| 2023-12-31 | Rank |
| Total securities | $18,014,000 | 3,666 |
| U.S. Government securities | $9,555,000 | 3,608 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,555,000 | 3,267 |
| Securities issued by states & political subdivisions | $8,431,000 | 2,587 |
| 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 | $3,506,000 | 3,496 |
| Mortgage-backed securities | $8,691,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,083,000 | 2,679 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 1,885 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $900,000 | 1,263 |
| Other commercial mortgage-backed securities | $1,684,000 | 985 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $17,986,000 | 3,421 |
| Total debt securities | $17,985,000 | 3,647 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $16,107,000 | 3,764 |
| U.S. Government securities | $7,814,000 | 3,767 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,814,000 | 3,421 |
| Securities issued by states & political subdivisions | $8,268,000 | 2,607 |
| 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 | $5,636,000 | 3,251 |
| Mortgage-backed securities | $6,303,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,005,000 | 2,681 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,155 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $872,000 | 1,246 |
| Other commercial mortgage-backed securities | $470,000 | 1,233 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,082,000 | 3,498 |
| Total debt securities | $16,083,000 | 3,743 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $17,299,000 | 3,749 |
| U.S. Government securities | $8,614,000 | 3,747 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,614,000 | 3,398 |
| Securities issued by states & political subdivisions | $8,660,000 | 2,626 |
| 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 | $5,856,000 | 3,209 |
| Mortgage-backed securities | $7,074,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,278,000 | 2,677 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 2,120 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,242,000 | 1,134 |
| Other commercial mortgage-backed securities | $506,000 | 1,221 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,274,000 | 3,486 |
| Total debt securities | $17,274,000 | 3,729 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $17,938,000 | 3,800 |
| U.S. Government securities | $8,960,000 | 3,792 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,960,000 | 3,385 |
| Securities issued by states & political subdivisions | $8,957,000 | 2,648 |
| 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 | $5,990,000 | 3,142 |
| Mortgage-backed securities | $7,398,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,440,000 | 2,703 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,126,000 | 2,132 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,291,000 | 1,153 |
| Other commercial mortgage-backed securities | $541,000 | 1,225 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,917,000 | 3,532 |
| Total debt securities | $17,916,000 | 3,780 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $17,873,000 | 3,830 |
| U.S. Government securities | $9,146,000 | 3,807 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $9,146,000 | 3,383 |
| Securities issued by states & political subdivisions | $8,709,000 | 2,710 |
| 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 | $5,988,000 | 3,067 |
| Mortgage-backed securities | $7,593,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,515,000 | 2,709 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,132 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,294,000 | 1,141 |
| Other commercial mortgage-backed securities | $569,000 | 1,210 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $17,855,000 | 3,562 |
| Total debt securities | $17,855,000 | 3,809 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $18,148,000 | 3,833 |
| U.S. Government securities | $9,432,000 | 3,806 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,432,000 | 3,368 |
| Securities issued by states & political subdivisions | $8,698,000 | 2,721 |
| 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 | $6,105,000 | 3,020 |
| Mortgage-backed securities | $7,882,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,616,000 | 2,720 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,334,000 | 2,113 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,315,000 | 1,159 |
| Other commercial mortgage-backed securities | $617,000 | 1,241 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $18,130,000 | 3,558 |
| Total debt securities | $18,129,000 | 3,808 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $19,901,000 | 3,789 |
| U.S. Government securities | $10,554,000 | 3,735 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,554,000 | 3,300 |
| Securities issued by states & political subdivisions | $9,328,000 | 2,724 |
| 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 | $6,505,000 | 2,988 |
| Mortgage-backed securities | $8,935,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $5,213,000 | 2,767 |
| Issued or guaranteed by U.S. | $5,213,000 | 2,686 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,582,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,582,000 | 2,073 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,140,000 | 1,488 |
| Commercial mortgage pass-through securities | $1,367,000 | 1,138 |
| Other commercial mortgage-backed securities | $773,000 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $19,882,000 | 3,529 |
| Total debt securities | $19,881,000 | 3,771 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $21,491,000 | 3,675 |
| U.S. Government securities | $11,524,000 | 3,609 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,524,000 | 3,217 |
| Securities issued by states & political subdivisions | $9,946,000 | 2,665 |
| 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 | $7,026,000 | 2,905 |
| Mortgage-backed securities | $9,844,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $5,464,000 | 2,754 |
| Issued or guaranteed by U.S. | $5,464,000 | 2,676 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,988,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $1,988,000 | 1,987 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,392,000 | 1,453 |
| Commercial mortgage pass-through securities | $1,449,000 | 1,120 |
| Other commercial mortgage-backed securities | $943,000 | 1,219 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,470,000 | 3,439 |
| Total debt securities | $21,470,000 | 3,660 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $24,212,000 | 3,496 |
| U.S. Government securities | $12,749,000 | 3,387 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,749,000 | 3,097 |
| Securities issued by states & political subdivisions | $11,442,000 | 2,583 |
| 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 | $7,648,000 | 2,859 |
| Mortgage-backed securities | $10,971,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $6,005,000 | 2,687 |
| Issued or guaranteed by U.S. | $6,005,000 | 2,605 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,328,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,907 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,638,000 | 1,400 |
| Commercial mortgage pass-through securities | $1,538,000 | 1,092 |
| Other commercial mortgage-backed securities | $1,100,000 | 1,150 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $24,191,000 | 3,295 |
| Total debt securities | $24,191,000 | 3,475 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $23,347,000 | 3,499 |
| U.S. Government securities | $12,726,000 | 3,344 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,726,000 | 3,106 |
| Securities issued by states & political subdivisions | $10,601,000 | 2,636 |
| 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 | $7,864,000 | 2,853 |
| Mortgage-backed securities | $11,723,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $6,041,000 | 2,698 |
| Issued or guaranteed by U.S. | $6,041,000 | 2,625 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,664,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,664,000 | 1,868 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,018,000 | 1,342 |
| Commercial mortgage pass-through securities | $1,559,000 | 1,091 |
| Other commercial mortgage-backed securities | $1,459,000 | 1,108 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,327,000 | 3,297 |
| Total debt securities | $23,325,000 | 3,481 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $21,223,000 | 3,547 |
| U.S. Government securities | $10,318,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,318,000 | 3,266 |
| Securities issued by states & political subdivisions | $10,887,000 | 2,589 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,879,000 | 3,046 |
| Mortgage-backed securities | $10,318,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $4,838,000 | 2,838 |
| Issued or guaranteed by U.S. | $4,838,000 | 2,750 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,256,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 1,920 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,224,000 | 1,313 |
| Commercial mortgage pass-through securities | $1,577,000 | 1,088 |
| Other commercial mortgage-backed securities | $1,647,000 | 1,057 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,205,000 | 3,352 |
| Total debt securities | $21,206,000 | 3,527 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $23,985,000 | 3,336 |
| U.S. Government securities | $10,172,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,172,000 | 3,215 |
| Securities issued by states & political subdivisions | $13,795,000 | 2,317 |
| 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 | $1,444,000 | 3,765 |
| Mortgage-backed securities | $10,172,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $5,090,000 | 2,758 |
