| 2023-12-31 | Rank |
| Total securities | $33,964,000 | 3,071 |
| U.S. Government securities | $21,633,000 | 2,865 |
| U.S. Treasury securities | $5,794,000 | 1,748 |
| U.S. Government agency obligations | $15,839,000 | 2,838 |
| Securities issued by states & political subdivisions | $12,331,000 | 2,264 |
| 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 | $26,522,000 | 2,076 |
| Mortgage-backed securities | $14,874,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,695,000 | 2,063 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,593,000 | 1,467 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $586,000 | 1,350 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $33,964,000 | 2,838 |
| Total debt securities | $33,964,000 | 3,050 |
| 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 | $33,338,000 | 3,086 |
| U.S. Government securities | $21,709,000 | 2,853 |
| U.S. Treasury securities | $5,705,000 | 1,784 |
| U.S. Government agency obligations | $16,004,000 | 2,822 |
| Securities issued by states & political subdivisions | $11,629,000 | 2,307 |
| 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 | $26,301,000 | 2,034 |
| Mortgage-backed securities | $15,053,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,851,000 | 2,050 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,599,000 | 1,444 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $603,000 | 1,319 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $33,338,000 | 2,843 |
| Total debt securities | $33,338,000 | 3,065 |
| 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 | $35,426,000 | 3,059 |
| U.S. Government securities | $22,765,000 | 2,863 |
| U.S. Treasury securities | $5,698,000 | 1,822 |
| U.S. Government agency obligations | $17,067,000 | 2,816 |
| Securities issued by states & political subdivisions | $12,045,000 | 2,327 |
| Other domestic debt securities | $616,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $616,000 | 598 |
| 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 | $26,949,000 | 2,009 |
| Mortgage-backed securities | $16,126,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,634,000 | 2,029 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,432 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $615,000 | 1,313 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $35,426,000 | 2,819 |
| Total debt securities | $35,425,000 | 3,035 |
| 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 | $37,032,000 | 3,100 |
| U.S. Government securities | $23,630,000 | 2,899 |
| U.S. Treasury securities | $5,739,000 | 1,893 |
| U.S. Government agency obligations | $17,891,000 | 2,770 |
| Securities issued by states & political subdivisions | $12,060,000 | 2,382 |
| Other domestic debt securities | $1,342,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,342,000 | 513 |
| 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 | $30,602,000 | 1,821 |
| Mortgage-backed securities | $16,944,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,225,000 | 2,029 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,058,000 | 1,442 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $661,000 | 1,327 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $37,032,000 | 2,847 |
| Total debt securities | $37,031,000 | 3,075 |
| 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 | $37,688,000 | 3,117 |
| U.S. Government securities | $24,195,000 | 2,901 |
| U.S. Treasury securities | $5,684,000 | 1,937 |
| U.S. Government agency obligations | $18,511,000 | 2,723 |
| Securities issued by states & political subdivisions | $12,014,000 | 2,420 |
| Other domestic debt securities | $1,479,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,479,000 | 517 |
| 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 | $20,027,000 | 2,142 |
| Mortgage-backed securities | $17,573,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,777,000 | 2,007 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,137,000 | 1,455 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $659,000 | 1,317 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $37,688,000 | 2,869 |
| Total debt securities | $37,687,000 | 3,095 |
| 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 | $37,995,000 | 3,118 |
| U.S. Government securities | $26,467,000 | 2,801 |
| U.S. Treasury securities | $5,674,000 | 1,972 |
| U.S. Government agency obligations | $20,793,000 | 2,616 |
| Securities issued by states & political subdivisions | $11,528,000 | 2,460 |
| 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 | $18,773,000 | 2,143 |
| Mortgage-backed securities | $19,855,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,210,000 | 1,990 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,409,000 | 1,444 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $747,000 | 1,313 |
| Other commercial mortgage-backed securities | $1,489,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,995,000 | 2,865 |
| Total debt securities | $37,990,000 | 3,094 |
| 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 | $39,939,000 | 3,097 |
| U.S. Government securities | $28,004,000 | 2,764 |
| U.S. Treasury securities | $5,736,000 | 1,939 |
| U.S. Government agency obligations | $22,268,000 | 2,581 |
| Securities issued by states & political subdivisions | $11,935,000 | 2,483 |
| 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 | $16,851,000 | 2,231 |
| Mortgage-backed securities | $21,320,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $13,135,000 | 2,019 |
| Issued or guaranteed by U.S. | $13,135,000 | 1,971 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,930,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $5,930,000 | 1,421 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,255,000 | 1,471 |
| Commercial mortgage pass-through securities | $755,000 | 1,310 |
| Other commercial mortgage-backed securities | $1,500,000 | 1,140 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $39,939,000 | 2,868 |
| Total debt securities | $39,939,000 | 3,081 |
| 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 | $44,092,000 | 2,929 |
| U.S. Government securities | $30,755,000 | 2,588 |
| U.S. Treasury securities | $5,914,000 | 1,707 |
| U.S. Government agency obligations | $24,841,000 | 2,461 |
| Securities issued by states & political subdivisions | $13,337,000 | 2,398 |
| 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 | $18,454,000 | 2,086 |
| Mortgage-backed securities | $23,876,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $14,650,000 | 1,947 |
| Issued or guaranteed by U.S. | $14,650,000 | 1,905 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,814,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $6,814,000 | 1,357 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,412,000 | 1,448 |
| Commercial mortgage pass-through securities | $887,000 | 1,256 |
| Other commercial mortgage-backed securities | $1,525,000 | 1,120 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,092,000 | 2,725 |
| Total debt securities | $44,090,000 | 2,913 |
| 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 | $39,191,000 | 2,991 |
| U.S. Government securities | $25,453,000 | 2,655 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $25,453,000 | 2,406 |
| Securities issued by states & political subdivisions | $13,738,000 | 2,413 |
| 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 | $14,643,000 | 2,322 |
| Mortgage-backed securities | $25,453,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $15,310,000 | 1,912 |
| Issued or guaranteed by U.S. | $15,310,000 | 1,860 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,652,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $7,652,000 | 1,288 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,491,000 | 1,417 |
| Commercial mortgage pass-through securities | $934,000 | 1,238 |
| Other commercial mortgage-backed securities | $1,557,000 | 1,090 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $39,191,000 | 2,829 |
| Total debt securities | $39,192,000 | 2,974 |
| 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 | $37,067,000 | 3,006 |
| U.S. Government securities | $25,029,000 | 2,606 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $25,029,000 | 2,416 |
| Securities issued by states & political subdivisions | $12,038,000 | 2,518 |
| 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 | $13,171,000 | 2,402 |
| Mortgage-backed securities | $24,025,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $13,114,000 | 2,052 |
| Issued or guaranteed by U.S. | $13,114,000 | 1,998 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,205,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $8,205,000 | 1,245 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,706,000 | 1,382 |
| Commercial mortgage pass-through securities | $1,129,000 | 1,164 |
| Other commercial mortgage-backed securities | $1,577,000 | 1,087 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $37,067,000 | 2,841 |
| Total debt securities | $37,066,000 | 2,985 |
| 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 | $33,058,000 | 3,098 |
| U.S. Government securities | $21,469,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $21,469,000 | 2,553 |
| Securities issued by states & political subdivisions | $11,589,000 | 2,518 |
| 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 | $13,745,000 | 2,345 |
| Mortgage-backed securities | $20,461,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $14,100,000 | 1,947 |
| Issued or guaranteed by U.S. | $14,100,000 | 1,901 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,649,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $3,649,000 | 1,664 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,712,000 | 1,369 |
