| Issued or guaranteed by U.S. | $7,585,000 | 2,997 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,033,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $7,033,000 | 1,535 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,616,000 | 519 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,616,000 | 311 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $36,733,000 | 3,018 |
| Total debt securities | $36,733,000 | 3,273 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $38,251,000 | 3,234 |
| U.S. Government securities | $26,526,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,526,000 | 2,918 |
| Securities issued by states & political subdivisions | $11,725,000 | 2,652 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,400,000 | 2,615 |
| Mortgage-backed securities | $18,315,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $8,156,000 | 2,922 |
| Issued or guaranteed by U.S. | $8,156,000 | 2,919 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,269,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $7,269,000 | 1,529 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,890,000 | 495 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,890,000 | 298 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $38,251,000 | 2,963 |
| Total debt securities | $38,251,000 | 3,203 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $39,006,000 | 3,178 |
| U.S. Government securities | $27,992,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,992,000 | 2,821 |
| Securities issued by states & political subdivisions | $11,014,000 | 2,734 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,398,000 | 2,817 |
| Mortgage-backed securities | $19,339,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $8,799,000 | 2,792 |
| Issued or guaranteed by U.S. | $8,799,000 | 2,790 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,584,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $7,584,000 | 1,514 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $2,956,000 | 473 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,956,000 | 267 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $39,006,000 | 2,915 |
| Total debt securities | $39,006,000 | 3,146 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $40,900,000 | 3,104 |
| U.S. Government securities | $29,838,000 | 2,828 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,838,000 | 2,760 |
| Securities issued by states & political subdivisions | $11,062,000 | 2,710 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,338,000 | 2,730 |
| Mortgage-backed securities | $20,687,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $9,750,000 | 2,698 |
| Issued or guaranteed by U.S. | $9,750,000 | 2,697 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,938,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $7,938,000 | 1,534 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $2,999,000 | 420 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,999,000 | 220 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $40,900,000 | 2,867 |
| Total debt securities | $40,901,000 | 3,066 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $37,369,000 | 3,229 |
| U.S. Government securities | $27,015,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,015,000 | 2,859 |
| Securities issued by states & political subdivisions | $10,354,000 | 2,785 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,375,000 | 2,728 |
| Mortgage-backed securities | $17,640,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $9,606,000 | 2,706 |
| Issued or guaranteed by U.S. | $9,606,000 | 2,704 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,012,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $5,012,000 | 1,952 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,022,000 | 352 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $3,022,000 | 181 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $37,369,000 | 2,983 |
| Total debt securities | $37,369,000 | 3,195 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,001,000 | 1,697 |
| 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 | $34,585,000 | 3,431 |
| U.S. Government securities | $26,713,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,713,000 | 2,945 |
| Securities issued by states & political subdivisions | $7,872,000 | 3,154 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,349,000 | 2,440 |
| Mortgage-backed securities | $19,246,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $11,100,000 | 2,649 |
| Issued or guaranteed by U.S. | $11,100,000 | 2,647 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,148,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $5,148,000 | 1,990 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,998,000 | 335 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $2,998,000 | 179 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $34,585,000 | 3,165 |
| Total debt securities | $34,585,000 | 3,406 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,010,000 | 1,331 |
| 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 | $34,973,000 | 3,416 |
| U.S. Government securities | $27,116,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,116,000 | 2,979 |
| Securities issued by states & political subdivisions | $7,857,000 | 3,096 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,318,000 | 2,414 |