| Issued or guaranteed by U.S. | $5,090,000 | 2,678 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,562,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $2,562,000 | 1,829 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,520,000 | 1,383 |
| Commercial mortgage pass-through securities | $1,584,000 | 1,070 |
| Other commercial mortgage-backed securities | $936,000 | 1,188 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $23,967,000 | 3,145 |
| Total debt securities | $23,965,000 | 3,312 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $24,541,000 | 3,206 |
| U.S. Government securities | $10,310,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $10,310,000 | 3,103 |
| Securities issued by states & political subdivisions | $14,217,000 | 2,252 |
| 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 | $333,000 | 4,073 |
| Mortgage-backed securities | $10,310,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 2,763 |
| Issued or guaranteed by U.S. | $4,637,000 | 2,686 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,006,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,780 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,667,000 | 1,306 |
| Commercial mortgage pass-through securities | $1,639,000 | 1,015 |
| Other commercial mortgage-backed securities | $1,028,000 | 1,112 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,527,000 | 3,019 |
| Total debt securities | $24,527,000 | 3,188 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $15,013,000 | 3,654 |
| U.S. Government securities | $7,709,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,709,000 | 3,338 |
| Securities issued by states & political subdivisions | $7,304,000 | 2,805 |
| 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 | $351,000 | 4,091 |
| Mortgage-backed securities | $7,709,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 3,172 |
| Issued or guaranteed by U.S. | $2,265,000 | 3,081 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,260,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $3,260,000 | 1,771 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,184,000 | 1,359 |
| Commercial mortgage pass-through securities | $1,103,000 | 1,104 |
| Other commercial mortgage-backed securities | $1,081,000 | 1,059 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,013,000 | 3,429 |
| Total debt securities | $15,013,000 | 3,630 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $14,724,000 | 3,673 |
| U.S. Government securities | $8,459,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,459,000 | 3,254 |
| Securities issued by states & political subdivisions | $6,265,000 | 2,876 |
| 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 | $453,000 | 4,103 |
| Mortgage-backed securities | $8,459,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 3,098 |
| Issued or guaranteed by U.S. | $2,604,000 | 3,012 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,601,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,601,000 | 1,749 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,254,000 | 1,318 |
| Commercial mortgage pass-through securities | $1,124,000 | 1,094 |
| Other commercial mortgage-backed securities | $1,130,000 | 1,014 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,724,000 | 3,442 |
| Total debt securities | $14,725,000 | 3,650 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $13,910,000 | 3,701 |
| U.S. Government securities | $9,877,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $9,877,000 | 3,177 |
| Securities issued by states & political subdivisions | $4,033,000 | 3,155 |
| 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 | $536,000 | 4,116 |
| Mortgage-backed securities | $9,877,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $3,764,000 | 2,875 |
| Issued or guaranteed by U.S. | $3,764,000 | 2,783 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,831,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,831,000 | 1,722 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,282,000 | 1,308 |
| Commercial mortgage pass-through securities | $1,090,000 | 1,068 |
| Other commercial mortgage-backed securities | $1,192,000 | 989 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $13,910,000 | 3,471 |
| Total debt securities | $13,909,000 | 3,682 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $11,231,000 | 3,961 |
| U.S. Government securities | $8,310,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,310,000 | 3,419 |
| Securities issued by states & political subdivisions | $2,921,000 | 3,372 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $8,310,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $3,203,000 | 2,937 |
| Issued or guaranteed by U.S. | $3,203,000 | 2,852 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,017,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $4,017,000 | 1,683 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,090,000 | 1,520 |
| Commercial mortgage pass-through securities | $488,000 | 1,284 |
| Other commercial mortgage-backed securities | $602,000 | 1,110 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,231,000 | 3,712 |
| Total debt securities | $11,231,000 | 3,939 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $11,204,000 | 4,036 |
| U.S. Government securities | $7,892,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,892,000 | 3,525 |
| Securities issued by states & political subdivisions | $3,312,000 | 3,321 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $7,892,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $3,402,000 | 2,889 |
| Issued or guaranteed by U.S. | $3,402,000 | 2,802 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,604,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,604,000 | 1,760 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $886,000 | 1,600 |
| Commercial mortgage pass-through securities | $502,000 | 1,268 |
| Other commercial mortgage-backed securities | $384,000 | 1,135 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,204,000 | 3,778 |
| Total debt securities | $11,198,000 | 4,015 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $9,506,000 | 4,246 |
| U.S. Government securities | $6,055,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,055,000 | 3,820 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,336 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $6,055,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $2,274,000 | 3,165 |
| Issued or guaranteed by U.S. | $2,274,000 | 3,077 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,383,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,383,000 | 1,769 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $398,000 | 1,725 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $398,000 | 1,108 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,506,000 | 3,976 |
| Total debt securities | $9,506,000 | 4,221 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $9,632,000 | 4,286 |
| U.S. Government securities | $4,934,000 | 4,178 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,934,000 | 4,021 |
| Securities issued by states & political subdivisions | $4,256,000 | 3,253 |
| 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 | $442,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $4,934,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $999,000 | 3,583 |
| Issued or guaranteed by U.S. | $999,000 | 3,497 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,526,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,526,000 | 1,754 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $409,000 | 1,659 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $409,000 | 1,023 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,632,000 | 4,011 |
| Total debt securities | $9,190,000 | 4,298 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $11,265,000 | 4,191 |
| U.S. Government securities | $6,282,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,282,000 | 3,881 |
| Securities issued by states & political subdivisions | $4,983,000 | 3,191 |
| 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 | $430,000 | 4,427 |
| Mortgage-backed securities | $6,282,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 3,510 |
| Issued or guaranteed by U.S. | $1,250,000 | 3,441 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,613,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,613,000 | 1,590 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $419,000 | 1,623 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $419,000 | 978 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,265,000 | 3,917 |
| Total debt securities | $11,265,000 | 4,171 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $11,612,000 | 4,219 |
| U.S. Government securities | $6,259,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,259,000 | 3,940 |
| Securities issued by states & political subdivisions | $5,353,000 | 3,162 |
| 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 | $455,000 | 4,481 |
| Mortgage-backed securities | $6,259,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 3,534 |
| Issued or guaranteed by U.S. | $1,316,000 | 3,507 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,516,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,516,000 | 1,570 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $427,000 | 1,613 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $427,000 | 978 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,612,000 | 3,945 |
| Total debt securities | $11,611,000 | 4,198 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $12,055,000 | 4,237 |
| U.S. Government securities | $6,492,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,492,000 | 3,920 |
| Securities issued by states & political subdivisions | $5,563,000 | 3,183 |
| 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 | $486,000 | 4,518 |
| Mortgage-backed securities | $6,492,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 3,648 |
