| 2023-12-31 | Rank |
| Total securities | $110,064,000 | 1,602 |
| U.S. Government securities | $20,372,000 | 2,932 |
| U.S. Treasury securities | $9,829,000 | 1,388 |
| U.S. Government agency obligations | $10,543,000 | 3,196 |
| Securities issued by states & political subdivisions | $89,692,000 | 518 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,676,000 | 2,642 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $110,064,000 | 1,416 |
| Total debt securities | $110,064,000 | 1,588 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $105,053,000 | 1,644 |
| U.S. Government securities | $21,197,000 | 2,893 |
| U.S. Treasury securities | $10,019,000 | 1,409 |
| U.S. Government agency obligations | $11,178,000 | 3,128 |
| Securities issued by states & political subdivisions | $83,856,000 | 537 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,780,000 | 3,239 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $105,053,000 | 1,435 |
| Total debt securities | $105,053,000 | 1,626 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $111,344,000 | 1,624 |
| U.S. Government securities | $22,264,000 | 2,891 |
| U.S. Treasury securities | $11,047,000 | 1,368 |
| U.S. Government agency obligations | $11,217,000 | 3,182 |
| Securities issued by states & political subdivisions | $89,080,000 | 532 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,833,000 | 3,212 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $111,344,000 | 1,418 |
| Total debt securities | $111,344,000 | 1,610 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $116,050,000 | 1,632 |
| U.S. Government securities | $22,389,000 | 2,966 |
| U.S. Treasury securities | $11,104,000 | 1,430 |
| U.S. Government agency obligations | $11,285,000 | 3,202 |
| Securities issued by states & political subdivisions | $93,661,000 | 527 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,407,000 | 3,204 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $116,050,000 | 1,430 |
| Total debt securities | $116,050,000 | 1,616 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $116,230,000 | 1,649 |
| U.S. Government securities | $21,672,000 | 3,023 |
| U.S. Treasury securities | $11,025,000 | 1,494 |
| U.S. Government agency obligations | $10,647,000 | 3,255 |
| Securities issued by states & political subdivisions | $94,558,000 | 540 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,321,000 | 3,142 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $116,230,000 | 1,448 |
| Total debt securities | $116,230,000 | 1,636 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $114,586,000 | 1,664 |
| U.S. Government securities | $20,118,000 | 3,140 |
| U.S. Treasury securities | $10,818,000 | 1,523 |
| U.S. Government agency obligations | $9,300,000 | 3,378 |
| Securities issued by states & political subdivisions | $94,468,000 | 549 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,911,000 | 3,285 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $114,586,000 | 1,473 |
| Total debt securities | $114,586,000 | 1,649 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $120,105,000 | 1,646 |
| U.S. Government securities | $20,716,000 | 3,122 |
| U.S. Treasury securities | $11,124,000 | 1,492 |
| U.S. Government agency obligations | $9,592,000 | 3,393 |
| Securities issued by states & political subdivisions | $99,389,000 | 540 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,060,000 | 3,286 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $120,105,000 | 1,480 |
| Total debt securities | $120,105,000 | 1,634 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $124,284,000 | 1,577 |
| U.S. Government securities | $20,765,000 | 3,041 |
| U.S. Treasury securities | $11,348,000 | 1,302 |
| U.S. Government agency obligations | $9,417,000 | 3,368 |
| Securities issued by states & political subdivisions | $103,519,000 | 530 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,291,000 | 3,368 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $124,284,000 | 1,434 |
| Total debt securities | $124,284,000 | 1,562 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $128,650,000 | 1,478 |
| U.S. Government securities | $18,143,000 | 3,049 |
| U.S. Treasury securities | $8,411,000 | 1,119 |
| U.S. Government agency obligations | $9,732,000 | 3,334 |
| Securities issued by states & political subdivisions | $110,507,000 | 516 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,448,000 | 3,525 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $128,650,000 | 1,368 |
| Total debt securities | $128,650,000 | 1,462 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $126,553,000 | 1,438 |
| U.S. Government securities | $17,628,000 | 3,016 |
| U.S. Treasury securities | $7,009,000 | 1,014 |
| U.S. Government agency obligations | $10,619,000 | 3,259 |
| Securities issued by states & political subdivisions | $108,925,000 | 500 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,478,000 | 3,532 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $126,553,000 | 1,324 |
| Total debt securities | $126,553,000 | 1,421 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $113,355,000 | 1,501 |
| U.S. Government securities | $17,651,000 | 2,958 |
| U.S. Treasury securities | $7,014,000 | 921 |
| U.S. Government agency obligations | $10,637,000 | 3,244 |
| Securities issued by states & political subdivisions | $95,704,000 | 550 |
| 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 | $1,468,000 | 3,757 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $113,355,000 | 1,389 |
| Total debt securities | $113,355,000 | 1,484 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $92,728,000 | 1,619 |
| U.S. Government securities | $12,130,000 | 3,253 |
| U.S. Treasury securities | $1,473,000 | 1,252 |
| U.S. Government agency obligations | $10,657,000 | 3,178 |
| Securities issued by states & political subdivisions | $80,598,000 | 621 |
| 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 | $1,768,000 | 3,681 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $92,728,000 | 1,501 |
| Total debt securities | $92,728,000 | 1,603 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $79,231,000 | 1,700 |
| U.S. Government securities | $4,848,000 | 3,815 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,848,000 | 3,670 |
| Securities issued by states & political subdivisions | $74,383,000 | 648 |
| 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 | $1,775,000 | 3,689 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $79,231,000 | 1,589 |
| Total debt securities | $79,231,000 | 1,683 |
| Structured notes |
| Amortized cost | $350,000 | 308 |
| Fair value | $346,000 | 311 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $65,837,000 | 1,839 |
| U.S. Government securities | $2,091,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,091,000 | 4,086 |
| Securities issued by states & political subdivisions | $63,746,000 | 685 |
| 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 | $1,783,000 | 3,729 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $65,837,000 | 1,719 |
| Total debt securities | $65,837,000 | 1,823 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $57,873,000 | 1,949 |
| U.S. Government securities | $2,450,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,450,000 | 4,056 |
| Securities issued by states & political subdivisions | $55,423,000 | 718 |
| 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 | $1,790,000 | 3,760 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $57,873,000 | 1,819 |
| Total debt securities | $57,873,000 | 1,936 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $55,691,000 | 1,945 |
| U.S. Government securities | $2,747,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,747,000 | 4,062 |
| Securities issued by states & political subdivisions | $52,944,000 | 680 |