| Mortgage-backed securities | $20,551,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $12,226,000 | 2,566 |
| Issued or guaranteed by U.S. | $12,226,000 | 2,563 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,326,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $5,326,000 | 1,973 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $2,999,000 | 320 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $2,999,000 | 177 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $34,973,000 | 3,160 |
| Total debt securities | $34,973,000 | 3,395 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,018,000 | 1,487 |
| 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 | $38,997,000 | 3,220 |
| U.S. Government securities | $31,054,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $31,054,000 | 2,767 |
| Securities issued by states & political subdivisions | $7,943,000 | 2,996 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,631,000 | 2,462 |
| Mortgage-backed securities | $23,372,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $15,295,000 | 2,252 |
| Issued or guaranteed by U.S. | $15,295,000 | 2,249 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,115,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $5,115,000 | 2,025 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $2,962,000 | 292 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $2,962,000 | 159 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $38,997,000 | 2,966 |
| Total debt securities | $38,997,000 | 3,188 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $1,988,000 | 1,767 |
| 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 | $34,443,000 | 3,376 |
| U.S. Government securities | $26,407,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,407,000 | 2,981 |
| Securities issued by states & political subdivisions | $8,036,000 | 2,942 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,570,000 | 2,266 |
| Mortgage-backed securities | $21,549,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $15,302,000 | 2,149 |
| Issued or guaranteed by U.S. | $15,302,000 | 2,144 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,157,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $4,157,000 | 2,076 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $2,090,000 | 270 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $2,090,000 | 137 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $34,443,000 | 3,098 |
| Total debt securities | $34,443,000 | 3,351 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $28,635,000 | 3,710 |
| U.S. Government securities | $20,048,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,048,000 | 3,501 |
| Securities issued by states & political subdivisions | $8,587,000 | 2,793 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,380,000 | 2,336 |
| Mortgage-backed securities | $15,078,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $13,695,000 | 2,233 |
| Issued or guaranteed by U.S. | $13,695,000 | 2,227 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,383,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,736 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,635,000 | 3,416 |
| Total debt securities | $28,635,000 | 3,678 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $27,695,000 | 3,795 |
| U.S. Government securities | $19,190,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,190,000 | 3,654 |
| Securities issued by states & political subdivisions | $8,505,000 | 2,757 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,449,000 | 2,554 |
| Mortgage-backed securities | $14,181,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $13,080,000 | 2,237 |
| Issued or guaranteed by U.S. | $13,080,000 | 2,233 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,101,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,776 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,695,000 | 3,502 |
| Total debt securities | $27,694,000 | 3,766 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $30,203,000 | 3,614 |
| U.S. Government securities | $22,215,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,215,000 | 3,329 |
| Securities issued by states & political subdivisions | $7,988,000 | 2,796 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,354,000 | 2,455 |
| Mortgage-backed securities | $17,131,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $15,969,000 | 1,923 |
| Issued or guaranteed by U.S. | $15,969,000 | 1,920 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,162,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 2,685 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,203,000 | 3,321 |
| Total debt securities | $30,203,000 | 3,583 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $29,236,000 | 3,560 |
| U.S. Government securities | $21,389,000 | 3,341 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,389,000 | 3,240 |
| Securities issued by states & political subdivisions | $7,847,000 | 2,829 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,207,000 | 2,350 |
| Mortgage-backed securities | $17,264,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $17,083,000 | 1,754 |
| Issued or guaranteed by U.S. | $17,083,000 | 1,750 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $181,000 | 3,544 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,239 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,236,000 | 3,262 |
