| 2023-12-31 | Rank |
| Total securities | $44,977,000 | 2,727 |
| U.S. Government securities | $42,605,000 | 2,055 |
| U.S. Treasury securities | $16,973,000 | 1,017 |
| U.S. Government agency obligations | $25,632,000 | 2,318 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $2,372,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $41,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,331,000 | 1,275 |
| 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 | $42,547,000 | 1,609 |
| Mortgage-backed securities | $25,673,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,461,000 | 1,305 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,513 |
| Privately issued | $41,000 | 472 |
| 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) | $41,833,000 | 597 |
| Available-for-sale securities (fair market value) | $3,144,000 | 4,050 |
| Total debt securities | $44,977,000 | 2,711 |
| 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 | $50,376,000 | 2,574 |
| U.S. Government securities | $48,124,000 | 1,912 |
| U.S. Treasury securities | $21,960,000 | 892 |
| U.S. Government agency obligations | $26,164,000 | 2,278 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $2,252,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $41,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,211,000 | 1,287 |
| 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 | $48,062,000 | 1,458 |
| Mortgage-backed securities | $26,205,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,976,000 | 1,274 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 2,492 |
| Privately issued | $41,000 | 470 |
| 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) | $47,321,000 | 569 |
| Available-for-sale securities (fair market value) | $3,055,000 | 4,069 |
| Total debt securities | $50,376,000 | 2,557 |
| 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 | $52,095,000 | 2,584 |
| U.S. Government securities | $49,720,000 | 1,913 |
| U.S. Treasury securities | $22,950,000 | 882 |
| U.S. Government agency obligations | $26,770,000 | 2,305 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $2,375,000 | 1,692 |
| Privately issued residential mortgage-backed securities | $41,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,334,000 | 1,287 |
| 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 | $49,652,000 | 1,410 |
| Mortgage-backed securities | $26,811,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,561,000 | 1,292 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,483 |
| Privately issued | $41,000 | 466 |
| 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) | $48,867,000 | 566 |
| Available-for-sale securities (fair market value) | $3,228,000 | 4,094 |
| Total debt securities | $52,095,000 | 2,569 |
| 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 | $75,613,000 | 2,170 |
| U.S. Government securities | $73,196,000 | 1,561 |
| U.S. Treasury securities | $45,866,000 | 558 |
| U.S. Government agency obligations | $27,330,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $2,417,000 | 1,722 |
| Privately issued residential mortgage-backed securities | $42,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,375,000 | 1,314 |
| 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 | $63,180,000 | 1,149 |
| Mortgage-backed securities | $27,372,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,099,000 | 1,329 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,508 |
| Privately issued | $42,000 | 480 |
| 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) | $71,296,000 | 483 |
| Available-for-sale securities (fair market value) | $4,317,000 | 4,114 |
| Total debt securities | $75,613,000 | 2,153 |
| 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 | $66,267,000 | 2,403 |
| U.S. Government securities | $63,815,000 | 1,719 |
| U.S. Treasury securities | $35,882,000 | 725 |
| U.S. Government agency obligations | $27,933,000 | 2,265 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $2,452,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $52,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,400,000 | 1,319 |
| 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 | $63,736,000 | 1,057 |
| Mortgage-backed securities | $27,985,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,681,000 | 1,321 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,515 |
| Privately issued | $52,000 | 476 |
| 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) | $60,784,000 | 530 |
| Available-for-sale securities (fair market value) | $5,483,000 | 4,086 |
| Total debt securities | $66,267,000 | 2,384 |
| 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 | $84,724,000 | 2,046 |
| U.S. Government securities | $82,237,000 | 1,470 |
| U.S. Treasury securities | $53,804,000 | 530 |
| U.S. Government agency obligations | $28,433,000 | 2,271 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $2,487,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $53,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,434,000 | 1,312 |
| 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 | $82,154,000 | 828 |
| Mortgage-backed securities | $28,486,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,157,000 | 1,321 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,522 |
| Privately issued | $53,000 | 483 |
| 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) | $69,226,000 | 494 |
| Available-for-sale securities (fair market value) | $15,498,000 | 3,663 |
| Total debt securities | $84,724,000 | 2,033 |
| 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 | $75,479,000 | 2,223 |
| U.S. Government securities | $72,960,000 | 1,614 |
| U.S. Treasury securities | $43,839,000 | 611 |
| U.S. Government agency obligations | $29,121,000 | 2,280 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $2,519,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $53,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,466,000 | 1,314 |
