| 2023-12-31 | Rank |
| Total securities | $44,847,000 | 2,735 |
| U.S. Government securities | $40,357,000 | 2,123 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $40,357,000 | 1,846 |
| Securities issued by states & political subdivisions | $4,490,000 | 2,978 |
| 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 | $20,001,000 | 2,375 |
| Mortgage-backed securities | $38,558,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,646,000 | 1,016 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,199 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $44,847,000 | 2,510 |
| Total debt securities | $44,848,000 | 2,716 |
| 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 | $43,339,000 | 2,769 |
| U.S. Government securities | $39,126,000 | 2,149 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $39,126,000 | 1,861 |
| Securities issued by states & political subdivisions | $4,213,000 | 3,025 |
| 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 | $14,612,000 | 2,606 |
| Mortgage-backed securities | $37,278,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,376,000 | 1,024 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $902,000 | 2,172 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,339,000 | 2,529 |
| Total debt securities | $43,340,000 | 2,750 |
| 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 | $46,341,000 | 2,742 |
| U.S. Government securities | $41,957,000 | 2,120 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $41,957,000 | 1,829 |
| Securities issued by states & political subdivisions | $4,384,000 | 3,046 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,789,000 | 2,693 |
| Mortgage-backed securities | $39,891,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,895,000 | 1,004 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,139 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $46,341,000 | 2,512 |
| Total debt securities | $46,340,000 | 2,727 |
| 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 | $48,773,000 | 2,762 |
| U.S. Government securities | $44,361,000 | 2,128 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $44,361,000 | 1,775 |
| Securities issued by states & political subdivisions | $4,412,000 | 3,095 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,461,000 | 2,586 |
| Mortgage-backed securities | $41,961,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,917,000 | 1,014 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,159 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $48,773,000 | 2,526 |
| Total debt securities | $48,772,000 | 2,743 |
| 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 | $48,877,000 | 2,791 |
| U.S. Government securities | $44,573,000 | 2,146 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $44,573,000 | 1,771 |
| Securities issued by states & political subdivisions | $4,304,000 | 3,144 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,505,000 | 2,483 |
| Mortgage-backed securities | $41,982,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,948,000 | 1,025 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,181 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $48,877,000 | 2,550 |
| Total debt securities | $48,877,000 | 2,771 |
| 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 | $50,200,000 | 2,758 |
| U.S. Government securities | $45,737,000 | 2,146 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $45,737,000 | 1,765 |
| Securities issued by states & political subdivisions | $4,463,000 | 3,148 |
| 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 | $12,345,000 | 2,513 |
| Mortgage-backed securities | $42,977,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,894,000 | 1,016 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 2,183 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $50,200,000 | 2,522 |
| Total debt securities | $50,200,000 | 2,737 |
| 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 | $54,084,000 | 2,684 |
| U.S. Government securities | $49,378,000 | 2,070 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $49,378,000 | 1,700 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,176 |
| 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 | $13,286,000 | 2,455 |
| Mortgage-backed securities | $46,282,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $45,068,000 | 1,010 |
| Issued or guaranteed by U.S. | $45,068,000 | 993 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,214,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,214,000 | 2,166 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $54,084,000 | 2,478 |
| Total debt securities | $54,084,000 | 2,671 |
| 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 | $59,519,000 | 2,533 |
| U.S. Government securities | $54,548,000 | 1,901 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $54,548,000 | 1,606 |
| Securities issued by states & political subdivisions | $4,971,000 | 3,168 |
| 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 | $14,778,000 | 2,327 |
| Mortgage-backed securities | $51,233,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $49,834,000 | 959 |
| Issued or guaranteed by U.S. | $49,834,000 | 946 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,399,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $1,399,000 | 2,112 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $59,519,000 | 2,350 |
| Total debt securities | $59,519,000 | 2,519 |
| 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 | $66,321,000 | 2,319 |
| U.S. Government securities | $61,011,000 | 1,648 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $61,011,000 | 1,467 |
| Securities issued by states & political subdivisions | $5,310,000 | 3,177 |
| 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 | $16,462,000 | 2,210 |
| Mortgage-backed securities | $57,261,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $55,608,000 | 883 |
| Issued or guaranteed by U.S. | $55,608,000 | 869 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,653,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,653,000 | 2,057 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $66,321,000 | 2,172 |
| Total debt securities | $66,321,000 | 2,306 |
| 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 | $66,112,000 | 2,251 |
| U.S. Government securities | $61,363,000 | 1,593 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $61,363,000 | 1,448 |
| Securities issued by states & political subdivisions | $4,749,000 | 3,254 |
| 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 | $13,590,000 | 2,369 |
| Mortgage-backed securities | $57,345,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $55,472,000 | 866 |
| Issued or guaranteed by U.S. | $55,472,000 | 850 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,873,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $1,873,000 | 2,031 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $66,112,000 | 2,105 |
| Total debt securities | $66,112,000 | 2,235 |
| 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 | $60,441,000 | 2,302 |
| U.S. Government securities | $56,517,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $56,517,000 | 1,451 |
| Securities issued by states & political subdivisions | $3,924,000 | 3,358 |
| 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 | $12,041,000 | 2,458 |
| Mortgage-backed securities | $52,218,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $50,254,000 | 889 |
| Issued or guaranteed by U.S. | $50,254,000 | 870 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,964,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 1,991 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $60,441,000 | 2,160 |
| Total debt securities | $60,440,000 | 2,285 |
| 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 | $58,053,000 | 2,232 |
| U.S. Government securities | $55,082,000 | 1,520 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $55,082,000 | 1,411 |
| Securities issued by states & political subdivisions | $2,971,000 | 3,505 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,885,000 | 2,373 |
| Mortgage-backed securities | $48,706,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $46,857,000 | 890 |
| Issued or guaranteed by U.S. | $46,857,000 | 868 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,849,000 | 1,501 |
| Commercial mortgage pass-through securities | $1,849,000 | 1,034 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $58,053,000 | 2,095 |
| Total debt securities | $58,048,000 | 2,211 |
| 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 | $54,091,000 | 2,206 |
| U.S. Government securities | $14,268,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,268,000 | 2,768 |
| Securities issued by states & political subdivisions | $2,189,000 | 3,618 |
| Other domestic debt securities | $37,634,000 | 369 |
| Privately issued residential mortgage-backed securities | $37,634,000 | 87 |
| 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 | $12,651,000 | 2,387 |
| Mortgage-backed securities | $45,043,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $42,697,000 | 872 |
| Issued or guaranteed by U.S. | $5,063,000 | 2,617 |
| Privately issued | $37,634,000 | 21 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,346,000 | 1,358 |
