| 2021-09-30 | Rank |
| Total securities | $18,366,000 | 3,725 |
| U.S. Government securities | $15,393,000 | 3,162 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $15,393,000 | 2,921 |
| Securities issued by states & political subdivisions | $2,973,000 | 3,493 |
| 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 | $5,810,000 | 3,055 |
| Mortgage-backed securities | $10,333,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $7,174,000 | 2,565 |
| Issued or guaranteed by U.S. | $7,174,000 | 2,495 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,159,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,159,000 | 1,772 |
| 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) | $18,366,000 | 3,502 |
| Total debt securities | $18,366,000 | 3,700 |
| 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 | $19,429,000 | 3,644 |
| U.S. Government securities | $16,449,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,449,000 | 2,827 |
| Securities issued by states & political subdivisions | $2,980,000 | 3,505 |
| 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 | $6,141,000 | 3,020 |
| Mortgage-backed securities | $11,375,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $7,763,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,763,000 | 2,413 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,612,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $3,612,000 | 1,674 |
| 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) | $19,429,000 | 3,429 |
| Total debt securities | $19,429,000 | 3,621 |
| 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 | $23,770,000 | 3,349 |
| U.S. Government securities | $20,799,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,799,000 | 2,457 |
| Securities issued by states & political subdivisions | $2,971,000 | 3,505 |
| 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 | $6,592,000 | 2,958 |
| Mortgage-backed securities | $12,702,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $8,452,000 | 2,354 |
| Issued or guaranteed by U.S. | $8,452,000 | 2,282 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,250,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $4,250,000 | 1,560 |
| 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) | $23,770,000 | 3,156 |
| Total debt securities | $23,770,000 | 3,324 |
| 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 | $26,653,000 | 3,117 |
| U.S. Government securities | $23,018,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $23,018,000 | 2,253 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,380 |
| 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 | $7,446,000 | 2,865 |
| Mortgage-backed securities | $14,895,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $10,272,000 | 2,067 |
| Issued or guaranteed by U.S. | $10,272,000 | 2,012 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,623,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $4,623,000 | 1,538 |
| 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) | $26,653,000 | 2,937 |
| Total debt securities | $26,653,000 | 3,096 |
| 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 | $28,917,000 | 2,956 |
| U.S. Government securities | $25,161,000 | 2,213 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $25,161,000 | 2,100 |
| Securities issued by states & political subdivisions | $3,756,000 | 3,297 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,432,000 | 2,866 |
| Mortgage-backed securities | $16,020,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $11,256,000 | 1,971 |
| Issued or guaranteed by U.S. | $11,256,000 | 1,914 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,764,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,764,000 | 1,553 |
| 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) | $28,917,000 | 2,765 |
| Total debt securities | $28,917,000 | 2,938 |
| 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 | $29,784,000 | 2,873 |
| U.S. Government securities | $26,036,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $26,036,000 | 2,066 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,259 |
| 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 | $7,429,000 | 2,882 |
| Mortgage-backed securities | $16,877,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $12,025,000 | 1,869 |
| Issued or guaranteed by U.S. | $12,025,000 | 1,821 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,852,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,852,000 | 1,579 |
| 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) | $29,784,000 | 2,692 |
| Total debt securities | $29,784,000 | 2,853 |
| 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 | $24,521,000 | 3,072 |
| U.S. Government securities | $21,086,000 | 2,434 |
| U.S. Treasury securities | $1,033,000 | 1,019 |
| U.S. Government agency obligations | $20,053,000 | 2,373 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,274 |
| 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 | $8,665,000 | 2,712 |
| Mortgage-backed securities | $13,392,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $8,438,000 | 2,212 |
| Issued or guaranteed by U.S. | $8,438,000 | 2,143 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,954,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,954,000 | 1,581 |
| 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) | $24,521,000 | 2,876 |
| Total debt securities | $24,521,000 | 3,050 |
| 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 | $24,413,000 | 3,134 |
| U.S. Government securities | $20,977,000 | 2,514 |
| U.S. Treasury securities | $1,002,000 | 1,103 |
| U.S. Government agency obligations | $19,975,000 | 2,432 |
| Securities issued by states & political subdivisions | $3,436,000 | 3,272 |
| 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 | $8,536,000 | 2,766 |
| Mortgage-backed securities | $12,943,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $7,897,000 | 2,211 |
| Issued or guaranteed by U.S. | $7,897,000 | 2,152 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,046,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $5,046,000 | 1,553 |
| 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) | $24,413,000 | 2,928 |
| Total debt securities | $24,413,000 | 3,115 |
| 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 | $24,559,000 | 3,150 |
| U.S. Government securities | $20,607,000 | 2,581 |
| U.S. Treasury securities | $1,004,000 | 1,127 |
| U.S. Government agency obligations | $19,603,000 | 2,505 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,209 |
| 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 | $6,560,000 | 3,052 |
| Mortgage-backed securities | $12,566,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $7,391,000 | 2,243 |
| Issued or guaranteed by U.S. | $7,391,000 | 2,178 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,175,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $5,175,000 | 1,543 |
| 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) | $24,559,000 | 2,934 |
| Total debt securities | $24,559,000 | 3,132 |
| 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 | $25,178,000 | 3,153 |
| U.S. Government securities | $21,070,000 | 2,582 |
| U.S. Treasury securities | $999,000 | 1,181 |
| U.S. Government agency obligations | $20,071,000 | 2,499 |
| Securities issued by states & political subdivisions | $4,108,000 | 3,227 |
| 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 | $6,533,000 | 3,111 |
| Mortgage-backed securities | $13,069,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $7,785,000 | 2,193 |
| Issued or guaranteed by U.S. | $7,785,000 | 2,147 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,284,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,284,000 | 1,508 |
| 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) | $25,178,000 | 2,929 |
| Total debt securities | $25,178,000 | 3,136 |
| 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 | $25,887,000 | 3,179 |
| U.S. Government securities | $20,012,000 | 2,687 |
| U.S. Treasury securities | $982,000 | 1,278 |
| U.S. Government agency obligations | $19,030,000 | 2,595 |
| Securities issued by states & political subdivisions | $5,875,000 | 2,981 |
| 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 | $5,456,000 | 3,310 |
| Mortgage-backed securities | $11,139,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $5,744,000 | 2,501 |
| Issued or guaranteed by U.S. | $5,744,000 | 2,445 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,395,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $5,395,000 | 1,491 |
| 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) | $25,887,000 | 2,939 |
| Total debt securities | $25,887,000 | 3,161 |
| 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 | $27,239,000 | 3,120 |
| U.S. Government securities | $21,148,000 | 2,616 |
| U.S. Treasury securities | $968,000 | 1,296 |
| U.S. Government agency obligations | $20,180,000 | 2,534 |
| Securities issued by states & political subdivisions | $6,091,000 | 3,005 |
| 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 | $5,368,000 | 3,360 |
| Mortgage-backed securities | $11,393,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $5,909,000 | 2,485 |
| Issued or guaranteed by U.S. | $5,909,000 | 2,448 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,484,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,484,000 | 1,472 |
| 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) | $27,239,000 | 2,893 |
| Total debt securities | $27,239,000 | 3,105 |