| Total debt securities | $29,236,000 | 3,530 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $31,007,000 | 3,399 |
| U.S. Government securities | $23,570,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,570,000 | 2,997 |
| Securities issued by states & political subdivisions | $7,437,000 | 2,822 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,973,000 | 2,290 |
| Mortgage-backed securities | $19,182,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $18,980,000 | 1,596 |
| Issued or guaranteed by U.S. | $18,980,000 | 1,592 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $202,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,193 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $31,007,000 | 3,101 |
| Total debt securities | $31,010,000 | 3,369 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $32,743,000 | 3,285 |
| U.S. Government securities | $24,051,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,051,000 | 3,009 |
| Securities issued by states & political subdivisions | $8,692,000 | 2,465 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,323,000 | 1,949 |
| Mortgage-backed securities | $18,442,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $18,220,000 | 1,660 |
| Issued or guaranteed by U.S. | $18,220,000 | 1,654 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $222,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,094 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $32,743,000 | 2,972 |
| Total debt securities | $32,743,000 | 3,249 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $35,437,000 | 3,135 |
| U.S. Government securities | $27,200,000 | 2,898 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,200,000 | 2,821 |
| Securities issued by states & political subdivisions | $8,005,000 | 2,564 |
| Other domestic debt securities | $232,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $232,000 | 1,922 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,131,000 | 2,146 |
| Mortgage-backed securities | $20,412,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $20,173,000 | 1,620 |
| Issued or guaranteed by U.S. | $20,173,000 | 1,615 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $239,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,048 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $35,437,000 | 2,810 |
| Total debt securities | $35,437,000 | 3,105 |
| Structured notes |
| Amortized cost | $500,000 | 2,655 |
| Fair value | $498,000 | 2,760 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $40,002,000 | 2,860 |
| U.S. Government securities | $32,306,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $32,306,000 | 2,462 |
| Securities issued by states & political subdivisions | $7,516,000 | 2,663 |
| Other domestic debt securities | $180,000 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $180,000 | 2,023 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,645,000 | 1,879 |
| Mortgage-backed securities | $22,016,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $21,739,000 | 1,586 |
| Issued or guaranteed by U.S. | $21,739,000 | 1,579 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $277,000 | 3,358 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,018 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $40,002,000 | 2,546 |
| Total debt securities | $40,002,000 | 2,841 |
| Structured notes |
| Amortized cost | $998,000 | 2,183 |
| Fair value | $979,000 | 2,175 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $42,830,000 | 2,713 |
| U.S. Government securities | $35,053,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,053,000 | 2,292 |
| Securities issued by states & political subdivisions | $7,585,000 | 2,662 |
| Other domestic debt securities | $192,000 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $192,000 | 2,116 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,954,000 | 1,702 |
| Mortgage-backed securities | $23,302,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $23,010,000 | 1,560 |
| Issued or guaranteed by U.S. | $23,010,000 | 1,554 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $292,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,016 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $42,830,000 | 2,404 |
| Total debt securities | $42,830,000 | 2,686 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $40,055,000 | 2,789 |
| U.S. Government securities | $31,948,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $31,948,000 | 2,432 |
| Securities issued by states & political subdivisions | $7,424,000 | 2,645 |
| Other domestic debt securities | $683,000 | 2,655 |
| Privately issued residential mortgage-backed securities | $499,000 | 1,343 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $184,000 | 2,215 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,882,000 | 1,660 |
| Mortgage-backed securities | $22,110,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $21,313,000 | 1,687 |
| Issued or guaranteed by U.S. | $21,313,000 | 1,678 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $797,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,001 |
| Privately issued | $499,000 | 1,281 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $40,055,000 | 2,482 |
| Total debt securities | $40,055,000 | 2,763 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $39,535,000 | 2,810 |