| Commercial mortgage pass-through securities | $2,346,000 | 899 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,091,000 | 2,073 |
| Total debt securities | $54,087,000 | 2,187 |
| 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 | $51,610,000 | 2,176 |
| U.S. Government securities | $15,155,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,155,000 | 2,668 |
| Securities issued by states & political subdivisions | $1,503,000 | 3,736 |
| Other domestic debt securities | $34,952,000 | 369 |
| Privately issued residential mortgage-backed securities | $34,952,000 | 95 |
| 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 | $13,482,000 | 2,318 |
| Mortgage-backed securities | $43,046,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $40,683,000 | 855 |
| Issued or guaranteed by U.S. | $5,731,000 | 2,487 |
| Privately issued | $34,952,000 | 25 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,363,000 | 1,325 |
| Commercial mortgage pass-through securities | $2,363,000 | 874 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $51,610,000 | 2,028 |
| Total debt securities | $51,611,000 | 2,158 |
| 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 | $40,551,000 | 2,480 |
| U.S. Government securities | $17,189,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $17,189,000 | 2,523 |
| Securities issued by states & political subdivisions | $976,000 | 3,877 |
| Other domestic debt securities | $22,386,000 | 476 |
| Privately issued residential mortgage-backed securities | $22,386,000 | 123 |
| 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 | $10,894,000 | 2,518 |
| Mortgage-backed securities | $31,471,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $29,090,000 | 1,054 |
| Issued or guaranteed by U.S. | $6,704,000 | 2,339 |
| Privately issued | $22,386,000 | 40 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,381,000 | 1,305 |
| Commercial mortgage pass-through securities | $2,381,000 | 863 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $40,551,000 | 2,306 |
| Total debt securities | $40,552,000 | 2,455 |
| 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 | $34,921,000 | 2,614 |
| U.S. Government securities | $16,551,000 | 2,725 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,551,000 | 2,585 |
| Securities issued by states & political subdivisions | $1,023,000 | 3,837 |
| Other domestic debt securities | $17,347,000 | 509 |
| Privately issued residential mortgage-backed securities | $17,347,000 | 130 |
| 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 | $11,663,000 | 2,397 |
| Mortgage-backed securities | $27,084,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $24,718,000 | 1,182 |
| Issued or guaranteed by U.S. | $7,371,000 | 2,257 |
| Privately issued | $17,347,000 | 47 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,366,000 | 1,291 |
| Commercial mortgage pass-through securities | $2,366,000 | 842 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $34,921,000 | 2,441 |
| Total debt securities | $34,921,000 | 2,594 |
| 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 | $36,978,000 | 2,559 |
| U.S. Government securities | $35,946,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $35,946,000 | 1,738 |
| Securities issued by states & political subdivisions | $1,032,000 | 3,853 |
| 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 | $12,843,000 | 2,324 |
| Mortgage-backed securities | $28,853,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $26,511,000 | 1,090 |
| Issued or guaranteed by U.S. | $26,511,000 | 1,066 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,342,000 | 1,269 |
| Commercial mortgage pass-through securities | $2,342,000 | 844 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $36,978,000 | 2,376 |
| Total debt securities | $36,978,000 | 2,542 |
| 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 | $39,647,000 | 2,466 |
| U.S. Government securities | $38,046,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $38,046,000 | 1,688 |
| Securities issued by states & political subdivisions | $1,601,000 | 3,712 |
| 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 | $13,535,000 | 2,304 |
| Mortgage-backed securities | $30,722,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $28,358,000 | 1,009 |
| Issued or guaranteed by U.S. | $28,358,000 | 981 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,364,000 | 1,248 |
| Commercial mortgage pass-through securities | $2,364,000 | 837 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $39,647,000 | 2,287 |
| Total debt securities | $39,646,000 | 2,448 |
| 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 | $35,374,000 | 2,680 |
| U.S. Government securities | $33,773,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $33,773,000 | 1,858 |
| Securities issued by states & political subdivisions | $1,601,000 | 3,779 |
| 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 | $12,315,000 | 2,462 |
| Mortgage-backed securities | $29,416,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $27,039,000 | 1,039 |
| Issued or guaranteed by U.S. | $27,039,000 | 1,028 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,377,000 | 1,233 |
| Commercial mortgage pass-through securities | $2,377,000 | 832 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $35,374,000 | 2,497 |
| Total debt securities | $35,373,000 | 2,662 |
| 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 | $29,097,000 | 3,001 |
| U.S. Government securities | $27,499,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $27,499,000 | 2,124 |
| Securities issued by states & political subdivisions | $1,598,000 | 3,841 |
| 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 | $12,778,000 | 2,468 |
| Mortgage-backed securities | $26,597,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $24,263,000 | 1,132 |
| Issued or guaranteed by U.S. | $24,263,000 | 1,120 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,334,000 | 1,180 |
| Commercial mortgage pass-through securities | $2,334,000 | 822 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $29,097,000 | 2,789 |
| Total debt securities | $29,097,000 | 2,984 |
| 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 | $22,862,000 | 3,372 |
| U.S. Government securities | $20,941,000 | 2,633 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $20,941,000 | 2,489 |
| Securities issued by states & political subdivisions | $1,921,000 | 3,792 |
| 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 | $13,577,000 | 2,408 |
| Mortgage-backed securities | $20,004,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $17,238,000 | 1,442 |
| Issued or guaranteed by U.S. | $17,238,000 | 1,428 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,766,000 | 1,097 |
| Commercial mortgage pass-through securities | $2,766,000 | 772 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,862,000 | 3,122 |
| Total debt securities | $22,863,000 | 3,352 |
| 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 | $23,916,000 | 3,334 |
| U.S. Government securities | $21,577,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $21,577,000 | 2,470 |
| Securities issued by states & political subdivisions | $2,339,000 | 3,740 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,552,000 | 2,413 |
| Mortgage-backed securities | $20,666,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $17,939,000 | 1,413 |
| Issued or guaranteed by U.S. | $17,939,000 | 1,406 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,727,000 | 1,081 |
| Commercial mortgage pass-through securities | $2,727,000 | 766 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,916,000 | 3,083 |
| Total debt securities | $23,917,000 | 3,312 |
| 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 | $25,274,000 | 3,288 |
| U.S. Government securities | $22,930,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $22,930,000 | 2,394 |
| Securities issued by states & political subdivisions | $2,344,000 | 3,795 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,129,000 | 2,484 |
| Mortgage-backed securities | $21,992,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $19,229,000 | 1,398 |
| Issued or guaranteed by U.S. | $19,229,000 | 1,346 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,763,000 | 1,055 |
| Commercial mortgage pass-through securities | $2,763,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,274,000 | 3,030 |
| Total debt securities | $25,275,000 | 3,264 |
| 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 | $24,837,000 | 3,361 |
| U.S. Government securities | $21,214,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,214,000 | 2,578 |
| Securities issued by states & political subdivisions | $3,623,000 | 3,565 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,895,000 | 2,634 |
| Mortgage-backed securities | $20,265,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $17,473,000 | 1,526 |
| Issued or guaranteed by U.S. | $17,473,000 | 1,523 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,792,000 | 928 |
| Commercial mortgage pass-through securities | $2,792,000 | 590 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $24,837,000 | 3,099 |
| Total debt securities | $24,837,000 | 3,334 |
