| 2023-12-31 | Rank |
| Total securities | $15,174,000 | 3,774 |
| U.S. Government securities | $12,555,000 | 3,417 |
| U.S. Treasury securities | $4,959,000 | 1,830 |
| U.S. Government agency obligations | $7,596,000 | 3,439 |
| Securities issued by states & political subdivisions | $2,619,000 | 3,235 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,402,000 | 3,061 |
| Mortgage-backed securities | $7,475,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,475,000 | 2,272 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $15,174,000 | 3,522 |
| Total debt securities | $15,174,000 | 3,750 |
| 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 | $17,948,000 | 3,680 |
| U.S. Government securities | $15,424,000 | 3,247 |
| U.S. Treasury securities | $7,895,000 | 1,596 |
| U.S. Government agency obligations | $7,529,000 | 3,446 |
| Securities issued by states & political subdivisions | $2,524,000 | 3,260 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,229,000 | 3,040 |
| Mortgage-backed securities | $7,407,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,407,000 | 2,280 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,948,000 | 3,415 |
| Total debt securities | $17,948,000 | 3,657 |
| 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 | $18,428,000 | 3,700 |
| U.S. Government securities | $15,848,000 | 3,276 |
| U.S. Treasury securities | $7,838,000 | 1,629 |
| U.S. Government agency obligations | $8,010,000 | 3,447 |
| Securities issued by states & political subdivisions | $2,580,000 | 3,292 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,682,000 | 2,982 |
| Mortgage-backed securities | $7,886,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,886,000 | 2,271 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,428,000 | 3,438 |
| Total debt securities | $18,428,000 | 3,679 |
| 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 | $18,857,000 | 3,767 |
| U.S. Government securities | $16,122,000 | 3,343 |
| U.S. Treasury securities | $7,829,000 | 1,696 |
| U.S. Government agency obligations | $8,293,000 | 3,438 |
| Securities issued by states & political subdivisions | $2,735,000 | 3,326 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,962,000 | 2,891 |
| Mortgage-backed securities | $8,168,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,168,000 | 2,296 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,857,000 | 3,499 |
| Total debt securities | $18,857,000 | 3,746 |
| 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 | $19,230,000 | 3,770 |
| U.S. Government securities | $16,443,000 | 3,327 |
| U.S. Treasury securities | $7,781,000 | 1,740 |
| U.S. Government agency obligations | $8,662,000 | 3,430 |
| Securities issued by states & political subdivisions | $2,787,000 | 3,365 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,211,000 | 2,786 |
| Mortgage-backed securities | $8,530,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,530,000 | 2,296 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $19,230,000 | 3,502 |
| Total debt securities | $19,230,000 | 3,748 |
| 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 | $19,279,000 | 3,786 |
| U.S. Government securities | $16,542,000 | 3,334 |
| U.S. Treasury securities | $7,782,000 | 1,762 |
| U.S. Government agency obligations | $8,760,000 | 3,422 |
| Securities issued by states & political subdivisions | $2,737,000 | 3,407 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,590,000 | 2,779 |
| Mortgage-backed securities | $8,625,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,625,000 | 2,290 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $19,279,000 | 3,510 |
| Total debt securities | $19,279,000 | 3,762 |
| 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 | $19,834,000 | 3,792 |
| U.S. Government securities | $17,033,000 | 3,329 |
| U.S. Treasury securities | $7,878,000 | 1,726 |
| U.S. Government agency obligations | $9,155,000 | 3,419 |
| Securities issued by states & political subdivisions | $2,801,000 | 3,439 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,355,000 | 3,108 |
| Mortgage-backed securities | $9,001,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $9,001,000 | 2,349 |
| Issued or guaranteed by U.S. | $9,001,000 | 2,287 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $19,834,000 | 3,532 |
| Total debt securities | $19,834,000 | 3,774 |
| 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 | $13,962,000 | 3,997 |
| U.S. Government securities | $11,008,000 | 3,644 |
| U.S. Treasury securities | $3,966,000 | 1,953 |
| U.S. Government agency obligations | $7,042,000 | 3,578 |
| Securities issued by states & political subdivisions | $2,954,000 | 3,421 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,163,000 | 3,551 |
| Mortgage-backed securities | $6,883,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $6,883,000 | 2,594 |
| Issued or guaranteed by U.S. | $6,883,000 | 2,528 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,962,000 | 3,747 |
| Total debt securities | $13,960,000 | 3,982 |
| 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 | $6,838,000 | 4,287 |
| U.S. Government securities | $3,439,000 | 4,147 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,439,000 | 3,916 |
| Securities issued by states & political subdivisions | $3,399,000 | 3,386 |
| 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 | $1,234,000 | 3,751 |
| Mortgage-backed securities | $3,271,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $3,271,000 | 3,047 |
| Issued or guaranteed by U.S. | $3,271,000 | 2,954 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,838,000 | 4,067 |
| Total debt securities | $6,832,000 | 4,266 |
| 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 | $6,117,000 | 4,347 |
| U.S. Government securities | $2,296,000 | 4,275 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,296,000 | 4,093 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,358 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,125,000 | 3,805 |
| Mortgage-backed securities | $2,117,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $2,117,000 | 3,273 |
| Issued or guaranteed by U.S. | $2,117,000 | 3,184 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $6,117,000 | 4,118 |
| Total debt securities | $6,117,000 | 4,324 |
| 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 | $6,146,000 | 4,355 |
| U.S. Government securities | $2,480,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,480,000 | 4,095 |
| Securities issued by states & political subdivisions | $3,666,000 | 3,389 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,438,000 | 3,088 |
| Mortgage-backed securities | $2,282,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $2,282,000 | 3,243 |
| Issued or guaranteed by U.S. | $2,282,000 | 3,145 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,146,000 | 4,123 |
| Total debt securities | $6,145,000 | 4,334 |
| 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 | $6,059,000 | 4,326 |
| U.S. Government securities | $1,897,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,897,000 | 4,159 |
| Securities issued by states & political subdivisions | $4,162,000 | 3,323 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,164,000 | 3,110 |
| Mortgage-backed securities | $1,699,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $1,699,000 | 3,351 |
| Issued or guaranteed by U.S. | $1,699,000 | 3,256 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,059,000 | 4,097 |
| Total debt securities | $6,057,000 | 4,303 |
| 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 | $6,503,000 | 4,280 |
| U.S. Government securities | $2,055,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,055,000 | 4,065 |
| Securities issued by states & political subdivisions | $4,448,000 | 3,272 |
| 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 | $5,144,000 | 3,120 |
| Mortgage-backed securities | $1,854,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 3,281 |
| Issued or guaranteed by U.S. | $1,854,000 | 3,197 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,503,000 | 4,049 |
| Total debt securities | $6,505,000 | 4,256 |
| 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 | $7,174,000 | 4,216 |
| U.S. Government securities | $2,249,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,249,000 | 4,065 |