| 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 | $27,942,000 | 3,105 |
| U.S. Government securities | $21,841,000 | 2,589 |
| U.S. Treasury securities | $955,000 | 1,282 |
| U.S. Government agency obligations | $20,886,000 | 2,509 |
| Securities issued by states & political subdivisions | $6,101,000 | 3,036 |
| 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 | $5,296,000 | 3,402 |
| Mortgage-backed securities | $11,181,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $5,571,000 | 2,571 |
| Issued or guaranteed by U.S. | $5,571,000 | 2,556 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,610,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $5,610,000 | 1,447 |
| 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) | $27,942,000 | 2,871 |
| Total debt securities | $27,942,000 | 3,083 |
| 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 | $28,173,000 | 3,128 |
| U.S. Government securities | $21,870,000 | 2,591 |
| U.S. Treasury securities | $959,000 | 1,241 |
| U.S. Government agency obligations | $20,911,000 | 2,511 |
| Securities issued by states & political subdivisions | $6,303,000 | 3,061 |
| 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 | $5,324,000 | 3,425 |
| Mortgage-backed securities | $11,647,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $5,893,000 | 2,567 |
| Issued or guaranteed by U.S. | $5,893,000 | 2,447 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,754,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $5,754,000 | 1,433 |
| 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) | $28,173,000 | 2,895 |
| Total debt securities | $28,173,000 | 3,111 |
| 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 | $28,673,000 | 3,150 |
| U.S. Government securities | $22,374,000 | 2,621 |
| U.S. Treasury securities | $963,000 | 1,201 |
| U.S. Government agency obligations | $21,411,000 | 2,566 |
| Securities issued by states & political subdivisions | $6,299,000 | 3,094 |
| 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 | $5,340,000 | 3,471 |
| Mortgage-backed securities | $12,117,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $6,220,000 | 2,562 |
| Issued or guaranteed by U.S. | $6,220,000 | 2,560 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,897,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $5,897,000 | 1,419 |
| 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) | $28,673,000 | 2,905 |
| Total debt securities | $28,673,000 | 3,128 |
| 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 | $29,374,000 | 3,161 |
| U.S. Government securities | $22,993,000 | 2,600 |
| U.S. Treasury securities | $979,000 | 1,127 |
| U.S. Government agency obligations | $22,014,000 | 2,536 |
| Securities issued by states & political subdivisions | $6,381,000 | 3,155 |
| 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 | $5,075,000 | 3,576 |
| Mortgage-backed securities | $12,592,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $6,577,000 | 2,544 |
| Issued or guaranteed by U.S. | $6,577,000 | 2,542 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,015,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $6,015,000 | 1,392 |
| 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) | $29,374,000 | 2,916 |
| Total debt securities | $29,374,000 | 3,139 |
| 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 | $29,723,000 | 3,173 |
| U.S. Government securities | $23,620,000 | 2,587 |
| U.S. Treasury securities | $994,000 | 1,090 |
| U.S. Government agency obligations | $22,626,000 | 2,535 |
| Securities issued by states & political subdivisions | $6,103,000 | 3,241 |
| 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 | $5,150,000 | 3,607 |
| Mortgage-backed securities | $11,146,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $4,876,000 | 2,876 |
| Issued or guaranteed by U.S. | $4,876,000 | 2,873 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,270,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $6,270,000 | 1,361 |
| 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) | $29,723,000 | 2,921 |
| Total debt securities | $29,723,000 | 3,146 |
| 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 | $30,040,000 | 3,199 |
| U.S. Government securities | $23,926,000 | 2,613 |
| U.S. Treasury securities | $996,000 | 1,102 |
| U.S. Government agency obligations | $22,930,000 | 2,566 |
| Securities issued by states & political subdivisions | $6,114,000 | 3,263 |
| 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 | $2,660,000 | 4,145 |
| Mortgage-backed securities | $7,440,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $894,000 | 3,948 |
| Issued or guaranteed by U.S. | $894,000 | 3,941 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,546,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $6,546,000 | 1,340 |
| 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) | $30,040,000 | 2,943 |
| Total debt securities | $30,040,000 | 3,180 |
| 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 | $30,382,000 | 3,199 |
| U.S. Government securities | $24,337,000 | 2,634 |
| U.S. Treasury securities | $983,000 | 1,152 |
| U.S. Government agency obligations | $23,354,000 | 2,572 |
| Securities issued by states & political subdivisions | $6,045,000 | 3,309 |
| 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 | $2,611,000 | 4,197 |
| Mortgage-backed securities | $7,896,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,001 |
| Issued or guaranteed by U.S. | $934,000 | 3,996 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,962,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,962,000 | 1,304 |
| 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) | $30,382,000 | 2,940 |
| Total debt securities | $30,382,000 | 3,181 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $30,762,000 | 3,161 |
| U.S. Government securities | $24,751,000 | 2,580 |
| U.S. Treasury securities | $974,000 | 1,136 |
| U.S. Government agency obligations | $23,777,000 | 2,516 |
| Securities issued by states & political subdivisions | $6,011,000 | 3,337 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,260,000 | 3,328 |
| Mortgage-backed securities | $8,332,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $960,000 | 4,010 |
| Issued or guaranteed by U.S. | $960,000 | 4,002 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,372,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $7,372,000 | 1,247 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $30,762,000 | 2,905 |
| Total debt securities | $30,762,000 | 3,144 |
| 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 | $32,158,000 | 3,090 |
| U.S. Government securities | $26,015,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,015,000 | 2,413 |
| Securities issued by states & political subdivisions | $6,143,000 | 3,338 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,108,000 | 3,103 |
| Mortgage-backed securities | $7,386,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,386,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $7,386,000 | 1,260 |
| 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) | $32,158,000 | 2,833 |
| Total debt securities | $32,158,000 | 3,071 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $33,036,000 | 3,110 |
| U.S. Government securities | $26,875,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,875,000 | 2,427 |
| Securities issued by states & political subdivisions | $6,161,000 | 3,351 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,786,000 | 3,062 |
| Mortgage-backed securities | $8,243,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,243,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $8,243,000 | 1,222 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $33,036,000 | 2,849 |
| Total debt securities | $33,036,000 | 3,089 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $36,562,000 | 2,984 |
| U.S. Government securities | $30,448,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $30,448,000 | 2,309 |
| Securities issued by states & political subdivisions | $6,114,000 | 3,347 |
| 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 | $10,233,000 | 3,054 |
| Mortgage-backed securities | $8,845,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,845,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $8,845,000 | 1,188 |
| 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) | $36,562,000 | 2,720 |
| Total debt securities | $36,562,000 | 2,963 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $36,453,000 | 3,003 |
| U.S. Government securities | $30,407,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,407,000 | 2,334 |
| Securities issued by states & political subdivisions | $6,046,000 | 3,369 |
| 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 | $8,844,000 | 3,264 |
| Mortgage-backed securities | $9,063,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,063,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $9,063,000 | 1,181 |
| 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) | $36,453,000 | 2,734 |
| Total debt securities | $36,453,000 | 2,983 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $37,021,000 | 3,015 |
| U.S. Government securities | $31,005,000 | 2,429 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $31,005,000 | 2,341 |
| Securities issued by states & political subdivisions | $6,016,000 | 3,411 |
| 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 | $15,612,000 | 2,532 |
| Mortgage-backed securities | $9,557,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,557,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $9,557,000 | 1,166 |