| 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 | $1,789,000 | 3,779 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $55,691,000 | 1,810 |
| Total debt securities | $55,691,000 | 1,928 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $53,958,000 | 1,987 |
| U.S. Government securities | $2,583,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,583,000 | 4,167 |
| Securities issued by states & political subdivisions | $51,375,000 | 657 |
| 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 | $1,761,000 | 3,849 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $53,958,000 | 1,856 |
| Total debt securities | $53,958,000 | 1,972 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $52,243,000 | 2,046 |
| U.S. Government securities | $2,581,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,581,000 | 4,263 |
| Securities issued by states & political subdivisions | $49,662,000 | 665 |
| 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 | $1,760,000 | 3,917 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $52,243,000 | 1,887 |
| Total debt securities | $52,243,000 | 2,026 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $50,543,000 | 2,109 |
| U.S. Government securities | $2,577,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,577,000 | 4,319 |
| Securities issued by states & political subdivisions | $47,966,000 | 703 |
| 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 | $1,760,000 | 3,957 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $50,543,000 | 1,951 |
| Total debt securities | $50,543,000 | 2,094 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $46,979,000 | 2,279 |
| U.S. Government securities | $3,044,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,044,000 | 4,297 |
| Securities issued by states & political subdivisions | $43,935,000 | 792 |
| 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 | $1,739,000 | 4,006 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $46,979,000 | 2,096 |
| Total debt securities | $46,979,000 | 2,260 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $47,833,000 | 2,269 |
| U.S. Government securities | $3,006,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,006,000 | 4,333 |
| Securities issued by states & political subdivisions | $44,827,000 | 800 |
| 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 | $1,719,000 | 4,065 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $47,833,000 | 2,083 |
| Total debt securities | $47,833,000 | 2,254 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $47,021,000 | 2,303 |
| U.S. Government securities | $2,978,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,978,000 | 4,411 |
| Securities issued by states & political subdivisions | $44,043,000 | 823 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,701,000 | 4,126 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $47,021,000 | 2,108 |
| Total debt securities | $47,021,000 | 2,285 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $49,350,000 | 2,256 |
| U.S. Government securities | $3,254,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,254,000 | 4,394 |
| Securities issued by states & political subdivisions | $46,096,000 | 801 |
| 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 | $1,710,000 | 4,168 |
| Mortgage-backed securities | $266,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $266,000 | 4,064 |
| Issued or guaranteed by U.S. | $266,000 | 3,928 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $49,350,000 | 2,073 |
| Total debt securities | $49,350,000 | 2,238 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $51,868,000 | 2,211 |
| U.S. Government securities | $3,286,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,286,000 | 4,471 |
| Securities issued by states & political subdivisions | $48,582,000 | 778 |
| 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 | $1,718,000 | 4,224 |
| Mortgage-backed securities | $286,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $286,000 | 4,091 |
| Issued or guaranteed by U.S. | $286,000 | 4,084 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $51,868,000 | 2,027 |
| Total debt securities | $51,868,000 | 2,189 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $54,425,000 | 2,163 |
| U.S. Government securities | $3,837,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,837,000 | 4,448 |
| Securities issued by states & political subdivisions | $50,588,000 | 785 |
| 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 | $1,738,000 | 4,274 |
| Mortgage-backed securities | $305,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $305,000 | 4,124 |
| Issued or guaranteed by U.S. | $305,000 | 4,119 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $54,425,000 | 1,988 |
| Total debt securities | $54,425,000 | 2,145 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $54,665,000 | 2,178 |
| U.S. Government securities | $3,905,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,905,000 | 4,502 |
| Securities issued by states & political subdivisions | $50,760,000 | 787 |
| 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 | $1,764,000 | 4,333 |
| Mortgage-backed securities | $330,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $330,000 | 4,169 |
| Issued or guaranteed by U.S. | $330,000 | 4,165 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $54,665,000 | 2,001 |
| Total debt securities | $54,665,000 | 2,157 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $54,543,000 | 2,214 |
| U.S. Government securities | $3,921,000 | 4,670 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,921,000 | 4,542 |
| Securities issued by states & political subdivisions | $50,622,000 | 797 |
| 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 | $1,765,000 | 4,371 |
| Mortgage-backed securities | $352,000 | 4,398 |
| Certificates of participation in pools of residential mortgages | $352,000 | 4,191 |
| Issued or guaranteed by U.S. | $352,000 | 4,186 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $54,543,000 | 2,029 |
| Total debt securities | $54,543,000 | 2,193 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $52,645,000 | 2,298 |
| U.S. Government securities | $3,762,000 | 4,751 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,762,000 | 4,620 |
| Securities issued by states & political subdivisions | $48,883,000 | 844 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $376,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $376,000 | 4,246 |
| Issued or guaranteed by U.S. | $376,000 | 4,242 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $52,645,000 | 2,102 |
| Total debt securities | $52,645,000 | 2,275 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $49,567,000 | 2,382 |
| U.S. Government securities | $3,504,000 | 4,782 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,504,000 | 4,662 |
| Securities issued by states & political subdivisions | $46,063,000 | 894 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $403,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $403,000 | 4,267 |
| Issued or guaranteed by U.S. | $403,000 | 4,261 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $49,567,000 | 2,170 |
| Total debt securities | $49,567,000 | 2,359 |
| 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 | $48,932,000 | 2,410 |
| U.S. Government securities | $3,371,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,371,000 | 4,755 |
| Securities issued by states & political subdivisions | $45,561,000 | 900 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $443,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $443,000 | 4,283 |
| Issued or guaranteed by U.S. | $443,000 | 4,280 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $48,932,000 | 2,195 |
| Total debt securities | $48,932,000 | 2,385 |
| 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 | $50,969,000 | 2,374 |
| U.S. Government securities | $4,163,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,163,000 | 4,704 |