| 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 | $72,850,000 | 893 |
| Mortgage-backed securities | $29,174,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $28,794,000 | 1,366 |
| Issued or guaranteed by U.S. | $28,794,000 | 1,337 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $380,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 2,525 |
| Privately issued | $53,000 | 486 |
| 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) | $69,732,000 | 443 |
| Available-for-sale securities (fair market value) | $5,747,000 | 4,143 |
| Total debt securities | $75,479,000 | 2,208 |
| 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 | $6,040,000 | 4,358 |
| U.S. Government securities | $3,459,000 | 4,218 |
| U.S. Treasury securities | $1,968,000 | 2,247 |
| U.S. Government agency obligations | $1,491,000 | 4,156 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $2,581,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $54,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,527,000 | 1,277 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,333,000 | 3,365 |
| Mortgage-backed securities | $1,545,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 3,448 |
| Issued or guaranteed by U.S. | $1,121,000 | 3,352 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $424,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,504 |
| Privately issued | $54,000 | 468 |
| 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) | $6,040,000 | 4,106 |
| Total debt securities | $6,040,000 | 4,338 |
| 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 | $5,212,000 | 4,377 |
| U.S. Government securities | $2,618,000 | 4,224 |
| U.S. Treasury securities | $994,000 | 1,988 |
| U.S. Government agency obligations | $1,624,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $2,594,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $52,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,542,000 | 1,215 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,474,000 | 3,519 |
| Mortgage-backed securities | $1,676,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 3,436 |
| Issued or guaranteed by U.S. | $1,195,000 | 3,333 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $481,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,468 |
| Privately issued | $52,000 | 433 |
| 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) | $5,212,000 | 4,146 |
| Total debt securities | $5,212,000 | 4,357 |
| 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 | $5,613,000 | 4,376 |
| U.S. Government securities | $3,016,000 | 4,197 |
| U.S. Treasury securities | $998,000 | 1,790 |
| U.S. Government agency obligations | $2,018,000 | 4,124 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,597,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $52,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,545,000 | 1,156 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,854,000 | 3,478 |
| Mortgage-backed securities | $2,070,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 3,401 |
| Issued or guaranteed by U.S. | $1,536,000 | 3,312 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $534,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,476 |
| Privately issued | $52,000 | 425 |
| 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) | $5,613,000 | 4,149 |
| Total debt securities | $5,613,000 | 4,353 |
| 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 | $5,939,000 | 4,372 |
| U.S. Government securities | $3,291,000 | 4,167 |
| U.S. Treasury securities | $997,000 | 1,687 |
| U.S. Government agency obligations | $2,294,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $2,648,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $55,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,593,000 | 1,090 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,939,000 | 3,034 |
| Mortgage-backed securities | $2,349,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 3,355 |
| Issued or guaranteed by U.S. | $1,756,000 | 3,257 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $593,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,435 |
| Privately issued | $55,000 | 412 |
| 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) | $5,939,000 | 4,140 |
| Total debt securities | $5,939,000 | 4,346 |
| 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 | $5,161,000 | 4,385 |
| U.S. Government securities | $2,517,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,517,000 | 4,061 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,644,000 | 1,387 |
| Privately issued residential mortgage-backed securities | $56,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,588,000 | 1,035 |
| 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 | $2,320,000 | 3,563 |
| Mortgage-backed securities | $2,573,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 3,291 |
| Issued or guaranteed by U.S. | $1,918,000 | 3,195 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $655,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,384 |
| Privately issued | $56,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,161,000 | 4,149 |
| Total debt securities | $5,161,000 | 4,360 |
| 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 | $5,595,000 | 4,345 |
| U.S. Government securities | $3,039,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,039,000 | 3,917 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,556,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $56,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,500,000 | 1,014 |
| 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 | $2,816,000 | 3,492 |
| Mortgage-backed securities | $3,095,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 3,154 |