| 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) | $37,021,000 | 2,755 |
| Total debt securities | $37,021,000 | 2,993 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $37,992,000 | 3,014 |
| U.S. Government securities | $32,039,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $32,039,000 | 2,352 |
| Securities issued by states & political subdivisions | $5,953,000 | 3,438 |
| 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 | $13,666,000 | 2,725 |
| Mortgage-backed securities | $10,718,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,718,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $10,718,000 | 1,150 |
| 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) | $37,992,000 | 2,757 |
| Total debt securities | $37,992,000 | 2,990 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $40,110,000 | 2,945 |
| U.S. Government securities | $33,942,000 | 2,424 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $33,942,000 | 2,337 |
| Securities issued by states & political subdivisions | $6,168,000 | 3,404 |
| 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 | $8,992,000 | 3,355 |
| Mortgage-backed securities | $12,403,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,403,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $12,403,000 | 1,085 |
| 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) | $40,110,000 | 2,693 |
| Total debt securities | $40,110,000 | 2,918 |
| 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 | $44,959,000 | 2,782 |
| U.S. Government securities | $38,062,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $38,062,000 | 2,165 |
| Securities issued by states & political subdivisions | $6,897,000 | 3,304 |
| 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 | $9,699,000 | 3,258 |
| Mortgage-backed securities | $12,837,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,837,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $12,837,000 | 1,096 |
| 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) | $44,959,000 | 2,540 |
| Total debt securities | $44,959,000 | 2,761 |
| 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 | $45,791,000 | 2,797 |
| U.S. Government securities | $38,939,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $38,939,000 | 2,187 |
| Securities issued by states & political subdivisions | $6,852,000 | 3,349 |
| 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 | $10,016,000 | 3,255 |
| Mortgage-backed securities | $13,401,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,401,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $13,401,000 | 1,086 |
| 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) | $45,791,000 | 2,547 |
| Total debt securities | $45,791,000 | 2,773 |
| 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 | $53,313,000 | 2,543 |
| U.S. Government securities | $45,296,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,296,000 | 1,963 |
| Securities issued by states & political subdivisions | $8,017,000 | 3,208 |
| 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 | $10,279,000 | 3,231 |
| Mortgage-backed securities | $13,908,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,908,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $13,908,000 | 1,077 |
| 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) | $53,313,000 | 2,306 |
| Total debt securities | $53,303,000 | 2,524 |
| 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 | $56,674,000 | 2,432 |
| U.S. Government securities | $45,905,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $45,905,000 | 1,980 |
| Securities issued by states & political subdivisions | $10,769,000 | 2,780 |
| 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 | $10,504,000 | 3,209 |
| Mortgage-backed securities | $14,355,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,355,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $14,355,000 | 1,060 |
| 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) | $56,674,000 | 2,210 |
| Total debt securities | $56,674,000 | 2,413 |
| 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 | $32,882,000 | 3,517 |
| U.S. Government securities | $22,996,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,996,000 | 3,135 |
| Securities issued by states & political subdivisions | $9,886,000 | 2,905 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,774,000 | 4,279 |
| Mortgage-backed securities | $4,560,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,560,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $4,560,000 | 1,843 |
| 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) | $32,882,000 | 3,229 |
| Total debt securities | $32,882,000 | 3,483 |
| 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 | $27,472,000 | 3,901 |
| U.S. Government securities | $17,596,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,596,000 | 3,656 |
| Securities issued by states & political subdivisions | $9,876,000 | 2,918 |
| 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 | $5,127,000 | 4,237 |
| Mortgage-backed securities | $6,082,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,276,000 | 4,540 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,806,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,806,000 | 1,833 |
| 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) | $27,472,000 | 3,580 |
| Total debt securities | $27,472,000 | 3,873 |
| 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 | $28,537,000 | 3,810 |
| U.S. Government securities | $18,559,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,559,000 | 3,560 |
| Securities issued by states & political subdivisions | $9,978,000 | 2,891 |
| 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 | $5,310,000 | 4,195 |
| Mortgage-backed securities | $6,813,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $1,357,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,357,000 | 4,487 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,456,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $5,456,000 | 1,778 |
| 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) | $28,537,000 | 3,505 |
| Total debt securities | $28,537,000 | 3,782 |
| 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 | $33,551,000 | 3,504 |
| U.S. Government securities | $23,955,000 | 3,190 |
| U.S. Treasury securities | $1,007,000 | 853 |
| U.S. Government agency obligations | $22,948,000 | 3,191 |
| Securities issued by states & political subdivisions | $9,596,000 | 2,926 |
| 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 | $9,379,000 | 3,409 |
| Mortgage-backed securities | $7,844,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,478 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,476 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,336,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $6,336,000 | 1,718 |
| 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) | $33,551,000 | 3,247 |
| Total debt securities | $33,552,000 | 3,471 |
| 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 | $34,814,000 | 3,376 |
| U.S. Government securities | $25,912,000 | 2,998 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,912,000 | 2,933 |
| Securities issued by states & political subdivisions | $8,902,000 | 3,004 |
| 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 | $11,227,000 | 3,109 |
| Mortgage-backed securities | $9,747,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $2,861,000 | 4,063 |
| Issued or guaranteed by U.S. | $2,861,000 | 4,061 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,886,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $6,886,000 | 1,681 |
| 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) | $34,814,000 | 3,124 |
| Total debt securities | $34,814,000 | 3,345 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $36,347,000 | 3,328 |
| U.S. Government securities | $26,890,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,890,000 | 2,932 |
| Securities issued by states & political subdivisions | $8,457,000 | 3,054 |
| Other domestic debt securities | $1,000,000 | 2,040 |
| 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 | $1,000,000 | 1,544 |
| 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 | $10,676,000 | 3,217 |
| Mortgage-backed securities | $10,709,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,115 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,113 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,567,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $7,567,000 | 1,680 |
| 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) | $1,000,000 | 1,952 |
| Available-for-sale securities (fair market value) | $35,347,000 | 3,132 |
| Total debt securities | $36,347,000 | 3,301 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $35,800,000 | 3,369 |
| U.S. Government securities | $27,192,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,192,000 | 2,976 |
| Securities issued by states & political subdivisions | $7,608,000 | 3,145 |
| Other domestic debt securities | $1,000,000 | 2,043 |
| 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 | $1,000,000 | 1,544 |
| 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 | $4,300,000 | 4,551 |
| Mortgage-backed securities | $10,031,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $3,518,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,518,000 | 4,049 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,513,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $6,513,000 | 1,811 |