| Securities issued by states & political subdivisions | $46,806,000 | 879 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $480,000 | 4,540 |
| Certificates of participation in pools of residential mortgages | $480,000 | 4,322 |
| Issued or guaranteed by U.S. | $480,000 | 4,317 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $50,969,000 | 2,159 |
| Total debt securities | $50,969,000 | 2,348 |
| 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 | $49,988,000 | 2,445 |
| U.S. Government securities | $4,160,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,160,000 | 4,809 |
| Securities issued by states & political subdivisions | $45,828,000 | 881 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $512,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $512,000 | 4,339 |
| Issued or guaranteed by U.S. | $512,000 | 4,334 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $49,988,000 | 2,219 |
| Total debt securities | $49,988,000 | 2,415 |
| 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 | $53,896,000 | 2,325 |
| U.S. Government securities | $5,204,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,204,000 | 4,695 |
| Securities issued by states & political subdivisions | $48,692,000 | 818 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $1,369,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 3,999 |
| Issued or guaranteed by U.S. | $1,369,000 | 3,995 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $53,896,000 | 2,114 |
| Total debt securities | $53,896,000 | 2,304 |
| 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 | $58,530,000 | 2,222 |
| U.S. Government securities | $6,505,000 | 4,706 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,505,000 | 4,586 |
| Securities issued by states & political subdivisions | $52,025,000 | 753 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $2,143,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 3,801 |
| Issued or guaranteed by U.S. | $2,143,000 | 3,798 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $58,530,000 | 401 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $58,530,000 | 2,197 |
| 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 | $60,306,000 | 2,208 |
| U.S. Government securities | $6,945,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,945,000 | 4,651 |
| Securities issued by states & political subdivisions | $53,361,000 | 715 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $2,329,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $2,329,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,329,000 | 3,814 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $60,306,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $60,306,000 | 2,189 |
| 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 | $63,332,000 | 2,155 |
| U.S. Government securities | $7,378,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,378,000 | 4,658 |
| Securities issued by states & political subdivisions | $55,954,000 | 669 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $2,508,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 3,838 |
| Issued or guaranteed by U.S. | $2,508,000 | 3,833 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $63,332,000 | 375 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $63,332,000 | 2,130 |
| 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 | $64,224,000 | 2,170 |
| U.S. Government securities | $7,882,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,882,000 | 4,623 |
| Securities issued by states & political subdivisions | $56,342,000 | 645 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $2,758,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 3,837 |
| Issued or guaranteed by U.S. | $2,758,000 | 3,831 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $64,224,000 | 370 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $64,224,000 | 2,144 |
| Structured notes |
| Amortized cost | $250,000 | 2,001 |
| Fair value | $248,000 | 2,031 |
| 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 | $65,341,000 | 2,165 |
| U.S. Government securities | $8,909,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,909,000 | 4,574 |
| Securities issued by states & political subdivisions | $56,432,000 | 642 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $2,943,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 3,865 |
| Issued or guaranteed by U.S. | $2,943,000 | 3,863 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $65,341,000 | 364 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $65,341,000 | 2,143 |
| Structured notes |
| Amortized cost | $838,000 | 1,737 |
| Fair value | $835,000 | 1,735 |
| 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 | $63,221,000 | 2,209 |
| U.S. Government securities | $9,380,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,380,000 | 4,575 |
| Securities issued by states & political subdivisions | $53,841,000 | 680 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $3,159,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,862 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $63,221,000 | 367 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $63,221,000 | 2,195 |
| Structured notes |
| Amortized cost | $838,000 | 1,774 |
| Fair value | $833,000 | 1,774 |
| 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 | $64,790,000 | 2,195 |
| U.S. Government securities | $8,546,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,546,000 | 4,753 |
| Securities issued by states & political subdivisions | $56,244,000 | 651 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $3,355,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,847 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $64,790,000 | 352 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $64,790,000 | 2,177 |
| 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 | $66,423,000 | 2,143 |
| U.S. Government securities | $9,492,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,492,000 | 4,589 |
| Securities issued by states & political subdivisions | $56,931,000 | 638 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $4,044,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $4,044,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,044,000 | 3,673 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $66,423,000 | 337 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $66,423,000 | 2,118 |
| 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 | $68,916,000 | 2,091 |
| U.S. Government securities | $10,263,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,263,000 | 4,532 |
| Securities issued by states & political subdivisions | $58,653,000 | 612 |
| 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 | $170,000 | 5,828 |
| Mortgage-backed securities | $4,308,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,630 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $68,916,000 | 324 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $68,916,000 | 2,072 |
| 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 | $46,378,000 | 2,841 |
| U.S. Government securities | $2,970,000 | 5,890 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,970,000 | 5,783 |
| Securities issued by states & political subdivisions | $43,408,000 | 873 |
| 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 | $2,258,000 | 5,023 |
| Mortgage-backed securities | $1,605,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,403 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $46,378,000 | 388 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $46,378,000 | 2,817 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $49,662,000 | 2,716 |
| U.S. Government securities | $3,443,000 | 5,836 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,443,000 | 5,734 |