| Commercial mortgage pass-through securities | $1,122,000 | 1,168 |
| Other commercial mortgage-backed securities | $1,590,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $33,058,000 | 2,917 |
| Total debt securities | $33,059,000 | 3,079 |
| 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 | $32,111,000 | 3,026 |
| U.S. Government securities | $20,737,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,737,000 | 2,465 |
| Securities issued by states & political subdivisions | $11,374,000 | 2,500 |
| 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 | $12,275,000 | 2,425 |
| Mortgage-backed securities | $19,724,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $15,216,000 | 1,815 |
| Issued or guaranteed by U.S. | $15,216,000 | 1,760 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,709,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,026 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,799,000 | 1,343 |
| Commercial mortgage pass-through securities | $1,198,000 | 1,136 |
| Other commercial mortgage-backed securities | $1,601,000 | 1,028 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $32,111,000 | 2,845 |
| Total debt securities | $32,112,000 | 3,008 |
| 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 | $27,039,000 | 3,104 |
| U.S. Government securities | $20,109,000 | 2,518 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $20,109,000 | 2,392 |
| Securities issued by states & political subdivisions | $6,930,000 | 2,932 |
| 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 | $11,829,000 | 2,451 |
| Mortgage-backed securities | $19,092,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $14,332,000 | 1,778 |
| Issued or guaranteed by U.S. | $14,332,000 | 1,734 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,927,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 1,999 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,833,000 | 1,289 |
| Commercial mortgage pass-through securities | $1,220,000 | 1,092 |
| Other commercial mortgage-backed securities | $1,613,000 | 989 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,039,000 | 2,925 |
| Total debt securities | $27,039,000 | 3,085 |
| 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 | $25,659,000 | 3,091 |
| U.S. Government securities | $19,666,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,666,000 | 2,388 |
| Securities issued by states & political subdivisions | $5,993,000 | 2,962 |
| 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 | $11,839,000 | 2,436 |
| Mortgage-backed securities | $18,645,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $13,491,000 | 1,799 |
| Issued or guaranteed by U.S. | $13,491,000 | 1,752 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,189,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 1,957 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,965,000 | 1,238 |
| Commercial mortgage pass-through securities | $1,344,000 | 1,057 |
| Other commercial mortgage-backed securities | $1,621,000 | 973 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $25,659,000 | 2,900 |
| Total debt securities | $25,659,000 | 3,070 |
| 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 | $26,871,000 | 2,999 |
| U.S. Government securities | $20,971,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $20,971,000 | 2,320 |
| Securities issued by states & political subdivisions | $5,900,000 | 2,933 |
| 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 | $11,082,000 | 2,500 |
| Mortgage-backed securities | $19,946,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | $14,580,000 | 1,691 |
| Issued or guaranteed by U.S. | $14,580,000 | 1,643 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,430,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,430,000 | 1,948 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,936,000 | 1,224 |
| Commercial mortgage pass-through securities | $1,314,000 | 1,059 |
| Other commercial mortgage-backed securities | $1,622,000 | 951 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $26,871,000 | 2,804 |
| Total debt securities | $26,873,000 | 2,978 |
| 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 | $26,006,000 | 3,011 |
| U.S. Government securities | $20,771,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,771,000 | 2,334 |
| Securities issued by states & political subdivisions | $5,235,000 | 2,960 |
| 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 | $12,438,000 | 2,335 |
| Mortgage-backed securities | $19,752,000 | 2,000 |
| Certificates of participation in pools of residential mortgages | $15,022,000 | 1,652 |
| Issued or guaranteed by U.S. | $15,022,000 | 1,607 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,734,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,106 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,996,000 | 1,199 |
| Commercial mortgage pass-through securities | $1,410,000 | 1,006 |
| Other commercial mortgage-backed securities | $1,586,000 | 929 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $26,006,000 | 2,821 |
| Total debt securities | $26,006,000 | 2,991 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $27,281,000 | 2,988 |
| U.S. Government securities | $21,614,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,614,000 | 2,339 |
| Securities issued by states & political subdivisions | $5,667,000 | 2,886 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,860,000 | 2,321 |
| Mortgage-backed securities | $20,610,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $15,808,000 | 1,543 |
| Issued or guaranteed by U.S. | $15,808,000 | 1,500 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,841,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $1,841,000 | 2,089 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,961,000 | 1,176 |
| Commercial mortgage pass-through securities | $1,388,000 | 1,004 |
| Other commercial mortgage-backed securities | $1,573,000 | 889 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $27,281,000 | 2,806 |
| Total debt securities | $27,282,000 | 2,969 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $24,724,000 | 3,143 |
| U.S. Government securities | $21,153,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $21,153,000 | 2,405 |
| Securities issued by states & political subdivisions | $3,571,000 | 3,265 |
| 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 | $12,623,000 | 2,385 |
| Mortgage-backed securities | $20,150,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $15,645,000 | 1,528 |
| Issued or guaranteed by U.S. | $15,645,000 | 1,481 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,416,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,416,000 | 2,215 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,089,000 | 1,151 |
| Commercial mortgage pass-through securities | $1,512,000 | 984 |
| Other commercial mortgage-backed securities | $1,577,000 | 871 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $24,724,000 | 2,927 |
| Total debt securities | $24,725,000 | 3,123 |
| 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 | $21,851,000 | 3,342 |
| U.S. Government securities | $21,108,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,108,000 | 2,445 |
| Securities issued by states & political subdivisions | $743,000 | 4,060 |
| 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 | $13,164,000 | 2,385 |
| Mortgage-backed securities | $20,105,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $15,509,000 | 1,537 |
| Issued or guaranteed by U.S. | $15,509,000 | 1,513 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,507,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,167 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,089,000 | 1,135 |
| Commercial mortgage pass-through securities | $1,506,000 | 976 |
| Other commercial mortgage-backed securities | $1,583,000 | 850 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $21,851,000 | 3,108 |
| Total debt securities | $21,851,000 | 3,319 |
| 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 | $28,226,000 | 3,041 |
| U.S. Government securities | $27,490,000 | 2,253 |
| U.S. Treasury securities | $3,987,000 | 768 |
| U.S. Government agency obligations | $23,503,000 | 2,325 |
| Securities issued by states & political subdivisions | $736,000 | 4,119 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,868,000 | 2,456 |
| Mortgage-backed securities | $22,517,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $16,900,000 | 1,455 |
| Issued or guaranteed by U.S. | $16,900,000 | 1,432 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,981,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 2,040 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,636,000 | 1,012 |
| Commercial mortgage pass-through securities | $1,570,000 | 949 |
| Other commercial mortgage-backed securities | $2,066,000 | 704 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $28,226,000 | 2,821 |
| Total debt securities | $28,228,000 | 3,025 |
| 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 | $29,299,000 | 3,015 |
| U.S. Government securities | $28,572,000 | 2,214 |
| U.S. Treasury securities | $4,972,000 | 677 |
| U.S. Government agency obligations | $23,600,000 | 2,342 |
| Securities issued by states & political subdivisions | $727,000 | 4,172 |
| 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 | $13,094,000 | 2,455 |
| Mortgage-backed securities | $22,126,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $16,372,000 | 1,493 |
| Issued or guaranteed by U.S. | $16,372,000 | 1,478 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,029,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $2,029,000 | 2,025 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,725,000 | 969 |