| U.S. Government securities | $31,796,000 | 2,535 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,796,000 | 2,478 |
| Securities issued by states & political subdivisions | $7,532,000 | 2,540 |
| Other domestic debt securities | $207,000 | 3,075 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,000 | 2,288 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,127,000 | 1,641 |
| Mortgage-backed securities | $24,545,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $24,545,000 | 1,553 |
| Issued or guaranteed by U.S. | $24,545,000 | 1,542 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $39,535,000 | 2,517 |
| Total debt securities | $39,533,000 | 2,784 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $40,843,000 | 2,717 |
| U.S. Government securities | $31,376,000 | 2,580 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,376,000 | 2,525 |
| Securities issued by states & political subdivisions | $7,405,000 | 2,544 |
| Other domestic debt securities | $2,025,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $1,793,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $232,000 | 2,199 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $37,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,027,000 | 1,647 |
| Mortgage-backed securities | $24,791,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $22,998,000 | 1,600 |
| Issued or guaranteed by U.S. | $22,998,000 | 1,590 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,793,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,793,000 | 959 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $40,843,000 | 2,430 |
| Total debt securities | $40,806,000 | 2,692 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $40,064,000 | 2,722 |
| U.S. Government securities | $31,284,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,284,000 | 2,448 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,536 |
| Other domestic debt securities | $1,275,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $1,064,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $211,000 | 2,183 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $129,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,482,000 | 1,590 |
| Mortgage-backed securities | $25,515,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $24,451,000 | 1,452 |
| Issued or guaranteed by U.S. | $24,451,000 | 1,441 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,064,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,064,000 | 1,079 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $40,064,000 | 2,401 |
| Total debt securities | $39,935,000 | 2,700 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $38,772,000 | 2,846 |
| U.S. Government securities | $27,288,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,288,000 | 2,776 |
| Securities issued by states & political subdivisions | $8,901,000 | 2,264 |
| Other domestic debt securities | $1,361,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $1,116,000 | 1,095 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $245,000 | 2,161 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,222,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,058,000 | 1,410 |
| Mortgage-backed securities | $21,640,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $20,524,000 | 1,647 |
| Issued or guaranteed by U.S. | $20,524,000 | 1,638 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,116,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,116,000 | 1,039 |
| 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) | $38,772,000 | 2,520 |
| Total debt securities | $37,550,000 | 2,885 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $39,144,000 | 2,821 |
| U.S. Government securities | $27,647,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $27,647,000 | 2,739 |
| Securities issued by states & political subdivisions | $8,852,000 | 2,263 |
| Other domestic debt securities | $2,645,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $1,144,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,501,000 | 1,294 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,011,000 | 1,605 |
| Mortgage-backed securities | $21,681,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $20,537,000 | 1,594 |
| Issued or guaranteed by U.S. | $20,537,000 | 1,584 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,144,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $1,144,000 | 1,015 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $39,144,000 | 2,506 |
| Total debt securities | $39,145,000 | 2,782 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $32,890,000 | 3,239 |
| U.S. Government securities | $20,292,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,292,000 | 3,485 |
| Securities issued by states & political subdivisions | $11,805,000 | 1,805 |
| Other domestic debt securities | $793,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $793,000 | 1,531 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,650,000 | 3,283 |
| Mortgage-backed securities | $14,197,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $14,197,000 | 1,835 |
| Issued or guaranteed by U.S. | $14,197,000 | 1,825 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $32,890,000 | 2,852 |
| Total debt securities | $32,892,000 | 3,197 |
| Structured notes |