| Securities issued by states & political subdivisions | $46,219,000 | 797 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $1,775,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,373 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $49,662,000 | 353 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $49,662,000 | 2,689 |
| 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 | $41,814,000 | 3,022 |
| U.S. Government securities | $3,642,000 | 5,825 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,642,000 | 5,721 |
| Securities issued by states & political subdivisions | $38,172,000 | 952 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $1,971,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $1,971,000 | 4,330 |
| Issued or guaranteed by U.S. | $1,971,000 | 4,329 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $41,814,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $41,649,000 | 3,006 |
| 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 | $40,050,000 | 3,132 |
| U.S. Government securities | $3,773,000 | 5,907 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,773,000 | 5,813 |
| Securities issued by states & political subdivisions | $36,277,000 | 980 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $2,172,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,172,000 | 4,395 |
| Issued or guaranteed by U.S. | $2,172,000 | 4,393 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $40,050,000 | 409 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $39,885,000 | 3,112 |
| Structured notes |
| Amortized cost | $544,000 | 2,156 |
| Fair value | $545,000 | 2,158 |
| 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 | $43,019,000 | 3,004 |
| U.S. Government securities | $6,020,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,020,000 | 5,455 |
| Securities issued by states & political subdivisions | $36,999,000 | 929 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 6,087 |
| Mortgage-backed securities | $2,366,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $2,366,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,366,000 | 4,374 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $41,945,000 | 394 |
| Available-for-sale securities (fair market value) | $1,074,000 | 6,437 |
| Total debt securities | $43,019,000 | 2,980 |
| Structured notes |
| Amortized cost | $1,699,000 | 1,677 |
| Fair value | $1,703,000 | 1,678 |
| 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 | $41,662,000 | 3,068 |
| U.S. Government securities | $6,871,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,871,000 | 5,413 |
| Securities issued by states & political subdivisions | $34,626,000 | 940 |
| Other domestic debt securities | $165,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $165,000 | 118 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,000 | 6,126 |
| Mortgage-backed securities | $2,707,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 4,480 |
| Issued or guaranteed by U.S. | $2,057,000 | 4,478 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $650,000 | 442 |
| Commercial mortgage pass-through securities | $650,000 | 297 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $41,662,000 | 401 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $41,662,000 | 3,038 |
| Structured notes |
| Amortized cost | $1,699,000 | 1,884 |
| Fair value | $1,693,000 | 1,883 |
| 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 | $37,909,000 | 3,183 |
| U.S. Government securities | $5,451,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,451,000 | 5,663 |
| Securities issued by states & political subdivisions | $32,458,000 | 999 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,197,000 | 5,413 |
| Mortgage-backed securities | $1,783,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,276,000 | 4,693 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $507,000 | 399 |
| Commercial mortgage pass-through securities | $507,000 | 274 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $37,909,000 | 432 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $37,909,000 | 3,162 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,997 |
| Fair value | $1,315,000 | 1,998 |
| 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 | $34,728,000 | 3,317 |
| U.S. Government securities | $5,306,000 | 5,823 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,306,000 | 5,710 |
| Securities issued by states & political subdivisions | $29,422,000 | 1,048 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,939,000 | 5,170 |
| Mortgage-backed securities | $1,384,000 | 5,084 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,650 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,638 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $34,728,000 | 452 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $34,728,000 | 3,287 |
| Structured notes |
| Amortized cost | $1,550,000 | 1,973 |
| Fair value | $1,564,000 | 1,972 |
| 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 | $35,763,000 | 3,256 |
| U.S. Government securities | $6,907,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,907,000 | 5,511 |
| Securities issued by states & political subdivisions | $28,856,000 | 1,011 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,129,000 | 4,793 |
| Mortgage-backed securities | $1,482,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,482,000 | 4,590 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $35,763,000 | 439 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $35,763,000 | 3,230 |
| Structured notes |
| Amortized cost | $2,050,000 | 1,924 |
| Fair value | $2,057,000 | 1,934 |
| 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 | $33,893,000 | 3,339 |
| U.S. Government securities | $5,993,000 | 5,814 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,993,000 | 5,689 |
| Securities issued by states & political subdivisions | $27,900,000 | 1,033 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,129,000 | 4,797 |
| Mortgage-backed securities | $761,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $761,000 | 4,909 |
| Issued or guaranteed by U.S. | $761,000 | 4,902 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $33,893,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $33,893,000 | 3,311 |
| Structured notes |
| Amortized cost | $1,650,000 | 2,198 |
| Fair value | $1,649,000 | 2,203 |
| 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 | $33,004,000 | 3,280 |
| U.S. Government securities | $6,320,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,320,000 | 5,494 |
| Securities issued by states & political subdivisions | $26,684,000 | 1,053 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,129,000 | 4,808 |
| Mortgage-backed securities | $829,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $829,000 | 4,811 |
| Issued or guaranteed by U.S. | $829,000 | 4,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $33,004,000 | 459 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $33,004,000 | 3,254 |
| Structured notes |
| Amortized cost | $1,650,000 | 2,059 |
| Fair value | $1,645,000 | 2,063 |
| 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 | $28,118,000 | 3,618 |
| U.S. Government securities | $6,713,000 | 5,485 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,713,000 | 5,363 |
| Securities issued by states & political subdivisions | $21,405,000 | 1,289 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,129,000 | 4,857 |
| Mortgage-backed securities | $529,000 | 5,454 |
| Certificates of participation in pools of residential mortgages | $529,000 | 5,002 |
| Issued or guaranteed by U.S. | $529,000 | 4,990 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $28,118,000 | 539 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $28,118,000 | 3,591 |
| Structured notes |
| Amortized cost | $1,850,000 | 2,045 |
| Fair value | $1,879,000 | 2,040 |
| 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 | $29,329,000 | 3,517 |