| Commercial mortgage pass-through securities | $1,573,000 | 942 |
| Other commercial mortgage-backed securities | $2,152,000 | 672 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $29,299,000 | 2,799 |
| Total debt securities | $29,308,000 | 3,000 |
| 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 | $30,435,000 | 2,985 |
| U.S. Government securities | $28,166,000 | 2,242 |
| U.S. Treasury securities | $4,978,000 | 654 |
| U.S. Government agency obligations | $23,188,000 | 2,396 |
| Securities issued by states & political subdivisions | $723,000 | 4,225 |
| 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 | $1,546,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,402,000 | 2,424 |
| Mortgage-backed securities | $20,973,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $14,984,000 | 1,607 |
| Issued or guaranteed by U.S. | $14,984,000 | 1,601 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,118,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,118,000 | 1,998 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,871,000 | 944 |
| Commercial mortgage pass-through securities | $1,626,000 | 919 |
| Other commercial mortgage-backed securities | $2,245,000 | 664 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $30,435,000 | 2,762 |
| Total debt securities | $28,891,000 | 3,037 |
| 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 | $25,816,000 | 3,259 |
| U.S. Government securities | $21,261,000 | 2,626 |
| U.S. Treasury securities | $1,992,000 | 937 |
| U.S. Government agency obligations | $19,269,000 | 2,624 |
| Securities issued by states & political subdivisions | $500,000 | 4,363 |
| 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 | $4,055,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,337,000 | 2,146 |
| Mortgage-backed securities | $17,054,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $10,160,000 | 2,056 |
| Issued or guaranteed by U.S. | $10,160,000 | 1,966 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,230,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,230,000 | 1,985 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,664,000 | 866 |
| Commercial mortgage pass-through securities | $1,639,000 | 890 |
| Other commercial mortgage-backed securities | $3,025,000 | 575 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,816,000 | 3,005 |
| Total debt securities | $21,760,000 | 3,499 |
| 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 | $25,004,000 | 3,347 |
| U.S. Government securities | $17,932,000 | 2,932 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,932,000 | 2,800 |
| Securities issued by states & political subdivisions | $500,000 | 4,404 |
| 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 | $6,572,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,846,000 | 1,809 |
| Mortgage-backed securities | $13,988,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $8,577,000 | 2,223 |
| Issued or guaranteed by U.S. | $8,577,000 | 2,221 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,353,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,353,000 | 1,944 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,058,000 | 877 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $3,058,000 | 561 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,004,000 | 3,084 |
| Total debt securities | $18,433,000 | 3,758 |
| 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 | $28,349,000 | 3,219 |
| U.S. Government securities | $18,684,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $18,684,000 | 2,768 |
| Securities issued by states & political subdivisions | $504,000 | 4,469 |
| 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 | $9,161,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,379,000 | 1,729 |
| Mortgage-backed securities | $14,695,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $9,059,000 | 2,224 |
| Issued or guaranteed by U.S. | $9,059,000 | 2,221 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,636,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,636,000 | 1,434 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $28,349,000 | 2,971 |
| Total debt securities | $19,189,000 | 3,757 |
| 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 | $24,110,000 | 3,490 |
| U.S. Government securities | $14,406,000 | 3,283 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,406,000 | 3,158 |
| Securities issued by states & political subdivisions | $505,000 | 4,513 |
| 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 | $9,199,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,605,000 | 1,838 |
| Mortgage-backed securities | $11,503,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $5,670,000 | 2,723 |
| Issued or guaranteed by U.S. | $5,670,000 | 2,722 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,833,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $5,833,000 | 1,403 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $24,110,000 | 3,211 |
| Total debt securities | $14,911,000 | 4,133 |
| 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 | $24,581,000 | 3,515 |
| U.S. Government securities | $14,857,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,857,000 | 3,174 |
| Securities issued by states & political subdivisions | $506,000 | 4,559 |
| 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 | $9,218,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,858,000 | 2,445 |
| Mortgage-backed securities | $11,953,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $5,962,000 | 2,718 |
| Issued or guaranteed by U.S. | $5,962,000 | 2,717 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,991,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $5,991,000 | 1,394 |
| 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) | $24,581,000 | 3,232 |
| Total debt securities | $15,364,000 | 4,131 |
| 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 | $27,514,000 | 3,364 |
| U.S. Government securities | $17,816,000 | 3,096 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,816,000 | 2,975 |
| Securities issued by states & political subdivisions | $480,000 | 4,636 |
| 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 | $9,218,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,149,000 | 2,448 |
| Mortgage-backed securities | $14,770,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $8,328,000 | 2,441 |
| Issued or guaranteed by U.S. | $8,328,000 | 2,441 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,442,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,442,000 | 1,352 |
| 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) | $27,514,000 | 3,092 |
| Total debt securities | $18,297,000 | 3,951 |
| 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 | $26,367,000 | 3,435 |
| U.S. Government securities | $16,665,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,665,000 | 3,027 |
| Securities issued by states & political subdivisions | $475,000 | 4,682 |
| 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 | $9,227,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,592,000 | 2,774 |
| Mortgage-backed securities | $13,617,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $6,933,000 | 2,632 |
| Issued or guaranteed by U.S. | $6,933,000 | 2,628 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,684,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $6,684,000 | 1,305 |
| 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) | $26,367,000 | 3,146 |
| Total debt securities | $17,139,000 | 4,051 |
| 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 | $24,064,000 | 3,583 |
| U.S. Government securities | $12,346,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,346,000 | 3,454 |
| Securities issued by states & political subdivisions | $506,000 | 4,693 |
| 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 | $11,212,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,853,000 | 2,647 |
| Mortgage-backed securities | $12,346,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $6,900,000 | 2,658 |
| Issued or guaranteed by U.S. | $6,900,000 | 2,657 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,446,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,446,000 | 1,468 |
| 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) | $24,064,000 | 3,295 |
| Total debt securities | $12,853,000 | 4,402 |
| 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 | $26,906,000 | 3,473 |
| U.S. Government securities | $13,145,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,145,000 | 3,465 |
| Securities issued by states & political subdivisions | $509,000 | 4,734 |
| 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 | $13,252,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,144,000 | 2,673 |
| Mortgage-backed securities | $13,145,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $7,422,000 | 2,632 |
| Issued or guaranteed by U.S. | $7,422,000 | 2,627 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,723,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $5,723,000 | 1,458 |
| 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) | $26,906,000 | 3,182 |
| Total debt securities | $13,654,000 | 4,421 |
| 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 | $28,351,000 | 3,423 |
| U.S. Government securities | $13,649,000 | 3,621 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,649,000 | 3,491 |
| Securities issued by states & political subdivisions | $502,000 | 4,786 |
| 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 | $14,200,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,648,000 | 2,676 |
| Mortgage-backed securities | $13,649,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $7,769,000 | 2,593 |