| 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 | $26,075,000 | 3,340 |
| U.S. Government securities | $22,449,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $22,449,000 | 2,513 |
| Securities issued by states & political subdivisions | $3,626,000 | 3,632 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,601,000 | 2,599 |
| Mortgage-backed securities | $21,468,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $18,605,000 | 1,495 |
| Issued or guaranteed by U.S. | $18,605,000 | 1,493 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,863,000 | 912 |
| Commercial mortgage pass-through securities | $2,863,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,075,000 | 3,085 |
| Total debt securities | $26,076,000 | 3,311 |
| 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 | $28,403,000 | 3,233 |
| U.S. Government securities | $23,779,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $23,779,000 | 2,474 |
| Securities issued by states & political subdivisions | $4,624,000 | 3,492 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,323,000 | 2,568 |
| Mortgage-backed securities | $22,791,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $19,879,000 | 1,465 |
| Issued or guaranteed by U.S. | $19,879,000 | 1,461 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,912,000 | 890 |
| Commercial mortgage pass-through securities | $2,912,000 | 580 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $28,403,000 | 2,981 |
| Total debt securities | $28,404,000 | 3,211 |
| 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 | $29,937,000 | 3,203 |
| U.S. Government securities | $25,307,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,307,000 | 2,442 |
| Securities issued by states & political subdivisions | $4,630,000 | 3,531 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,435,000 | 2,576 |
| Mortgage-backed securities | $24,297,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $21,354,000 | 1,429 |
| Issued or guaranteed by U.S. | $21,354,000 | 1,428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,943,000 | 858 |
| Commercial mortgage pass-through securities | $2,943,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,937,000 | 2,947 |
| Total debt securities | $29,938,000 | 3,184 |
| 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 | $31,235,000 | 3,163 |
| U.S. Government securities | $26,608,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,608,000 | 2,392 |
| Securities issued by states & political subdivisions | $4,627,000 | 3,557 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,015,000 | 2,746 |
| Mortgage-backed securities | $25,613,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $22,698,000 | 1,399 |
| Issued or guaranteed by U.S. | $22,698,000 | 1,398 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,915,000 | 840 |
| Commercial mortgage pass-through securities | $2,915,000 | 540 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $31,235,000 | 2,908 |
| Total debt securities | $31,237,000 | 3,143 |
| 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 | $32,633,000 | 3,079 |
| U.S. Government securities | $28,019,000 | 2,390 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,019,000 | 2,290 |
| Securities issued by states & political subdivisions | $4,614,000 | 3,586 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,986,000 | 2,727 |
| Mortgage-backed securities | $27,023,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $24,098,000 | 1,354 |
| Issued or guaranteed by U.S. | $24,098,000 | 1,353 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,925,000 | 803 |
| Commercial mortgage pass-through securities | $2,925,000 | 514 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $32,633,000 | 2,830 |
| Total debt securities | $32,634,000 | 3,059 |
| 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 | $35,138,000 | 2,936 |
| U.S. Government securities | $30,470,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,470,000 | 2,188 |
| Securities issued by states & political subdivisions | $4,668,000 | 3,591 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,107,000 | 2,637 |
| Mortgage-backed securities | $29,436,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $26,389,000 | 1,275 |
| Issued or guaranteed by U.S. | $26,389,000 | 1,274 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,047,000 | 755 |
| Commercial mortgage pass-through securities | $3,047,000 | 465 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $35,138,000 | 2,695 |
| Total debt securities | $35,137,000 | 2,921 |
| 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 | $32,552,000 | 3,147 |
| U.S. Government securities | $27,869,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $27,869,000 | 2,374 |
| Securities issued by states & political subdivisions | $4,683,000 | 3,613 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,067,000 | 2,685 |
| Mortgage-backed securities | $26,838,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $23,764,000 | 1,386 |
| Issued or guaranteed by U.S. | $23,764,000 | 1,382 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,074,000 | 706 |
| Commercial mortgage pass-through securities | $3,074,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $32,552,000 | 2,882 |
| Total debt securities | $32,555,000 | 3,122 |
| 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 | $32,456,000 | 3,209 |
| U.S. Government securities | $27,785,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $27,785,000 | 2,437 |
| Securities issued by states & political subdivisions | $4,671,000 | 3,621 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,510,000 | 2,576 |
| Mortgage-backed securities | $26,775,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $25,130,000 | 1,314 |
| Issued or guaranteed by U.S. | $25,130,000 | 1,313 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,645,000 | 860 |
| Commercial mortgage pass-through securities | $1,645,000 | 532 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $32,456,000 | 2,925 |
| Total debt securities | $32,457,000 | 3,182 |
| 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 | $32,369,000 | 3,239 |
| U.S. Government securities | $22,843,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,843,000 | 2,756 |
| Securities issued by states & political subdivisions | $9,526,000 | 2,867 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,533,000 | 3,033 |
| Mortgage-backed securities | $22,843,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $21,226,000 | 1,511 |
| Issued or guaranteed by U.S. | $21,226,000 | 1,510 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,617,000 | 827 |
| Commercial mortgage pass-through securities | $1,617,000 | 510 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $32,369,000 | 2,948 |
| Total debt securities | $32,371,000 | 3,212 |
| 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 | $28,489,000 | 3,515 |
| U.S. Government securities | $18,545,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,545,000 | 3,150 |
| Securities issued by states & political subdivisions | $9,944,000 | 2,838 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,117,000 | 2,985 |
| Mortgage-backed securities | $18,545,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $16,899,000 | 1,758 |
| Issued or guaranteed by U.S. | $16,899,000 | 1,758 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,646,000 | 787 |
| Commercial mortgage pass-through securities | $1,646,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $28,489,000 | 3,206 |
| Total debt securities | $28,489,000 | 3,488 |
| 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 | $34,458,000 | 3,218 |
| U.S. Government securities | $23,447,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,447,000 | 2,889 |
| Securities issued by states & political subdivisions | $11,011,000 | 2,713 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,334,000 | 2,570 |
| Mortgage-backed securities | $23,447,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $22,333,000 | 1,510 |
| Issued or guaranteed by U.S. | $22,333,000 | 1,510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,114,000 | 817 |
| Commercial mortgage pass-through securities | $1,114,000 | 511 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $34,458,000 | 2,937 |
| Total debt securities | $34,458,000 | 3,192 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $33,384,000 | 3,331 |
| U.S. Government securities | $19,235,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,235,000 | 3,238 |
| Securities issued by states & political subdivisions | $14,149,000 | 2,351 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,682,000 | 2,874 |
| Mortgage-backed securities | $19,235,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $18,093,000 | 1,753 |
| Issued or guaranteed by U.S. | $18,093,000 | 1,752 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,142,000 | 791 |
| Commercial mortgage pass-through securities | $1,142,000 | 491 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $33,384,000 | 3,039 |
| Total debt securities | $33,382,000 | 3,304 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $33,600,000 | 3,334 |
| U.S. Government securities | $20,422,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,422,000 | 3,208 |