| Issued or guaranteed by U.S. | $1,158,000 | 3,476 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,890,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $4,890,000 | 1,536 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $444,000 | 1,581 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $444,000 | 969 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,055,000 | 3,960 |
| Total debt securities | $12,046,000 | 4,213 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $12,484,000 | 4,242 |
| U.S. Government securities | $5,870,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,870,000 | 4,084 |
| Securities issued by states & political subdivisions | $6,614,000 | 3,048 |
| 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 | $517,000 | 4,567 |
| Mortgage-backed securities | $5,870,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 3,665 |
| Issued or guaranteed by U.S. | $1,246,000 | 3,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,164,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $4,164,000 | 1,629 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $460,000 | 1,399 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $460,000 | 944 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,484,000 | 3,957 |
| Total debt securities | $12,484,000 | 4,218 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $12,839,000 | 4,276 |
| U.S. Government securities | $6,033,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,033,000 | 4,116 |
| Securities issued by states & political subdivisions | $6,806,000 | 3,094 |
| 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 | $549,000 | 4,637 |
| Mortgage-backed securities | $6,033,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,805 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,799 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,537,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,537,000 | 1,566 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $483,000 | 1,375 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $483,000 | 910 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,839,000 | 3,985 |
| Total debt securities | $12,839,000 | 4,255 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $13,842,000 | 4,240 |
| U.S. Government securities | $6,492,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,492,000 | 4,101 |
| Securities issued by states & political subdivisions | $7,350,000 | 3,049 |
| 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 | $583,000 | 4,687 |
| Mortgage-backed securities | $6,492,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 3,823 |
| Issued or guaranteed by U.S. | $1,097,000 | 3,818 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,893,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $4,893,000 | 1,525 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $502,000 | 1,348 |
| Commercial mortgage pass-through securities | $502,000 | 942 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $13,842,000 | 3,950 |
| Total debt securities | $13,842,000 | 4,217 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $16,870,000 | 4,048 |
| U.S. Government securities | $6,972,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,972,000 | 4,079 |
| Securities issued by states & political subdivisions | $9,898,000 | 2,743 |
| 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 | $617,000 | 4,707 |
| Mortgage-backed securities | $6,972,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 3,841 |
| Issued or guaranteed by U.S. | $1,185,000 | 3,835 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,787,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $5,787,000 | 1,421 |
| 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) | $16,870,000 | 3,751 |
| Total debt securities | $16,871,000 | 4,023 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $19,914,000 | 3,865 |
| U.S. Government securities | $7,426,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,426,000 | 4,059 |
| Securities issued by states & political subdivisions | $12,488,000 | 2,502 |
| 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 | $650,000 | 4,754 |
| Mortgage-backed securities | $7,426,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 3,880 |
| Issued or guaranteed by U.S. | $1,259,000 | 3,876 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,167,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,167,000 | 1,381 |
| 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) | $19,914,000 | 3,560 |
| Total debt securities | $19,915,000 | 3,839 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $24,801,000 | 3,540 |
| U.S. Government securities | $7,964,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,964,000 | 3,984 |
| Securities issued by states & political subdivisions | $16,837,000 | 2,099 |
| 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 | $684,000 | 4,793 |
| Mortgage-backed securities | $7,964,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $1,332,000 | 3,885 |
| Issued or guaranteed by U.S. | $1,332,000 | 3,877 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,632,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $6,632,000 | 1,312 |
| 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) | $24,801,000 | 3,246 |
| Total debt securities | $24,801,000 | 3,514 |
| 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 | $25,620,000 | 3,488 |
| U.S. Government securities | $7,249,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,249,000 | 4,126 |
| Securities issued by states & political subdivisions | $18,371,000 | 1,994 |
| 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 | $723,000 | 4,858 |
| Mortgage-backed securities | $7,249,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 3,871 |
| Issued or guaranteed by U.S. | $1,465,000 | 3,868 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,784,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $5,784,000 | 1,430 |
| 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) | $25,620,000 | 3,209 |
| Total debt securities | $25,619,000 | 3,463 |
| 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 | $26,386,000 | 3,506 |
| U.S. Government securities | $7,812,000 | 4,258 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,812,000 | 4,131 |
| Securities issued by states & political subdivisions | $18,574,000 | 1,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $766,000 | 4,923 |
| Mortgage-backed securities | $7,812,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 3,872 |
| Issued or guaranteed by U.S. | $1,564,000 | 3,866 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,248,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $6,248,000 | 1,397 |
| 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) | $26,386,000 | 3,218 |
| Total debt securities | $26,387,000 | 3,481 |
| 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 | $29,769,000 | 3,346 |
| U.S. Government securities | $8,322,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,322,000 | 4,166 |
| Securities issued by states & political subdivisions | $21,447,000 | 1,762 |
| 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 | $800,000 | 4,965 |
| Mortgage-backed securities | $8,322,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 3,872 |
| Issued or guaranteed by U.S. | $1,659,000 | 3,867 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,663,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,663,000 | 1,383 |
| 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) | $29,769,000 | 3,068 |
| Total debt securities | $29,769,000 | 3,325 |
| 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 | $31,311,000 | 3,300 |
| U.S. Government securities | $9,155,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,155,000 | 4,093 |
| Securities issued by states & political subdivisions | $22,156,000 | 1,736 |
| 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 | $832,000 | 5,003 |
| Mortgage-backed securities | $9,155,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 3,750 |
| Issued or guaranteed by U.S. | $2,116,000 | 3,747 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,039,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $7,039,000 | 1,360 |
| 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) | $31,311,000 | 3,013 |
| Total debt securities | $31,312,000 | 3,271 |
| 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 | $30,474,000 | 3,384 |
| U.S. Government securities | $8,726,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,726,000 | 4,241 |
| Securities issued by states & political subdivisions | $21,748,000 | 1,761 |
| 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 | $872,000 | 5,068 |
| Mortgage-backed securities | $8,726,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 3,760 |
| Issued or guaranteed by U.S. | $2,257,000 | 3,757 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,469,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $6,469,000 | 1,421 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $30,474,000 | 3,093 |
| Total debt securities | $30,475,000 | 3,357 |
| 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 | $28,629,000 | 3,561 |
| U.S. Government securities | $7,159,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,159,000 | 4,615 |
| Securities issued by states & political subdivisions | $21,470,000 | 1,752 |
| 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 | $910,000 | 5,097 |
| Mortgage-backed securities | $7,159,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 3,803 |
| Issued or guaranteed by U.S. | $2,403,000 | 3,799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,756,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $4,756,000 | 1,689 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $28,629,000 | 3,263 |
| Total debt securities | $28,630,000 | 3,538 |
| 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 | $29,095,000 | 3,586 |
| U.S. Government securities | $7,742,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,742,000 | 4,605 |