| Securities issued by states & political subdivisions | $4,925,000 | 3,116 |
| 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 | $5,395,000 | 3,104 |
| Mortgage-backed securities | $2,046,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,046,000 | 3,132 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,174,000 | 3,969 |
| Total debt securities | $7,174,000 | 4,190 |
| 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 | $7,601,000 | 4,193 |
| U.S. Government securities | $2,462,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,462,000 | 4,051 |
| Securities issued by states & political subdivisions | $5,139,000 | 3,045 |
| 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 | $5,795,000 | 3,089 |
| Mortgage-backed securities | $2,258,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,258,000 | 3,077 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,601,000 | 3,948 |
| Total debt securities | $7,599,000 | 4,169 |
| 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 | $9,222,000 | 4,097 |
| U.S. Government securities | $2,604,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,604,000 | 4,083 |
| Securities issued by states & political subdivisions | $6,618,000 | 2,749 |
| 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 | $6,270,000 | 2,975 |
| Mortgage-backed securities | $2,397,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,144 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,049 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,222,000 | 3,851 |
| Total debt securities | $9,221,000 | 4,071 |
| 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 | $9,798,000 | 4,098 |
| U.S. Government securities | $2,741,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,741,000 | 4,143 |
| Securities issued by states & political subdivisions | $7,057,000 | 2,675 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,359,000 | 3,017 |
| Mortgage-backed securities | $2,532,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 3,091 |
| Issued or guaranteed by U.S. | $2,532,000 | 3,000 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $9,798,000 | 3,843 |
| Total debt securities | $9,796,000 | 4,072 |
| 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 | $10,180,000 | 4,124 |
| U.S. Government securities | $2,919,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,919,000 | 4,199 |
| Securities issued by states & political subdivisions | $7,261,000 | 2,655 |
| 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 | $6,334,000 | 3,079 |
| Mortgage-backed securities | $2,677,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $2,677,000 | 3,058 |
| Issued or guaranteed by U.S. | $2,677,000 | 2,963 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,180,000 | 3,865 |
| Total debt securities | $10,173,000 | 4,098 |
| 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 | $10,404,000 | 4,163 |
| U.S. Government securities | $3,135,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,135,000 | 4,222 |
| Securities issued by states & political subdivisions | $7,269,000 | 2,718 |
| 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 | $6,414,000 | 3,126 |
| Mortgage-backed securities | $2,858,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $2,858,000 | 3,035 |
| Issued or guaranteed by U.S. | $2,858,000 | 2,952 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,404,000 | 3,893 |
| Total debt securities | $10,404,000 | 4,142 |
| 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 | $10,965,000 | 4,175 |
| U.S. Government securities | $3,312,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,312,000 | 4,253 |
| Securities issued by states & political subdivisions | $7,653,000 | 2,710 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,398,000 | 3,167 |
| Mortgage-backed securities | $2,984,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 3,031 |
| Issued or guaranteed by U.S. | $2,984,000 | 2,943 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,965,000 | 3,907 |
| Total debt securities | $10,966,000 | 4,154 |
| 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 | $11,083,000 | 4,205 |
| U.S. Government securities | $3,484,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,484,000 | 4,260 |
| Securities issued by states & political subdivisions | $7,599,000 | 2,786 |
| 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 | $6,359,000 | 3,203 |
| Mortgage-backed securities | $3,097,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 3,019 |
| Issued or guaranteed by U.S. | $3,097,000 | 2,956 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,083,000 | 3,927 |
| Total debt securities | $11,083,000 | 4,184 |
| 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 | $11,806,000 | 4,203 |
| U.S. Government securities | $4,213,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,213,000 | 4,221 |
| Securities issued by states & political subdivisions | $7,593,000 | 2,823 |
| 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 | $6,376,000 | 3,222 |
| Mortgage-backed securities | $3,297,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $3,297,000 | 3,022 |
| Issued or guaranteed by U.S. | $3,297,000 | 2,997 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,806,000 | 3,927 |
| Total debt securities | $11,804,000 | 4,181 |
| 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 | $12,133,000 | 4,229 |
| U.S. Government securities | $4,485,000 | 4,368 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,485,000 | 4,213 |
| Securities issued by states & political subdivisions | $7,648,000 | 2,864 |
| 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 | $6,451,000 | 3,256 |
| Mortgage-backed securities | $3,526,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 3,025 |
| Issued or guaranteed by U.S. | $3,526,000 | 2,872 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,133,000 | 3,951 |
| Total debt securities | $12,126,000 | 4,206 |
| 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 | $13,519,000 | 4,155 |
| U.S. Government securities | $4,730,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,730,000 | 4,255 |
| Securities issued by states & political subdivisions | $8,789,000 | 2,757 |
| 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 | $6,185,000 | 3,351 |
| Mortgage-backed securities | $3,752,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $3,752,000 | 3,024 |
| Issued or guaranteed by U.S. | $3,752,000 | 3,017 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,519,000 | 3,873 |
| Total debt securities | $13,516,000 | 4,129 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $13,895,000 | 4,188 |
| U.S. Government securities | $5,033,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,033,000 | 4,258 |
| Securities issued by states & political subdivisions | $8,862,000 | 2,815 |
| 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 | $6,262,000 | 3,380 |
| Mortgage-backed securities | $4,053,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 2,999 |
| Issued or guaranteed by U.S. | $4,053,000 | 2,996 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,895,000 | 3,904 |
| Total debt securities | $13,895,000 | 4,165 |
| 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 | $17,449,000 | 3,941 |
| U.S. Government securities | $8,386,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,386,000 | 3,829 |
| Securities issued by states & political subdivisions | $9,063,000 | 2,827 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,717,000 | 3,512 |
| Mortgage-backed securities | $5,069,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $5,069,000 | 2,839 |
| Issued or guaranteed by U.S. | $5,069,000 | 2,836 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,449,000 | 3,649 |
| Total debt securities | $17,449,000 | 3,915 |
| 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 | $17,560,000 | 3,998 |
| U.S. Government securities | $8,512,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,512,000 | 3,861 |
| Securities issued by states & political subdivisions | $9,048,000 | 2,846 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,772,000 | 3,541 |
| Mortgage-backed securities | $5,190,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 2,855 |
| Issued or guaranteed by U.S. | $5,190,000 | 2,853 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,560,000 | 3,696 |