| U.S. Government securities | $9,039,000 | 5,119 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,039,000 | 5,004 |
| Securities issued by states & political subdivisions | $20,290,000 | 1,269 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,879,000 | 4,664 |
| Mortgage-backed securities | $597,000 | 5,447 |
| Certificates of participation in pools of residential mortgages | $597,000 | 5,020 |
| Issued or guaranteed by U.S. | $597,000 | 5,010 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $29,329,000 | 529 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $29,329,000 | 3,489 |
| Structured notes |
| Amortized cost | $2,350,000 | 1,863 |
| Fair value | $2,368,000 | 1,862 |
| 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 | $25,018,000 | 3,916 |
| U.S. Government securities | $8,072,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,072,000 | 5,299 |
| Securities issued by states & political subdivisions | $16,946,000 | 1,500 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,630,000 | 4,800 |
| Mortgage-backed securities | $779,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $779,000 | 5,026 |
| Issued or guaranteed by U.S. | $779,000 | 5,016 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,018,000 | 601 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $25,018,000 | 3,884 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,494,000 | 1,618 |
| 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 | $23,709,000 | 4,013 |
| U.S. Government securities | $8,154,000 | 5,345 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,154,000 | 5,247 |
| Securities issued by states & political subdivisions | $15,555,000 | 1,612 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,000 | 6,282 |
| Mortgage-backed securities | $859,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $859,000 | 5,053 |
| Issued or guaranteed by U.S. | $859,000 | 5,044 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $23,709,000 | 636 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $23,709,000 | 3,983 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,694 |
| Fair value | $1,735,000 | 1,704 |
| 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 | $23,134,000 | 4,093 |
| U.S. Government securities | $8,015,000 | 5,408 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,015,000 | 5,312 |
| Securities issued by states & political subdivisions | $15,119,000 | 1,638 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,000 | 6,300 |
| Mortgage-backed securities | $956,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $956,000 | 5,088 |
| Issued or guaranteed by U.S. | $956,000 | 5,076 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $23,134,000 | 670 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $23,134,000 | 4,063 |
| Structured notes |
| Amortized cost | $750,000 | 1,862 |
| Fair value | $736,000 | 1,888 |
| 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 | $23,781,000 | 3,983 |
| U.S. Government securities | $8,897,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,897,000 | 5,112 |
| Securities issued by states & political subdivisions | $14,884,000 | 1,613 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,000 | 6,366 |
| Mortgage-backed securities | $1,072,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 5,059 |
| Issued or guaranteed by U.S. | $1,072,000 | 5,045 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $23,781,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $23,781,000 | 3,948 |
| Structured notes |
| Amortized cost | $750,000 | 1,387 |
| Fair value | $709,000 | 1,423 |
| 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 | $24,086,000 | 3,981 |
| U.S. Government securities | $8,909,000 | 5,310 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,909,000 | 5,231 |
| Securities issued by states & political subdivisions | $15,177,000 | 1,519 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,000 | 6,412 |
| Mortgage-backed securities | $1,289,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 5,034 |
| Issued or guaranteed by U.S. | $1,289,000 | 5,017 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,918,000 | 659 |
| Available-for-sale securities (fair market value) | $168,000 | 7,361 |
| Total debt securities | $24,086,000 | 3,948 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $23,078,000 | 4,076 |
| U.S. Government securities | $8,350,000 | 5,514 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,350,000 | 5,433 |
| Securities issued by states & political subdivisions | $14,728,000 | 1,539 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $249,000 | 6,432 |
| Mortgage-backed securities | $1,495,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $1,495,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,495,000 | 4,925 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,804,000 | 684 |
| Available-for-sale securities (fair market value) | $274,000 | 7,368 |
| Total debt securities | $23,078,000 | 4,039 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $22,772,000 | 4,055 |
| U.S. Government securities | $8,681,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,681,000 | 5,310 |
| Securities issued by states & political subdivisions | $14,091,000 | 1,572 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $249,000 | 6,455 |
| Mortgage-backed securities | $1,585,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,857 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,514,000 | 691 |
| Available-for-sale securities (fair market value) | $258,000 | 7,416 |
| Total debt securities | $22,772,000 | 4,012 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $22,512,000 | 4,139 |
| U.S. Government securities | $8,352,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,352,000 | 5,413 |
| Securities issued by states & political subdivisions | $14,160,000 | 1,568 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $249,000 | 6,487 |
| Mortgage-backed securities | $1,297,000 | 5,437 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 5,010 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,991 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,512,000 | 678 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $22,512,000 | 4,095 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $21,560,000 | 4,222 |
| U.S. Government securities | $15,447,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,447,000 | 4,092 |
| Securities issued by states & political subdivisions | $5,523,000 | 2,979 |
| Other domestic debt securities | $590,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $590,000 | 1,231 |
| 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 | $248,000 | 6,508 |
| Mortgage-backed securities | $16,037,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $16,037,000 | 1,909 |
| Issued or guaranteed by U.S. | $15,447,000 | 1,951 |
| Privately issued | $590,000 | 138 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,560,000 | 681 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $21,560,000 | 4,169 |
| Structured notes |
| Amortized cost | $99,000 | 1,913 |
| Fair value | $100,000 | 1,910 |
| 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 | $22,492,000 | 4,151 |
| U.S. Government securities | $7,319,000 | 5,924 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,319,000 | 5,813 |
| Securities issued by states & political subdivisions | $15,173,000 | 1,463 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $248,000 | 6,557 |
| Mortgage-backed securities | $660,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,176 |
| Issued or guaranteed by U.S. | $660,000 | 5,154 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,492,000 | 696 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $22,492,000 | 4,095 |
| Structured notes |
| Amortized cost | $297,000 | 2,266 |