| Amortized cost | $1,443,000 | 1,346 |
| Fair value | $1,450,000 | 1,341 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $24,941,000 | 3,903 |
| U.S. Government securities | $14,476,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,476,000 | 4,381 |
| Securities issued by states & political subdivisions | $10,465,000 | 1,941 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,720,000 | 3,136 |
| Mortgage-backed securities | $7,611,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $7,611,000 | 2,485 |
| Issued or guaranteed by U.S. | $7,611,000 | 2,473 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $24,941,000 | 3,446 |
| Total debt securities | $24,942,000 | 3,852 |
| Structured notes |
| Amortized cost | $1,442,000 | 1,536 |
| Fair value | $1,445,000 | 1,533 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $21,742,000 | 4,253 |
| U.S. Government securities | $12,745,000 | 4,836 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,745,000 | 4,720 |
| Securities issued by states & political subdivisions | $8,997,000 | 2,190 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,922,000 | 2,680 |
| Mortgage-backed securities | $5,832,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $5,832,000 | 2,791 |
| Issued or guaranteed by U.S. | $5,832,000 | 2,777 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $21,742,000 | 3,748 |
| Total debt securities | $21,742,000 | 4,203 |
| Structured notes |
| Amortized cost | $1,441,000 | 1,620 |
| Fair value | $1,428,000 | 1,620 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $21,954,000 | 4,243 |
| U.S. Government securities | $13,181,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,181,000 | 4,638 |
| Securities issued by states & political subdivisions | $8,773,000 | 2,238 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,164,000 | 3,762 |
| Mortgage-backed securities | $5,684,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $5,684,000 | 2,820 |
| Issued or guaranteed by U.S. | $5,684,000 | 2,806 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $21,954,000 | 3,724 |
| Total debt securities | $21,954,000 | 4,192 |
| Structured notes |
| Amortized cost | $1,438,000 | 1,702 |
| Fair value | $1,433,000 | 1,699 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $20,156,000 | 4,522 |
| U.S. Government securities | $12,954,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,954,000 | 4,741 |
| Securities issued by states & political subdivisions | $6,984,000 | 2,592 |
| Other domestic debt securities | $218,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $218,000 | 2,070 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,058,000 | 3,791 |
| Mortgage-backed securities | $5,959,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $5,959,000 | 2,773 |
| Issued or guaranteed by U.S. | $5,959,000 | 2,756 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $20,156,000 | 3,968 |
| Total debt securities | $20,153,000 | 4,469 |
| Structured notes |
| Amortized cost | $1,436,000 | 1,798 |
| Fair value | $1,428,000 | 1,795 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $19,090,000 | 4,708 |
| U.S. Government securities | $11,547,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,547,000 | 5,066 |
| Securities issued by states & political subdivisions | $7,329,000 | 2,503 |
| Other domestic debt securities | $214,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $214,000 | 2,108 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,193,000 | 3,758 |
| Mortgage-backed securities | $4,787,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 3,065 |
| Issued or guaranteed by U.S. | $4,787,000 | 3,051 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,090,000 | 4,122 |
| Total debt securities | $19,090,000 | 4,660 |
| Structured notes |
| Amortized cost | $1,434,000 | 1,899 |
| Fair value | $1,421,000 | 1,897 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $18,680,000 | 4,750 |
| U.S. Government securities | $12,032,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,032,000 | 4,975 |
| Securities issued by states & political subdivisions | $6,434,000 | 2,683 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $214,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,550,000 | 3,913 |
| Mortgage-backed securities | $4,965,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $4,965,000 | 3,033 |
| Issued or guaranteed by U.S. | $4,965,000 | 3,021 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,680,000 | 4,130 |
| Total debt securities | $18,467,000 | 4,732 |
| Structured notes |
| Amortized cost | $1,432,000 | 1,956 |
| Fair value | $1,398,000 | 1,956 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $19,109,000 | 4,729 |
| U.S. Government securities | $12,075,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,075,000 | 4,978 |
| Securities issued by states & political subdivisions | $6,821,000 | 2,581 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $213,000 | 1,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,409,000 | 3,718 |
| Mortgage-backed securities | $4,710,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $4,710,000 | 3,148 |
| Issued or guaranteed by U.S. | $4,710,000 | 3,135 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,109,000 | 4,108 |
| Total debt securities | $18,896,000 | 4,713 |
| Structured notes |