| Securities issued by states & political subdivisions | $13,178,000 | 2,465 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,732,000 | 2,772 |
| Mortgage-backed securities | $20,422,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $18,803,000 | 1,743 |
| Issued or guaranteed by U.S. | $18,803,000 | 1,740 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,619,000 | 717 |
| Commercial mortgage pass-through securities | $1,619,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $33,600,000 | 3,048 |
| Total debt securities | $33,600,000 | 3,311 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $38,029,000 | 3,174 |
| U.S. Government securities | $24,355,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,355,000 | 2,976 |
| Securities issued by states & political subdivisions | $13,674,000 | 2,422 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,720,000 | 2,781 |
| Mortgage-backed securities | $22,961,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $21,365,000 | 1,653 |
| Issued or guaranteed by U.S. | $21,365,000 | 1,652 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,596,000 | 694 |
| Commercial mortgage pass-through securities | $1,596,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $38,029,000 | 2,897 |
| Total debt securities | $38,028,000 | 3,150 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $39,255,000 | 3,159 |
| U.S. Government securities | $25,728,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,728,000 | 2,933 |
| Securities issued by states & political subdivisions | $13,527,000 | 2,443 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,899,000 | 2,890 |
| Mortgage-backed securities | $24,275,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $22,685,000 | 1,607 |
| Issued or guaranteed by U.S. | $22,685,000 | 1,606 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,590,000 | 679 |
| Commercial mortgage pass-through securities | $1,590,000 | 446 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $39,255,000 | 2,868 |
| Total debt securities | $39,255,000 | 3,129 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $39,142,000 | 3,175 |
| U.S. Government securities | $25,849,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,849,000 | 2,948 |
| Securities issued by states & political subdivisions | $13,293,000 | 2,478 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,602,000 | 2,823 |
| Mortgage-backed securities | $24,290,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $22,721,000 | 1,631 |
| Issued or guaranteed by U.S. | $22,721,000 | 1,631 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,569,000 | 669 |
| Commercial mortgage pass-through securities | $1,569,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $39,142,000 | 2,896 |
| Total debt securities | $39,143,000 | 3,143 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $41,618,000 | 3,040 |
| U.S. Government securities | $21,735,000 | 3,333 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,735,000 | 3,242 |
| Securities issued by states & political subdivisions | $19,883,000 | 1,855 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,107,000 | 2,783 |
| Mortgage-backed securities | $21,255,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $19,708,000 | 1,776 |
| Issued or guaranteed by U.S. | $19,708,000 | 1,775 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,547,000 | 633 |
| Commercial mortgage pass-through securities | $1,547,000 | 400 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $41,618,000 | 2,772 |
| Total debt securities | $41,616,000 | 3,007 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $42,602,000 | 3,018 |
| U.S. Government securities | $22,640,000 | 3,284 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,640,000 | 3,202 |
| Securities issued by states & political subdivisions | $19,962,000 | 1,856 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,264,000 | 2,724 |
| Mortgage-backed securities | $22,158,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $20,606,000 | 1,742 |
| Issued or guaranteed by U.S. | $20,606,000 | 1,739 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,552,000 | 618 |
| Commercial mortgage pass-through securities | $1,552,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $42,602,000 | 2,759 |
| Total debt securities | $42,599,000 | 2,989 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $42,407,000 | 2,999 |
| U.S. Government securities | $21,214,000 | 3,401 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,214,000 | 3,313 |
| Securities issued by states & political subdivisions | $21,193,000 | 1,741 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,357,000 | 2,701 |
| Mortgage-backed securities | $20,730,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $19,633,000 | 1,805 |
| Issued or guaranteed by U.S. | $19,633,000 | 1,803 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,097,000 | 637 |
| Commercial mortgage pass-through securities | $1,097,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $42,407,000 | 2,760 |
| Total debt securities | $42,406,000 | 2,969 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $43,312,000 | 2,987 |
| U.S. Government securities | $21,382,000 | 3,415 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,382,000 | 3,329 |
| Securities issued by states & political subdivisions | $21,930,000 | 1,685 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,945,000 | 3,036 |
| Mortgage-backed securities | $21,382,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $20,738,000 | 1,774 |
| Issued or guaranteed by U.S. | $20,738,000 | 1,772 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $644,000 | 658 |
| Commercial mortgage pass-through securities | $644,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $43,312,000 | 2,771 |
| Total debt securities | $43,308,000 | 2,958 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $40,969,000 | 3,067 |
| U.S. Government securities | $18,885,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,885,000 | 3,518 |
| Securities issued by states & political subdivisions | $22,084,000 | 1,645 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,875,000 | 2,910 |
| Mortgage-backed securities | $18,885,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $18,885,000 | 1,831 |
| Issued or guaranteed by U.S. | $18,885,000 | 1,830 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $40,969,000 | 2,836 |
| Total debt securities | $40,967,000 | 3,043 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $44,511,000 | 2,919 |
| U.S. Government securities | $21,911,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,911,000 | 3,320 |
| Securities issued by states & political subdivisions | $22,600,000 | 1,566 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,994,000 | 2,906 |
| Mortgage-backed securities | $21,911,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $21,710,000 | 1,757 |
| Issued or guaranteed by U.S. | $21,710,000 | 1,756 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $201,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,411 |
| 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) | $44,511,000 | 2,689 |
| Total debt securities | $44,512,000 | 2,895 |
| 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 | $43,799,000 | 2,961 |
| U.S. Government securities | $22,602,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,602,000 | 3,316 |
| Securities issued by states & political subdivisions | $21,197,000 | 1,622 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,929,000 | 3,076 |
| Mortgage-backed securities | $22,602,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $22,362,000 | 1,741 |
| Issued or guaranteed by U.S. | $22,362,000 | 1,740 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $240,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 3,386 |
| 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) | $43,799,000 | 2,723 |
| Total debt securities | $43,795,000 | 2,936 |
| 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 | $41,100,000 | 3,094 |
| U.S. Government securities | $22,967,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,967,000 | 3,356 |
| Securities issued by states & political subdivisions | $18,133,000 | 1,776 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,332,000 | 3,172 |
| Mortgage-backed securities | $22,967,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $22,698,000 | 1,707 |
| Issued or guaranteed by U.S. | $22,698,000 | 1,705 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $269,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,397 |
| 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) | $41,100,000 | 2,853 |
| Total debt securities | $41,100,000 | 3,066 |
| 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 | $41,318,000 | 3,011 |
| U.S. Government securities | $24,305,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,305,000 | 3,162 |
| Securities issued by states & political subdivisions | $17,013,000 | 1,843 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,048,000 | 2,804 |
| Mortgage-backed securities | $24,305,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $23,994,000 | 1,542 |