| Fair value | $299,000 | 2,263 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $24,111,000 | 3,992 |
| U.S. Government securities | $8,851,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,851,000 | 5,517 |
| Securities issued by states & political subdivisions | $15,260,000 | 1,410 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $692,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $692,000 | 5,049 |
| Issued or guaranteed by U.S. | $692,000 | 5,032 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,111,000 | 690 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $24,111,000 | 3,940 |
| Structured notes |
| Amortized cost | $297,000 | 2,490 |
| Fair value | $297,000 | 2,494 |
| 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 | $25,209,000 | 3,853 |
| U.S. Government securities | $9,942,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,942,000 | 5,306 |
| Securities issued by states & political subdivisions | $15,267,000 | 1,376 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $732,000 | 5,472 |
| Certificates of participation in pools of residential mortgages | $732,000 | 5,027 |
| Issued or guaranteed by U.S. | $732,000 | 5,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,209,000 | 665 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $25,209,000 | 3,803 |
| Structured notes |
| Amortized cost | $296,000 | 2,569 |
| Fair value | $294,000 | 2,564 |
| 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 | $25,718,000 | 3,826 |
| U.S. Government securities | $9,489,000 | 5,536 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,489,000 | 5,417 |
| Securities issued by states & political subdivisions | $16,229,000 | 1,279 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $777,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $774,000 | 5,010 |
| Issued or guaranteed by U.S. | $774,000 | 4,991 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,282 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,718,000 | 679 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $25,718,000 | 3,779 |
| Structured notes |
| Amortized cost | $296,000 | 2,640 |
| Fair value | $294,000 | 2,641 |
| 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 | $25,473,000 | 3,880 |
| U.S. Government securities | $10,230,000 | 5,414 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,230,000 | 5,293 |
| Securities issued by states & political subdivisions | $15,243,000 | 1,371 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $0 | 6,854 |
| Mortgage-backed securities | $818,000 | 5,426 |
| Certificates of participation in pools of residential mortgages | $809,000 | 4,977 |
| Issued or guaranteed by U.S. | $809,000 | 4,960 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,254 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,473,000 | 697 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $25,473,000 | 3,825 |
| Structured notes |
| Amortized cost | $295,000 | 2,739 |
| Fair value | $294,000 | 2,735 |
| 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 | $25,396,000 | 3,928 |
| U.S. Government securities | $10,020,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,020,000 | 5,386 |
| Securities issued by states & political subdivisions | $15,376,000 | 1,320 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $0 | 6,913 |
| Mortgage-backed securities | $869,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $853,000 | 4,937 |
| Issued or guaranteed by U.S. | $853,000 | 4,914 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,214 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,396,000 | 728 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $25,395,000 | 3,866 |
| Structured notes |
| Amortized cost | $1,594,000 | 1,756 |
| Fair value | $1,587,000 | 1,751 |
| 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 | $26,362,000 | 3,815 |
| U.S. Government securities | $10,850,000 | 5,371 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,850,000 | 5,229 |
| Securities issued by states & political subdivisions | $15,512,000 | 1,283 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $0 | 6,970 |
| Mortgage-backed securities | $1,000,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $977,000 | 4,873 |
| Issued or guaranteed by U.S. | $977,000 | 4,850 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $23,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,185 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,264,000 | 711 |
| Available-for-sale securities (fair market value) | $98,000 | 7,836 |
| Total debt securities | $26,353,000 | 3,760 |
| Structured notes |
| Amortized cost | $1,594,000 | 1,817 |
| Fair value | $1,562,000 | 1,814 |
| 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 | $28,657,000 | 3,673 |
| U.S. Government securities | $10,889,000 | 5,389 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,889,000 | 5,250 |
| Securities issued by states & political subdivisions | $17,768,000 | 1,117 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $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 | $0 | 6,996 |
| Mortgage-backed securities | $1,039,000 | 5,344 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,860 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,158 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,657,000 | 678 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $28,657,000 | 3,620 |
| Structured notes |
| Amortized cost | $1,593,000 | 1,820 |
| Fair value | $1,566,000 | 1,816 |
| 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 | $27,783,000 | 3,766 |
| U.S. Government securities | $11,051,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,051,000 | 5,201 |
| Securities issued by states & political subdivisions | $16,732,000 | 1,192 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $0 | 7,036 |
| Mortgage-backed securities | $1,094,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 4,881 |
| Issued or guaranteed by U.S. | $1,055,000 | 4,863 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,151 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,783,000 | 712 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $27,784,000 | 3,708 |
| Structured notes |
| Amortized cost | $1,398,000 | 1,950 |
| Fair value | $1,375,000 | 1,951 |
| 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 | $28,239,000 | 3,699 |
| U.S. Government securities | $10,539,000 | 5,442 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,539,000 | 5,302 |
| Securities issued by states & political subdivisions | $17,700,000 | 1,129 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $1,174,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,124,000 | 4,848 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $50,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,140 |
| 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) | $28,105,000 | 716 |
| Available-for-sale securities (fair market value) | $134,000 | 7,932 |
| Total debt securities | $28,239,000 | 3,644 |
| Structured notes |
| Amortized cost | $1,398,000 | 1,907 |
| Fair value | $1,378,000 | 1,912 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $29,185,000 | 3,657 |
| U.S. Government securities | $11,791,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,791,000 | 5,038 |
| Securities issued by states & political subdivisions | $17,394,000 | 1,136 |
| 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 | $1,000 | 7,093 |
| Mortgage-backed securities | $1,350,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,289,000 | 4,789 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $61,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,161 |
| 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) | $28,787,000 | 713 |
| Available-for-sale securities (fair market value) | $398,000 | 7,869 |
| Total debt securities | $29,185,000 | 3,613 |
| Structured notes |
| Amortized cost | $1,398,000 | 1,897 |