| Issued or guaranteed by U.S. | $2,376,000 | 3,073 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $719,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $663,000 | 2,376 |
| Privately issued | $56,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,595,000 | 4,113 |
| Total debt securities | $5,595,000 | 4,320 |
| 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 | $5,993,000 | 4,300 |
| U.S. Government securities | $3,439,000 | 4,029 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,439,000 | 3,873 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $2,554,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $54,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,500,000 | 986 |
| 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 | $3,188,000 | 3,447 |
| Mortgage-backed securities | $3,493,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 3,076 |
| Issued or guaranteed by U.S. | $2,707,000 | 2,987 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $786,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,366 |
| Privately issued | $54,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,993,000 | 4,065 |
| Total debt securities | $5,993,000 | 4,280 |
| 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 | $6,622,000 | 4,265 |
| U.S. Government securities | $4,067,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,067,000 | 3,794 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $2,555,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $55,000 | 580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,500,000 | 944 |
| 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 | $3,778,000 | 3,367 |
| Mortgage-backed securities | $4,122,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $3,228,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,228,000 | 2,886 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $894,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $839,000 | 2,352 |
| Privately issued | $55,000 | 381 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,622,000 | 4,028 |
| Total debt securities | $6,622,000 | 4,243 |
| 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 | $4,950,000 | 4,444 |
| U.S. Government securities | $4,392,000 | 3,958 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,392,000 | 3,797 |
| Securities issued by states & political subdivisions | $501,000 | 4,032 |
| Other domestic debt securities | $57,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $57,000 | 598 |
| 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 | $4,893,000 | 3,193 |
| Mortgage-backed securities | $4,449,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $3,461,000 | 2,919 |
| Issued or guaranteed by U.S. | $3,461,000 | 2,827 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $988,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,327 |
| Privately issued | $57,000 | 386 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,950,000 | 4,198 |
| Total debt securities | $4,950,000 | 4,419 |
| 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 | $5,229,000 | 4,477 |
| U.S. Government securities | $4,668,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,668,000 | 3,843 |
| Securities issued by states & political subdivisions | $502,000 | 4,050 |
| Other domestic debt securities | $59,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $59,000 | 564 |
| 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 | $5,169,000 | 3,190 |
| Mortgage-backed securities | $4,727,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $3,679,000 | 2,840 |
| Issued or guaranteed by U.S. | $3,679,000 | 2,753 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,048,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,316 |
| Privately issued | $59,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,229,000 | 4,233 |
| Total debt securities | $5,229,000 | 4,451 |
| 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 | $5,529,000 | 4,518 |
| U.S. Government securities | $4,962,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,962,000 | 3,884 |
| Securities issued by states & political subdivisions | $503,000 | 4,106 |
| Other domestic debt securities | $64,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $64,000 | 604 |
| 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 | $5,465,000 | 3,204 |
| Mortgage-backed securities | $5,026,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 2,798 |
| Issued or guaranteed by U.S. | $3,886,000 | 2,714 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,140,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,304 |
| Privately issued | $64,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,529,000 | 4,271 |
| Total debt securities | $5,529,000 | 4,501 |
| 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 | $6,222,000 | 4,522 |
| U.S. Government securities | $5,142,000 | 4,083 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,142,000 | 3,927 |
| Securities issued by states & political subdivisions | $1,003,000 | 3,969 |
| Other domestic debt securities | $77,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $77,000 | 573 |
| 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 | $5,645,000 | 3,217 |
| Mortgage-backed securities | $5,219,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $3,971,000 | 2,798 |
| Issued or guaranteed by U.S. | $3,971,000 | 2,719 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,248,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,262 |
| Privately issued | $77,000 | 386 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,222,000 | 4,265 |
| Total debt securities | $6,222,000 | 4,497 |
| 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 | $6,491,000 | 4,555 |