| Total debt securities | $17,560,000 | 3,972 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $17,839,000 | 4,016 |
| U.S. Government securities | $8,772,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,772,000 | 3,867 |
| Securities issued by states & political subdivisions | $9,067,000 | 2,887 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,792,000 | 3,569 |
| Mortgage-backed securities | $5,446,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $5,446,000 | 2,864 |
| Issued or guaranteed by U.S. | $5,446,000 | 2,861 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,839,000 | 3,706 |
| Total debt securities | $17,839,000 | 3,991 |
| 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 | $18,114,000 | 3,991 |
| U.S. Government securities | $9,099,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,099,000 | 3,814 |
| Securities issued by states & political subdivisions | $9,015,000 | 2,924 |
| 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 | $5,852,000 | 3,569 |
| Mortgage-backed securities | $5,774,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $5,774,000 | 2,834 |
| Issued or guaranteed by U.S. | $5,774,000 | 2,830 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,114,000 | 3,679 |
| Total debt securities | $18,114,000 | 3,960 |
| 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 | $18,464,000 | 3,972 |
| U.S. Government securities | $9,555,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,555,000 | 3,784 |
| Securities issued by states & political subdivisions | $8,909,000 | 2,932 |
| 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 | $5,897,000 | 3,605 |
| Mortgage-backed securities | $6,041,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $6,041,000 | 2,805 |
| Issued or guaranteed by U.S. | $6,041,000 | 2,802 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,464,000 | 3,658 |
| Total debt securities | $18,463,000 | 3,946 |
| 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 | $19,700,000 | 3,953 |
| U.S. Government securities | $10,738,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,738,000 | 3,745 |
| Securities issued by states & political subdivisions | $8,962,000 | 2,931 |
| 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 | $5,898,000 | 3,658 |
| Mortgage-backed securities | $6,463,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $6,463,000 | 2,792 |
| Issued or guaranteed by U.S. | $6,463,000 | 2,787 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,700,000 | 3,632 |
| Total debt securities | $19,698,000 | 3,925 |
| 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 | $22,255,000 | 3,831 |
| U.S. Government securities | $12,517,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,517,000 | 3,612 |
| Securities issued by states & political subdivisions | $9,738,000 | 2,821 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,649,000 | 3,749 |
| Mortgage-backed securities | $6,748,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $6,748,000 | 2,753 |
| Issued or guaranteed by U.S. | $6,748,000 | 2,749 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $22,255,000 | 3,508 |
| Total debt securities | $22,253,000 | 3,807 |
| 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 | $21,976,000 | 3,879 |
| U.S. Government securities | $12,256,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,256,000 | 3,679 |
| Securities issued by states & political subdivisions | $9,720,000 | 2,835 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,185,000 | 3,874 |
| Mortgage-backed securities | $7,036,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $7,036,000 | 2,718 |
| Issued or guaranteed by U.S. | $7,036,000 | 2,712 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $21,976,000 | 3,550 |
| Total debt securities | $21,976,000 | 3,853 |
| 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 | $22,018,000 | 3,957 |
| U.S. Government securities | $12,701,000 | 3,853 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,701,000 | 3,728 |
| Securities issued by states & political subdivisions | $9,317,000 | 2,920 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,287,000 | 3,902 |
| Mortgage-backed securities | $7,452,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $7,452,000 | 2,700 |
| Issued or guaranteed by U.S. | $7,452,000 | 2,696 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,018,000 | 3,614 |
| Total debt securities | $22,018,000 | 3,934 |
| Structured notes |
| Amortized cost | $499,000 | 1,527 |
| Fair value | $501,000 | 1,435 |
| 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 | $21,746,000 | 4,059 |
| U.S. Government securities | $13,064,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,064,000 | 3,792 |
| Securities issued by states & political subdivisions | $8,682,000 | 3,014 |
| 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 | $4,594,000 | 4,085 |
| Mortgage-backed securities | $7,845,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $7,845,000 | 2,713 |
| Issued or guaranteed by U.S. | $7,845,000 | 2,709 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,746,000 | 3,712 |
| Total debt securities | $21,746,000 | 4,037 |
| Structured notes |
| Amortized cost | $499,000 | 1,671 |
| Fair value | $499,000 | 1,594 |
| 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 | $22,779,000 | 4,014 |
| U.S. Government securities | $13,491,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,491,000 | 3,830 |
| Securities issued by states & political subdivisions | $9,288,000 | 2,929 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,396,000 | 3,987 |
| Mortgage-backed securities | $7,770,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $7,770,000 | 2,765 |
| Issued or guaranteed by U.S. | $7,770,000 | 2,764 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $22,779,000 | 3,669 |
| Total debt securities | $22,779,000 | 3,990 |
| 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 | $22,436,000 | 4,101 |
| U.S. Government securities | $13,374,000 | 4,020 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,374,000 | 3,901 |
| Securities issued by states & political subdivisions | $9,062,000 | 2,972 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,162,000 | 4,079 |
| Mortgage-backed securities | $7,686,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $7,686,000 | 2,825 |
| Issued or guaranteed by U.S. | $7,686,000 | 2,824 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $22,436,000 | 3,739 |
| Total debt securities | $22,436,000 | 4,077 |
| 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 | $24,127,000 | 4,054 |
| U.S. Government securities | $14,866,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,866,000 | 3,829 |
| Securities issued by states & political subdivisions | $9,261,000 | 2,971 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,888,000 | 4,189 |
| Mortgage-backed securities | $9,199,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $9,199,000 | 2,694 |
| Issued or guaranteed by U.S. | $9,199,000 | 2,692 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $24,127,000 | 3,701 |
| Total debt securities | $24,126,000 | 4,024 |
| 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 | $24,427,000 | 4,073 |
| U.S. Government securities | $15,423,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,423,000 | 3,814 |
| Securities issued by states & political subdivisions | $9,004,000 | 3,047 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,670,000 | 4,277 |
| Mortgage-backed securities | $9,765,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $9,765,000 | 2,662 |
| Issued or guaranteed by U.S. | $9,765,000 | 2,662 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,427,000 | 3,719 |
| Total debt securities | $24,428,000 | 4,039 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $24,089,000 | 4,133 |
| U.S. Government securities | $15,429,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,429,000 | 3,864 |
| Securities issued by states & political subdivisions | $8,660,000 | 3,111 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,946,000 | 4,229 |
| Mortgage-backed securities | $9,580,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $9,580,000 | 2,722 |
| Issued or guaranteed by U.S. | $9,580,000 | 2,722 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,089,000 | 3,765 |