| Amortized cost | $1,430,000 | 1,951 |
| Fair value | $1,408,000 | 1,950 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $18,721,000 | 4,816 |
| U.S. Government securities | $11,774,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,774,000 | 5,024 |
| Securities issued by states & political subdivisions | $6,748,000 | 2,586 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $199,000 | 1,638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,096,000 | 3,029 |
| Mortgage-backed securities | $5,058,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $5,058,000 | 3,097 |
| Issued or guaranteed by U.S. | $5,058,000 | 3,085 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,721,000 | 4,163 |
| Total debt securities | $18,521,000 | 4,783 |
| Structured notes |
| Amortized cost | $1,182,000 | 2,039 |
| Fair value | $1,166,000 | 2,037 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $18,645,000 | 4,806 |
| U.S. Government securities | $10,934,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,934,000 | 5,192 |
| Securities issued by states & political subdivisions | $7,513,000 | 2,394 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $198,000 | 1,650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,485,000 | 3,670 |
| Mortgage-backed securities | $4,324,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 3,317 |
| Issued or guaranteed by U.S. | $4,324,000 | 3,304 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,645,000 | 4,155 |
| Total debt securities | $18,444,000 | 4,786 |
| Structured notes |
| Amortized cost | $995,000 | 2,288 |
| Fair value | $991,000 | 2,160 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $17,655,000 | 4,997 |
| U.S. Government securities | $10,786,000 | 5,432 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,786,000 | 5,293 |
| Securities issued by states & political subdivisions | $6,664,000 | 2,571 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $205,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,703,000 | 3,633 |
| Mortgage-backed securities | $4,586,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,293 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $17,655,000 | 4,348 |
| Total debt securities | $17,448,000 | 4,982 |
| Structured notes |
| Amortized cost | $994,000 | 2,286 |
| Fair value | $995,000 | 2,144 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $15,612,000 | 5,365 |
| U.S. Government securities | $9,923,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,923,000 | 5,544 |
| Securities issued by states & political subdivisions | $5,479,000 | 2,892 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $210,000 | 1,695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,170,000 | 3,160 |
| Mortgage-backed securities | $4,367,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $4,367,000 | 3,453 |
| Issued or guaranteed by U.S. | $4,367,000 | 3,443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,612,000 | 4,704 |
| Total debt securities | $15,395,000 | 5,341 |
| Structured notes |
| Amortized cost | $1,487,000 | 1,846 |
| Fair value | $1,475,000 | 1,807 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $14,753,000 | 5,555 |
| U.S. Government securities | $8,771,000 | 5,997 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,771,000 | 5,849 |
| Securities issued by states & political subdivisions | $5,792,000 | 2,817 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $190,000 | 1,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,470,000 | 3,904 |
| Mortgage-backed securities | $4,220,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $4,220,000 | 3,558 |
| Issued or guaranteed by U.S. | $4,220,000 | 3,546 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,753,000 | 4,865 |
| Total debt securities | $14,563,000 | 5,513 |
| Structured notes |
| Amortized cost | $1,647,000 | 1,690 |
| Fair value | $1,656,000 | 1,680 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $14,515,000 | 5,609 |
| U.S. Government securities | $8,739,000 | 6,010 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,739,000 | 5,861 |
| Securities issued by states & political subdivisions | $5,576,000 | 2,908 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $200,000 | 1,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,965,000 | 3,764 |
| Mortgage-backed securities | $4,381,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $4,381,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,381,000 | 3,520 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,515,000 | 4,915 |
| Total debt securities | $14,315,000 | 5,574 |
| Structured notes |
| Amortized cost | $1,642,000 | 1,686 |
| Fair value | $1,662,000 | 1,680 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $15,343,000 | 5,507 |
| U.S. Government securities | $9,708,000 | 5,838 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,708,000 | 5,682 |
| Securities issued by states & political subdivisions | $5,169,000 | 3,020 |
| Other domestic debt securities | $261,000 | 3,197 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 2,772 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $205,000 | 1,792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,965,000 | 3,744 |
| Mortgage-backed securities | $4,654,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $4,654,000 | 3,509 |