| 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) | $1,000,000 | 1,963 |
| Available-for-sale securities (fair market value) | $34,800,000 | 3,170 |
| Total debt securities | $35,801,000 | 3,347 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $35,617,000 | 3,396 |
| U.S. Government securities | $27,982,000 | 3,023 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,982,000 | 2,965 |
| Securities issued by states & political subdivisions | $6,635,000 | 3,249 |
| Other domestic debt securities | $1,000,000 | 2,030 |
| 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 | $1,000,000 | 1,547 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,627,000 | 4,790 |
| Mortgage-backed securities | $6,675,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $2,676,000 | 4,297 |
| Issued or guaranteed by U.S. | $2,676,000 | 4,295 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,999,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 2,207 |
| 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) | $1,000,000 | 2,007 |
| Available-for-sale securities (fair market value) | $34,617,000 | 3,205 |
| Total debt securities | $35,617,000 | 3,373 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $30,093,000 | 3,668 |
| U.S. Government securities | $23,891,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,891,000 | 3,201 |
| Securities issued by states & political subdivisions | $5,202,000 | 3,545 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| 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 | $1,000,000 | 1,462 |
| 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 | $3,703,000 | 4,556 |
| Mortgage-backed securities | $5,444,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,942,000 | 4,142 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,502,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 2,423 |
| 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) | $1,000,000 | 2,096 |
| Available-for-sale securities (fair market value) | $29,093,000 | 3,456 |
| Total debt securities | $30,093,000 | 3,646 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $30,577,000 | 3,570 |
| U.S. Government securities | $25,537,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,537,000 | 2,980 |
| Securities issued by states & political subdivisions | $4,040,000 | 3,777 |
| Other domestic debt securities | $1,000,000 | 2,000 |
| 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 | $1,000,000 | 1,429 |
| 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 | $3,641,000 | 4,584 |
| Mortgage-backed securities | $6,202,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $3,209,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,209,000 | 4,001 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,993,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $2,993,000 | 2,283 |
| 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) | $1,000,000 | 2,125 |
| Available-for-sale securities (fair market value) | $29,577,000 | 3,358 |
| Total debt securities | $30,577,000 | 3,539 |
| Structured notes |
| Amortized cost | $1,150,000 | 2,153 |
| Fair value | $1,153,000 | 2,158 |
| 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 | $33,994,000 | 3,367 |
| U.S. Government securities | $27,480,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,480,000 | 2,900 |
| Securities issued by states & political subdivisions | $5,514,000 | 3,361 |
| Other domestic debt securities | $1,000,000 | 1,942 |
| 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 | $1,000,000 | 1,354 |
| 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 | $5,948,000 | 4,012 |
| Mortgage-backed securities | $5,739,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,928 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,915 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,328,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 2,405 |
| 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) | $1,000,000 | 2,145 |
| Available-for-sale securities (fair market value) | $32,994,000 | 3,147 |
| Total debt securities | $33,994,000 | 3,342 |
| Structured notes |
| Amortized cost | $1,151,000 | 2,381 |
| Fair value | $1,156,000 | 2,382 |
| 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 | $38,483,000 | 3,061 |
| U.S. Government securities | $31,619,000 | 2,675 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,619,000 | 2,595 |
| Securities issued by states & political subdivisions | $5,864,000 | 3,247 |
| Other domestic debt securities | $1,000,000 | 1,989 |
| 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 | $1,000,000 | 1,384 |
| 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 | $7,614,000 | 3,646 |
| Mortgage-backed securities | $7,341,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $4,551,000 | 3,549 |
| Issued or guaranteed by U.S. | $4,551,000 | 3,541 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,790,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $2,790,000 | 2,220 |
| 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) | $1,000,000 | 2,154 |
| Available-for-sale securities (fair market value) | $37,483,000 | 2,841 |
| Total debt securities | $38,483,000 | 3,038 |
| Structured notes |
| Amortized cost | $1,151,000 | 2,428 |
| Fair value | $1,154,000 | 2,428 |
| 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 | $38,255,000 | 2,990 |
| U.S. Government securities | $31,389,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $31,389,000 | 2,472 |
| Securities issued by states & political subdivisions | $5,866,000 | 3,218 |
| Other domestic debt securities | $1,000,000 | 2,122 |
| 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 | $1,000,000 | 1,394 |
| 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 | $6,851,000 | 3,740 |
| Mortgage-backed securities | $9,147,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $5,228,000 | 3,297 |
| Issued or guaranteed by U.S. | $5,228,000 | 3,290 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,919,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $3,919,000 | 1,939 |
| 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) | $1,000,000 | 2,168 |
| Available-for-sale securities (fair market value) | $37,255,000 | 2,773 |
| Total debt securities | $38,255,000 | 2,966 |
| Structured notes |
| Amortized cost | $1,151,000 | 2,282 |
| Fair value | $1,150,000 | 2,282 |
| 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 | $26,499,000 | 3,750 |
| U.S. Government securities | $23,679,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,679,000 | 2,991 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,694 |
| Other domestic debt securities | $1,575,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $575,000 | 1,124 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,000,000 | 1,400 |
| 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 | $3,573,000 | 4,708 |
| Mortgage-backed securities | $9,410,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $5,883,000 | 3,106 |
| Issued or guaranteed by U.S. | $5,883,000 | 3,098 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,527,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,952,000 | 2,086 |
| Privately issued | $575,000 | 1,069 |
| 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) | $1,000,000 | 2,209 |
| Available-for-sale securities (fair market value) | $25,499,000 | 3,508 |
| Total debt securities | $26,499,000 | 3,711 |
| Structured notes |
| Amortized cost | $2,152,000 | 1,810 |
| Fair value | $2,163,000 | 1,814 |
| 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 | $27,402,000 | 3,673 |
| U.S. Government securities | $23,069,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,069,000 | 3,099 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,441 |
| Other domestic debt securities | $2,639,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 878 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,000,000 | 1,356 |
| 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 | $4,384,000 | 4,494 |
| Mortgage-backed securities | $12,175,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $6,228,000 | 3,073 |
| Issued or guaranteed by U.S. | $6,228,000 | 3,065 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,947,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $4,308,000 | 1,760 |
| Privately issued | $1,639,000 | 844 |
| 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) | $1,000,000 | 2,280 |
| Available-for-sale securities (fair market value) | $26,402,000 | 3,441 |
| Total debt securities | $27,402,000 | 3,644 |
| Structured notes |
| Amortized cost | $1,652,000 | 2,208 |
| Fair value | $1,655,000 | 2,209 |
| 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 | $25,684,000 | 3,859 |
| U.S. Government securities | $21,978,000 | 3,349 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,978,000 | 3,261 |
| Securities issued by states & political subdivisions | $1,838,000 | 4,381 |
| Other domestic debt securities | $1,868,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $868,000 | 1,106 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,000,000 | 1,386 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,614,000 | 3,576 |
| Mortgage-backed securities | $18,973,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 2,307 |
| Issued or guaranteed by U.S. | $11,713,000 | 2,302 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,260,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $6,392,000 | 1,446 |
| Privately issued | $868,000 | 1,061 |
| 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) | $1,035,000 | 2,313 |