| U.S. Government securities | $5,406,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,406,000 | 3,954 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,027 |
| Other domestic debt securities | $79,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $79,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,907,000 | 3,254 |
| Mortgage-backed securities | $5,485,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $4,154,000 | 2,787 |
| Issued or guaranteed by U.S. | $4,154,000 | 2,706 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,331,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,239 |
| Privately issued | $79,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $6,491,000 | 4,281 |
| Total debt securities | $6,491,000 | 4,532 |
| 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 | $8,010,000 | 4,477 |
| U.S. Government securities | $6,417,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,417,000 | 3,860 |
| Securities issued by states & political subdivisions | $1,511,000 | 3,912 |
| Other domestic debt securities | $82,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $82,000 | 545 |
| 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 | $7,420,000 | 3,059 |
| Mortgage-backed securities | $6,499,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $4,374,000 | 2,747 |
| Issued or guaranteed by U.S. | $4,374,000 | 2,699 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,411,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,226 |
| Privately issued | $82,000 | 393 |
| Commercial mortgage-backed securities | $714,000 | 1,530 |
| Commercial mortgage pass-through securities | $714,000 | 1,164 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,010,000 | 4,206 |
| Total debt securities | $8,011,000 | 4,454 |
| 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 | $6,788,000 | 4,619 |
| U.S. Government securities | $5,186,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,186,000 | 4,086 |
| Securities issued by states & political subdivisions | $1,516,000 | 3,956 |
| Other domestic debt securities | $86,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $86,000 | 491 |
| 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 | $6,191,000 | 3,245 |
| Mortgage-backed securities | $5,272,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 3,483 |
| Issued or guaranteed by U.S. | $1,456,000 | 3,455 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,495,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,201 |
| Privately issued | $86,000 | 394 |
| Commercial mortgage-backed securities | $2,321,000 | 1,140 |
| Commercial mortgage pass-through securities | $2,321,000 | 806 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,788,000 | 4,348 |
| Total debt securities | $6,788,000 | 4,599 |
| 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 | $8,947,000 | 4,504 |
| U.S. Government securities | $5,437,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,437,000 | 4,081 |
| Securities issued by states & political subdivisions | $3,415,000 | 3,549 |
| Other domestic debt securities | $95,000 | 2,128 |
| Privately issued residential mortgage-backed securities | $95,000 | 761 |
| 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 | $6,447,000 | 3,258 |
| Mortgage-backed securities | $5,532,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 3,489 |
| Issued or guaranteed by U.S. | $1,586,000 | 3,325 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,619,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,182 |
| Privately issued | $95,000 | 405 |
| Commercial mortgage-backed securities | $2,327,000 | 1,113 |
| Commercial mortgage pass-through securities | $2,327,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,947,000 | 4,219 |
| Total debt securities | $8,947,000 | 4,478 |
| Structured notes |
| Amortized cost | $2,336,000 | 407 |
| Fair value | $2,327,000 | 405 |
| 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 | $9,233,000 | 4,523 |
| U.S. Government securities | $5,714,000 | 4,252 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,714,000 | 4,106 |
| Securities issued by states & political subdivisions | $3,422,000 | 3,595 |
| Other domestic debt securities | $97,000 | 1,948 |
| Privately issued residential mortgage-backed securities | $97,000 | 455 |
| 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 | $6,729,000 | 3,248 |
| Mortgage-backed securities | $5,811,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 3,490 |
| Issued or guaranteed by U.S. | $1,737,000 | 3,483 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,737,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,133 |
| Privately issued | $97,000 | 421 |
| Commercial mortgage-backed securities | $2,337,000 | 976 |
| Commercial mortgage pass-through securities | $2,337,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $9,233,000 | 4,238 |
| Total debt securities | $9,233,000 | 4,496 |
| Structured notes |
| Amortized cost | $2,347,000 | 394 |
| Fair value | $2,337,000 | 393 |
| 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 | $10,054,000 | 4,515 |
| U.S. Government securities | $6,017,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,017,000 | 4,119 |
| Securities issued by states & political subdivisions | $3,434,000 | 3,657 |
| Other domestic debt securities | $603,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $103,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $500,000 | 1,400 |
| 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 | $10,010,000 | 2,848 |
| Mortgage-backed securities | $6,120,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $1,899,000 | 3,495 |
| Issued or guaranteed by U.S. | $1,899,000 | 3,487 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,865,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,088 |
| Privately issued | $103,000 | 427 |
| Commercial mortgage-backed securities | $2,356,000 | 962 |