| Total debt securities | $24,088,000 | 4,102 |
| 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 | $22,464,000 | 4,249 |
| U.S. Government securities | $14,207,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,207,000 | 4,002 |
| Securities issued by states & political subdivisions | $8,257,000 | 3,170 |
| 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 | $3,947,000 | 4,480 |
| Mortgage-backed securities | $8,381,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $8,381,000 | 2,885 |
| Issued or guaranteed by U.S. | $8,381,000 | 2,884 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,464,000 | 3,891 |
| Total debt securities | $22,464,000 | 4,224 |
| 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 | $16,218,000 | 4,879 |
| U.S. Government securities | $8,538,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,538,000 | 4,775 |
| Securities issued by states & political subdivisions | $7,680,000 | 3,281 |
| 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 | $3,843,000 | 4,557 |
| Mortgage-backed securities | $5,613,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $5,613,000 | 3,370 |
| Issued or guaranteed by U.S. | $5,613,000 | 3,367 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,218,000 | 4,485 |
| Total debt securities | $16,217,000 | 4,844 |
| 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 | $16,330,000 | 4,856 |
| U.S. Government securities | $9,044,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,044,000 | 4,707 |
| Securities issued by states & political subdivisions | $7,286,000 | 3,344 |
| 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 | $4,106,000 | 4,488 |
| Mortgage-backed securities | $6,085,000 | 3,817 |
| Certificates of participation in pools of residential mortgages | $6,085,000 | 3,255 |
| Issued or guaranteed by U.S. | $6,085,000 | 3,252 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,330,000 | 4,474 |
| Total debt securities | $16,331,000 | 4,823 |
| 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 | $16,418,000 | 4,860 |
| U.S. Government securities | $9,742,000 | 4,767 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,742,000 | 4,666 |
| Securities issued by states & political subdivisions | $6,676,000 | 3,427 |
| 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 | $3,000,000 | 4,858 |
| Mortgage-backed securities | $6,731,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $6,731,000 | 3,179 |
| Issued or guaranteed by U.S. | $6,731,000 | 3,178 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,418,000 | 4,489 |
| Total debt securities | $16,416,000 | 4,826 |
| 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 | $14,565,000 | 5,005 |
| U.S. Government securities | $7,859,000 | 5,041 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,859,000 | 4,940 |
| Securities issued by states & political subdivisions | $6,706,000 | 3,402 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,348,000 | 4,752 |
| Mortgage-backed securities | $7,306,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $6,795,000 | 3,163 |
| Issued or guaranteed by U.S. | $6,795,000 | 3,162 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $511,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,133 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,565,000 | 4,629 |
| Total debt securities | $14,564,000 | 4,974 |
| Structured notes |
| Amortized cost | $299,000 | 2,285 |
| Fair value | $302,000 | 2,259 |
| 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 | $14,120,000 | 5,135 |
| U.S. Government securities | $8,593,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,593,000 | 4,915 |
| Securities issued by states & political subdivisions | $5,527,000 | 3,623 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,750,000 | 4,690 |
| Mortgage-backed securities | $7,502,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $6,927,000 | 3,290 |
| Issued or guaranteed by U.S. | $6,927,000 | 3,289 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $575,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 3,182 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,120,000 | 4,751 |
| Total debt securities | $14,120,000 | 5,106 |
| Structured notes |
| Amortized cost | $335,000 | 2,443 |
| Fair value | $339,000 | 2,442 |
| 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 | $14,041,000 | 5,168 |
| U.S. Government securities | $8,668,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,668,000 | 5,006 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,609 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,133,000 | 4,593 |
| Mortgage-backed securities | $7,538,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $6,955,000 | 3,309 |
| Issued or guaranteed by U.S. | $6,955,000 | 3,309 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $583,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 3,182 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,041,000 | 4,784 |
| Total debt securities | $14,041,000 | 5,136 |
| Structured notes |
| Amortized cost | $373,000 | 2,672 |
| Fair value | $377,000 | 2,671 |
| 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 | $13,073,000 | 5,356 |
| U.S. Government securities | $8,475,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,475,000 | 5,132 |
| Securities issued by states & political subdivisions | $4,598,000 | 3,725 |
| 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 | $4,059,000 | 4,637 |
| Mortgage-backed securities | $7,560,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $7,560,000 | 3,188 |
| Issued or guaranteed by U.S. | $7,560,000 | 3,186 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,073,000 | 4,954 |
| Total debt securities | $13,073,000 | 5,324 |
| Structured notes |
| Amortized cost | $411,000 | 2,870 |
| Fair value | $413,000 | 2,867 |
| 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 | $13,584,000 | 5,272 |
| U.S. Government securities | $9,191,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,191,000 | 4,972 |
| Securities issued by states & political subdivisions | $4,393,000 | 3,744 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,663,000 | 4,577 |
| Mortgage-backed securities | $7,727,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $7,727,000 | 3,055 |
| Issued or guaranteed by U.S. | $7,727,000 | 3,055 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,584,000 | 4,852 |
| Total debt securities | $13,583,000 | 5,243 |
| Structured notes |
| Amortized cost | $455,000 | 2,746 |
| Fair value | $460,000 | 2,746 |
| 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 | $12,591,000 | 5,366 |
| U.S. Government securities | $8,537,000 | 5,178 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,537,000 | 5,075 |
| Securities issued by states & political subdivisions | $4,054,000 | 3,774 |
| 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 | $3,729,000 | 4,559 |
| Mortgage-backed securities | $7,031,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $7,031,000 | 3,136 |
| Issued or guaranteed by U.S. | $7,031,000 | 3,133 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,591,000 | 4,937 |
| Total debt securities | $12,591,000 | 5,331 |
| 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 | $14,584,000 | 5,184 |
| U.S. Government securities | $10,611,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,611,000 | 4,820 |
| Securities issued by states & political subdivisions | $3,973,000 | 3,748 |
| 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 | $3,695,000 | 4,615 |
| Mortgage-backed securities | $7,622,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $7,622,000 | 2,980 |
| Issued or guaranteed by U.S. | $7,622,000 | 2,974 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,584,000 | 4,751 |
| Total debt securities | $14,584,000 | 5,153 |
| 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 | $13,740,000 | 5,275 |
| U.S. Government securities | $10,311,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,311,000 | 4,855 |
| Securities issued by states & political subdivisions | $3,429,000 | 3,884 |
| 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 | $4,257,000 | 4,432 |
| Mortgage-backed securities | $7,319,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $7,319,000 | 2,976 |