| Available-for-sale securities (fair market value) | $24,649,000 | 3,584 |
| Total debt securities | $25,686,000 | 3,823 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $26,687,000 | 3,725 |
| U.S. Government securities | $22,388,000 | 3,277 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,388,000 | 3,200 |
| Securities issued by states & political subdivisions | $2,387,000 | 4,151 |
| Other domestic debt securities | $1,912,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $912,000 | 1,128 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,000,000 | 1,415 |
| 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 | $10,928,000 | 3,205 |
| Mortgage-backed securities | $19,422,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $13,808,000 | 2,172 |
| Issued or guaranteed by U.S. | $13,808,000 | 2,164 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,614,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $4,702,000 | 1,621 |
| Privately issued | $912,000 | 1,085 |
| 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) | $1,035,000 | 2,355 |
| Available-for-sale securities (fair market value) | $25,652,000 | 3,461 |
| Total debt securities | $26,687,000 | 3,690 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $989,000 | 2,134 |
| 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 | $27,550,000 | 3,691 |
| U.S. Government securities | $23,124,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,124,000 | 3,122 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,152 |
| Other domestic debt securities | $1,981,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $981,000 | 1,175 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,000,000 | 1,506 |
| 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 | $11,946,000 | 3,038 |
| Mortgage-backed securities | $19,024,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $16,379,000 | 1,997 |
| Issued or guaranteed by U.S. | $16,379,000 | 1,988 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,645,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 2,235 |
| Privately issued | $981,000 | 1,126 |
| 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) | $1,035,000 | 2,432 |
| Available-for-sale securities (fair market value) | $26,515,000 | 3,411 |
| Total debt securities | $27,551,000 | 3,651 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $985,000 | 1,748 |
| 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 | $25,736,000 | 3,813 |
| U.S. Government securities | $21,360,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,360,000 | 3,259 |
| Securities issued by states & political subdivisions | $2,316,000 | 4,196 |
| Other domestic debt securities | $2,060,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 1,176 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,000,000 | 1,526 |
| 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 | $12,201,000 | 3,020 |
| Mortgage-backed securities | $20,159,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $17,320,000 | 1,971 |
| Issued or guaranteed by U.S. | $17,320,000 | 1,960 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,839,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,779,000 | 2,206 |
| Privately issued | $1,060,000 | 1,123 |
| 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) | $1,035,000 | 2,463 |
| Available-for-sale securities (fair market value) | $24,701,000 | 3,508 |
| Total debt securities | $25,738,000 | 3,778 |
| Structured notes |
| Amortized cost | $224,000 | 1,892 |
| Fair value | $225,000 | 1,889 |
| 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 | $23,029,000 | 4,082 |
| U.S. Government securities | $19,647,000 | 3,573 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,647,000 | 3,500 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,114 |
| Other domestic debt securities | $1,065,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $1,065,000 | 1,206 |
| 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 | $7,436,000 | 3,859 |
| Mortgage-backed securities | $18,423,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $15,371,000 | 2,164 |
| Issued or guaranteed by U.S. | $15,371,000 | 2,152 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,052,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $1,987,000 | 2,142 |
| Privately issued | $1,065,000 | 1,151 |
| 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) | $70,000 | 3,279 |
| Available-for-sale securities (fair market value) | $22,959,000 | 3,670 |
| Total debt securities | $23,030,000 | 4,047 |
| Structured notes |
| Amortized cost | $240,000 | 1,618 |
| Fair value | $240,000 | 1,609 |
| 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 | $22,058,000 | 4,198 |
| U.S. Government securities | $18,589,000 | 3,741 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,589,000 | 3,668 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,093 |
| Other domestic debt securities | $1,211,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $1,211,000 | 1,123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $7,647,000 | 3,861 |
| Mortgage-backed securities | $19,549,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $16,255,000 | 2,037 |
| Issued or guaranteed by U.S. | $16,255,000 | 2,023 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,294,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $2,083,000 | 2,079 |
| Privately issued | $1,211,000 | 1,072 |
| 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) | $70,000 | 3,299 |
| Available-for-sale securities (fair market value) | $21,988,000 | 3,759 |
| Total debt securities | $22,058,000 | 4,160 |
| Structured notes |
| Amortized cost | $250,000 | 1,598 |
| Fair value | $251,000 | 1,608 |
| 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 | $22,666,000 | 4,069 |
| U.S. Government securities | $19,056,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,056,000 | 3,560 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,082 |
| Other domestic debt securities | $1,386,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $1,386,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $7,835,000 | 3,846 |
| Mortgage-backed securities | $19,183,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $15,659,000 | 2,025 |
| Issued or guaranteed by U.S. | $15,659,000 | 2,012 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,524,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 1,965 |
| Privately issued | $1,386,000 | 1,022 |
| 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) | $70,000 | 3,317 |
| Available-for-sale securities (fair market value) | $22,596,000 | 3,621 |
| Total debt securities | $22,666,000 | 4,025 |
| Structured notes |
| Amortized cost | $257,000 | 1,591 |
| Fair value | $257,000 | 1,594 |
| 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 | $22,363,000 | 4,155 |
| U.S. Government securities | $18,509,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,509,000 | 3,660 |
| Securities issued by states & political subdivisions | $2,396,000 | 4,046 |
| Other domestic debt securities | $1,458,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $1,458,000 | 1,035 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $7,838,000 | 3,798 |
| Mortgage-backed securities | $18,697,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $15,029,000 | 2,059 |
| Issued or guaranteed by U.S. | $15,029,000 | 2,048 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,668,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 1,962 |
| Privately issued | $1,458,000 | 985 |
| 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) | $70,000 | 3,335 |
| Available-for-sale securities (fair market value) | $22,293,000 | 3,700 |
| Total debt securities | $22,364,000 | 4,114 |
| Structured notes |
| Amortized cost | $264,000 | 1,629 |
| Fair value | $264,000 | 1,630 |
| 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 | $23,464,000 | 4,008 |
| U.S. Government securities | $17,470,000 | 3,857 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,470,000 | 3,792 |
| Securities issued by states & political subdivisions | $5,424,000 | 3,006 |
| Other domestic debt securities | $570,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $570,000 | 1,237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| 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 | $4,454,000 | 4,656 |
| Mortgage-backed securities | $15,753,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $12,796,000 | 2,197 |
| Issued or guaranteed by U.S. | $12,796,000 | 2,187 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,957,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,387,000 | 1,910 |
| Privately issued | $570,000 | 1,175 |
| 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) | $105,000 | 3,309 |
| Available-for-sale securities (fair market value) | $23,359,000 | 3,590 |
| Total debt securities | $23,463,000 | 3,955 |
| Structured notes |
| Amortized cost | $275,000 | 1,780 |
| Fair value | $274,000 | 1,783 |
| 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 | $20,935,000 | 4,341 |
| U.S. Government securities | $14,907,000 | 4,314 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,907,000 | 4,223 |
| Securities issued by states & political subdivisions | $5,392,000 | 3,003 |
| Other domestic debt securities | $636,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $636,000 | 1,120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,673,000 | 4,071 |
| Mortgage-backed securities | $11,036,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $7,959,000 | 2,592 |