| Securities issued by states & political subdivisions | $21,353,000 | 1,732 |
| 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 | $956,000 | 5,155 |
| Mortgage-backed securities | $7,742,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $2,585,000 | 3,812 |
| Issued or guaranteed by U.S. | $2,585,000 | 3,808 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,157,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $5,157,000 | 1,672 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $29,095,000 | 3,273 |
| Total debt securities | $29,095,000 | 3,563 |
| 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 | $29,098,000 | 3,615 |
| U.S. Government securities | $8,029,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,029,000 | 4,601 |
| Securities issued by states & political subdivisions | $21,069,000 | 1,752 |
| 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 | $991,000 | 5,210 |
| Mortgage-backed securities | $8,029,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 3,906 |
| Issued or guaranteed by U.S. | $2,532,000 | 3,900 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,497,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $5,497,000 | 1,656 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,098,000 | 3,299 |
| Total debt securities | $29,097,000 | 3,592 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $29,439,000 | 3,674 |
| U.S. Government securities | $8,189,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,189,000 | 4,683 |
| Securities issued by states & political subdivisions | $21,250,000 | 1,745 |
| 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 | $1,031,000 | 5,234 |
| Mortgage-backed securities | $8,189,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 3,941 |
| Issued or guaranteed by U.S. | $2,686,000 | 3,938 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,503,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $5,503,000 | 1,681 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $29,439,000 | 3,356 |
| Total debt securities | $29,440,000 | 3,651 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $30,791,000 | 3,634 |
| U.S. Government securities | $9,727,000 | 4,642 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,727,000 | 4,532 |
| Securities issued by states & political subdivisions | $21,064,000 | 1,762 |
| 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 | $1,606,000 | 5,090 |
| Mortgage-backed securities | $9,727,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $3,802,000 | 3,707 |
| Issued or guaranteed by U.S. | $3,802,000 | 3,707 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,925,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $5,925,000 | 1,645 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $30,791,000 | 3,315 |
| Total debt securities | $30,790,000 | 3,602 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $30,882,000 | 3,647 |
| U.S. Government securities | $9,635,000 | 4,687 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,635,000 | 4,590 |
| Securities issued by states & political subdivisions | $21,247,000 | 1,754 |
| 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 | $1,673,000 | 5,126 |
| Mortgage-backed securities | $9,635,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,868 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,868 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,335,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $6,335,000 | 1,608 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $30,882,000 | 3,335 |
| Total debt securities | $30,882,000 | 3,619 |
| 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 | $30,497,000 | 3,661 |
| U.S. Government securities | $9,192,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,192,000 | 4,651 |
| Securities issued by states & political subdivisions | $21,305,000 | 1,748 |
| 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 | $1,738,000 | 5,148 |
| Mortgage-backed securities | $9,192,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $3,538,000 | 3,820 |
| Issued or guaranteed by U.S. | $3,538,000 | 3,817 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,654,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $5,654,000 | 1,686 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $30,497,000 | 3,355 |
| Total debt securities | $30,498,000 | 3,634 |
| 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 | $28,735,000 | 3,814 |
| U.S. Government securities | $7,494,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,494,000 | 4,949 |
| Securities issued by states & political subdivisions | $21,241,000 | 1,757 |
| 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 | $141,000 | 5,835 |
| Mortgage-backed securities | $7,494,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,881,000 | 4,015 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,613,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $4,613,000 | 1,862 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $28,735,000 | 3,503 |
| Total debt securities | $28,735,000 | 3,784 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $28,184,000 | 3,838 |
| U.S. Government securities | $7,095,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,095,000 | 5,009 |
| Securities issued by states & political subdivisions | $21,089,000 | 1,745 |
| 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 | $152,000 | 5,860 |
| Mortgage-backed securities | $7,095,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $3,239,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,239,000 | 3,908 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,856,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $3,856,000 | 2,010 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,184,000 | 3,534 |
| Total debt securities | $28,184,000 | 3,809 |
| 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 | $28,762,000 | 3,794 |
| U.S. Government securities | $8,215,000 | 4,992 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,215,000 | 4,885 |
| Securities issued by states & political subdivisions | $20,547,000 | 1,771 |
| 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 | $164,000 | 5,928 |
| Mortgage-backed securities | $8,215,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $3,708,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,708,000 | 3,829 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,507,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $4,507,000 | 1,971 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $28,762,000 | 3,521 |
| Total debt securities | $28,763,000 | 3,765 |
| 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 | $30,104,000 | 3,667 |
| U.S. Government securities | $9,322,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,322,000 | 4,706 |
| Securities issued by states & political subdivisions | $20,782,000 | 1,742 |
| 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 | $174,000 | 5,969 |
| Mortgage-backed securities | $9,322,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $4,206,000 | 3,714 |
| Issued or guaranteed by U.S. | $4,206,000 | 3,711 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,116,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $5,116,000 | 1,934 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,104,000 | 3,396 |
| Total debt securities | $30,105,000 | 3,634 |
| 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 | $30,946,000 | 3,660 |
| U.S. Government securities | $10,646,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,646,000 | 4,597 |
| Securities issued by states & political subdivisions | $20,300,000 | 1,726 |
| 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 | $184,000 | 6,053 |
| Mortgage-backed securities | $10,646,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,736 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,735 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,868,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $5,868,000 | 1,889 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $30,946,000 | 3,376 |
| Total debt securities | $30,948,000 | 3,634 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $31,611,000 | 3,625 |
| U.S. Government securities | $11,997,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,997,000 | 4,493 |
| Securities issued by states & political subdivisions | $19,614,000 | 1,728 |
| 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 | $192,000 | 6,121 |
| Mortgage-backed securities | $11,997,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $5,309,000 | 3,623 |
| Issued or guaranteed by U.S. | $5,309,000 | 3,620 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,688,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $6,688,000 | 1,792 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $31,611,000 | 3,357 |
| Total debt securities | $31,611,000 | 3,598 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $31,126,000 | 3,666 |
| U.S. Government securities | $12,832,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,832,000 | 4,453 |
| Securities issued by states & political subdivisions | $18,294,000 | 1,763 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $325,000 | 6,080 |
| Mortgage-backed securities | $12,709,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $5,946,000 | 3,501 |
| Issued or guaranteed by U.S. | $5,946,000 | 3,498 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,763,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $6,763,000 | 1,813 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $31,126,000 | 3,396 |
| Total debt securities | $31,126,000 | 3,639 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $31,354,000 | 3,589 |
| U.S. Government securities | $13,371,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,371,000 | 4,340 |
| Securities issued by states & political subdivisions | $17,983,000 | 1,759 |
| 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 | $347,000 | 5,779 |
| Mortgage-backed securities | $13,235,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $5,635,000 | 3,474 |