| Issued or guaranteed by U.S. | $7,319,000 | 2,969 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,740,000 | 4,852 |
| Total debt securities | $13,739,000 | 5,239 |
| 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 | $14,078,000 | 5,148 |
| U.S. Government securities | $10,900,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,900,000 | 4,596 |
| Securities issued by states & political subdivisions | $3,178,000 | 3,965 |
| 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 | $4,243,000 | 4,425 |
| Mortgage-backed securities | $7,408,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $7,408,000 | 2,857 |
| Issued or guaranteed by U.S. | $7,408,000 | 2,850 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $14,078,000 | 4,721 |
| Total debt securities | $14,077,000 | 5,113 |
| Structured notes |
| Amortized cost | $500,000 | 2,741 |
| Fair value | $502,000 | 2,782 |
| 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 | $11,699,000 | 5,424 |
| U.S. Government securities | $8,993,000 | 5,037 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,993,000 | 4,924 |
| Securities issued by states & political subdivisions | $2,706,000 | 4,064 |
| 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 | $3,867,000 | 4,603 |
| Mortgage-backed securities | $5,979,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $5,979,000 | 3,081 |
| Issued or guaranteed by U.S. | $5,979,000 | 3,073 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,699,000 | 4,979 |
| Total debt securities | $11,696,000 | 5,390 |
| Structured notes |
| Amortized cost | $500,000 | 2,790 |
| Fair value | $504,000 | 2,836 |
| 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 | $14,049,000 | 5,105 |
| U.S. Government securities | $11,408,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,408,000 | 4,564 |
| Securities issued by states & political subdivisions | $2,641,000 | 4,044 |
| 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 | $3,383,000 | 4,827 |
| Mortgage-backed securities | $6,708,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $6,708,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,708,000 | 2,960 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $14,049,000 | 4,682 |
| Total debt securities | $14,049,000 | 5,075 |
| Structured notes |
| Amortized cost | $500,000 | 2,871 |
| Fair value | $507,000 | 2,882 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $13,414,000 | 5,239 |
| U.S. Government securities | $10,949,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,949,000 | 4,690 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,087 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,925,000 | 5,060 |
| Mortgage-backed securities | $6,747,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $6,747,000 | 3,059 |
| Issued or guaranteed by U.S. | $6,747,000 | 3,051 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,414,000 | 4,796 |
| Total debt securities | $13,413,000 | 5,202 |
| Structured notes |
| Amortized cost | $500,000 | 2,655 |
| Fair value | $508,000 | 2,653 |
| 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 | $17,305,000 | 4,708 |
| U.S. Government securities | $14,859,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,859,000 | 4,058 |
| Securities issued by states & political subdivisions | $2,446,000 | 4,118 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,345,000 | 4,937 |
| Mortgage-backed securities | $7,881,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $7,881,000 | 2,904 |
| Issued or guaranteed by U.S. | $7,881,000 | 2,896 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,305,000 | 4,286 |
| Total debt securities | $17,304,000 | 4,669 |
| Structured notes |
| Amortized cost | $500,000 | 2,404 |
| Fair value | $507,000 | 2,408 |
| 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 | $17,229,000 | 4,764 |
| U.S. Government securities | $15,222,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,222,000 | 4,020 |
| Securities issued by states & political subdivisions | $2,007,000 | 4,367 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,439,000 | 4,925 |
| Mortgage-backed securities | $7,731,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $7,731,000 | 3,026 |
| Issued or guaranteed by U.S. | $7,731,000 | 3,016 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $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) | $17,229,000 | 4,340 |
| Total debt securities | $17,227,000 | 4,718 |
| Structured notes |
| Amortized cost | $500,000 | 2,012 |
| Fair value | $507,000 | 2,013 |
| 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 | $17,194,000 | 4,775 |
| U.S. Government securities | $15,392,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,392,000 | 3,971 |
| Securities issued by states & political subdivisions | $1,802,000 | 4,439 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,853,000 | 4,444 |
| Mortgage-backed securities | $7,015,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $7,015,000 | 3,213 |
| Issued or guaranteed by U.S. | $7,015,000 | 3,202 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,194,000 | 4,325 |
| Total debt securities | $17,195,000 | 4,729 |
| 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 | $16,823,000 | 4,823 |
| U.S. Government securities | $15,297,000 | 4,139 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,297,000 | 4,060 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,520 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,881,000 | 4,514 |
| Mortgage-backed securities | $6,874,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $6,874,000 | 3,305 |
| Issued or guaranteed by U.S. | $6,874,000 | 3,291 |
| 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) | $16,823,000 | 4,352 |
| Total debt securities | $16,822,000 | 4,782 |
| 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 | $17,733,000 | 4,722 |
| U.S. Government securities | $15,871,000 | 4,113 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,871,000 | 4,039 |
| Securities issued by states & political subdivisions | $1,372,000 | 4,566 |
| Other domestic debt securities | $490,000 | 2,718 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,929 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,800,000 | 4,588 |
| Mortgage-backed securities | $6,330,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $6,330,000 | 3,412 |
| Issued or guaranteed by U.S. | $6,330,000 | 3,399 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,733,000 | 4,244 |
| Total debt securities | $17,733,000 | 4,684 |
| 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 | $16,884,000 | 4,794 |
| U.S. Government securities | $15,028,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,028,000 | 4,123 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,546 |
| Other domestic debt securities | $488,000 | 2,684 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $488,000 | 1,907 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,718,000 | 4,625 |
| Mortgage-backed securities | $6,652,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $6,652,000 | 3,250 |
| Issued or guaranteed by U.S. | $6,652,000 | 3,239 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,884,000 | 4,302 |
| Total debt securities | $16,884,000 | 4,749 |
| 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 | $15,227,000 | 5,096 |
| U.S. Government securities | $13,522,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,522,000 | 4,398 |
| Securities issued by states & political subdivisions | $1,220,000 | 4,687 |
| Other domestic debt securities | $485,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $485,000 | 1,941 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,663,000 | 4,624 |
| Mortgage-backed securities | $5,903,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $5,903,000 | 3,384 |
| Issued or guaranteed by U.S. | $5,903,000 | 3,368 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,227,000 | 4,597 |
| Total debt securities | $15,222,000 | 5,042 |
| 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 | $15,700,000 | 5,012 |
| U.S. Government securities | $14,158,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,158,000 | 4,295 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,808 |
| Other domestic debt securities | $471,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $471,000 | 1,941 |