| Issued or guaranteed by U.S. | $7,959,000 | 2,577 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,077,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,441,000 | 1,808 |
| Privately issued | $636,000 | 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) | $105,000 | 3,365 |
| Available-for-sale securities (fair market value) | $20,830,000 | 3,855 |
| Total debt securities | $20,935,000 | 4,285 |
| Structured notes |
| Amortized cost | $283,000 | 2,273 |
| Fair value | $279,000 | 2,272 |
| 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 | $20,809,000 | 4,383 |
| U.S. Government securities | $14,701,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,701,000 | 4,334 |
| Securities issued by states & political subdivisions | $5,446,000 | 2,947 |
| Other domestic debt securities | $662,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $662,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,458,000 | 4,711 |
| Mortgage-backed securities | $10,359,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $7,191,000 | 2,562 |
| Issued or guaranteed by U.S. | $7,191,000 | 2,549 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,168,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 1,739 |
| Privately issued | $662,000 | 1,024 |
| 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) | $105,000 | 3,426 |
| Available-for-sale securities (fair market value) | $20,704,000 | 3,877 |
| Total debt securities | $20,809,000 | 4,331 |
| Structured notes |
| Amortized cost | $291,000 | 2,497 |
| Fair value | $286,000 | 2,499 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $21,021,000 | 4,343 |
| U.S. Government securities | $12,728,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,728,000 | 4,726 |
| Securities issued by states & political subdivisions | $7,593,000 | 2,444 |
| Other domestic debt securities | $700,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $700,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,998,000 | 4,894 |
| Mortgage-backed securities | $7,946,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $4,623,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,623,000 | 3,097 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,323,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,688 |
| Privately issued | $700,000 | 962 |
| 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) | $105,000 | 3,471 |
| Available-for-sale securities (fair market value) | $20,916,000 | 3,840 |
| Total debt securities | $21,018,000 | 4,299 |
| Structured notes |
| Amortized cost | $301,000 | 2,537 |
| Fair value | $293,000 | 2,567 |
| 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 | $19,788,000 | 4,529 |
| U.S. Government securities | $12,840,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,840,000 | 4,705 |
| Securities issued by states & political subdivisions | $6,151,000 | 2,779 |
| Other domestic debt securities | $797,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $797,000 | 963 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,051,000 | 4,887 |
| Mortgage-backed securities | $7,643,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $4,019,000 | 3,305 |
| Issued or guaranteed by U.S. | $4,019,000 | 3,288 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,624,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $2,827,000 | 1,630 |
| Privately issued | $797,000 | 904 |
| 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) | $140,000 | 3,491 |
| Available-for-sale securities (fair market value) | $19,648,000 | 3,996 |
| Total debt securities | $19,789,000 | 4,482 |
| Structured notes |
| Amortized cost | $313,000 | 2,598 |
| Fair value | $306,000 | 2,601 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $20,448,000 | 4,479 |
| U.S. Government securities | $12,569,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,569,000 | 4,810 |
| Securities issued by states & political subdivisions | $7,057,000 | 2,573 |
| Other domestic debt securities | $822,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $822,000 | 934 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $4,393,000 | 4,780 |
| Mortgage-backed securities | $7,410,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $4,283,000 | 3,227 |
| Issued or guaranteed by U.S. | $4,283,000 | 3,213 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,127,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000 | 1,775 |
| Privately issued | $822,000 | 883 |
| 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) | $140,000 | 3,578 |
| Available-for-sale securities (fair market value) | $20,308,000 | 3,952 |
| Total debt securities | $20,448,000 | 4,429 |
| Structured notes |
| Amortized cost | $324,000 | 2,701 |
| Fair value | $316,000 | 2,701 |
| 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 | $20,867,000 | 4,466 |
| U.S. Government securities | $12,887,000 | 4,924 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,887,000 | 4,791 |
| Securities issued by states & political subdivisions | $7,095,000 | 2,549 |
| Other domestic debt securities | $885,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $885,000 | 902 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $4,410,000 | 4,804 |
| Mortgage-backed securities | $7,798,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $4,504,000 | 3,168 |
| Issued or guaranteed by U.S. | $4,504,000 | 3,153 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,294,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 1,726 |
| Privately issued | $885,000 | 841 |
| 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) | $140,000 | 3,656 |
| Available-for-sale securities (fair market value) | $20,727,000 | 3,912 |
| Total debt securities | $20,868,000 | 4,419 |
| Structured notes |
| Amortized cost | $339,000 | 2,823 |
| Fair value | $329,000 | 2,824 |
| 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 | $20,922,000 | 4,451 |
| U.S. Government securities | $13,067,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,067,000 | 4,752 |
| Securities issued by states & political subdivisions | $6,940,000 | 2,570 |
| Other domestic debt securities | $915,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $915,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,533,000 | 5,138 |
| Mortgage-backed securities | $8,068,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $4,659,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,659,000 | 3,116 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,409,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,696 |
| Privately issued | $915,000 | 816 |
| 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) | $140,000 | 3,713 |
| Available-for-sale securities (fair market value) | $20,782,000 | 3,889 |
| Total debt securities | $20,920,000 | 4,387 |
| Structured notes |
| Amortized cost | $353,000 | 2,871 |
| Fair value | $338,000 | 2,879 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $19,525,000 | 4,681 |
| U.S. Government securities | $11,608,000 | 5,229 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,608,000 | 5,091 |
| Securities issued by states & political subdivisions | $6,967,000 | 2,541 |
| Other domestic debt securities | $950,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $950,000 | 860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,568,000 | 5,128 |
| Mortgage-backed securities | $6,588,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,359 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,345 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,578,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $1,628,000 | 1,943 |
| Privately issued | $950,000 | 804 |
| 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) | $170,000 | 3,730 |
| Available-for-sale securities (fair market value) | $19,355,000 | 4,085 |
| Total debt securities | $19,522,000 | 4,631 |
| Structured notes |
| Amortized cost | $371,000 | 2,862 |
| Fair value | $358,000 | 2,862 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $18,722,000 | 4,815 |
| U.S. Government securities | $10,590,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,590,000 | 5,307 |
| Securities issued by states & political subdivisions | $7,115,000 | 2,499 |
| Other domestic debt securities | $1,017,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $1,017,000 | 807 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $4,316,000 | 4,831 |
| Mortgage-backed securities | $6,357,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $3,640,000 | 3,498 |
| Issued or guaranteed by U.S. | $3,640,000 | 3,482 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,717,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 1,926 |
| Privately issued | $1,017,000 | 754 |
| 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) | $170,000 | 3,804 |
| Available-for-sale securities (fair market value) | $18,552,000 | 4,179 |
| Total debt securities | $18,722,000 | 4,760 |
| Structured notes |
| Amortized cost | $386,000 | 2,855 |
| Fair value | $375,000 | 2,855 |
| 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 | $17,320,000 | 5,007 |
| U.S. Government securities | $10,764,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,764,000 | 5,233 |
| Securities issued by states & political subdivisions | $6,556,000 | 2,622 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $4,384,000 | 4,816 |
| Mortgage-backed securities | $5,448,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $4,164,000 | 3,366 |