| Issued or guaranteed by U.S. | $4,654,000 | 3,502 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,343,000 | 4,836 |
| Total debt securities | $15,138,000 | 5,477 |
| Structured notes |
| Amortized cost | $1,638,000 | 1,670 |
| Fair value | $1,616,000 | 1,668 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $13,680,000 | 5,801 |
| U.S. Government securities | $7,911,000 | 6,259 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,911,000 | 6,098 |
| Securities issued by states & political subdivisions | $5,289,000 | 2,990 |
| Other domestic debt securities | $273,000 | 3,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $273,000 | 2,834 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $207,000 | 1,837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,314,000 | 3,836 |
| Mortgage-backed securities | $3,847,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $3,847,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,847,000 | 3,805 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,680,000 | 5,101 |
| Total debt securities | $13,472,000 | 5,759 |
| Structured notes |
| Amortized cost | $500,000 | 2,158 |
| Fair value | $500,000 | 2,306 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $13,953,000 | 5,804 |
| U.S. Government securities | $8,505,000 | 6,185 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,505,000 | 6,007 |
| Securities issued by states & political subdivisions | $4,971,000 | 3,103 |
| Other domestic debt securities | $269,000 | 3,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $269,000 | 2,981 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $208,000 | 1,853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,554,000 | 3,243 |
| Mortgage-backed securities | $4,424,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $4,424,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,424,000 | 3,588 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,953,000 | 5,073 |
| Total debt securities | $13,745,000 | 5,751 |
| Structured notes |
| Amortized cost | $500,000 | 2,031 |
| Fair value | $494,000 | 2,195 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $13,597,000 | 5,802 |
| U.S. Government securities | $8,999,000 | 5,885 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,999,000 | 5,711 |
| Securities issued by states & political subdivisions | $4,327,000 | 3,306 |
| Other domestic debt securities | $271,000 | 3,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $271,000 | 3,086 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,434,000 | 3,201 |
| Mortgage-backed securities | $4,879,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,455 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,440 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,597,000 | 5,081 |
| Total debt securities | $13,597,000 | 5,712 |
| Structured notes |
| Amortized cost | $500,000 | 1,773 |
| Fair value | $490,000 | 1,939 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $13,583,000 | 5,763 |
| U.S. Government securities | $8,827,000 | 5,879 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,827,000 | 5,697 |
| Securities issued by states & political subdivisions | $4,221,000 | 3,316 |
| Other domestic debt securities | $535,000 | 3,167 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $535,000 | 2,816 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,506,000 | 3,355 |
| Mortgage-backed securities | $4,931,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 3,455 |
| Issued or guaranteed by U.S. | $4,931,000 | 3,444 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,583,000 | 5,026 |
| Total debt securities | $13,585,000 | 5,666 |
| Structured notes |
| Amortized cost | $500,000 | 1,576 |
| Fair value | $501,000 | 1,689 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $12,658,000 | 5,948 |
| U.S. Government securities | $8,279,000 | 6,042 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,279,000 | 5,860 |
| Securities issued by states & political subdivisions | $3,807,000 | 3,405 |
| Other domestic debt securities | $572,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $572,000 | 2,794 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,061,000 | 3,736 |
| Mortgage-backed securities | $4,383,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $4,383,000 | 3,624 |
| Issued or guaranteed by U.S. | $4,383,000 | 3,614 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,658,000 | 5,199 |
| Total debt securities | $12,652,000 | 5,849 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $13,325,000 | 5,778 |
| U.S. Government securities | $7,901,000 | 6,191 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,901,000 | 5,998 |
| Securities issued by states & political subdivisions | $3,899,000 | 3,345 |
| Other domestic debt securities | $577,000 | 3,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $577,000 | 2,803 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $948,000 | 1,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,002,000 | 4,058 |
| Mortgage-backed securities | $4,708,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $4,708,000 | 3,495 |
| Issued or guaranteed by U.S. | $4,708,000 | 3,480 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $13,325,000 | 5,010 |
| Total debt securities | $12,377,000 | 5,890 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $13,716,000 | 5,636 |