| 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 | $4,730,000 | 4,559 |
| Mortgage-backed securities | $6,435,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 3,171 |
| Issued or guaranteed by U.S. | $6,435,000 | 3,158 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,700,000 | 4,511 |
| Total debt securities | $15,695,000 | 4,960 |
| 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 | $16,587,000 | 4,931 |
| U.S. Government securities | $15,033,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,033,000 | 4,194 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,825 |
| Other domestic debt securities | $476,000 | 2,470 |
| 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 | $476,000 | 1,809 |
| 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 | $4,608,000 | 4,627 |
| Mortgage-backed securities | $3,974,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,538 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,524 |
| 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) | $16,587,000 | 4,381 |
| Total debt securities | $16,583,000 | 4,880 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $16,851,000 | 4,910 |
| U.S. Government securities | $15,667,000 | 4,255 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,667,000 | 4,165 |
| Securities issued by states & political subdivisions | $702,000 | 5,155 |
| Other domestic debt securities | $482,000 | 2,405 |
| 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 | $482,000 | 1,771 |
| 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 | $4,564,000 | 4,666 |
| Mortgage-backed securities | $3,238,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $3,238,000 | 3,637 |
| Issued or guaranteed by U.S. | $3,238,000 | 3,621 |
| 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) | $16,851,000 | 4,350 |
| Total debt securities | $16,851,000 | 4,861 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $16,023,000 | 5,040 |
| U.S. Government securities | $14,828,000 | 4,437 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,828,000 | 4,324 |
| Securities issued by states & political subdivisions | $703,000 | 5,177 |
| Other domestic debt securities | $492,000 | 2,337 |
| 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 | $492,000 | 1,727 |
| 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 | $4,530,000 | 4,722 |
| Mortgage-backed securities | $3,493,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,515 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,500 |
| 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) | $16,023,000 | 4,464 |
| Total debt securities | $16,024,000 | 4,999 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $16,580,000 | 4,992 |
| U.S. Government securities | $15,613,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,613,000 | 4,221 |
| Securities issued by states & political subdivisions | $481,000 | 5,441 |
| Other domestic debt securities | $486,000 | 2,365 |
| 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 | $486,000 | 1,778 |
| 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 | $4,558,000 | 4,713 |
| Mortgage-backed securities | $2,311,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $2,311,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,311,000 | 3,996 |
| 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) | $16,580,000 | 4,401 |
| Total debt securities | $16,580,000 | 4,947 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $16,057,000 | 5,128 |
| U.S. Government securities | $15,088,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,088,000 | 4,363 |
| Securities issued by states & political subdivisions | $480,000 | 5,480 |
| Other domestic debt securities | $489,000 | 2,383 |
| 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 | $489,000 | 1,815 |
| 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 | $4,540,000 | 4,724 |
| Mortgage-backed securities | $1,838,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 4,282 |
| Issued or guaranteed by U.S. | $1,838,000 | 4,267 |
| 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) | $16,057,000 | 4,527 |
| Total debt securities | $16,055,000 | 5,088 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $16,245,000 | 5,143 |
| U.S. Government securities | $15,187,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,187,000 | 4,384 |
| Securities issued by states & political subdivisions | $582,000 | 5,413 |
| Other domestic debt securities | $476,000 | 2,448 |
| 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 | $476,000 | 1,880 |
| 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 | $4,436,000 | 4,792 |
| Mortgage-backed securities | $1,966,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 4,206 |
| Issued or guaranteed by U.S. | $1,966,000 | 4,186 |
| 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) | $16,245,000 | 4,532 |
| Total debt securities | $16,244,000 | 5,106 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $16,630,000 | 5,071 |
| U.S. Government securities | $15,613,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,613,000 | 4,279 |
| Securities issued by states & political subdivisions | $564,000 | 5,451 |
| Other domestic debt securities | $453,000 | 2,484 |
| 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 | $453,000 | 1,930 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,494,000 | 4,788 |
| Mortgage-backed securities | $2,064,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,137 |
| 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) | $16,630,000 | 4,423 |
| Total debt securities | $16,631,000 | 5,017 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $16,271,000 | 5,179 |
| U.S. Government securities | $15,393,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,393,000 | 4,356 |
| Securities issued by states & political subdivisions | $424,000 | 5,656 |
| Other domestic debt securities | $454,000 | 2,552 |
| 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 | $454,000 | 2,021 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,511,000 | 4,767 |
| Mortgage-backed securities | $1,767,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,353 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,337 |
| 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) | $16,271,000 | 4,538 |
| Total debt securities | $16,272,000 | 5,125 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $16,437,000 | 5,145 |
| U.S. Government securities | $15,071,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,071,000 | 4,377 |
| Securities issued by states & political subdivisions | $424,000 | 5,676 |
| Other domestic debt securities | $942,000 | 2,183 |
| 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 | $942,000 | 1,704 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,529,000 | 4,737 |
| Mortgage-backed securities | $1,918,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 4,288 |
| Issued or guaranteed by U.S. | $1,918,000 | 4,271 |
| 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) | $16,437,000 | 4,475 |
| Total debt securities | $16,435,000 | 5,100 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $16,352,000 | 5,149 |
| U.S. Government securities | $14,951,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,951,000 | 4,374 |
| Securities issued by states & political subdivisions | $430,000 | 5,698 |
| Other domestic debt securities | $971,000 | 2,191 |
| 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 | $971,000 | 1,741 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,555,000 | 4,747 |
| Mortgage-backed securities | $2,241,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $2,241,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,241,000 | 4,148 |
| 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) | $16,352,000 | 4,488 |
| Total debt securities | $16,352,000 | 5,100 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $16,175,000 | 5,216 |
| U.S. Government securities | $14,788,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,788,000 | 4,466 |
| Securities issued by states & political subdivisions | $415,000 | 5,723 |
| Other domestic debt securities | $972,000 | 2,260 |
| 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 | $972,000 | 1,819 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,582,000 | 4,722 |