| Issued or guaranteed by U.S. | $5,635,000 | 3,472 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,600,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $7,600,000 | 1,634 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $31,354,000 | 3,307 |
| Total debt securities | $31,354,000 | 3,563 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $29,456,000 | 3,650 |
| U.S. Government securities | $12,207,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,207,000 | 4,464 |
| Securities issued by states & political subdivisions | $16,828,000 | 1,803 |
| 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 | $421,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $368,000 | 5,796 |
| Mortgage-backed securities | $12,060,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $5,249,000 | 3,509 |
| Issued or guaranteed by U.S. | $5,249,000 | 3,503 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,811,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $6,811,000 | 1,697 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,456,000 | 3,365 |
| Total debt securities | $29,036,000 | 3,651 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $31,589,000 | 3,531 |
| U.S. Government securities | $13,269,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,269,000 | 4,396 |
| Securities issued by states & political subdivisions | $16,142,000 | 1,822 |
| Other domestic debt securities | $1,945,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,945,000 | 1,057 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $233,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $388,000 | 5,837 |
| Mortgage-backed securities | $13,112,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $5,732,000 | 3,357 |
| Issued or guaranteed by U.S. | $5,732,000 | 3,349 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,380,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $7,380,000 | 1,612 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $31,589,000 | 3,237 |
| Total debt securities | $31,355,000 | 3,517 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $31,405,000 | 3,520 |
| U.S. Government securities | $13,846,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,846,000 | 4,282 |
| Securities issued by states & political subdivisions | $15,041,000 | 1,886 |
| Other domestic debt securities | $1,945,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,945,000 | 1,067 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $573,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $406,000 | 5,869 |
| Mortgage-backed securities | $13,679,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 3,693 |
| Issued or guaranteed by U.S. | $4,040,000 | 3,684 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,639,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $9,639,000 | 1,369 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,405,000 | 3,233 |
| Total debt securities | $30,835,000 | 3,533 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $29,111,000 | 3,572 |
| U.S. Government securities | $14,305,000 | 4,155 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,305,000 | 4,038 |
| Securities issued by states & political subdivisions | $14,517,000 | 1,896 |
| 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 | $289,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $437,000 | 5,919 |
| Mortgage-backed securities | $14,121,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $4,000,000 | 3,598 |
| Issued or guaranteed by U.S. | $4,000,000 | 3,589 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,121,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $10,121,000 | 1,306 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,111,000 | 3,275 |
| Total debt securities | $28,821,000 | 3,575 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $29,010,000 | 3,553 |
| U.S. Government securities | $14,771,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,771,000 | 3,956 |
| Securities issued by states & political subdivisions | $13,551,000 | 1,918 |
| 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 | $688,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $506,000 | 5,964 |
| Mortgage-backed securities | $14,564,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $4,507,000 | 3,457 |
| Issued or guaranteed by U.S. | $4,507,000 | 3,450 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,057,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $10,057,000 | 1,275 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,010,000 | 3,246 |
| Total debt securities | $28,323,000 | 3,576 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $29,223,000 | 3,530 |
| U.S. Government securities | $16,281,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,281,000 | 3,820 |
| Securities issued by states & political subdivisions | $12,797,000 | 1,918 |
| 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 | $145,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $609,000 | 5,945 |
| Mortgage-backed securities | $15,807,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $4,986,000 | 3,360 |
| Issued or guaranteed by U.S. | $4,986,000 | 3,353 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,821,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $10,821,000 | 1,153 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $29,223,000 | 3,221 |
| Total debt securities | $29,076,000 | 3,514 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $29,747,000 | 3,517 |
| U.S. Government securities | $17,444,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,444,000 | 3,752 |
| Securities issued by states & political subdivisions | $12,257,000 | 1,961 |
| 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 | $46,000 | 1,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $741,000 | 5,976 |
| Mortgage-backed securities | $16,553,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,451 |
| Issued or guaranteed by U.S. | $5,008,000 | 3,443 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,545,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $11,545,000 | 1,071 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,747,000 | 3,192 |
| Total debt securities | $29,701,000 | 3,489 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $31,357,000 | 3,392 |
| U.S. Government securities | $16,644,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,644,000 | 3,816 |
| Securities issued by states & political subdivisions | $11,677,000 | 2,030 |
| Other domestic debt securities | $2,000,000 | 1,825 |
| 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 | $2,000,000 | 1,053 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,036,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $914,000 | 5,960 |
| Mortgage-backed securities | $15,524,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $4,642,000 | 3,639 |
| Issued or guaranteed by U.S. | $4,642,000 | 3,632 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,882,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $10,882,000 | 1,078 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $31,357,000 | 3,069 |
| Total debt securities | $30,320,000 | 3,429 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $29,871,000 | 3,504 |
| U.S. Government securities | $15,575,000 | 4,052 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,575,000 | 3,975 |
| Securities issued by states & political subdivisions | $12,276,000 | 1,981 |
| Other domestic debt securities | $2,000,000 | 1,918 |
| 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 | $2,000,000 | 1,113 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $20,000 | 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 | $2,182,000 | 5,398 |
| Mortgage-backed securities | $13,180,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $4,691,000 | 3,721 |
| Issued or guaranteed by U.S. | $4,691,000 | 3,712 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,489,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $8,489,000 | 1,224 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $29,871,000 | 3,154 |
| Total debt securities | $29,851,000 | 3,466 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $26,550,000 | 3,744 |
| U.S. Government securities | $14,243,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,243,000 | 4,138 |
| Securities issued by states & political subdivisions | $12,010,000 | 1,957 |
| 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 | $297,000 | 1,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,560,000 | 5,270 |
| Mortgage-backed securities | $11,816,000 | 3,124 |
| Certificates of participation in pools of residential mortgages | $4,961,000 | 3,684 |
| Issued or guaranteed by U.S. | $4,961,000 | 3,673 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,855,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $6,855,000 | 1,321 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $26,550,000 | 3,368 |
| Total debt securities | $26,253,000 | 3,726 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $27,101,000 | 3,703 |
| U.S. Government securities | $13,846,000 | 4,388 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,846,000 | 4,310 |
| Securities issued by states & political subdivisions | $12,906,000 | 1,753 |
| 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 | $349,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,369,000 | 5,026 |
| Mortgage-backed securities | $11,390,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $5,514,000 | 3,634 |
| Issued or guaranteed by U.S. | $5,514,000 | 3,624 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,876,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $5,876,000 | 1,403 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $27,101,000 | 3,330 |
| Total debt securities | $26,755,000 | 3,703 |
| 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 | $27,265,000 | 3,672 |
| U.S. Government securities | $14,043,000 | 4,392 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,043,000 | 4,312 |