| Issued or guaranteed by U.S. | $7,769,000 | 2,591 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,880,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,880,000 | 1,465 |
| 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) | $28,351,000 | 3,140 |
| Total debt securities | $14,151,000 | 4,429 |
| 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 | $28,951,000 | 3,427 |
| U.S. Government securities | $14,292,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,292,000 | 3,475 |
| Securities issued by states & political subdivisions | $508,000 | 4,810 |
| 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 | $14,151,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,291,000 | 2,630 |
| Mortgage-backed securities | $14,292,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $8,192,000 | 2,555 |
| Issued or guaranteed by U.S. | $8,192,000 | 2,552 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,100,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $6,100,000 | 1,453 |
| 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) | $28,951,000 | 3,140 |
| Total debt securities | $14,800,000 | 4,424 |
| 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 | $29,734,000 | 3,435 |
| U.S. Government securities | $14,966,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,966,000 | 3,492 |
| Securities issued by states & political subdivisions | $502,000 | 4,862 |
| 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 | $14,266,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,966,000 | 2,598 |
| Mortgage-backed securities | $14,966,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $8,598,000 | 2,537 |
| Issued or guaranteed by U.S. | $8,598,000 | 2,535 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,368,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $6,368,000 | 1,428 |
| 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) | $29,734,000 | 3,141 |
| Total debt securities | $15,468,000 | 4,453 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $37,813,000 | 3,019 |
| U.S. Government securities | $21,057,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,057,000 | 3,036 |
| Securities issued by states & political subdivisions | $493,000 | 4,903 |
| 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 | $16,263,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,909,000 | 2,436 |
| Mortgage-backed securities | $17,038,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $10,508,000 | 2,358 |
| Issued or guaranteed by U.S. | $10,508,000 | 2,357 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,530,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $6,530,000 | 1,467 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $37,813,000 | 2,763 |
| Total debt securities | $21,549,000 | 4,047 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $983,000 | 1,383 |
| 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 | $38,990,000 | 3,002 |
| U.S. Government securities | $22,092,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,092,000 | 3,028 |
| Securities issued by states & political subdivisions | $505,000 | 4,899 |
| 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 | $16,393,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,827,000 | 2,399 |
| Mortgage-backed securities | $18,050,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $11,242,000 | 2,317 |
| Issued or guaranteed by U.S. | $11,242,000 | 2,317 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,808,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $6,808,000 | 1,477 |
| 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) | $38,990,000 | 2,747 |
| Total debt securities | $22,597,000 | 4,005 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $999,000 | 1,439 |
| 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 | $39,415,000 | 3,022 |
| U.S. Government securities | $22,584,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,584,000 | 3,037 |
| Securities issued by states & political subdivisions | $501,000 | 4,982 |
| 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 | $16,330,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,329,000 | 2,366 |
| Mortgage-backed securities | $18,583,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $11,682,000 | 2,316 |
| Issued or guaranteed by U.S. | $11,682,000 | 2,314 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,901,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $6,901,000 | 1,503 |
| 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) | $39,415,000 | 2,766 |
| Total debt securities | $23,086,000 | 4,027 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $985,000 | 1,550 |
| 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 | $36,788,000 | 3,248 |
| U.S. Government securities | $19,996,000 | 3,434 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,996,000 | 3,326 |
| Securities issued by states & political subdivisions | $498,000 | 5,040 |
| 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 | $16,294,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,721,000 | 2,336 |
| Mortgage-backed securities | $19,016,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $12,032,000 | 2,352 |
| Issued or guaranteed by U.S. | $12,032,000 | 2,350 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,984,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $6,984,000 | 1,505 |
| 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) | $36,788,000 | 2,963 |
| Total debt securities | $20,494,000 | 4,309 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $980,000 | 1,635 |
| 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 | $37,018,000 | 3,284 |
| U.S. Government securities | $20,669,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,669,000 | 3,313 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $16,349,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,238,000 | 2,464 |
| Mortgage-backed securities | $19,693,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $12,547,000 | 2,344 |
| Issued or guaranteed by U.S. | $12,547,000 | 2,343 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,146,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $7,146,000 | 1,517 |
| 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) | $37,018,000 | 2,991 |
| Total debt securities | $20,670,000 | 4,350 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $976,000 | 1,680 |
| 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 | $37,494,000 | 3,256 |
| U.S. Government securities | $21,236,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,236,000 | 3,290 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $16,258,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,690,000 | 2,445 |
| Mortgage-backed securities | $20,286,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,051,000 | 2,315 |
| Issued or guaranteed by U.S. | $13,051,000 | 2,313 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,235,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $7,235,000 | 1,504 |
| 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) | $37,494,000 | 2,974 |
| Total debt securities | $21,236,000 | 4,331 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $950,000 | 1,728 |
| 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 | $42,875,000 | 2,992 |
| U.S. Government securities | $21,726,000 | 3,334 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,726,000 | 3,243 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $21,149,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,509,000 | 2,542 |
| Mortgage-backed securities | $20,800,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $13,503,000 | 2,259 |
| Issued or guaranteed by U.S. | $13,503,000 | 2,258 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,297,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $7,297,000 | 1,507 |
| 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) | $42,875,000 | 2,721 |
| Total debt securities | $21,726,000 | 4,295 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $926,000 | 1,729 |
| 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 | $41,569,000 | 3,059 |
| U.S. Government securities | $15,287,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,287,000 | 3,903 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| 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 | $26,282,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,287,000 | 2,624 |
| Mortgage-backed securities | $14,350,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,684 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,681 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,498,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 1,882 |
| 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) | $41,569,000 | 2,800 |
| Total debt securities | $15,286,000 | 4,929 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $937,000 | 1,723 |
| 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 | $47,461,000 | 2,782 |
| U.S. Government securities | $16,077,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,077,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| 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 | $31,384,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,938,000 | 2,535 |
| Mortgage-backed securities | $15,142,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $10,278,000 | 2,606 |
| Issued or guaranteed by U.S. | $10,278,000 | 2,604 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,864,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $4,864,000 | 1,851 |
| 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) | $47,461,000 | 2,545 |
| Total debt securities | $16,079,000 | 4,846 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $935,000 | 1,729 |