| Commercial mortgage pass-through securities | $2,356,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,054,000 | 4,227 |
| Total debt securities | $10,054,000 | 4,490 |
| Structured notes |
| Amortized cost | $2,358,000 | 391 |
| Fair value | $2,356,000 | 390 |
| 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 | $11,401,000 | 4,424 |
| U.S. Government securities | $6,339,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,339,000 | 4,132 |
| Securities issued by states & political subdivisions | $3,449,000 | 3,705 |
| Other domestic debt securities | $1,613,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $108,000 | 468 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,505,000 | 1,111 |
| 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 | $7,323,000 | 3,264 |
| Mortgage-backed securities | $6,447,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $2,068,000 | 3,501 |
| Issued or guaranteed by U.S. | $2,068,000 | 3,495 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,007,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,065 |
| Privately issued | $108,000 | 438 |
| Commercial mortgage-backed securities | $2,372,000 | 959 |
| Commercial mortgage pass-through securities | $2,372,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,401,000 | 4,139 |
| Total debt securities | $11,401,000 | 4,401 |
| Structured notes |
| Amortized cost | $2,374,000 | 408 |
| Fair value | $2,372,000 | 408 |
| 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 | $11,768,000 | 4,441 |
| U.S. Government securities | $6,682,000 | 4,263 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,682,000 | 4,132 |
| Securities issued by states & political subdivisions | $3,460,000 | 3,748 |
| Other domestic debt securities | $1,626,000 | 1,350 |
| Privately issued residential mortgage-backed securities | $110,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,516,000 | 1,127 |
| 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 | $7,668,000 | 3,231 |
| Mortgage-backed securities | $6,792,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 3,492 |
| Issued or guaranteed by U.S. | $2,229,000 | 3,486 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,176,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,037 |
| Privately issued | $110,000 | 452 |
| Commercial mortgage-backed securities | $2,387,000 | 931 |
| Commercial mortgage pass-through securities | $2,387,000 | 606 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,768,000 | 4,149 |
| Total debt securities | $11,768,000 | 4,421 |
| Structured notes |
| Amortized cost | $2,380,000 | 428 |
| Fair value | $2,387,000 | 427 |
| 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 | $12,181,000 | 4,459 |
| U.S. Government securities | $7,064,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,064,000 | 4,125 |
| Securities issued by states & political subdivisions | $3,473,000 | 3,778 |
| Other domestic debt securities | $1,644,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $115,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,529,000 | 1,125 |
| 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 | $8,053,000 | 3,213 |
| Mortgage-backed securities | $7,179,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $2,410,000 | 3,501 |
| Issued or guaranteed by U.S. | $2,410,000 | 3,496 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,375,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 2,010 |
| Privately issued | $115,000 | 483 |
| Commercial mortgage-backed securities | $2,394,000 | 904 |
| Commercial mortgage pass-through securities | $2,394,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,181,000 | 4,145 |
| Total debt securities | $12,181,000 | 4,438 |
| Structured notes |
| Amortized cost | $2,390,000 | 446 |
| Fair value | $2,394,000 | 446 |
| 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 | $12,613,000 | 4,431 |
| U.S. Government securities | $7,477,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,477,000 | 4,049 |
| Securities issued by states & political subdivisions | $3,476,000 | 3,811 |
| Other domestic debt securities | $1,660,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $120,000 | 526 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,540,000 | 1,120 |
| 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 | $8,517,000 | 3,151 |
| Mortgage-backed securities | $7,597,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $2,592,000 | 3,471 |
| Issued or guaranteed by U.S. | $2,592,000 | 3,465 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,598,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,478,000 | 1,955 |
| Privately issued | $120,000 | 494 |
| Commercial mortgage-backed securities | $2,407,000 | 864 |
| Commercial mortgage pass-through securities | $2,407,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,613,000 | 4,114 |
| Total debt securities | $12,613,000 | 4,409 |
| Structured notes |
| Amortized cost | $2,401,000 | 432 |
| Fair value | $2,407,000 | 430 |
| 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 | $15,376,000 | 4,227 |
| U.S. Government securities | $8,117,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,117,000 | 3,991 |
| Securities issued by states & political subdivisions | $3,778,000 | 3,765 |
| Other domestic debt securities | $3,481,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $132,000 | 523 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,349,000 | 814 |
| 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 | $8,907,000 | 3,136 |
| Mortgage-backed securities | $8,249,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 3,440 |
| Issued or guaranteed by U.S. | $2,892,000 | 3,438 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,920,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,788,000 | 1,898 |