| Issued or guaranteed by U.S. | $23,994,000 | 1,540 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $311,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 3,235 |
| 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) | $41,318,000 | 2,762 |
| Total debt securities | $41,317,000 | 2,991 |
| 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 | $44,139,000 | 2,786 |
| U.S. Government securities | $25,735,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,735,000 | 2,964 |
| Securities issued by states & political subdivisions | $18,404,000 | 1,662 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,926,000 | 2,662 |
| Mortgage-backed securities | $25,735,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $25,380,000 | 1,428 |
| Issued or guaranteed by U.S. | $25,380,000 | 1,424 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $355,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,196 |
| 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) | $44,139,000 | 2,538 |
| Total debt securities | $44,136,000 | 2,762 |
| 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 | $40,821,000 | 2,965 |
| U.S. Government securities | $23,479,000 | 3,309 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,479,000 | 3,212 |
| Securities issued by states & political subdivisions | $17,342,000 | 1,693 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,174,000 | 3,031 |
| Mortgage-backed securities | $22,978,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $22,597,000 | 1,531 |
| Issued or guaranteed by U.S. | $22,597,000 | 1,528 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $381,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,148 |
| 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) | $40,821,000 | 2,697 |
| Total debt securities | $40,821,000 | 2,943 |
| Structured notes |
| Amortized cost | $500,000 | 2,818 |
| Fair value | $501,000 | 2,873 |
| 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 | $40,530,000 | 2,950 |
| U.S. Government securities | $24,055,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,055,000 | 3,160 |
| Securities issued by states & political subdivisions | $16,475,000 | 1,749 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,562,000 | 2,977 |
| Mortgage-backed securities | $23,554,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $23,147,000 | 1,464 |
| Issued or guaranteed by U.S. | $23,147,000 | 1,459 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $407,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,084 |
| 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) | $40,530,000 | 2,675 |
| Total debt securities | $40,527,000 | 2,929 |
| Structured notes |
| Amortized cost | $500,000 | 2,874 |
| Fair value | $501,000 | 2,913 |
| 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 | $42,499,000 | 2,763 |
| U.S. Government securities | $25,676,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $25,676,000 | 2,858 |
| Securities issued by states & political subdivisions | $16,823,000 | 1,671 |
| 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 | $12,650,000 | 2,798 |
| Mortgage-backed securities | $25,177,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $24,744,000 | 1,348 |
| Issued or guaranteed by U.S. | $24,744,000 | 1,341 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $433,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 3,052 |
| 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) | $42,499,000 | 2,483 |
| Total debt securities | $42,497,000 | 2,736 |
| Structured notes |
| Amortized cost | $500,000 | 2,741 |
| Fair value | $498,000 | 2,810 |
| 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 | $45,842,000 | 2,562 |
| U.S. Government securities | $28,171,000 | 2,748 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,171,000 | 2,665 |
| Securities issued by states & political subdivisions | $17,671,000 | 1,557 |
| 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 | $13,121,000 | 2,766 |
| Mortgage-backed securities | $27,668,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $27,198,000 | 1,224 |
| Issued or guaranteed by U.S. | $27,198,000 | 1,215 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $470,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,006 |
| 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) | $45,842,000 | 2,310 |
| Total debt securities | $45,840,000 | 2,530 |
| Structured notes |
| Amortized cost | $500,000 | 2,790 |
| Fair value | $503,000 | 2,851 |
| 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 | $38,210,000 | 2,930 |
| U.S. Government securities | $22,691,000 | 3,224 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,691,000 | 3,140 |
| Securities issued by states & political subdivisions | $15,519,000 | 1,645 |
| 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 | $12,397,000 | 2,895 |
| Mortgage-backed securities | $21,689,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $21,196,000 | 1,476 |
| Issued or guaranteed by U.S. | $21,196,000 | 1,471 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $493,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,893 |
| 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) | $38,210,000 | 2,639 |
| Total debt securities | $38,211,000 | 2,900 |
| Structured notes |
| Amortized cost | $1,001,000 | 2,457 |
| Fair value | $1,002,000 | 2,587 |
| 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 | $40,622,000 | 2,835 |
| U.S. Government securities | $26,414,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,414,000 | 2,889 |
| Securities issued by states & political subdivisions | $14,208,000 | 1,741 |
| 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 | $13,801,000 | 2,812 |
| Mortgage-backed securities | $24,405,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $23,886,000 | 1,426 |
| Issued or guaranteed by U.S. | $23,886,000 | 1,422 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $519,000 | 3,167 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,829 |
| 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) | $40,622,000 | 2,542 |
| Total debt securities | $40,622,000 | 2,812 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,874 |
| Fair value | $2,009,000 | 1,755 |
| 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 | $40,053,000 | 2,857 |
| U.S. Government securities | $26,774,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,774,000 | 2,827 |
| Securities issued by states & political subdivisions | $12,374,000 | 1,943 |
| Other domestic debt securities | $905,000 | 2,374 |
| 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 | $905,000 | 1,482 |
| 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 | $14,337,000 | 2,748 |
| Mortgage-backed securities | $24,283,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $23,713,000 | 1,477 |
| Issued or guaranteed by U.S. | $23,713,000 | 1,469 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $570,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,792 |
| 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) | $40,053,000 | 2,543 |
| Total debt securities | $40,052,000 | 2,838 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,491,000 | 1,362 |
| 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 | $37,984,000 | 2,973 |
| U.S. Government securities | $25,343,000 | 2,996 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,343,000 | 2,933 |
| Securities issued by states & political subdivisions | $11,732,000 | 2,036 |
| Other domestic debt securities | $909,000 | 2,472 |
| 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 | $909,000 | 1,570 |
| 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 | $12,629,000 | 2,936 |
| Mortgage-backed securities | $24,340,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $23,728,000 | 1,528 |
| Issued or guaranteed by U.S. | $23,728,000 | 1,522 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $612,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,764 |
| 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) | $37,984,000 | 2,644 |
| Total debt securities | $37,986,000 | 2,943 |
| Structured notes |
| Amortized cost | $1,004,000 | 1,521 |
| Fair value | $1,004,000 | 1,576 |
| 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 | $31,237,000 | 3,354 |
| U.S. Government securities | $22,538,000 | 3,205 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,538,000 | 3,135 |
| Securities issued by states & political subdivisions | $7,705,000 | 2,596 |
| Other domestic debt securities | $994,000 | 2,459 |
| 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 | $994,000 | 1,552 |
| 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 | $11,754,000 | 3,086 |
| Mortgage-backed securities | $22,538,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $21,848,000 | 1,659 |
| Issued or guaranteed by U.S. | $21,848,000 | 1,652 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $690,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $690,000 | 2,722 |
| 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) | $31,237,000 | 3,001 |
| Total debt securities | $31,238,000 | 3,321 |
| 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 | $30,171,000 | 3,459 |
| U.S. Government securities | $22,833,000 | 3,212 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,833,000 | 3,154 |