| Mortgage-backed securities | $2,492,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,492,000 | 4,100 |
| 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) | $16,175,000 | 4,551 |
| Total debt securities | $16,174,000 | 5,165 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $16,885,000 | 5,174 |
| U.S. Government securities | $15,391,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,391,000 | 4,421 |
| Securities issued by states & political subdivisions | $514,000 | 5,601 |
| Other domestic debt securities | $980,000 | 2,310 |
| 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 | $980,000 | 1,896 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,547,000 | 4,765 |
| Mortgage-backed securities | $2,731,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $2,731,000 | 4,082 |
| Issued or guaranteed by U.S. | $2,731,000 | 4,070 |
| 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) | $16,885,000 | 4,514 |
| Total debt securities | $16,884,000 | 5,115 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $17,863,000 | 5,037 |
| U.S. Government securities | $16,322,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,322,000 | 4,268 |
| Securities issued by states & political subdivisions | $519,000 | 5,625 |
| Other domestic debt securities | $1,022,000 | 2,270 |
| 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 | $1,022,000 | 1,868 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,630,000 | 4,729 |
| Mortgage-backed securities | $3,463,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $3,463,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,463,000 | 3,824 |
| 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) | $17,863,000 | 4,399 |
| Total debt securities | $17,864,000 | 4,977 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $18,209,000 | 4,974 |
| U.S. Government securities | $16,645,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,645,000 | 4,173 |
| Securities issued by states & political subdivisions | $524,000 | 5,667 |
| Other domestic debt securities | $1,040,000 | 2,276 |
| 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 | $1,040,000 | 1,904 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,658,000 | 4,737 |
| Mortgage-backed securities | $3,718,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,766 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,760 |
| 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) | $18,209,000 | 4,326 |
| Total debt securities | $18,203,000 | 4,906 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $16,667,000 | 5,293 |
| U.S. Government securities | $15,322,000 | 4,640 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,322,000 | 4,471 |
| Securities issued by states & political subdivisions | $316,000 | 6,019 |
| Other domestic debt securities | $1,029,000 | 2,393 |
| 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 | $1,029,000 | 2,024 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,622,000 | 4,736 |
| Mortgage-backed securities | $3,990,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $3,990,000 | 3,731 |
| Issued or guaranteed by U.S. | $3,990,000 | 3,722 |
| 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) | $16,667,000 | 4,644 |
| Total debt securities | $16,665,000 | 5,220 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $15,824,000 | 5,410 |
| U.S. Government securities | $14,003,000 | 4,842 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,003,000 | 4,709 |
| Securities issued by states & political subdivisions | $772,000 | 5,406 |
| Other domestic debt securities | $1,049,000 | 2,468 |
| 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 | $1,049,000 | 2,088 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,239,000 | 4,824 |
| Mortgage-backed securities | $3,911,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,785 |
| 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) | $15,824,000 | 4,750 |
| Total debt securities | $15,822,000 | 5,327 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $15,673,000 | 5,510 |
| U.S. Government securities | $13,861,000 | 4,911 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,861,000 | 4,764 |
| Securities issued by states & political subdivisions | $773,000 | 5,460 |
| Other domestic debt securities | $1,039,000 | 2,531 |
| 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 | $1,039,000 | 2,226 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,745,000 | 4,568 |
| Mortgage-backed securities | $3,208,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $3,208,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,208,000 | 4,004 |
| 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) | $15,673,000 | 4,807 |
| Total debt securities | $15,671,000 | 5,413 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $16,162,000 | 5,328 |
| U.S. Government securities | $14,344,000 | 4,660 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,344,000 | 4,505 |
| Securities issued by states & political subdivisions | $778,000 | 5,492 |
| Other domestic debt securities | $1,040,000 | 2,646 |
| 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 | $1,040,000 | 2,348 |
| 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 | $4,780,000 | 4,514 |
| Mortgage-backed securities | $3,646,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $3,646,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,646,000 | 3,850 |
| 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) | $16,162,000 | 4,667 |
| Total debt securities | $16,162,000 | 5,241 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $16,713,000 | 5,183 |
| U.S. Government securities | $14,742,000 | 4,552 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $14,742,000 | 4,394 |
| Securities issued by states & political subdivisions | $926,000 | 5,301 |
| Other domestic debt securities | $1,045,000 | 2,713 |
| 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 | $1,045,000 | 2,390 |
| 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 | $4,701,000 | 4,516 |
| Mortgage-backed securities | $4,373,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $4,373,000 | 3,647 |
| Issued or guaranteed by U.S. | $4,373,000 | 3,637 |
| 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) | $16,713,000 | 4,508 |
| Total debt securities | $16,713,000 | 5,092 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $17,427,000 | 5,079 |
| U.S. Government securities | $14,877,000 | 4,539 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,877,000 | 4,372 |
| Securities issued by states & political subdivisions | $1,027,000 | 5,112 |
| Other domestic debt securities | $1,522,000 | 2,434 |
| 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 | $1,522,000 | 2,129 |
| Foreign debt securities | $1,000 | 292 |
| 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 | $4,400,000 | 4,644 |
| Mortgage-backed securities | $4,486,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $4,486,000 | 3,581 |
| Issued or guaranteed by U.S. | $4,486,000 | 3,571 |
| 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) | $17,427,000 | 4,403 |
| Total debt securities | $17,426,000 | 4,978 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $17,830,000 | 4,983 |
| U.S. Government securities | $15,688,000 | 4,347 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,688,000 | 4,171 |
| Securities issued by states & political subdivisions | $1,131,000 | 5,020 |
| Other domestic debt securities | $1,011,000 | 2,805 |
| 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 | $1,011,000 | 2,476 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,948,000 | 4,866 |
| Mortgage-backed securities | $5,247,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $5,247,000 | 3,288 |
| Issued or guaranteed by U.S. | $5,247,000 | 3,275 |
| 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) | $17,830,000 | 4,294 |
| Total debt securities | $17,830,000 | 4,899 |
| 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 | $18,457,000 | 4,766 |
| U.S. Government securities | $15,626,000 | 4,248 |
| U.S. Treasury securities | $517,000 | 2,408 |
| U.S. Government agency obligations | $15,109,000 | 4,147 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,471 |
| Other domestic debt securities | $1,026,000 | 2,869 |