| U.S. Government securities | $9,528,000 | 5,639 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,528,000 | 5,404 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,682 |
| Other domestic debt securities | $835,000 | 3,074 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $835,000 | 2,650 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $250,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,505,000 | 5,066 |
| Mortgage-backed securities | $5,168,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,090 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,075 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,716,000 | 4,814 |
| Total debt securities | $13,467,000 | 5,609 |
| Structured notes |
| Amortized cost | $500,000 | 530 |
| Fair value | $498,000 | 606 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $13,986,000 | 5,775 |
| U.S. Government securities | $10,911,000 | 5,571 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,911,000 | 5,250 |
| Securities issued by states & political subdivisions | $1,539,000 | 4,793 |
| Other domestic debt securities | $809,000 | 2,643 |
| 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 | $809,000 | 2,323 |
| Foreign debt securities | NA | NA |
| Equity securities | $727,000 | 3,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,500,000 | 6,627 |
| Mortgage-backed securities | $4,873,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $4,873,000 | 2,667 |
| Issued or guaranteed by U.S. | $4,873,000 | 2,649 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 4,451 |
| Available-for-sale securities (fair market value) | $12,986,000 | 5,020 |
| Total debt securities | $13,259,000 | 5,805 |
| Structured notes |
| Amortized cost | $350,000 | 705 |
| Fair value | $322,000 | 712 |
| 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 | $11,623,000 | 6,615 |
| U.S. Government securities | $10,937,000 | 5,821 |
| U.S. Treasury securities | $245,000 | 5,078 |
| U.S. Government agency obligations | $10,692,000 | 5,379 |
| Securities issued by states & political subdivisions | $217,000 | 6,977 |
| 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 | $469,000 | 3,861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,250,000 | 6,937 |
| Mortgage-backed securities | $4,379,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $4,379,000 | 2,999 |
| Issued or guaranteed by U.S. | $4,379,000 | 2,989 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 4,856 |
| Available-for-sale securities (fair market value) | $10,623,000 | 5,700 |
| Total debt securities | $11,154,000 | 6,633 |
| Structured notes |
| Amortized cost | $350,000 | 1,018 |
| Fair value | $287,000 | 1,057 |
| 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 | $8,928,000 | 7,410 |
| U.S. Government securities | $8,767,000 | 6,490 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,767,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $161,000 | 5,802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $4,132,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,289 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,273 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,299,000 | 4,563 |
| Available-for-sale securities (fair market value) | $6,629,000 | 6,796 |
| Total debt securities | $8,767,000 | 7,341 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $5,710,000 | 8,921 |
| U.S. Government securities | $5,603,000 | 8,258 |
| U.S. Treasury securities | $497,000 | 7,323 |
| U.S. Government agency obligations | $5,106,000 | 7,221 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $107,000 | 6,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $247,000 | 8,550 |
| Mortgage-backed securities | $1,756,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,756,000 | 4,557 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,991,000 | 5,621 |
| Available-for-sale securities (fair market value) | $3,719,000 | 8,036 |
| Total debt securities | $5,603,000 | 8,842 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $4,738,000 | 9,879 |
| U.S. Government securities | $4,638,000 | 9,345 |
| U.S. Treasury securities | $1,246,000 | 6,869 |
| U.S. Government agency obligations | $3,392,000 | 8,565 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $100,000 | 6,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,000 | 9,181 |
| Mortgage-backed securities | $1,350,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 5,369 |
| Issued or guaranteed by U.S. | $1,350,000 | 5,352 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,693,000 | 6,508 |
| Available-for-sale securities (fair market value) | $3,045,000 | 8,583 |
| Total debt securities | $4,638,000 | 9,820 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $4,807,000 | 10,298 |
| U.S. Government securities | $4,807,000 | 9,658 |
| U.S. Treasury securities | $2,405,000 | 6,646 |
| U.S. Government agency obligations | $2,402,000 | 9,440 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $388,000 | 8,221 |
| Certificates of participation in pools of residential mortgages | $388,000 | 7,295 |
| Issued or guaranteed by U.S. | $388,000 | 7,260 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,510,000 | 6,296 |
| Available-for-sale securities (fair market value) | $2,297,000 | 9,259 |
| Total debt securities | $4,807,000 | 10,189 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