| Securities issued by states & political subdivisions | $6,381,000 | 2,814 |
| Other domestic debt securities | $957,000 | 2,386 |
| 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 | $957,000 | 1,597 |
| 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 | $15,268,000 | 2,701 |
| Mortgage-backed securities | $20,818,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $20,020,000 | 1,821 |
| Issued or guaranteed by U.S. | $20,020,000 | 1,810 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $798,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 2,676 |
| 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) | $30,171,000 | 3,088 |
| Total debt securities | $30,169,000 | 3,433 |
| 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 | $25,801,000 | 3,818 |
| U.S. Government securities | $19,561,000 | 3,624 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,561,000 | 3,548 |
| Securities issued by states & political subdivisions | $5,221,000 | 3,061 |
| Other domestic debt securities | $1,019,000 | 2,247 |
| 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 | $1,019,000 | 1,475 |
| 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 | $13,190,000 | 2,964 |
| Mortgage-backed securities | $17,551,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $17,551,000 | 1,929 |
| Issued or guaranteed by U.S. | $17,551,000 | 1,919 |
| 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) | $25,801,000 | 3,411 |
| Total debt securities | $25,800,000 | 3,774 |
| 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 | $25,359,000 | 3,780 |
| U.S. Government securities | $18,993,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,993,000 | 3,571 |
| Securities issued by states & political subdivisions | $5,419,000 | 2,974 |
| Other domestic debt securities | $947,000 | 2,291 |
| 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 | $947,000 | 1,537 |
| 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 | $13,358,000 | 2,944 |
| Mortgage-backed securities | $17,013,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $17,013,000 | 1,897 |
| Issued or guaranteed by U.S. | $17,013,000 | 1,887 |
| 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) | $25,359,000 | 3,369 |
| Total debt securities | $25,359,000 | 3,750 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $35,177,000 | 3,058 |
| U.S. Government securities | $24,637,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $24,637,000 | 2,978 |
| Securities issued by states & political subdivisions | $9,535,000 | 2,158 |
| Other domestic debt securities | $1,005,000 | 2,228 |
| 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 | $1,005,000 | 1,522 |
| 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 | $13,087,000 | 2,923 |
| Mortgage-backed securities | $4,007,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 3,961 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,945 |
| 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) | $35,177,000 | 2,734 |
| Total debt securities | $35,177,000 | 3,025 |
| Structured notes |
| Amortized cost | $93,000 | 1,766 |
| Fair value | $97,000 | 1,767 |
| 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 | $31,378,000 | 3,339 |
| U.S. Government securities | $24,486,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,486,000 | 3,004 |
| Securities issued by states & political subdivisions | $5,693,000 | 2,936 |
| Other domestic debt securities | $1,199,000 | 2,063 |
| 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 | $1,199,000 | 1,404 |
| 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 | $11,350,000 | 3,141 |
| Mortgage-backed securities | $4,336,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $4,336,000 | 3,726 |
| Issued or guaranteed by U.S. | $4,336,000 | 3,711 |
| 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) | $31,378,000 | 2,963 |
| Total debt securities | $31,378,000 | 3,291 |
| Structured notes |
| Amortized cost | $93,000 | 1,918 |
| Fair value | $100,000 | 1,910 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $32,679,000 | 3,250 |
| U.S. Government securities | $28,081,000 | 2,817 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,081,000 | 2,756 |
| Securities issued by states & political subdivisions | $2,979,000 | 3,801 |
| Other domestic debt securities | $1,619,000 | 1,753 |
| 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 | $1,619,000 | 1,179 |
| 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 | $10,672,000 | 3,276 |
| Mortgage-backed securities | $4,479,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,384 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,370 |
| 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) | $32,679,000 | 2,862 |
| Total debt securities | $32,678,000 | 3,209 |
| Structured notes |
| Amortized cost | $191,000 | 2,383 |
| Fair value | $198,000 | 2,381 |
| 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 | $31,460,000 | 3,336 |
| U.S. Government securities | $30,031,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,031,000 | 2,640 |
| Securities issued by states & political subdivisions | $292,000 | 5,602 |
| Other domestic debt securities | $1,137,000 | 1,881 |
| 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 | $1,137,000 | 1,299 |
| 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 | $10,069,000 | 3,428 |
| Mortgage-backed securities | $4,529,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $4,529,000 | 3,200 |
| Issued or guaranteed by U.S. | $4,529,000 | 3,185 |
| 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) | $31,460,000 | 2,927 |
| Total debt securities | $31,459,000 | 3,294 |
| Structured notes |
| Amortized cost | $191,000 | 2,593 |
| Fair value | $196,000 | 2,592 |
| 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 | $18,718,000 | 4,648 |
| U.S. Government securities | $16,726,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,726,000 | 4,027 |
| Securities issued by states & political subdivisions | $290,000 | 5,639 |
| Other domestic debt securities | $1,702,000 | 1,602 |
| 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 | $1,702,000 | 1,087 |
| 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 | $10,476,000 | 3,333 |
| Mortgage-backed securities | $2,089,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 4,119 |
| Issued or guaranteed by U.S. | $2,089,000 | 4,107 |
| 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) | $18,718,000 | 4,105 |
| Total debt securities | $18,718,000 | 4,605 |
| Structured notes |
| Amortized cost | $387,000 | 2,505 |
| Fair value | $387,000 | 2,503 |
| 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 | $32,763,000 | 3,242 |
| U.S. Government securities | $31,243,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,243,000 | 2,533 |
| Securities issued by states & political subdivisions | $398,000 | 5,540 |
| Other domestic debt securities | $1,122,000 | 1,838 |
| 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 | $1,122,000 | 1,286 |
| 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 | $10,208,000 | 3,386 |
| Mortgage-backed securities | $9,956,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 2,069 |
| Issued or guaranteed by U.S. | $9,956,000 | 2,061 |
| 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) | $32,763,000 | 2,814 |
| Total debt securities | $32,763,000 | 3,203 |
| Structured notes |
| Amortized cost | $387,000 | 2,573 |
| Fair value | $392,000 | 2,568 |
| 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 | $30,214,000 | 3,448 |
| U.S. Government securities | $28,971,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,971,000 | 2,728 |
| Securities issued by states & political subdivisions | $396,000 | 5,585 |
| Other domestic debt securities | $847,000 | 2,055 |
| 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 | $847,000 | 1,508 |
| 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 | $10,399,000 | 3,348 |
| Mortgage-backed securities | $10,704,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $10,704,000 | 1,996 |
| Issued or guaranteed by U.S. | $10,704,000 | 1,986 |
| 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) | $30,214,000 | 2,994 |
| Total debt securities | $30,214,000 | 3,407 |
| Structured notes |
| Amortized cost | $386,000 | 2,681 |
| Fair value | $390,000 | 2,676 |
| 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 | $34,189,000 | 3,200 |
| U.S. Government securities | $32,946,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $32,946,000 | 2,496 |
| Securities issued by states & political subdivisions | $399,000 | 5,633 |
| Other domestic debt securities | $844,000 | 2,075 |
| 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 | $844,000 | 1,525 |
| 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 | $8,574,000 | 3,689 |
| Mortgage-backed securities | $11,223,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $11,223,000 | 1,954 |
| Issued or guaranteed by U.S. | $11,223,000 | 1,941 |
| 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) | $34,189,000 | 2,772 |
| Total debt securities | $34,189,000 | 3,159 |
| Structured notes |
| Amortized cost | $886,000 | 2,336 |
| Fair value | $887,000 | 2,333 |
| 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 | $33,227,000 | 3,254 |