| 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 | $1,026,000 | 2,469 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,252,000 | 5,197 |
| Mortgage-backed securities | $6,703,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $6,703,000 | 2,697 |
| Issued or guaranteed by U.S. | $6,703,000 | 2,681 |
| 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) | $18,457,000 | 4,052 |
| Total debt securities | $18,457,000 | 4,675 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $18,172,000 | 4,961 |
| U.S. Government securities | $13,297,000 | 4,932 |
| U.S. Treasury securities | $504,000 | 3,293 |
| U.S. Government agency obligations | $12,793,000 | 4,746 |
| Securities issued by states & political subdivisions | $4,875,000 | 2,851 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,150,000 | 5,599 |
| Mortgage-backed securities | $3,680,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 3,098 |
| Issued or guaranteed by U.S. | $3,680,000 | 3,083 |
| 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) | $2,555,000 | 3,601 |
| Available-for-sale securities (fair market value) | $15,617,000 | 4,496 |
| Total debt securities | $18,172,000 | 4,840 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $19,403,000 | 4,956 |
| U.S. Government securities | $14,053,000 | 4,969 |
| U.S. Treasury securities | $492,000 | 4,672 |
| U.S. Government agency obligations | $13,561,000 | 4,620 |
| Securities issued by states & political subdivisions | $5,350,000 | 2,800 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,870,000 | 5,785 |
| Mortgage-backed securities | $4,192,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $4,192,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,192,000 | 3,059 |
| 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) | $3,194,000 | 3,693 |
| Available-for-sale securities (fair market value) | $16,209,000 | 4,507 |
| Total debt securities | $19,403,000 | 4,829 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $20,882,000 | 4,703 |
| U.S. Government securities | $14,935,000 | 4,788 |
| U.S. Treasury securities | $1,253,000 | 4,660 |
| U.S. Government agency obligations | $13,682,000 | 4,375 |
| Securities issued by states & political subdivisions | $5,947,000 | 2,622 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,516,000 | 5,734 |
| Mortgage-backed securities | $3,825,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,825,000 | 3,422 |
| Issued or guaranteed by U.S. | $3,825,000 | 3,405 |
| 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) | $4,637,000 | 3,539 |
| Available-for-sale securities (fair market value) | $16,245,000 | 4,402 |
| Total debt securities | $20,882,000 | 4,583 |
| 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 | $20,934,000 | 4,750 |
| U.S. Government securities | $16,369,000 | 4,745 |
| U.S. Treasury securities | $1,780,000 | 5,421 |
| U.S. Government agency obligations | $14,589,000 | 4,114 |
| Securities issued by states & political subdivisions | $4,565,000 | 2,938 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,511,000 | 6,928 |
| Mortgage-backed securities | $1,499,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $1,499,000 | 4,818 |
| Issued or guaranteed by U.S. | $1,499,000 | 4,801 |
| 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) | $6,613,000 | 3,606 |
| Available-for-sale securities (fair market value) | $14,321,000 | 4,645 |
| Total debt securities | $20,934,000 | 4,643 |
| 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 | $25,618,000 | 4,441 |
| U.S. Government securities | $20,245,000 | 4,418 |
| U.S. Treasury securities | $3,071,000 | 4,955 |
| U.S. Government agency obligations | $17,174,000 | 3,763 |
| Securities issued by states & political subdivisions | $4,998,000 | 2,824 |
| Other domestic debt securities | $375,000 | 2,953 |
| 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 | $375,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,753,000 | 6,057 |
| Mortgage-backed securities | $1,324,000 | 6,471 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 5,397 |
| Issued or guaranteed by U.S. | $1,324,000 | 5,380 |
| 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) | $10,181,000 | 3,133 |
| Available-for-sale securities (fair market value) | $15,437,000 | 4,618 |
| Total debt securities | $25,618,000 | 4,335 |
| Structured notes |
| Amortized cost | $499,000 | 2,787 |
| Fair value | $498,000 | 2,580 |
| 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 | $28,103,000 | 4,288 |
| U.S. Government securities | $23,486,000 | 4,082 |
| U.S. Treasury securities | $4,403,000 | 4,972 |
| U.S. Government agency obligations | $19,083,000 | 3,438 |
| Securities issued by states & political subdivisions | $4,617,000 | 2,978 |
| 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 | $1,741,000 | 7,152 |
| Mortgage-backed securities | $1,232,000 | 7,009 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 5,763 |
| Issued or guaranteed by U.S. | $1,232,000 | 5,732 |
| 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) | $14,630,000 | 2,562 |
| Available-for-sale securities (fair market value) | $13,473,000 | 5,181 |
| Total debt securities | $28,103,000 | 4,191 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,768 |
| Fair value | $1,986,000 | 1,684 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $28,277,000 | 4,487 |
| U.S. Government securities | $23,532,000 | 4,326 |
| U.S. Treasury securities | $5,958,000 | 4,968 |
| U.S. Government agency obligations | $17,574,000 | 3,551 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,130 |
| Other domestic debt securities | $126,000 | 4,895 |
| Privately issued residential mortgage-backed securities | $9,000 | 2,791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,000 | 3,917 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,191,000 | 6,849 |
| Mortgage-backed securities | $1,523,000 | 7,108 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 5,890 |
| Issued or guaranteed by U.S. | $1,385,000 | 5,863 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $138,000 | 6,065 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 5,795 |
| Privately issued | $9,000 | 2,441 |
| 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) | $17,369,000 | 3,852 |
| Available-for-sale securities (fair market value) | $10,908,000 | 4,497 |
| Total debt securities | $28,277,000 | 4,395 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $28,186,000 | 4,731 |
| U.S. Government securities | $24,011,000 | 4,404 |
| U.S. Treasury securities | $8,491,000 | 3,984 |
| U.S. Government agency obligations | $15,520,000 | 4,058 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,526 |
| Other domestic debt securities | $93,000 | 5,923 |
| Privately issued residential mortgage-backed securities | $34,000 | 3,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,000 | 4,774 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,200,000 | 6,751 |
| Mortgage-backed securities | $2,144,000 | 7,133 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 5,971 |
| Issued or guaranteed by U.S. | $1,768,000 | 5,961 |
| Privately issued | $34,000 | 659 |
| Collaterized mortgage obligations | $342,000 | 6,022 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 5,764 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,186,000 | 4,606 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $25,831,000 | 5,035 |
| U.S. Government securities | $20,574,000 | 4,956 |
| U.S. Treasury securities | $5,755,000 | 5,313 |
| U.S. Government agency obligations | $14,819,000 | 4,158 |
| Securities issued by states & political subdivisions | $4,047,000 | 3,296 |
| Other domestic debt securities | $1,210,000 | 3,755 |
| Privately issued residential mortgage-backed securities | $66,000 | 3,687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,144,000 | 2,741 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $767,000 | 9,183 |
| Mortgage-backed securities | $3,062,000 | 6,707 |
| Certificates of participation in pools of residential mortgages | $2,587,000 | 5,528 |
| Issued or guaranteed by U.S. | $2,521,000 | 5,523 |
| Privately issued | $66,000 | 725 |
| Collaterized mortgage obligations | $475,000 | 5,965 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 5,567 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,831,000 | 4,937 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