| Securities issued by states & political subdivisions | $12,994,000 | 1,700 |
| 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 | $228,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,693,000 | 4,965 |
| Mortgage-backed securities | $11,161,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $5,786,000 | 3,531 |
| Issued or guaranteed by U.S. | $5,786,000 | 3,517 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,375,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $5,375,000 | 1,446 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $27,265,000 | 3,280 |
| Total debt securities | $27,038,000 | 3,649 |
| 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 | $26,782,000 | 3,650 |
| U.S. Government securities | $13,804,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,804,000 | 4,319 |
| Securities issued by states & political subdivisions | $12,850,000 | 1,688 |
| 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 | $128,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,854,000 | 4,915 |
| Mortgage-backed securities | $10,657,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $5,314,000 | 3,566 |
| Issued or guaranteed by U.S. | $5,314,000 | 3,554 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,343,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $5,343,000 | 1,376 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $26,782,000 | 3,236 |
| Total debt securities | $26,654,000 | 3,634 |
| 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 | $26,044,000 | 3,786 |
| U.S. Government securities | $12,856,000 | 4,580 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,856,000 | 4,503 |
| Securities issued by states & political subdivisions | $12,648,000 | 1,719 |
| 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 | $540,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,058,000 | 4,813 |
| Mortgage-backed securities | $9,706,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $5,354,000 | 3,549 |
| Issued or guaranteed by U.S. | $5,354,000 | 3,532 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,352,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $4,352,000 | 1,511 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,044,000 | 3,376 |
| Total debt securities | $25,506,000 | 3,782 |
| 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 | $26,998,000 | 3,700 |
| U.S. Government securities | $12,837,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,837,000 | 4,512 |
| Securities issued by states & political subdivisions | $13,477,000 | 1,642 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $684,000 | 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 | $4,610,000 | 4,605 |
| Mortgage-backed securities | $9,113,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,588 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,572 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,335,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $4,335,000 | 1,501 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $26,998,000 | 3,310 |
| Total debt securities | $26,313,000 | 3,697 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $27,565,000 | 3,647 |
| U.S. Government securities | $13,757,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,757,000 | 4,443 |
| Securities issued by states & political subdivisions | $13,562,000 | 1,623 |
| 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 | $246,000 | 1,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,613,000 | 4,336 |
| Mortgage-backed securities | $9,293,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $3,872,000 | 3,582 |
| Issued or guaranteed by U.S. | $3,872,000 | 3,567 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,421,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $5,421,000 | 1,304 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $27,565,000 | 3,226 |
| Total debt securities | $27,320,000 | 3,613 |
| Structured notes |
| Amortized cost | $300,000 | 2,234 |
| Fair value | $300,000 | 2,238 |
| 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 | $26,794,000 | 3,706 |
| U.S. Government securities | $12,381,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,381,000 | 4,783 |
| Securities issued by states & political subdivisions | $13,579,000 | 1,572 |
| 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 | $834,000 | 1,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,770,000 | 4,315 |
| Mortgage-backed securities | $6,379,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,171 |
| Issued or guaranteed by U.S. | $564,000 | 5,153 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,815,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,815,000 | 1,234 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $26,794,000 | 3,277 |
| Total debt securities | $25,960,000 | 3,730 |
| Structured notes |
| Amortized cost | $300,000 | 2,455 |
| Fair value | $299,000 | 2,475 |
| 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 | $26,536,000 | 3,739 |
| U.S. Government securities | $13,131,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,131,000 | 4,643 |
| Securities issued by states & political subdivisions | $13,400,000 | 1,572 |
| 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 | $5,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,403,000 | 4,162 |
| Mortgage-backed securities | $6,299,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $548,000 | 5,194 |
| Issued or guaranteed by U.S. | $548,000 | 5,176 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,751,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $5,751,000 | 1,205 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $26,536,000 | 3,292 |
| Total debt securities | $26,531,000 | 3,689 |
| Structured notes |
| Amortized cost | $300,000 | 2,538 |
| Fair value | $293,000 | 2,567 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $25,348,000 | 3,864 |
| U.S. Government securities | $11,787,000 | 5,054 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,787,000 | 4,935 |
| Securities issued by states & political subdivisions | $13,544,000 | 1,554 |
| 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 | $17,000 | 1,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,363,000 | 4,784 |
| Mortgage-backed securities | $5,677,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,186 |
| Issued or guaranteed by U.S. | $575,000 | 5,165 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,102,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,102,000 | 1,268 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $25,348,000 | 3,397 |
| Total debt securities | $25,331,000 | 3,818 |
| Structured notes |
| Amortized cost | $300,000 | 2,606 |
| Fair value | $297,000 | 2,627 |
| 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 | $24,803,000 | 3,956 |
| U.S. Government securities | $10,594,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,594,000 | 5,222 |
| Securities issued by states & political subdivisions | $13,520,000 | 1,555 |
| Other domestic debt securities | $600,000 | 2,203 |
| 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 | $600,000 | 1,626 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $89,000 | 1,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,381,000 | 4,784 |
| Mortgage-backed securities | $4,794,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,794,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $4,794,000 | 1,317 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,803,000 | 3,465 |
| Total debt securities | $24,714,000 | 3,909 |
| Structured notes |
| Amortized cost | $300,000 | 2,710 |
| Fair value | $295,000 | 2,727 |
| 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 | $24,776,000 | 4,002 |
| U.S. Government securities | $10,947,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,947,000 | 5,198 |
| Securities issued by states & political subdivisions | $13,484,000 | 1,528 |
| 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 | $345,000 | 1,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,397,000 | 4,809 |
| Mortgage-backed securities | $5,019,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,019,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $5,019,000 | 1,258 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $24,776,000 | 3,479 |
| Total debt securities | $24,432,000 | 3,980 |
| Structured notes |
| Amortized cost | $300,000 | 2,832 |
| Fair value | $293,000 | 2,860 |
| 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 | $24,573,000 | 4,017 |
| U.S. Government securities | $11,194,000 | 5,298 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,194,000 | 5,165 |
| Securities issued by states & political subdivisions | $13,311,000 | 1,529 |
| 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 | $68,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,475,000 | 4,795 |
| Mortgage-backed securities | $5,315,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,315,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $5,315,000 | 1,222 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $24,573,000 | 3,492 |
| Total debt securities | $24,506,000 | 3,971 |
| Structured notes |
| Amortized cost | $300,000 | 2,887 |
| Fair value | $288,000 | 2,915 |
| 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 | $26,114,000 | 3,899 |
| U.S. Government securities | $12,325,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,325,000 | 4,927 |
| Securities issued by states & political subdivisions | $13,535,000 | 1,500 |
| 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 | $254,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,958,000 | 4,326 |
| Mortgage-backed securities | $6,094,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,094,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $6,094,000 | 1,138 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $26,114,000 | 3,403 |
| Total debt securities | $25,859,000 | 3,881 |
| Structured notes |
| Amortized cost | $300,000 | 2,880 |