| U.S. Government securities | $32,499,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,499,000 | 2,517 |
| Securities issued by states & political subdivisions | $388,000 | 5,674 |
| Other domestic debt securities | $340,000 | 2,601 |
| 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 | $340,000 | 2,017 |
| 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 | $8,861,000 | 3,616 |
| Mortgage-backed securities | $10,850,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $10,850,000 | 1,998 |
| Issued or guaranteed by U.S. | $10,850,000 | 1,987 |
| 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) | $33,227,000 | 2,813 |
| Total debt securities | $33,227,000 | 3,209 |
| Structured notes |
| Amortized cost | $885,000 | 2,411 |
| Fair value | $875,000 | 2,406 |
| 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 | $30,972,000 | 3,478 |
| U.S. Government securities | $28,341,000 | 2,935 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $28,341,000 | 2,839 |
| Securities issued by states & political subdivisions | $2,631,000 | 3,983 |
| 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 | $9,240,000 | 3,552 |
| Mortgage-backed securities | $11,930,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $11,930,000 | 1,924 |
| Issued or guaranteed by U.S. | $11,930,000 | 1,913 |
| 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) | $30,972,000 | 3,011 |
| Total debt securities | $30,972,000 | 3,424 |
| Structured notes |
| Amortized cost | $293,000 | 2,910 |
| Fair value | $290,000 | 2,909 |
| 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 | $31,012,000 | 3,481 |
| U.S. Government securities | $27,550,000 | 2,987 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $27,550,000 | 2,888 |
| Securities issued by states & political subdivisions | $3,204,000 | 3,739 |
| Other domestic debt securities | $258,000 | 2,842 |
| 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 | $258,000 | 2,299 |
| 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 | $6,622,000 | 4,114 |
| Mortgage-backed securities | $12,910,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $12,910,000 | 1,853 |
| Issued or guaranteed by U.S. | $12,910,000 | 1,841 |
| 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) | $31,012,000 | 3,006 |
| Total debt securities | $31,012,000 | 3,422 |
| Structured notes |
| Amortized cost | $695,000 | 2,520 |
| Fair value | $693,000 | 2,507 |
| 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 | $29,169,000 | 3,613 |
| U.S. Government securities | $25,974,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,974,000 | 2,993 |
| Securities issued by states & political subdivisions | $2,933,000 | 3,859 |
| Other domestic debt securities | $262,000 | 2,883 |
| 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 | $262,000 | 2,363 |
| 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 | $7,162,000 | 3,972 |
| Mortgage-backed securities | $14,013,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $14,013,000 | 1,766 |
| Issued or guaranteed by U.S. | $14,013,000 | 1,753 |
| 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) | $29,169,000 | 3,130 |
| Total debt securities | $29,169,000 | 3,558 |
| Structured notes |
| Amortized cost | $695,000 | 2,469 |
| Fair value | $695,000 | 2,459 |
| 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 | $26,746,000 | 3,876 |
| U.S. Government securities | $22,047,000 | 3,548 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,047,000 | 3,430 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,827 |
| Other domestic debt securities | $1,763,000 | 1,790 |
| 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 | $1,763,000 | 1,378 |
| 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 | $6,325,000 | 4,159 |
| Mortgage-backed securities | $15,403,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $15,403,000 | 1,721 |
| Issued or guaranteed by U.S. | $15,403,000 | 1,708 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,746,000 | 3,360 |
| Total debt securities | $26,746,000 | 3,811 |
| Structured notes |
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| 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 | $26,735,000 | 3,923 |
| U.S. Government securities | $22,428,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,428,000 | 3,442 |
| Securities issued by states & political subdivisions | $2,707,000 | 3,955 |
| Other domestic debt securities | $1,600,000 | 1,898 |
| 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 | $1,600,000 | 1,503 |
| 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 | $6,662,000 | 4,112 |
| Mortgage-backed securities | $22,428,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $22,428,000 | 1,351 |
| Issued or guaranteed by U.S. | $22,428,000 | 1,341 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,735,000 | 3,400 |
| Total debt securities | $26,735,000 | 3,865 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $26,133,000 | 3,981 |
| U.S. Government securities | $22,608,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,608,000 | 3,434 |
| Securities issued by states & political subdivisions | $2,725,000 | 3,963 |
| Other domestic debt securities | $800,000 | 2,474 |
| 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 | $800,000 | 2,067 |
| 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 | $6,964,000 | 4,025 |
| Mortgage-backed securities | $22,608,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $22,608,000 | 1,364 |
| Issued or guaranteed by U.S. | $22,608,000 | 1,352 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $26,133,000 | 3,450 |
| Total debt securities | $26,133,000 | 3,918 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $29,478,000 | 3,670 |
| U.S. Government securities | $25,727,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,727,000 | 3,079 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,522 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,335,000 | 3,912 |
| Mortgage-backed securities | $25,727,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $25,727,000 | 1,249 |
| Issued or guaranteed by U.S. | $25,727,000 | 1,239 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $29,478,000 | 3,175 |
| Total debt securities | $29,478,000 | 3,608 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $30,251,000 | 3,634 |
| U.S. Government securities | $27,537,000 | 3,067 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,537,000 | 2,949 |
| Securities issued by states & political subdivisions | $2,714,000 | 3,952 |
| 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 | $7,451,000 | 3,856 |
| Mortgage-backed securities | $27,537,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $27,537,000 | 1,208 |
| Issued or guaranteed by U.S. | $27,537,000 | 1,200 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,251,000 | 3,134 |
| Total debt securities | $30,251,000 | 3,564 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $30,482,000 | 3,609 |
| U.S. Government securities | $27,698,000 | 3,013 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,698,000 | 2,904 |
| Securities issued by states & political subdivisions | $2,784,000 | 3,941 |
| 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 | $6,930,000 | 3,933 |
| Mortgage-backed securities | $27,698,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $27,698,000 | 1,210 |
| Issued or guaranteed by U.S. | $27,698,000 | 1,201 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $30,482,000 | 3,124 |
| Total debt securities | $30,482,000 | 3,539 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $32,029,000 | 3,532 |
| U.S. Government securities | $29,222,000 | 2,969 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,222,000 | 2,861 |
| Securities issued by states & political subdivisions | $2,807,000 | 3,950 |
| 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 | $7,006,000 | 3,852 |
| Mortgage-backed securities | $29,222,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | $29,222,000 | 1,173 |
| Issued or guaranteed by U.S. | $29,222,000 | 1,164 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $32,029,000 | 3,050 |
| Total debt securities | $32,029,000 | 3,469 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $34,017,000 | 3,315 |
| U.S. Government securities | $31,246,000 | 2,742 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $31,246,000 | 2,646 |
| Securities issued by states & political subdivisions | $2,771,000 | 3,980 |
| 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 | $4,090,000 | 4,795 |
| Mortgage-backed securities | $31,246,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $31,246,000 | 1,108 |
| Issued or guaranteed by U.S. | $31,246,000 | 1,104 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $34,017,000 | 2,865 |
| Total debt securities | $34,017,000 | 3,249 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $34,500,000 | 3,220 |
| U.S. Government securities | $29,591,000 | 2,766 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $29,591,000 | 2,662 |
| Securities issued by states & political subdivisions | $4,909,000 | 3,069 |
| 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 | $4,046,000 | 4,784 |
| Mortgage-backed securities | $29,591,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $29,591,000 | 1,139 |