| Fair value | $1,387,000 | 1,895 |
| 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 | $30,771,000 | 3,556 |
| U.S. Government securities | $12,228,000 | 5,167 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,228,000 | 5,018 |
| Securities issued by states & political subdivisions | $18,543,000 | 1,032 |
| 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 | $2,213,000 | 5,779 |
| Mortgage-backed securities | $781,000 | 5,740 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,328 |
| Issued or guaranteed by U.S. | $709,000 | 5,312 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $72,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,183 |
| 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) | $30,475,000 | 712 |
| Available-for-sale securities (fair market value) | $296,000 | 7,975 |
| Total debt securities | $30,771,000 | 3,502 |
| Structured notes |
| Amortized cost | $1,398,000 | 1,878 |
| Fair value | $1,375,000 | 1,876 |
| 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 | $29,963,000 | 3,630 |
| U.S. Government securities | $12,867,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,867,000 | 4,891 |
| Securities issued by states & political subdivisions | $17,096,000 | 1,117 |
| 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 | $3,019,000 | 5,407 |
| Mortgage-backed securities | $856,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $773,000 | 5,309 |
| Issued or guaranteed by U.S. | $773,000 | 5,292 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $83,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,199 |
| 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) | $29,963,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $29,963,000 | 3,571 |
| Structured notes |
| Amortized cost | $1,397,000 | 1,836 |
| Fair value | $1,391,000 | 1,838 |
| 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 | $28,546,000 | 3,749 |
| U.S. Government securities | $12,092,000 | 5,237 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,092,000 | 5,083 |
| Securities issued by states & political subdivisions | $16,454,000 | 1,181 |
| 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 | $3,280,000 | 5,275 |
| Mortgage-backed securities | $1,034,000 | 5,612 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,193 |
| Issued or guaranteed by U.S. | $938,000 | 5,180 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $96,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,194 |
| 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) | $28,546,000 | 741 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $28,546,000 | 3,679 |
| Structured notes |
| Amortized cost | $1,397,000 | 1,832 |
| Fair value | $1,396,000 | 1,835 |
| 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 | $27,967,000 | 3,862 |
| U.S. Government securities | $12,483,000 | 5,188 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,483,000 | 5,037 |
| Securities issued by states & political subdivisions | $15,484,000 | 1,237 |
| 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 | $3,288,000 | 5,256 |
| Mortgage-backed securities | $1,218,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $1,108,000 | 5,126 |
| Issued or guaranteed by U.S. | $1,108,000 | 5,112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $110,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,237 |
| 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) | $27,460,000 | 765 |
| Available-for-sale securities (fair market value) | $507,000 | 8,034 |
| Total debt securities | $27,967,000 | 3,782 |
| Structured notes |
| Amortized cost | $1,397,000 | 1,816 |
| Fair value | $1,374,000 | 1,817 |
| 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 | $28,481,000 | 3,812 |
| U.S. Government securities | $10,373,000 | 5,645 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,373,000 | 5,500 |
| Securities issued by states & political subdivisions | $18,108,000 | 1,067 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $1,252,000 | 6,358 |
| Mortgage-backed securities | $1,498,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,374,000 | 4,968 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $124,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,281 |
| 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) | $28,281,000 | 740 |
| Available-for-sale securities (fair market value) | $200,000 | 8,161 |
| Total debt securities | $28,481,000 | 3,727 |
| Structured notes |
| Amortized cost | $300,000 | 2,406 |
| Fair value | $305,000 | 2,407 |
| 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 | $27,760,000 | 3,933 |
| U.S. Government securities | $9,835,000 | 5,822 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,835,000 | 5,659 |
| Securities issued by states & political subdivisions | $17,925,000 | 1,078 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $1,253,000 | 6,334 |
| Mortgage-backed securities | $1,699,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,864 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $138,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 3,449 |
| 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) | $27,760,000 | 747 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $27,760,000 | 3,864 |
| Structured notes |
| Amortized cost | $550,000 | 2,003 |
| Fair value | $549,000 | 2,005 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $27,970,000 | 3,820 |
| U.S. Government securities | $9,810,000 | 5,668 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,810,000 | 5,505 |
| Securities issued by states & political subdivisions | $18,160,000 | 1,079 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $1,853,000 | 5,949 |
| Mortgage-backed securities | $2,126,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,699 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,678 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $279,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,322 |
| 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) | $27,970,000 | 728 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $27,970,000 | 3,747 |
| 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 | $29,197,000 | 3,626 |
| U.S. Government securities | $11,381,000 | 5,222 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,381,000 | 5,058 |
| Securities issued by states & political subdivisions | $17,816,000 | 1,077 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $2,201,000 | 5,701 |
| Mortgage-backed securities | $2,838,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 4,518 |
| Issued or guaranteed by U.S. | $2,269,000 | 4,501 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $569,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 3,190 |
| 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) | $29,197,000 | 683 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $29,197,000 | 3,550 |
| 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 | $28,511,000 | 3,657 |
| U.S. Government securities | $11,164,000 | 5,324 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,164,000 | 5,143 |
| Securities issued by states & political subdivisions | $17,347,000 | 1,053 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $2,199,000 | 5,739 |
| Mortgage-backed securities | $3,314,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,684,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,684,000 | 4,308 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $630,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 3,249 |
| 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) | $28,511,000 | 691 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $28,511,000 | 3,584 |
| 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 | $26,967,000 | 3,796 |
| U.S. Government securities | $11,094,000 | 5,326 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,094,000 | 5,139 |