| Fair value | $291,000 | 2,906 |
| 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 | $27,100,000 | 3,835 |
| U.S. Government securities | $12,270,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,270,000 | 4,905 |
| Securities issued by states & political subdivisions | $14,101,000 | 1,425 |
| Other domestic debt securities | $600,000 | 2,403 |
| 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 | $600,000 | 1,888 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $129,000 | 1,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,777,000 | 5,042 |
| Mortgage-backed securities | $6,398,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,398,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $6,398,000 | 1,099 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $27,100,000 | 3,320 |
| Total debt securities | $26,970,000 | 3,785 |
| Structured notes |
| Amortized cost | $300,000 | 2,869 |
| Fair value | $293,000 | 2,885 |
| 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 | $27,267,000 | 3,785 |
| U.S. Government securities | $12,693,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,693,000 | 4,822 |
| Securities issued by states & political subdivisions | $14,405,000 | 1,399 |
| 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 | $169,000 | 1,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,197,000 | 4,880 |
| Mortgage-backed securities | $6,951,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,951,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $6,951,000 | 1,070 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $27,267,000 | 3,278 |
| Total debt securities | $27,099,000 | 3,742 |
| Structured notes |
| Amortized cost | $300,000 | 2,817 |
| Fair value | $298,000 | 2,823 |
| 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 | $27,760,000 | 3,777 |
| U.S. Government securities | $13,260,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,260,000 | 4,748 |
| Securities issued by states & political subdivisions | $14,212,000 | 1,408 |
| 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 | $288,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,428,000 | 4,780 |
| Mortgage-backed securities | $7,469,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,469,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $7,469,000 | 1,068 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $27,760,000 | 3,273 |
| Total debt securities | $27,472,000 | 3,745 |
| Structured notes |
| Amortized cost | $300,000 | 2,797 |
| Fair value | $299,000 | 2,805 |
| 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 | $27,193,000 | 3,878 |
| U.S. Government securities | $13,148,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,148,000 | 4,823 |
| Securities issued by states & political subdivisions | $13,884,000 | 1,419 |
| 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 | $161,000 | 1,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,617,000 | 4,745 |
| Mortgage-backed securities | $7,892,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,892,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $7,892,000 | 1,068 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $27,193,000 | 3,354 |
| Total debt securities | $27,032,000 | 3,840 |
| Structured notes |
| Amortized cost | $300,000 | 2,756 |
| Fair value | $294,000 | 2,778 |
| 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 | $31,143,000 | 3,537 |
| U.S. Government securities | $16,733,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,733,000 | 4,190 |
| Securities issued by states & political subdivisions | $13,873,000 | 1,430 |
| Other domestic debt securities | $300,000 | 3,001 |
| 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 | $300,000 | 2,553 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $237,000 | 1,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,395,000 | 4,173 |
| Mortgage-backed securities | $9,881,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,881,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $9,881,000 | 964 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $31,143,000 | 3,054 |
| Total debt securities | $30,904,000 | 3,491 |
| Structured notes |
| Amortized cost | $299,000 | 2,720 |
| Fair value | $298,000 | 2,713 |
| 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 | $30,908,000 | 3,544 |
| U.S. Government securities | $16,527,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,527,000 | 4,197 |
| Securities issued by states & political subdivisions | $14,293,000 | 1,388 |
| 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 | $88,000 | 1,920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,580,000 | 4,106 |
| Mortgage-backed securities | $9,767,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,767,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $9,767,000 | 965 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $30,908,000 | 3,064 |
| Total debt securities | $30,820,000 | 3,490 |
| Structured notes |
| Amortized cost | $299,000 | 2,694 |
| Fair value | $300,000 | 2,683 |
| 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 | $28,316,000 | 3,821 |
| U.S. Government securities | $15,120,000 | 4,678 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,120,000 | 4,516 |
| Securities issued by states & political subdivisions | $12,709,000 | 1,538 |
| 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 | $487,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,495,000 | 4,112 |
| Mortgage-backed securities | $8,986,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,986,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $8,986,000 | 1,029 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $28,316,000 | 3,290 |
| Total debt securities | $27,831,000 | 3,799 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $31,419,000 | 3,527 |
| U.S. Government securities | $17,870,000 | 4,140 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,870,000 | 3,992 |
| Securities issued by states & political subdivisions | $13,423,000 | 1,475 |
| 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 | $126,000 | 1,921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,181,000 | 3,628 |
| Mortgage-backed securities | $10,518,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,518,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $10,518,000 | 970 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $31,419,000 | 3,054 |
| Total debt securities | $31,292,000 | 3,476 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $30,561,000 | 3,660 |
| U.S. Government securities | $17,093,000 | 4,324 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,093,000 | 4,182 |
| Securities issued by states & political subdivisions | $13,068,000 | 1,512 |
| Other domestic debt securities | $317,000 | 3,279 |
| 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 | $317,000 | 2,926 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $83,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,458,000 | 5,092 |
| Mortgage-backed securities | $10,024,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,024,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,024,000 | 1,049 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $30,561,000 | 3,159 |
| Total debt securities | $30,478,000 | 3,612 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $31,360,000 | 3,522 |
| U.S. Government securities | $18,202,000 | 4,031 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,202,000 | 3,876 |
| Securities issued by states & political subdivisions | $12,374,000 | 1,601 |
| Other domestic debt securities | $420,000 | 3,308 |
| 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 | $420,000 | 2,956 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $364,000 | 1,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,469,000 | 4,636 |
| Mortgage-backed securities | $10,399,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,399,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $10,399,000 | 1,024 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,360,000 | 3,055 |
| Total debt securities | $30,995,000 | 3,482 |
| 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 | $31,017,000 | 3,465 |
| U.S. Government securities | $18,319,000 | 3,917 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,319,000 | 3,761 |
| Securities issued by states & political subdivisions | $11,814,000 | 1,633 |
| Other domestic debt securities | $426,000 | 3,352 |
| 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 | $426,000 | 2,991 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $458,000 | 1,702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,728,000 | 4,122 |
| Mortgage-backed securities | $11,245,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,245,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $11,245,000 | 1,056 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $31,017,000 | 3,012 |
| Total debt securities | $30,559,000 | 3,427 |
| 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 | $30,023,000 | 3,510 |
| U.S. Government securities | $18,139,000 | 3,954 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,139,000 | 3,799 |
| Securities issued by states & political subdivisions | $10,779,000 | 1,701 |
| Other domestic debt securities | $622,000 | 3,121 |
| 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 | $622,000 | 2,767 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $483,000 | 1,683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,500,000 | 3,899 |
| Mortgage-backed securities | $11,350,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,350,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $11,350,000 | 1,085 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $30,023,000 | 3,031 |
| Total debt securities | $29,541,000 | 3,475 |
| 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 | $31,181,000 | 3,423 |
| U.S. Government securities | $19,834,000 | 3,723 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,834,000 | 3,562 |