| Privately issued | $132,000 | 495 |
| Commercial mortgage-backed securities | $2,437,000 | 821 |
| Commercial mortgage pass-through securities | $2,437,000 | 515 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,376,000 | 3,900 |
| Total debt securities | $15,376,000 | 4,200 |
| Structured notes |
| Amortized cost | $2,411,000 | 425 |
| Fair value | $2,437,000 | 426 |
| 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 | $16,507,000 | 4,196 |
| U.S. Government securities | $8,691,000 | 4,123 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,691,000 | 3,994 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,789 |
| Other domestic debt securities | $4,021,000 | 967 |
| Privately issued residential mortgage-backed securities | $147,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,874,000 | 754 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,483,000 | 3,108 |
| Mortgage-backed securities | $8,838,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $3,173,000 | 3,411 |
| Issued or guaranteed by U.S. | $3,173,000 | 3,407 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,208,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $3,061,000 | 1,860 |
| Privately issued | $147,000 | 506 |
| Commercial mortgage-backed securities | $2,457,000 | 767 |
| Commercial mortgage pass-through securities | $2,457,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $16,507,000 | 3,862 |
| Total debt securities | $16,507,000 | 4,173 |
| Structured notes |
| Amortized cost | $2,421,000 | 486 |
| Fair value | $2,457,000 | 485 |
| 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 | $16,998,000 | 4,217 |
| U.S. Government securities | $9,158,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,158,000 | 4,047 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,794 |
| Other domestic debt securities | $4,045,000 | 975 |
| Privately issued residential mortgage-backed securities | $149,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,896,000 | 760 |
| 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 | $9,948,000 | 3,085 |
| Mortgage-backed securities | $9,307,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $3,385,000 | 3,385 |
| Issued or guaranteed by U.S. | $3,385,000 | 3,384 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,465,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 1,816 |
| Privately issued | $149,000 | 515 |
| Commercial mortgage-backed securities | $2,457,000 | 750 |
| Commercial mortgage pass-through securities | $2,457,000 | 453 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,998,000 | 3,878 |
| Total debt securities | $16,998,000 | 4,194 |
| Structured notes |
| Amortized cost | $2,432,000 | 593 |
| Fair value | $2,457,000 | 593 |
| 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 | $17,354,000 | 4,234 |
| U.S. Government securities | $9,551,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,551,000 | 4,029 |
| Securities issued by states & political subdivisions | $3,746,000 | 3,836 |
| Other domestic debt securities | $4,057,000 | 960 |
| Privately issued residential mortgage-backed securities | $163,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,894,000 | 757 |
| 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 | $10,501,000 | 3,039 |
| Mortgage-backed securities | $9,714,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $3,580,000 | 3,356 |
| Issued or guaranteed by U.S. | $3,580,000 | 3,353 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,690,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $3,527,000 | 1,800 |
| Privately issued | $163,000 | 511 |
| Commercial mortgage-backed securities | $2,444,000 | 708 |
| Commercial mortgage pass-through securities | $2,444,000 | 428 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $17,354,000 | 3,884 |
| Total debt securities | $17,354,000 | 4,206 |
| Structured notes |
| Amortized cost | $2,441,000 | 670 |
| Fair value | $2,444,000 | 672 |
| 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 | $19,187,000 | 4,162 |
| U.S. Government securities | $10,168,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,168,000 | 4,034 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,838 |
| Other domestic debt securities | $5,103,000 | 859 |
| Privately issued residential mortgage-backed securities | $178,000 | 548 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,925,000 | 656 |
| 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 | $11,140,000 | 2,982 |
| Mortgage-backed securities | $10,346,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $3,836,000 | 3,339 |
| Issued or guaranteed by U.S. | $3,836,000 | 3,335 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,027,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,849,000 | 1,775 |
| Privately issued | $178,000 | 520 |
| Commercial mortgage-backed securities | $2,483,000 | 680 |
| Commercial mortgage pass-through securities | $2,483,000 | 409 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $19,187,000 | 3,805 |
| Total debt securities | $19,187,000 | 4,133 |
| Structured notes |
| Amortized cost | $2,451,000 | 781 |
| Fair value | $2,483,000 | 777 |
| 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 | $26,682,000 | 3,691 |
| U.S. Government securities | $15,410,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,410,000 | 3,538 |
| Securities issued by states & political subdivisions | $5,523,000 | 3,509 |
| Other domestic debt securities | $5,749,000 | 822 |
| Privately issued residential mortgage-backed securities | $197,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,552,000 | 611 |
| 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 | $16,502,000 | 2,468 |
| Mortgage-backed securities | $15,607,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $5,382,000 | 3,091 |