| 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 | $39,504,000 | 3,166 |
| U.S. Government securities | $12,473,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,473,000 | 4,270 |
| Securities issued by states & political subdivisions | $140,000 | 5,495 |
| 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 | $26,891,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,472,000 | 2,969 |
| Mortgage-backed securities | $11,478,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $10,402,000 | 2,607 |
| Issued or guaranteed by U.S. | $10,402,000 | 2,606 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,076,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,840 |
| 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) | $39,504,000 | 2,927 |
| Total debt securities | $12,612,000 | 5,232 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $995,000 | 1,733 |
| 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 | $40,898,000 | 3,071 |
| U.S. Government securities | $13,773,000 | 4,178 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,773,000 | 4,070 |
| Securities issued by states & political subdivisions | $140,000 | 5,537 |
| 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 | $26,985,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,776,000 | 2,922 |
| Mortgage-backed securities | $12,777,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $11,501,000 | 2,477 |
| Issued or guaranteed by U.S. | $11,501,000 | 2,476 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,276,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,809 |
| 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) | $40,898,000 | 2,841 |
| Total debt securities | $13,913,000 | 5,064 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $996,000 | 1,782 |
| 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 | $30,596,000 | 3,682 |
| U.S. Government securities | $13,969,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,969,000 | 4,152 |
| Securities issued by states & political subdivisions | $527,000 | 5,284 |
| 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 | $16,100,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,427,000 | 2,858 |
| Mortgage-backed securities | $13,969,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $12,566,000 | 2,499 |
| Issued or guaranteed by U.S. | $12,566,000 | 2,499 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,403,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $1,403,000 | 2,842 |
| 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) | $30,596,000 | 3,404 |
| Total debt securities | $14,496,000 | 5,069 |
| 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 | $29,272,000 | 3,761 |
| U.S. Government securities | $14,732,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,732,000 | 4,113 |
| Securities issued by states & political subdivisions | $531,000 | 5,274 |
| 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 | $14,009,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,660,000 | 2,973 |
| Mortgage-backed securities | $14,732,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $13,268,000 | 2,438 |
| Issued or guaranteed by U.S. | $13,268,000 | 2,437 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,464,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,827 |
| 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) | $29,272,000 | 3,491 |
| Total debt securities | $15,263,000 | 5,003 |
| 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 | $23,739,000 | 4,282 |
| U.S. Government securities | $12,186,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,186,000 | 4,547 |
| Securities issued by states & political subdivisions | $535,000 | 5,258 |
| 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 | $11,018,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,186,000 | 3,049 |
| Mortgage-backed securities | $12,186,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $10,676,000 | 2,749 |
| Issued or guaranteed by U.S. | $10,676,000 | 2,747 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,510,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,836 |
| 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) | $23,739,000 | 3,935 |
| Total debt securities | $12,721,000 | 5,380 |
| 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 | $20,927,000 | 4,468 |
| U.S. Government securities | $11,273,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,273,000 | 4,642 |
| Securities issued by states & political subdivisions | $537,000 | 5,257 |
| 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 | $9,117,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,224,000 | 3,201 |
| Mortgage-backed securities | $11,273,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $10,515,000 | 2,670 |
| Issued or guaranteed by U.S. | $10,515,000 | 2,668 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $758,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 2,986 |
| 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) | $20,927,000 | 4,101 |
| Total debt securities | $11,810,000 | 5,494 |
| 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 | $22,526,000 | 4,251 |
| U.S. Government securities | $10,858,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,858,000 | 4,661 |
| Securities issued by states & political subdivisions | $542,000 | 5,248 |
| 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 | $11,126,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,853,000 | 3,220 |
| Mortgage-backed securities | $10,858,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $10,049,000 | 2,661 |
| Issued or guaranteed by U.S. | $10,049,000 | 2,656 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $809,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,957 |
| 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) | $22,526,000 | 3,903 |
| Total debt securities | $11,399,000 | 5,494 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $14,851,000 | 5,151 |
| U.S. Government securities | $10,306,000 | 4,969 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,306,000 | 4,857 |
| Securities issued by states & political subdivisions | $544,000 | 5,223 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,001,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,850,000 | 3,079 |
| Mortgage-backed securities | $10,306,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $9,450,000 | 2,717 |
| Issued or guaranteed by U.S. | $9,450,000 | 2,710 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $856,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,896 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,851,000 | 4,722 |
| Total debt securities | $10,848,000 | 5,661 |
| 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 | $12,184,000 | 5,500 |
| U.S. Government securities | $9,637,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,637,000 | 4,977 |
| Securities issued by states & political subdivisions | $545,000 | 5,223 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,002,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,635,000 | 3,472 |
| Mortgage-backed securities | $9,637,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $8,741,000 | 2,754 |
| Issued or guaranteed by U.S. | $8,741,000 | 2,748 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $896,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,817 |
| 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) | $12,184,000 | 5,061 |
| Total debt securities | $10,183,000 | 5,725 |
| 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 | $9,660,000 | 5,758 |
| U.S. Government securities | $9,114,000 | 5,017 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,114,000 | 4,900 |
| Securities issued by states & political subdivisions | $546,000 | 5,240 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,299,000 | 3,661 |
| Mortgage-backed securities | $9,114,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $8,161,000 | 2,732 |
| Issued or guaranteed by U.S. | $8,161,000 | 2,724 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $953,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $953,000 | 2,761 |
| 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) | $9,660,000 | 5,314 |
| Total debt securities | $9,660,000 | 5,721 |
| 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 | $10,232,000 | 5,629 |
| U.S. Government securities | $9,682,000 | 4,895 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,682,000 | 4,777 |
| Securities issued by states & political subdivisions | $550,000 | 5,189 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,729,000 | 3,616 |
| Mortgage-backed securities | $9,682,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $8,680,000 | 2,610 |
| Issued or guaranteed by U.S. | $8,680,000 | 2,603 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,002,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,702 |
| 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) | $10,232,000 | 5,178 |
| Total debt securities | $10,232,000 | 5,594 |
| 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 | $8,093,000 | 6,090 |
| U.S. Government securities | $7,544,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,544,000 | 5,330 |
| Securities issued by states & political subdivisions | $549,000 | 5,163 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,771,000 | 4,696 |
| Mortgage-backed securities | $6,793,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $6,793,000 | 2,955 |
| Issued or guaranteed by U.S. | $6,793,000 | 2,946 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,093,000 | 5,597 |
| Total debt securities | $8,096,000 | 6,045 |
| 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 | $7,293,000 | 6,284 |