| Securities issued by states & political subdivisions | $10,713,000 | 1,681 |
| Other domestic debt securities | $624,000 | 3,139 |
| 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 | $624,000 | 2,777 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,910,000 | 5,382 |
| Mortgage-backed securities | $10,432,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,432,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $10,432,000 | 1,145 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $31,181,000 | 2,918 |
| Total debt securities | $31,171,000 | 3,345 |
| 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 | $28,384,000 | 3,506 |
| U.S. Government securities | $17,875,000 | 3,864 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,875,000 | 3,678 |
| Securities issued by states & political subdivisions | $8,966,000 | 1,890 |
| Other domestic debt securities | $1,531,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,531,000 | 2,164 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,000 | 2,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,859,000 | 4,066 |
| Mortgage-backed securities | $8,419,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,419,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $8,419,000 | 1,331 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $28,384,000 | 2,947 |
| Total debt securities | $28,372,000 | 3,417 |
| 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 | $21,073,000 | 4,474 |
| U.S. Government securities | $12,054,000 | 5,247 |
| U.S. Treasury securities | $999,000 | 2,804 |
| U.S. Government agency obligations | $11,055,000 | 5,194 |
| Securities issued by states & political subdivisions | $7,148,000 | 2,169 |
| Other domestic debt securities | $1,299,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,299,000 | 1,967 |
| Foreign debt securities | NA | NA |
| Equity securities | $572,000 | 3,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,740,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,740,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $3,740,000 | 1,622 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $21,073,000 | 3,639 |
| Total debt securities | $20,501,000 | 4,436 |
| 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 | $18,887,000 | 5,044 |
| U.S. Government securities | $10,383,000 | 5,989 |
| U.S. Treasury securities | $2,287,000 | 2,525 |
| U.S. Government agency obligations | $8,096,000 | 6,215 |
| Securities issued by states & political subdivisions | $5,840,000 | 2,633 |
| Other domestic debt securities | $2,181,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,181,000 | 1,458 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 3,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $2,062,000 | 5,036 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,062,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 2,266 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $18,887,000 | 4,065 |
| Total debt securities | $18,404,000 | 5,014 |
| 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 | $17,981,000 | 5,188 |
| U.S. Government securities | $9,982,000 | 6,120 |
| U.S. Treasury securities | $4,151,000 | 2,527 |
| U.S. Government agency obligations | $5,831,000 | 6,796 |
| Securities issued by states & political subdivisions | $4,828,000 | 3,040 |
| Other domestic debt securities | $2,657,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,516,000 | 1,264 |
| Foreign debt securities | NA | NA |
| Equity securities | $514,000 | 3,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,008,000 | 7,114 |
| Mortgage-backed securities | $2,047,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,047,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $1,906,000 | 2,563 |
| Privately issued | $141,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $17,981,000 | 4,119 |
| Total debt securities | $17,467,000 | 5,152 |
| 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 | $15,907,000 | 5,774 |
| U.S. Government securities | $10,533,000 | 6,293 |
| U.S. Treasury securities | $4,997,000 | 3,238 |
| U.S. Government agency obligations | $5,536,000 | 7,028 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,415 |
| Other domestic debt securities | $1,355,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $233,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,122,000 | 1,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $384,000 | 4,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,492,000 | 7,011 |
| Mortgage-backed securities | $1,204,000 | 6,112 |
| 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 | $1,204,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 3,341 |
| Privately issued | $233,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $15,907,000 | 4,298 |
| Total debt securities | $15,523,000 | 5,735 |
| 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 | $17,894,000 | 5,734 |
| U.S. Government securities | $13,360,000 | 5,929 |
| U.S. Treasury securities | $6,167,000 | 3,245 |
| U.S. Government agency obligations | $7,193,000 | 6,610 |
| Securities issued by states & political subdivisions | $2,868,000 | 4,043 |
| Other domestic debt securities | $1,467,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $342,000 | 1,118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,125,000 | 1,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $199,000 | 5,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,336,000 | 5,652 |
| Certificates of participation in pools of residential mortgages | $33,000 | 8,241 |
| Issued or guaranteed by U.S. | $33,000 | 8,217 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,303,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $1,961,000 | 2,983 |
| Privately issued | $342,000 | 887 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,894,000 | 4,177 |
| Total debt securities | $17,695,000 | 5,657 |
| Structured notes |
| Amortized cost | $300,000 | 3,044 |
| Fair value | $300,000 | 3,048 |
| 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 | $14,496,000 | 6,837 |
| U.S. Government securities | $9,441,000 | 7,539 |
| U.S. Treasury securities | $4,279,000 | 5,027 |
| U.S. Government agency obligations | $5,162,000 | 7,610 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,898 |
| Other domestic debt securities | $3,051,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,571,000 | 1,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $505,000 | 8,794 |
| Mortgage-backed securities | $2,792,000 | 5,675 |
| Certificates of participation in pools of residential mortgages | $50,000 | 8,558 |
| Issued or guaranteed by U.S. | $50,000 | 8,524 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,742,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $2,262,000 | 3,103 |
| Privately issued | $480,000 | 948 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $14,496,000 | 4,964 |
| Total debt securities | $14,494,000 | 6,720 |
| Structured notes |
| Amortized cost | $1,592,000 | 1,984 |
| Fair value | $1,621,000 | 1,959 |
| 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 | $13,776,000 | 7,464 |
| U.S. Government securities | $7,517,000 | 8,881 |
| U.S. Treasury securities | $2,895,000 | 7,290 |
| U.S. Government agency obligations | $4,622,000 | 7,936 |
| Securities issued by states & political subdivisions | $2,049,000 | 5,133 |
| Other domestic debt securities | $4,208,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $602,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,606,000 | 1,101 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $2,423,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $67,000 | 8,976 |
| Issued or guaranteed by U.S. | $67,000 | 8,948 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,356,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $1,754,000 | 3,681 |
| Privately issued | $602,000 | 932 |
| 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) | $8,129,000 | 6,420 |
| Available-for-sale securities (fair market value) | $5,647,000 | 6,527 |
| Total debt securities | $13,774,000 | 7,345 |
| 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 | $16,597,000 | 6,944 |
| U.S. Government securities | $11,559,000 | 7,413 |
| U.S. Treasury securities | $6,857,000 | 4,664 |
| U.S. Government agency obligations | $4,702,000 | 8,117 |
| Securities issued by states & political subdivisions | $2,205,000 | 5,064 |
| Other domestic debt securities | $2,831,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $701,000 | 1,447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,130,000 | 1,719 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $4,100,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $103,000 | 9,393 |
| Issued or guaranteed by U.S. | $103,000 | 9,341 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,997,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $3,296,000 | 3,072 |
| Privately issued | $701,000 | 1,136 |
| 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 | $16,596,000 | 6,803 |
| 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 | $22,694,000 | 5,585 |
| U.S. Government securities | $16,846,000 | 5,772 |
| U.S. Treasury securities | $10,460,000 | 3,384 |
| U.S. Government agency obligations | $6,386,000 | 7,128 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,678 |
| Other domestic debt securities | $3,515,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $689,000 | 2,097 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,826,000 | 1,702 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $5,066,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $191,000 | 9,494 |
| Issued or guaranteed by U.S. | $191,000 | 9,421 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,875,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $4,186,000 | 2,659 |
| Privately issued | $689,000 | 1,731 |
| 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 | $22,692,000 | 5,470 |
| 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 |