| Securities issued by states & political subdivisions | $15,873,000 | 1,127 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $2,447,000 | 5,639 |
| Mortgage-backed securities | $2,826,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,555 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,538 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $646,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 3,298 |
| 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) | $26,967,000 | 730 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $26,967,000 | 3,715 |
| 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 | $24,010,000 | 3,985 |
| U.S. Government securities | $9,666,000 | 5,596 |
| U.S. Treasury securities | $1,200,000 | 1,749 |
| U.S. Government agency obligations | $8,466,000 | 5,719 |
| Securities issued by states & political subdivisions | $14,183,000 | 1,190 |
| Other domestic debt securities | $161,000 | 3,843 |
| Privately issued residential mortgage-backed securities | $161,000 | 1,185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $2,927,000 | 5,412 |
| Mortgage-backed securities | $2,046,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,536,000 | 4,792 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $510,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 3,727 |
| Privately issued | $161,000 | 1,062 |
| 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) | $24,010,000 | 793 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $24,010,000 | 3,902 |
| 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 | $23,025,000 | 4,180 |
| U.S. Government securities | $11,840,000 | 5,304 |
| U.S. Treasury securities | $3,396,000 | 1,406 |
| U.S. Government agency obligations | $8,444,000 | 6,010 |
| Securities issued by states & political subdivisions | $10,946,000 | 1,528 |
| Other domestic debt securities | $96,000 | 3,654 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,183 |
| 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 | $143,000 | 6,349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,966,000 | 5,133 |
| Mortgage-backed securities | $2,979,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $2,238,000 | 3,801 |
| Issued or guaranteed by U.S. | $2,238,000 | 3,786 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $741,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 3,019 |
| Privately issued | $96,000 | 1,021 |
| 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) | $22,882,000 | 1,010 |
| Available-for-sale securities (fair market value) | $143,000 | 9,038 |
| Total debt securities | $22,882,000 | 4,087 |
| 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 | $24,294,000 | 4,221 |
| U.S. Government securities | $14,365,000 | 4,901 |
| U.S. Treasury securities | $5,389,000 | 1,485 |
| U.S. Government agency obligations | $8,976,000 | 5,921 |
| Securities issued by states & political subdivisions | $9,393,000 | 1,782 |
| Other domestic debt securities | $396,000 | 3,024 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 6,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,243,000 | 6,188 |
| Mortgage-backed securities | $3,249,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,873 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,856 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $743,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 3,195 |
| Privately issued | $96,000 | 1,067 |
| 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) | $24,154,000 | 1,068 |
| Available-for-sale securities (fair market value) | $140,000 | 9,308 |
| Total debt securities | $24,154,000 | 4,123 |
| 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 | $21,894,000 | 4,549 |
| U.S. Government securities | $13,680,000 | 5,076 |
| U.S. Treasury securities | $8,735,000 | 1,468 |
| U.S. Government agency obligations | $4,945,000 | 7,250 |
| Securities issued by states & political subdivisions | $7,909,000 | 2,106 |
| Other domestic debt securities | $300,000 | 3,013 |
| 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 | $300,000 | 2,499 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $991,000 | 7,243 |
| Mortgage-backed securities | $998,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $801,000 | 5,513 |
| Issued or guaranteed by U.S. | $801,000 | 5,496 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $197,000 | 4,278 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 4,104 |
| 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) | $21,889,000 | 1,265 |
| Available-for-sale securities (fair market value) | $5,000 | 9,763 |
| Total debt securities | $21,889,000 | 4,435 |
| 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 | $21,494,000 | 4,660 |
| U.S. Government securities | $15,447,000 | 4,951 |
| U.S. Treasury securities | $11,330,000 | 1,640 |
| U.S. Government agency obligations | $4,117,000 | 7,757 |
| Securities issued by states & political subdivisions | $6,042,000 | 2,369 |
| 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 | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $400,000 | 8,316 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,489,000 | 1,566 |
| Available-for-sale securities (fair market value) | $5,000 | 10,138 |
| Total debt securities | $21,489,000 | 4,555 |
| 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 | $21,505,000 | 5,062 |
| U.S. Government securities | $16,690,000 | 5,063 |
| U.S. Treasury securities | $14,800,000 | 1,566 |
| U.S. Government agency obligations | $1,890,000 | 9,567 |
| Securities issued by states & political subdivisions | $4,810,000 | 2,907 |
| 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 | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,001,000 | 7,841 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,500,000 | 1,796 |
| Available-for-sale securities (fair market value) | $5,000 | 10,504 |
| Total debt securities | $21,500,000 | 4,958 |
| 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 | $23,937,000 | 4,866 |
| U.S. Government securities | $19,476,000 | 4,751 |
| U.S. Treasury securities | $19,476,000 | 1,472 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $4,456,000 | 3,082 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,006,000 | 6,861 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,932,000 | 1,712 |
| Available-for-sale securities (fair market value) | $5,000 | 11,017 |
| Total debt securities | $23,932,000 | 4,766 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $21,279,000 | 5,621 |
| U.S. Government securities | $17,471,000 | 5,462 |
| U.S. Treasury securities | $17,471,000 | 2,015 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $3,803,000 | 3,604 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| 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) | $21,274,000 | 3,287 |
| Available-for-sale securities (fair market value) | $5,000 | 11,185 |
| Total debt securities | $21,274,000 | 5,533 |
| 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 | $26,787,000 | 4,923 |
| U.S. Government securities | $22,536,000 | 4,640 |
| U.S. Treasury securities | $22,536,000 | 1,651 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $4,246,000 | 3,409 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $999,000 | 8,648 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $26,782,000 | 4,808 |
| 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 | $29,935,000 | 4,472 |
| U.S. Government securities | $25,582,000 | 4,135 |
| U.S. Treasury securities | $25,582,000 | 1,467 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,175 |
| Other domestic debt securities | $116,000 | 6,551 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,000 | 5,073 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $998,000 | 8,798 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $29,930,000 | 4,370 |
| 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 |