| U.S. Government securities | $6,744,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,744,000 | 5,579 |
| Securities issued by states & political subdivisions | $549,000 | 5,183 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,694,000 | 4,781 |
| Mortgage-backed securities | $5,993,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $5,993,000 | 3,230 |
| Issued or guaranteed by U.S. | $5,993,000 | 3,223 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,293,000 | 5,776 |
| Total debt securities | $7,293,000 | 6,237 |
| 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 | $7,682,000 | 6,201 |
| U.S. Government securities | $7,135,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,135,000 | 5,461 |
| Securities issued by states & political subdivisions | $547,000 | 5,222 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,244,000 | 4,969 |
| Mortgage-backed securities | $6,400,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $6,400,000 | 3,207 |
| Issued or guaranteed by U.S. | $6,400,000 | 3,198 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,682,000 | 5,712 |
| Total debt securities | $7,681,000 | 6,161 |
| 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 | $7,357,000 | 6,314 |
| U.S. Government securities | $6,805,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,805,000 | 5,596 |
| Securities issued by states & political subdivisions | $552,000 | 5,252 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,355,000 | 4,957 |
| Mortgage-backed securities | $6,056,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $6,056,000 | 3,343 |
| Issued or guaranteed by U.S. | $6,056,000 | 3,334 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,357,000 | 5,802 |
| Total debt securities | $7,357,000 | 6,272 |
| 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 | $7,717,000 | 6,253 |
| U.S. Government securities | $7,180,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,180,000 | 5,506 |
| Securities issued by states & political subdivisions | $537,000 | 5,288 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,669,000 | 4,855 |
| Mortgage-backed securities | $6,448,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $6,448,000 | 3,319 |
| Issued or guaranteed by U.S. | $6,448,000 | 3,307 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,717,000 | 5,752 |
| Total debt securities | $7,715,000 | 6,205 |
| 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 | $6,608,000 | 6,526 |
| U.S. Government securities | $6,069,000 | 6,013 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,069,000 | 5,934 |
| Securities issued by states & political subdivisions | $539,000 | 5,220 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,800,000 | 4,881 |
| Mortgage-backed securities | $4,117,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 4,012 |
| Issued or guaranteed by U.S. | $4,117,000 | 4,001 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,608,000 | 5,988 |
| Total debt securities | $6,603,000 | 6,487 |
| 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 | $5,795,000 | 6,759 |
| U.S. Government securities | $5,262,000 | 6,323 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,262,000 | 6,239 |
| Securities issued by states & political subdivisions | $533,000 | 5,185 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,568,000 | 5,006 |
| Mortgage-backed securities | $2,305,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,607 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,594 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,795,000 | 6,186 |
| Total debt securities | $5,795,000 | 6,722 |
| 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 | $4,887,000 | 6,941 |
| U.S. Government securities | $4,311,000 | 6,598 |
| U.S. Treasury securities | $201,000 | 938 |
| U.S. Government agency obligations | $4,110,000 | 6,561 |
| Securities issued by states & political subdivisions | $576,000 | 5,140 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,814,000 | 5,319 |
| Mortgage-backed securities | $14,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,220 |
| Issued or guaranteed by U.S. | $14,000 | 6,199 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,887,000 | 6,350 |
| Total debt securities | $4,888,000 | 6,901 |
| Structured notes |
| Amortized cost | $548,000 | 1,284 |
| Fair value | $550,000 | 1,277 |
| 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 | $5,109,000 | 6,955 |
| U.S. Government securities | $4,537,000 | 6,590 |
| U.S. Treasury securities | $439,000 | 827 |
| U.S. Government agency obligations | $4,098,000 | 6,600 |
| Securities issued by states & political subdivisions | $572,000 | 5,193 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,801,000 | 5,306 |
| Mortgage-backed securities | $14,000 | 6,505 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,248 |
| Issued or guaranteed by U.S. | $14,000 | 6,221 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,109,000 | 6,374 |
| Total debt securities | $5,108,000 | 6,899 |
| Structured notes |
| Amortized cost | $548,000 | 1,343 |
| Fair value | $549,000 | 1,338 |
| 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 | $6,392,000 | 6,684 |
| U.S. Government securities | $5,808,000 | 6,217 |
| U.S. Treasury securities | $450,000 | 858 |
| U.S. Government agency obligations | $5,358,000 | 6,268 |
| Securities issued by states & political subdivisions | $584,000 | 5,206 |
| 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 | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,538,000 | 5,372 |
| Mortgage-backed securities | $14,000 | 6,503 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,239 |
| Issued or guaranteed by U.S. | $14,000 | 6,208 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,392,000 | 6,116 |
| Total debt securities | $6,391,000 | 6,611 |
| Structured notes |
| Amortized cost | $548,000 | 1,459 |
| Fair value | $550,000 | 1,457 |
| 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 | $7,429,000 | 6,558 |
| U.S. Government securities | $6,852,000 | 6,045 |
| U.S. Treasury securities | $440,000 | 963 |
| U.S. Government agency obligations | $6,412,000 | 6,071 |
| Securities issued by states & political subdivisions | $577,000 | 5,237 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,547,000 | 4,645 |
| Mortgage-backed securities | $15,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,167 |
| Issued or guaranteed by U.S. | $15,000 | 6,146 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,429,000 | 5,946 |
| Total debt securities | $7,429,000 | 6,498 |
| Structured notes |
| Amortized cost | $548,000 | 1,925 |
| Fair value | $550,000 | 1,922 |
| 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 | $5,311,000 | 7,076 |
| U.S. Government securities | $4,741,000 | 6,758 |
| U.S. Treasury securities | $432,000 | 1,040 |
| U.S. Government agency obligations | $4,309,000 | 6,763 |
| Securities issued by states & political subdivisions | $570,000 | 5,264 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,741,000 | 4,629 |
| Mortgage-backed securities | $16,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,119 |
| Issued or guaranteed by U.S. | $16,000 | 6,096 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,311,000 | 6,429 |
| Total debt securities | $5,311,000 | 7,025 |
| Structured notes |
| Amortized cost | $548,000 | 2,146 |
| Fair value | $543,000 | 2,151 |
| 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 | $5,166,000 | 7,130 |
| U.S. Government securities | $4,610,000 | 6,824 |
| U.S. Treasury securities | $425,000 | 1,157 |
| U.S. Government agency obligations | $4,185,000 | 6,817 |
| Securities issued by states & political subdivisions | $556,000 | 5,315 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,929,000 | 4,928 |
| Mortgage-backed securities | $16,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,145 |
| Issued or guaranteed by U.S. | $16,000 | 6,124 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,166,000 | 6,471 |
| Total debt securities | $5,167,000 | 7,091 |
| Structured notes |
| Amortized cost | $548,000 | 2,237 |
| Fair value | $528,000 | 2,240 |
| 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 | $5,006,000 | 7,224 |
| U.S. Government securities | $4,438,000 | 6,926 |
| U.S. Treasury securities | $430,000 | 1,240 |
| U.S. Government agency obligations | $4,008,000 | 6,900 |
| Securities issued by states & political subdivisions | $568,000 | 5,352 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,748,000 | 5,008 |
| Mortgage-backed securities | $17,000 | 6,457 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,168 |
| Issued or guaranteed by U.S. | $17,000 | 6,145 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,006,000 | 6,546 |
| Total debt securities | $5,006,000 | 7,177 |
| Structured notes |
| Amortized cost | $548,000 | 2,300 |
| Fair value | $538,000 | 2,307 |
| 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 | $4,988,000 | 7,266 |
| U.S. Government securities | $4,416,000 | 6,954 |
| U.S. Treasury securities | $429,000 | 1,293 |
| U.S. Government agency obligations | $3,987,000 | 6,976 |
| Securities issued by states & political subdivisions | $572,000 | 5,372 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,730,000 | 5,025 |
| Mortgage-backed securities | $18,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,183 |
| Issued or guaranteed by U.S. | $18,000 | 6,158 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,988,000 | 6,572 |
| Total debt securities | $4,989,000 | 7,216 |
| Structured notes |
| Amortized cost | $548,000 | 2,404 |
| Fair value | $537,000 | 2,406 |
| 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 | $6,017,000 | 7,101 |