| Issued or guaranteed by U.S. | $4,164,000 | 3,352 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,284,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,284,000 | 2,091 |
| 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) | $170,000 | 3,867 |
| Available-for-sale securities (fair market value) | $17,150,000 | 4,357 |
| Total debt securities | $17,322,000 | 4,958 |
| Structured notes |
| Amortized cost | $410,000 | 2,784 |
| Fair value | $405,000 | 2,786 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $17,846,000 | 4,966 |
| U.S. Government securities | $11,342,000 | 5,295 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,342,000 | 5,140 |
| Securities issued by states & political subdivisions | $6,504,000 | 2,609 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,178,000 | 5,263 |
| Mortgage-backed securities | $5,972,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $4,630,000 | 3,294 |
| Issued or guaranteed by U.S. | $4,630,000 | 3,280 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,342,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,123 |
| 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) | $170,000 | 3,910 |
| Available-for-sale securities (fair market value) | $17,676,000 | 4,345 |
| Total debt securities | $17,846,000 | 4,915 |
| Structured notes |
| Amortized cost | $441,000 | 2,757 |
| Fair value | $436,000 | 2,757 |
| 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 | $17,533,000 | 5,063 |
| U.S. Government securities | $11,232,000 | 5,391 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,232,000 | 5,251 |
| Securities issued by states & political subdivisions | $6,301,000 | 2,658 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $3,666,000 | 5,108 |
| Mortgage-backed securities | $6,426,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $5,054,000 | 3,255 |
| Issued or guaranteed by U.S. | $5,054,000 | 3,248 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,372,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,372,000 | 2,171 |
| 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) | $17,533,000 | 4,415 |
| Total debt securities | $17,532,000 | 5,005 |
| Structured notes |
| Amortized cost | $468,000 | 2,719 |
| Fair value | $454,000 | 2,719 |
| 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 | $17,749,000 | 5,062 |
| U.S. Government securities | $11,333,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,333,000 | 5,234 |
| Securities issued by states & political subdivisions | $6,416,000 | 2,658 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $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 | $4,459,000 | 4,780 |
| Mortgage-backed securities | $6,386,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $5,451,000 | 3,165 |
| Issued or guaranteed by U.S. | $5,451,000 | 3,156 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $935,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,463 |
| 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) | $17,749,000 | 4,420 |
| Total debt securities | $17,750,000 | 4,998 |
| Structured notes |
| Amortized cost | $495,000 | 2,648 |
| Fair value | $492,000 | 2,634 |
| 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 | $16,448,000 | 5,268 |
| U.S. Government securities | $10,026,000 | 5,695 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,026,000 | 5,540 |
| Securities issued by states & political subdivisions | $6,422,000 | 2,677 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $4,769,000 | 4,696 |
| Mortgage-backed securities | $5,536,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,383 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,377 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $703,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,620 |
| 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) | $16,448,000 | 4,581 |
| Total debt securities | $16,448,000 | 5,192 |
| 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 | $16,505,000 | 5,323 |
| U.S. Government securities | $10,325,000 | 5,697 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,325,000 | 5,536 |
| Securities issued by states & political subdivisions | $6,180,000 | 2,708 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,550,000 | 4,400 |
| Mortgage-backed securities | $4,976,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $3,813,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,813,000 | 3,791 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,163,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $1,163,000 | 2,376 |
| 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) | $16,505,000 | 4,667 |
| Total debt securities | $16,505,000 | 5,250 |
| 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 | $16,988,000 | 5,207 |
| U.S. Government securities | $9,458,000 | 5,877 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,458,000 | 5,720 |
| Securities issued by states & political subdivisions | $6,468,000 | 2,654 |
| Other domestic debt securities | $1,062,000 | 2,453 |
| 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 | $1,062,000 | 2,072 |
| 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 | $6,159,000 | 4,144 |
| Mortgage-backed securities | $4,857,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $3,325,000 | 3,996 |
| Issued or guaranteed by U.S. | $3,325,000 | 3,988 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,532,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,267 |
| 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) | $16,988,000 | 4,580 |
| Total debt securities | $16,988,000 | 5,128 |
| 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 | $17,946,000 | 5,112 |
| U.S. Government securities | $9,723,000 | 5,857 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,723,000 | 5,693 |
| Securities issued by states & political subdivisions | $7,155,000 | 2,512 |
| Other domestic debt securities | $1,068,000 | 2,497 |
| 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 | $1,068,000 | 2,193 |
| 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 | $2,472,000 | 5,597 |
| Mortgage-backed securities | $5,116,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $3,559,000 | 3,896 |
| Issued or guaranteed by U.S. | $3,559,000 | 3,885 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,557,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $1,557,000 | 2,348 |
| 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) | $17,946,000 | 4,470 |
| Total debt securities | $17,943,000 | 5,030 |
| 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 | $17,340,000 | 5,142 |
| U.S. Government securities | $9,630,000 | 5,710 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,630,000 | 5,544 |
| Securities issued by states & political subdivisions | $6,334,000 | 2,703 |
| Other domestic debt securities | $1,376,000 | 2,427 |
| 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 | $1,376,000 | 2,130 |
| 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 | $2,557,000 | 5,509 |
| Mortgage-backed securities | $5,483,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $3,896,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,896,000 | 3,760 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,587,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,362 |
| 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) | $17,340,000 | 4,503 |
| Total debt securities | $17,339,000 | 5,055 |
| 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 | $16,930,000 | 5,149 |
| U.S. Government securities | $10,020,000 | 5,552 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,020,000 | 5,383 |
| Securities issued by states & political subdivisions | $5,525,000 | 2,882 |
| Other domestic debt securities | $1,385,000 | 2,488 |
| 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 | $1,385,000 | 2,180 |
| 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 | $2,857,000 | 5,360 |
| Mortgage-backed securities | $5,770,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $4,652,000 | 3,541 |
| Issued or guaranteed by U.S. | $4,652,000 | 3,530 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,118,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,765 |
| 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) | $16,930,000 | 4,485 |
| Total debt securities | $16,930,000 | 5,053 |
| 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 | $16,904,000 | 5,170 |
| U.S. Government securities | $10,454,000 | 5,488 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,454,000 | 5,306 |
| Securities issued by states & political subdivisions | $5,099,000 | 2,903 |
| Other domestic debt securities | $1,351,000 | 2,534 |
| 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 | $1,351,000 | 2,211 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,377,000 | 5,096 |
| Mortgage-backed securities | $6,240,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $4,739,000 | 3,503 |
| Issued or guaranteed by U.S. | $4,739,000 | 3,492 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,501,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 2,701 |
| 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) | $16,904,000 | 4,471 |
| Total debt securities | $16,904,000 | 5,073 |
| 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 | $16,949,000 | 5,127 |
| U.S. Government securities | $10,496,000 | 5,463 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,496,000 | 5,269 |
| Securities issued by states & political subdivisions | $5,112,000 | 2,887 |
| Other domestic debt securities | $1,341,000 | 2,581 |
| 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 | $1,341,000 | 2,259 |