| Issued or guaranteed by U.S. | $29,591,000 | 1,135 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $34,500,000 | 2,775 |
| Total debt securities | $34,500,000 | 3,139 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $29,459,000 | 3,566 |
| U.S. Government securities | $24,605,000 | 3,164 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,605,000 | 3,025 |
| Securities issued by states & political subdivisions | $4,854,000 | 3,009 |
| 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 | $3,713,000 | 4,951 |
| Mortgage-backed securities | $24,605,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $24,605,000 | 1,300 |
| Issued or guaranteed by U.S. | $24,605,000 | 1,296 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $29,459,000 | 3,077 |
| Total debt securities | $29,460,000 | 3,482 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $23,287,000 | 4,197 |
| U.S. Government securities | $15,414,000 | 4,404 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,414,000 | 4,226 |
| Securities issued by states & political subdivisions | $7,873,000 | 2,201 |
| 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 | $3,709,000 | 4,956 |
| Mortgage-backed securities | $15,414,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $15,414,000 | 1,750 |
| Issued or guaranteed by U.S. | $15,414,000 | 1,740 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $23,287,000 | 3,602 |
| Total debt securities | $23,287,000 | 4,115 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $11,091,000 | 6,231 |
| U.S. Government securities | $2,692,000 | 8,196 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,692,000 | 7,979 |
| Securities issued by states & political subdivisions | $8,399,000 | 1,992 |
| 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 | $3,724,000 | 4,956 |
| Mortgage-backed securities | $2,692,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $2,692,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,692,000 | 4,048 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $11,091,000 | 5,345 |
| Total debt securities | $11,091,000 | 6,138 |
| 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 | $12,709,000 | 6,065 |
| U.S. Government securities | $3,641,000 | 8,349 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,641,000 | 8,009 |
| Securities issued by states & political subdivisions | $8,550,000 | 1,891 |
| 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 | $518,000 | 3,763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,746,000 | 5,833 |
| Mortgage-backed securities | $3,641,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $3,641,000 | 3,110 |
| Issued or guaranteed by U.S. | $3,641,000 | 3,095 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,709,000 | 5,075 |
| Total debt securities | $12,191,000 | 6,060 |
| 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 | $12,948,000 | 6,295 |
| U.S. Government securities | $4,159,000 | 8,423 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,159,000 | 7,910 |
| Securities issued by states & political subdivisions | $8,271,000 | 1,998 |
| 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 | $518,000 | 3,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,934,000 | 5,165 |
| Mortgage-backed securities | $4,159,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $4,159,000 | 3,085 |
| Issued or guaranteed by U.S. | $4,159,000 | 3,073 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $12,948,000 | 5,165 |
| Total debt securities | $12,430,000 | 6,307 |
| 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 | $15,373,000 | 5,739 |
| U.S. Government securities | $5,741,000 | 7,698 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,741,000 | 6,846 |
| Securities issued by states & political subdivisions | $9,151,000 | 1,847 |
| 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 | $481,000 | 3,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,406,000 | 6,705 |
| Mortgage-backed securities | $5,741,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $5,741,000 | 2,760 |
| Issued or guaranteed by U.S. | $5,741,000 | 2,745 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $15,373,000 | 4,575 |
| Total debt securities | $14,892,000 | 5,713 |
| 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 | $12,957,000 | 6,564 |
| U.S. Government securities | $6,982,000 | 7,678 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,982,000 | 6,380 |
| Securities issued by states & political subdivisions | $5,554,000 | 2,533 |
| 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 | $421,000 | 3,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,921,000 | 6,577 |
| Mortgage-backed securities | $6,982,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 2,422 |
| Issued or guaranteed by U.S. | $6,982,000 | 2,409 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $12,957,000 | 4,941 |
| Total debt securities | $12,536,000 | 6,527 |
| 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 | $11,196,000 | 7,525 |
| U.S. Government securities | $2,683,000 | 10,306 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,683,000 | 9,029 |
| Securities issued by states & political subdivisions | $8,095,000 | 1,819 |
| 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 | $418,000 | 3,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,957,000 | 6,797 |
| Mortgage-backed securities | $2,683,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $2,683,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,683,000 | 4,272 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $11,196,000 | 5,634 |
| Total debt securities | $10,778,000 | 7,535 |
| 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 | $12,424,000 | 7,461 |
| U.S. Government securities | $4,041,000 | 10,027 |
| U.S. Treasury securities | $250,000 | 9,874 |
| U.S. Government agency obligations | $3,791,000 | 8,455 |
| Securities issued by states & political subdivisions | $7,922,000 | 1,859 |
| Other domestic debt securities | $86,000 | 4,573 |
| 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 | $86,000 | 3,602 |
| Foreign debt securities | NA | NA |
| Equity securities | $375,000 | 3,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,402,000 | 7,576 |
| Mortgage-backed securities | $2,821,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,257 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $12,424,000 | 5,454 |
| Total debt securities | $12,049,000 | 7,449 |
| 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 | $8,936,000 | 9,151 |
| U.S. Government securities | $4,887,000 | 10,230 |
| U.S. Treasury securities | $254,000 | 10,839 |
| U.S. Government agency obligations | $4,633,000 | 7,931 |
| Securities issued by states & political subdivisions | $3,411,000 | 3,873 |
| Other domestic debt securities | $229,000 | 4,455 |
| 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 | $229,000 | 3,569 |
| Foreign debt securities | NA | NA |
| Equity securities | $409,000 | 3,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $734,000 | 8,878 |
| Mortgage-backed securities | $3,713,000 | 5,398 |
| Certificates of participation in pools of residential mortgages | $3,713,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,713,000 | 3,915 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $8,936,000 | 5,114 |
| Total debt securities | $8,527,000 | 9,223 |
| 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 | $13,679,000 | 7,818 |
| U.S. Government securities | $8,763,000 | 8,554 |
| U.S. Treasury securities | $756,000 | 10,432 |
| U.S. Government agency obligations | $8,007,000 | 6,366 |
| Securities issued by states & political subdivisions | $4,068,000 | 3,542 |
| Other domestic debt securities | $456,000 | 4,416 |
| 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 | $456,000 | 3,404 |
| Foreign debt securities | NA | NA |
| Equity securities | $392,000 | 3,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,470,000 | 7,814 |
| Mortgage-backed securities | $8,007,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $8,007,000 | 2,848 |
| Issued or guaranteed by U.S. | $8,007,000 | 2,815 |
| 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 | $13,287,000 | 7,779 |
| 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 | $17,661,000 | 6,610 |
| U.S. Government securities | $12,397,000 | 7,093 |
| U.S. Treasury securities | $2,532,000 | 8,053 |
| U.S. Government agency obligations | $9,865,000 | 5,584 |
| Securities issued by states & political subdivisions | $4,061,000 | 3,289 |
| Other domestic debt securities | $1,139,000 | 3,837 |
| 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 | $1,139,000 | 2,746 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 5,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,561,000 | 6,424 |
| Mortgage-backed securities | $9,865,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $9,229,000 | 2,686 |
| Issued or guaranteed by U.S. | $9,229,000 | 2,638 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $636,000 | 5,597 |
| CMOs issued by government agencies or sponsored agencies | $636,000 | 5,188 |
| 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 | $17,597,000 | 6,512 |
| 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 |