| U.S. Government securities | $5,449,000 | 6,735 |
| U.S. Treasury securities | $430,000 | 1,356 |
| U.S. Government agency obligations | $5,019,000 | 6,731 |
| Securities issued by states & political subdivisions | $568,000 | 5,422 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,468,000 | 5,148 |
| Mortgage-backed securities | $19,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,225 |
| Issued or guaranteed by U.S. | $19,000 | 6,198 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,017,000 | 6,374 |
| Total debt securities | $6,017,000 | 7,047 |
| Structured notes |
| Amortized cost | $798,000 | 2,383 |
| Fair value | $784,000 | 2,391 |
| 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 | $5,832,000 | 7,175 |
| U.S. Government securities | $5,280,000 | 6,801 |
| U.S. Treasury securities | $421,000 | 1,399 |
| U.S. Government agency obligations | $4,859,000 | 6,817 |
| Securities issued by states & political subdivisions | $552,000 | 5,464 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,337,000 | 5,212 |
| Mortgage-backed securities | $21,000 | 6,558 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,257 |
| Issued or guaranteed by U.S. | $21,000 | 6,232 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,832,000 | 6,432 |
| Total debt securities | $5,833,000 | 7,122 |
| Structured notes |
| Amortized cost | $798,000 | 2,451 |
| Fair value | $765,000 | 2,459 |
| 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 | $5,174,000 | 7,374 |
| U.S. Government securities | $4,611,000 | 7,059 |
| U.S. Treasury securities | $429,000 | 1,477 |
| U.S. Government agency obligations | $4,182,000 | 7,035 |
| Securities issued by states & political subdivisions | $563,000 | 5,482 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,442,000 | 5,181 |
| Mortgage-backed securities | $21,000 | 6,596 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,287 |
| Issued or guaranteed by U.S. | $21,000 | 6,266 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,174,000 | 6,636 |
| Total debt securities | $5,174,000 | 7,318 |
| Structured notes |
| Amortized cost | $798,000 | 2,440 |
| Fair value | $779,000 | 2,442 |
| 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 | $4,987,000 | 7,458 |
| U.S. Government securities | $4,424,000 | 7,131 |
| U.S. Treasury securities | $434,000 | 1,493 |
| U.S. Government agency obligations | $3,990,000 | 7,101 |
| Securities issued by states & political subdivisions | $563,000 | 5,507 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,301,000 | 5,248 |
| Mortgage-backed securities | $21,000 | 6,679 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,352 |
| Issued or guaranteed by U.S. | $21,000 | 6,332 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,987,000 | 6,703 |
| Total debt securities | $4,987,000 | 7,407 |
| Structured notes |
| Amortized cost | $548,000 | 2,567 |
| Fair value | $537,000 | 2,569 |
| 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 | $5,151,000 | 7,451 |
| U.S. Government securities | $4,475,000 | 7,125 |
| U.S. Treasury securities | $439,000 | 1,524 |
| U.S. Government agency obligations | $4,036,000 | 7,124 |
| Securities issued by states & political subdivisions | $676,000 | 5,408 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,338,000 | 5,228 |
| Mortgage-backed securities | $23,000 | 6,694 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,370 |
| Issued or guaranteed by U.S. | $23,000 | 6,353 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,151,000 | 6,683 |
| Total debt securities | $5,151,000 | 7,393 |
| Structured notes |
| Amortized cost | $548,000 | 2,516 |
| Fair value | $546,000 | 2,511 |
| 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 | $5,177,000 | 7,477 |
| U.S. Government securities | $4,498,000 | 7,159 |
| U.S. Treasury securities | $426,000 | 1,580 |
| U.S. Government agency obligations | $4,072,000 | 7,145 |
| Securities issued by states & political subdivisions | $679,000 | 5,402 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,353,000 | 5,207 |
| Mortgage-backed securities | $25,000 | 6,725 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,409 |
| Issued or guaranteed by U.S. | $25,000 | 6,390 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $697,000 | 3,364 |
| Available-for-sale securities (fair market value) | $4,480,000 | 6,866 |
| Total debt securities | $5,178,000 | 7,408 |
| Structured notes |
| Amortized cost | $548,000 | 2,496 |
| Fair value | $550,000 | 2,494 |
| 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 | $5,037,000 | 7,584 |
| U.S. Government securities | $4,371,000 | 7,283 |
| U.S. Treasury securities | $426,000 | 1,684 |
| U.S. Government agency obligations | $3,945,000 | 7,252 |
| Securities issued by states & political subdivisions | $666,000 | 5,423 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,262,000 | 5,280 |
| Mortgage-backed securities | $28,000 | 6,793 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,470 |
| Issued or guaranteed by U.S. | $28,000 | 6,452 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $700,000 | 3,410 |
| Available-for-sale securities (fair market value) | $4,337,000 | 6,966 |
| Total debt securities | $5,037,000 | 7,525 |
| Structured notes |
| Amortized cost | $548,000 | 2,478 |
| Fair value | $538,000 | 2,479 |
| 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 | $4,901,000 | 7,661 |
| U.S. Government securities | $4,224,000 | 7,351 |
| U.S. Treasury securities | $426,000 | 1,695 |
| U.S. Government agency obligations | $3,798,000 | 7,324 |
| Securities issued by states & political subdivisions | $677,000 | 5,434 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,070,000 | 5,834 |
| Mortgage-backed securities | $29,000 | 6,839 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,511 |
| Issued or guaranteed by U.S. | $29,000 | 6,499 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $700,000 | 3,436 |
| Available-for-sale securities (fair market value) | $4,201,000 | 7,051 |
| Total debt securities | $4,900,000 | 7,600 |
| Structured notes |
| Amortized cost | $548,000 | 2,411 |
| Fair value | $545,000 | 2,414 |
| 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 | $5,640,000 | 7,523 |
| U.S. Government securities | $4,930,000 | 7,150 |
| U.S. Treasury securities | $426,000 | 1,696 |
| U.S. Government agency obligations | $4,504,000 | 7,127 |
| Securities issued by states & political subdivisions | $681,000 | 5,470 |
| Other domestic debt securities | $29,000 | 3,496 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,291,000 | 5,732 |
| Mortgage-backed securities | $29,000 | 6,887 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,557 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $29,000 | 200 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,454,000 | 3,047 |
| Available-for-sale securities (fair market value) | $4,186,000 | 7,083 |
| Total debt securities | $5,640,000 | 7,454 |
| Structured notes |
| Amortized cost | $548,000 | 2,401 |
| Fair value | $551,000 | 2,397 |
| 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 | $5,720,000 | 7,565 |
| U.S. Government securities | $5,073,000 | 7,183 |
| U.S. Treasury securities | $426,000 | 1,807 |
| U.S. Government agency obligations | $4,647,000 | 7,167 |
| Securities issued by states & political subdivisions | $647,000 | 5,534 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,291,000 | 5,751 |
| Mortgage-backed securities | $32,000 | 6,952 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,614 |
| Issued or guaranteed by U.S. | $32,000 | 6,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,456,000 | 3,060 |
| Available-for-sale securities (fair market value) | $4,264,000 | 7,134 |
| Total debt securities | $5,720,000 | 7,497 |
| Structured notes |
| Amortized cost | $547,000 | 2,368 |
| Fair value | $532,000 | 2,370 |
| 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 | $5,408,000 | 7,641 |
| U.S. Government securities | $4,722,000 | 7,258 |
| U.S. Treasury securities | $426,000 | 1,784 |
| U.S. Government agency obligations | $4,296,000 | 7,236 |
| Securities issued by states & political subdivisions | $686,000 | 5,495 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,341,000 | 5,694 |
| Mortgage-backed securities | $34,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,618 |
| Issued or guaranteed by U.S. | $34,000 | 6,603 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,459,000 | 3,051 |
| Available-for-sale securities (fair market value) | $3,949,000 | 7,215 |
| Total debt securities | $5,407,000 | 7,565 |
| Structured notes |
| Amortized cost | $547,000 | 2,139 |
| Fair value | $550,000 | 2,141 |
| 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 | $4,838,000 | 7,859 |
| U.S. Government securities | $4,163,000 | 7,499 |
| U.S. Treasury securities | $425,000 | 1,895 |
| U.S. Government agency obligations | $3,738,000 | 7,454 |
| Securities issued by states & political subdivisions | $675,000 | 5,564 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,325,000 | 5,650 |
| Mortgage-backed securities | $38,000 | 6,978 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,646 |
| Issued or guaranteed by U.S. | $38,000 | 6,625 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,462,000 | 3,096 |
| Available-for-sale securities (fair market value) | $3,376,000 | 7,382 |
| Total debt securities | $4,838,000 | 7,781 |
| Structured notes |
| Amortized cost | $297,000 | 2,303 |
| Fair value | $298,000 | 2,298 |
| 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 | $5,233,000 | 7,726 |
| U.S. Government securities | $4,575,000 | 7,271 |
| U.S. Treasury securities | $426,000 | 1,942 |
| U.S. Government agency obligations | $4,149,000 | 7,216 |