| 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 | $2,591,000 | 5,561 |
| Mortgage-backed securities | $6,870,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,314 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,302 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,702,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,640 |
| 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) | $16,949,000 | 4,422 |
| Total debt securities | $16,948,000 | 5,045 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $13,831,000 | 5,614 |
| U.S. Government securities | $9,787,000 | 5,569 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,787,000 | 5,331 |
| Securities issued by states & political subdivisions | $3,535,000 | 3,466 |
| Other domestic debt securities | $509,000 | 3,366 |
| 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 | $509,000 | 2,913 |
| 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 | $3,821,000 | 4,911 |
| Mortgage-backed securities | $7,147,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,419 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,047,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $3,047,000 | 2,200 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,831,000 | 4,794 |
| Total debt securities | $13,837,000 | 5,522 |
| 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 | $14,373,000 | 5,692 |
| U.S. Government securities | $9,014,000 | 6,192 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,014,000 | 5,836 |
| Securities issued by states & political subdivisions | $4,705,000 | 2,920 |
| 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 | $654,000 | 3,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,303,000 | 4,953 |
| Mortgage-backed securities | $4,002,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $2,725,000 | 3,505 |
| Issued or guaranteed by U.S. | $2,725,000 | 3,489 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,277,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,508 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,373,000 | 4,717 |
| Total debt securities | $13,719,000 | 5,703 |
| 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 | $13,473,000 | 6,165 |
| U.S. Government securities | $7,531,000 | 6,966 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,531,000 | 6,449 |
| Securities issued by states & political subdivisions | $5,523,000 | 2,739 |
| 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 | $419,000 | 4,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,591,000 | 5,956 |
| Mortgage-backed securities | $2,689,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $1,346,000 | 4,704 |
| Issued or guaranteed by U.S. | $1,346,000 | 4,689 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,343,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $1,343,000 | 2,641 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,473,000 | 5,041 |
| Total debt securities | $13,054,000 | 6,161 |
| 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 | $9,817,000 | 7,171 |
| U.S. Government securities | $5,642,000 | 7,743 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,642,000 | 6,892 |
| Securities issued by states & political subdivisions | $3,804,000 | 3,498 |
| 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 | $371,000 | 4,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,627,000 | 6,436 |
| Mortgage-backed securities | $2,661,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 5,046 |
| Issued or guaranteed by U.S. | $1,210,000 | 5,031 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,451,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 2,818 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,817,000 | 5,826 |
| Total debt securities | $9,446,000 | 7,133 |
| 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 | $6,721,000 | 8,543 |
| U.S. Government securities | $2,913,000 | 9,610 |
| U.S. Treasury securities | $1,001,000 | 6,411 |
| U.S. Government agency obligations | $1,912,000 | 9,113 |
| Securities issued by states & political subdivisions | $3,301,000 | 3,622 |
| 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 | $507,000 | 3,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,592,000 | 6,863 |
| Mortgage-backed securities | $1,912,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $503,000 | 6,147 |
| Issued or guaranteed by U.S. | $503,000 | 6,127 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,409,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,961 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,721,000 | 6,799 |
| Total debt securities | $6,214,000 | 8,615 |
| 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 | $7,615,000 | 8,756 |
| U.S. Government securities | $4,027,000 | 9,663 |
| U.S. Treasury securities | $1,501,000 | 6,568 |
| U.S. Government agency obligations | $2,526,000 | 9,122 |
| Securities issued by states & political subdivisions | $3,120,000 | 3,846 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $468,000 | 3,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,420,000 | 6,361 |
| Mortgage-backed securities | $2,526,000 | 5,514 |
| Certificates of participation in pools of residential mortgages | $294,000 | 7,185 |
| Issued or guaranteed by U.S. | $294,000 | 7,166 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,232,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $2,232,000 | 2,802 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,615,000 | 6,753 |
| Total debt securities | $7,147,000 | 8,827 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $7,720,000 | 9,111 |
| U.S. Government securities | $4,143,000 | 9,989 |
| U.S. Treasury securities | $1,520,000 | 7,681 |
| U.S. Government agency obligations | $2,623,000 | 9,275 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,898 |
| Other domestic debt securities | $1,000 | 5,160 |
| Privately issued residential mortgage-backed securities | $1,000 | 2,553 |
| 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 | $459,000 | 3,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,988,000 | 5,989 |
| Mortgage-backed securities | $2,624,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $323,000 | 7,471 |
| Issued or guaranteed by U.S. | $323,000 | 7,437 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,301,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 3,083 |
| Privately issued | $1,000 | 2,205 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,720,000 | 6,875 |
| Total debt securities | $7,261,000 | 9,169 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $6,185,000 | 10,286 |
| U.S. Government securities | $3,897,000 | 10,741 |
| U.S. Treasury securities | $1,470,000 | 8,978 |
| U.S. Government agency obligations | $2,427,000 | 9,568 |
| Securities issued by states & political subdivisions | $2,095,000 | 5,068 |
| Other domestic debt securities | $25,000 | 5,558 |
| Privately issued residential mortgage-backed securities | $21,000 | 2,673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 4,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,100,000 | 5,993 |
| Mortgage-backed securities | $2,099,000 | 6,556 |
| Certificates of participation in pools of residential mortgages | $400,000 | 7,674 |
| Issued or guaranteed by U.S. | $400,000 | 7,644 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,699,000 | 3,886 |
| CMOs issued by government agencies or sponsored agencies | $1,678,000 | 3,731 |
| Privately issued | $21,000 | 2,332 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $6,185,000 | 6,270 |
| Total debt securities | $6,017,000 | 10,274 |
| 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 | $7,803,000 | 9,962 |
| U.S. Government securities | $5,887,000 | 9,998 |
| U.S. Treasury securities | $2,644,000 | 7,719 |
| U.S. Government agency obligations | $3,243,000 | 9,184 |
| Securities issued by states & political subdivisions | $1,895,000 | 5,449 |
| Other domestic debt securities | $19,000 | 6,385 |
| Privately issued residential mortgage-backed securities | $19,000 | 3,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $600,000 | 9,286 |
| Mortgage-backed securities | $3,162,000 | 6,319 |
| Certificates of participation in pools of residential mortgages | $567,000 | 7,912 |
| Issued or guaranteed by U.S. | $548,000 | 7,892 |
| Privately issued | $19,000 | 690 |
| Collaterized mortgage obligations | $2,595,000 | 3,657 |
| CMOs issued by government agencies or sponsored agencies | $2,595,000 | 3,460 |
| 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 | $7,801,000 | 9,816 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $8,848,000 | 9,646 |
| U.S. Government securities | $7,065,000 | 9,538 |
| U.S. Treasury securities | $1,618,000 | 9,306 |
| U.S. Government agency obligations | $5,447,000 | 7,708 |
| Securities issued by states & political subdivisions | $1,735,000 | 5,368 |
| Other domestic debt securities | $46,000 | 7,101 |
| Privately issued residential mortgage-backed securities | $46,000 | 3,807 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $600,000 | 9,490 |
| Mortgage-backed securities | $4,388,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $896,000 | 7,728 |
| Issued or guaranteed by U.S. | $850,000 | 7,744 |
| Privately issued | $46,000 | 750 |
| Collaterized mortgage obligations | $3,492,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $3,492,000 | 2,912 |
| 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 | $8,846,000 | 9,514 |
| 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 |