| Securities issued by states & political subdivisions | $658,000 | 5,627 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,330,000 | 5,623 |
| Mortgage-backed securities | $42,000 | 7,005 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,673 |
| Issued or guaranteed by U.S. | $42,000 | 6,650 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,466,000 | 3,137 |
| Available-for-sale securities (fair market value) | $3,767,000 | 7,266 |
| Total debt securities | $5,233,000 | 7,632 |
| Structured notes |
| Amortized cost | $297,000 | 2,048 |
| Fair value | $298,000 | 2,039 |
| 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 | $4,933,000 | 7,791 |
| U.S. Government securities | $4,248,000 | 7,348 |
| U.S. Treasury securities | $426,000 | 1,963 |
| U.S. Government agency obligations | $3,822,000 | 7,316 |
| Securities issued by states & political subdivisions | $685,000 | 5,582 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,505,000 | 6,174 |
| Mortgage-backed securities | $43,000 | 7,050 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,689 |
| Issued or guaranteed by U.S. | $43,000 | 6,670 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,467,000 | 3,161 |
| Available-for-sale securities (fair market value) | $3,466,000 | 7,338 |
| Total debt securities | $4,933,000 | 7,704 |
| Structured notes |
| Amortized cost | $297,000 | 1,846 |
| Fair value | $305,000 | 1,826 |
| 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 | $3,931,000 | 8,106 |
| U.S. Government securities | $3,275,000 | 7,781 |
| U.S. Treasury securities | $426,000 | 2,005 |
| U.S. Government agency obligations | $2,849,000 | 7,770 |
| Securities issued by states & political subdivisions | $656,000 | 5,577 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $941,000 | 6,659 |
| Mortgage-backed securities | $45,000 | 7,079 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,705 |
| Issued or guaranteed by U.S. | $45,000 | 6,686 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,668,000 | 3,111 |
| Available-for-sale securities (fair market value) | $2,263,000 | 7,715 |
| Total debt securities | $3,931,000 | 8,027 |
| Structured notes |
| Amortized cost | $797,000 | 1,183 |
| Fair value | $795,000 | 1,182 |
| 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 | $4,055,000 | 8,116 |
| U.S. Government securities | $3,771,000 | 7,628 |
| U.S. Treasury securities | $426,000 | 2,133 |
| U.S. Government agency obligations | $3,345,000 | 7,578 |
| Securities issued by states & political subdivisions | $284,000 | 6,199 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,000 | 7,379 |
| Mortgage-backed securities | $47,000 | 7,092 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,696 |
| Issued or guaranteed by U.S. | $47,000 | 6,676 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,870,000 | 3,093 |
| Available-for-sale securities (fair market value) | $2,185,000 | 7,750 |
| Total debt securities | $4,054,000 | 8,030 |
| Structured notes |
| Amortized cost | $797,000 | 1,034 |
| Fair value | $796,000 | 1,036 |
| 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 | $3,471,000 | 8,439 |
| U.S. Government securities | $3,327,000 | 7,924 |
| U.S. Treasury securities | $426,000 | 2,661 |
| U.S. Government agency obligations | $2,901,000 | 7,898 |
| Securities issued by states & political subdivisions | $144,000 | 6,670 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,353,000 | 6,433 |
| Mortgage-backed securities | $60,000 | 7,105 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,665 |
| Issued or guaranteed by U.S. | $60,000 | 6,643 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,779,000 | 2,871 |
| Available-for-sale securities (fair market value) | $692,000 | 8,342 |
| Total debt securities | $3,471,000 | 8,336 |
| 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 | $3,665,000 | 8,801 |
| U.S. Government securities | $3,410,000 | 8,446 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,410,000 | 8,105 |
| Securities issued by states & political subdivisions | $95,000 | 7,033 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 6,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,344,000 | 6,067 |
| Mortgage-backed securities | $73,000 | 6,990 |
| Certificates of participation in pools of residential mortgages | $73,000 | 6,518 |
| Issued or guaranteed by U.S. | $73,000 | 6,497 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,859,000 | 3,922 |
| Available-for-sale securities (fair market value) | $1,806,000 | 8,233 |
| Total debt securities | $3,505,000 | 8,738 |
| 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 | $3,613,000 | 9,149 |
| U.S. Government securities | $3,551,000 | 8,706 |
| U.S. Treasury securities | $300,000 | 4,863 |
| U.S. Government agency obligations | $3,251,000 | 8,341 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 7,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,056,000 | 6,284 |
| Mortgage-backed securities | $82,000 | 7,344 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,836 |
| Issued or guaranteed by U.S. | $82,000 | 6,818 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,181,000 | 4,137 |
| Available-for-sale securities (fair market value) | $1,432,000 | 8,606 |
| Total debt securities | $3,550,000 | 9,064 |
| 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 | $3,601,000 | 9,267 |
| U.S. Government securities | $3,601,000 | 8,699 |
| U.S. Treasury securities | $899,000 | 5,362 |
| U.S. Government agency obligations | $2,702,000 | 8,386 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,096,000 | 7,028 |
| Mortgage-backed securities | $96,000 | 7,528 |
| Certificates of participation in pools of residential mortgages | $96,000 | 7,002 |
| Issued or guaranteed by U.S. | $96,000 | 6,984 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,095,000 | 4,682 |
| Available-for-sale securities (fair market value) | $1,506,000 | 8,649 |
| Total debt securities | $3,601,000 | 9,139 |
| 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 | $1,714,000 | 10,398 |
| U.S. Government securities | $1,714,000 | 10,157 |
| U.S. Treasury securities | $1,398,000 | 5,897 |
| U.S. Government agency obligations | $316,000 | 10,097 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,413,000 | 7,067 |
| Mortgage-backed securities | $115,000 | 7,835 |
| Certificates of participation in pools of residential mortgages | $115,000 | 7,219 |
| Issued or guaranteed by U.S. | $115,000 | 7,192 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,714,000 | 5,820 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,714,000 | 10,305 |
| 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 | $1,685,000 | 10,962 |
| U.S. Government securities | $1,685,000 | 10,725 |
| U.S. Treasury securities | $1,401,000 | 6,705 |
| U.S. Government agency obligations | $284,000 | 10,602 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,486,000 | 7,290 |
| Mortgage-backed securities | $283,000 | 7,967 |
| Certificates of participation in pools of residential mortgages | $283,000 | 7,211 |
| Issued or guaranteed by U.S. | $283,000 | 7,192 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,685,000 | 6,513 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $1,685,000 | 10,878 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $1,746,000 | 11,463 |
| U.S. Government securities | $1,746,000 | 11,213 |
| U.S. Treasury securities | $1,006,000 | 8,484 |
| U.S. Government agency obligations | $740,000 | 10,685 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,345,000 | 7,644 |
| Mortgage-backed securities | $336,000 | 8,333 |
| Certificates of participation in pools of residential mortgages | $336,000 | 7,428 |
| Issued or guaranteed by U.S. | $336,000 | 7,396 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,746,000 | 6,837 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,746,000 | 11,371 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $1,762,000 | 12,127 |
| U.S. Government securities | $1,762,000 | 11,869 |
| U.S. Treasury securities | $600,000 | 10,248 |
| U.S. Government agency obligations | $1,162,000 | 10,697 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,372,000 | 7,880 |
| Mortgage-backed securities | $396,000 | 8,747 |
| Certificates of participation in pools of residential mortgages | $396,000 | 7,689 |
| Issued or guaranteed by U.S. | $396,000 | 7,660 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,762,000 | 10,209 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,762,000 | 12,037 |
| 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 | $1,941,000 | 12,598 |
| U.S. Government securities | $1,941,000 | 12,257 |
| U.S. Treasury securities | $402,000 | 11,060 |
| U.S. Government agency obligations | $1,539,000 | 10,670 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,712,000 | 7,402 |
| Mortgage-backed securities | $549,000 | 9,124 |
| Certificates of participation in pools of residential mortgages | $549,000 | 7,941 |
| Issued or guaranteed by U.S. | $549,000 | 7,889 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,941,000 | 12,490 |
| 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 | $1,838,000 | 13,125 |
| U.S. Government securities | $1,838,000 | 12,806 |
| U.S. Treasury securities | $409,000 | 11,517 |
| U.S. Government agency obligations | $1,429,000 | 11,099 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,637,000 | 7,601 |
| Mortgage-backed securities | $483,000 | 9,838 |
| Certificates of participation in pools of residential mortgages | $483,000 | 8,643 |
| Issued or guaranteed by U.S. | $483,000 | 8,578 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,838,000 | 13,020 |
| 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 |