| Issued or guaranteed by U.S. | $5,382,000 | 3,089 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,218,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $6,021,000 | 1,514 |
| Privately issued | $197,000 | 529 |
| Commercial mortgage-backed securities | $4,007,000 | 545 |
| Commercial mortgage pass-through securities | $4,007,000 | 318 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $26,682,000 | 3,377 |
| Total debt securities | $26,682,000 | 3,662 |
| Structured notes |
| Amortized cost | $3,979,000 | 665 |
| Fair value | $4,007,000 | 626 |
| 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 | $27,679,000 | 3,668 |
| U.S. Government securities | $16,289,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,289,000 | 3,517 |
| Securities issued by states & political subdivisions | $5,585,000 | 3,506 |
| Other domestic debt securities | $5,805,000 | 809 |
| Privately issued residential mortgage-backed securities | $205,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,600,000 | 593 |
| 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 | $3,405,000 | 4,433 |
| Mortgage-backed securities | $16,494,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 3,083 |
| Issued or guaranteed by U.S. | $5,761,000 | 3,080 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,712,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $6,507,000 | 1,502 |
| Privately issued | $205,000 | 568 |
| Commercial mortgage-backed securities | $4,021,000 | 537 |
| Commercial mortgage pass-through securities | $4,021,000 | 306 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $27,679,000 | 3,354 |
| Total debt securities | $27,679,000 | 3,643 |
| 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 | $32,330,000 | 3,405 |
| U.S. Government securities | $20,210,000 | 3,336 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,210,000 | 3,230 |
| Securities issued by states & political subdivisions | $5,510,000 | 3,559 |
| Other domestic debt securities | $6,610,000 | 744 |
| Privately issued residential mortgage-backed securities | $207,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,403,000 | 551 |
| 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 | $3,592,000 | 4,442 |
| Mortgage-backed securities | $20,417,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $7,711,000 | 2,820 |
| Issued or guaranteed by U.S. | $7,711,000 | 2,818 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,705,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $8,498,000 | 1,357 |
| Privately issued | $207,000 | 564 |
| Commercial mortgage-backed securities | $4,001,000 | 518 |
| Commercial mortgage pass-through securities | $4,001,000 | 304 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $32,330,000 | 3,116 |
| Total debt securities | $32,330,000 | 3,387 |
| 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 | $34,253,000 | 3,390 |
| U.S. Government securities | $21,061,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,061,000 | 3,238 |
| Securities issued by states & political subdivisions | $5,534,000 | 3,589 |
| Other domestic debt securities | $7,658,000 | 710 |
| Privately issued residential mortgage-backed securities | $222,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,436,000 | 509 |
| 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 | $2,980,000 | 4,681 |
| Mortgage-backed securities | $21,283,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $8,092,000 | 2,859 |
| Issued or guaranteed by U.S. | $8,092,000 | 2,856 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,181,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $8,959,000 | 1,346 |
| Privately issued | $222,000 | 599 |
| Commercial mortgage-backed securities | $4,010,000 | 502 |
| Commercial mortgage pass-through securities | $4,010,000 | 309 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $34,253,000 | 3,094 |
| Total debt securities | $34,253,000 | 3,364 |
| 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 | $35,306,000 | 3,360 |
| U.S. Government securities | $22,066,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,066,000 | 3,206 |
| Securities issued by states & political subdivisions | $5,540,000 | 3,622 |
| Other domestic debt securities | $7,700,000 | 728 |
| Privately issued residential mortgage-backed securities | $224,000 | 641 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,476,000 | 514 |
| 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 | $3,191,000 | 4,647 |
| Mortgage-backed securities | $22,290,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $8,555,000 | 2,837 |
| Issued or guaranteed by U.S. | $8,555,000 | 2,837 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,696,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $9,472,000 | 1,329 |
| Privately issued | $224,000 | 613 |
| Commercial mortgage-backed securities | $4,039,000 | 499 |
| Commercial mortgage pass-through securities | $4,039,000 | 314 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,306,000 | 3,068 |
| Total debt securities | $35,306,000 | 3,333 |
| 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 | $46,218,000 | 2,843 |
| U.S. Government securities | $27,783,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,783,000 | 2,811 |
| Securities issued by states & political subdivisions | $10,714,000 | 2,790 |
| Other domestic debt securities | $7,721,000 | 744 |
| Privately issued residential mortgage-backed securities | $230,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,491,000 | 534 |
| 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 | $3,389,000 | 4,616 |
| Mortgage-backed securities | $28,013,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $8,938,000 | 2,796 |
| Issued or guaranteed by U.S. | $8,938,000 | 2,796 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,040,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $14,810,000 | 1,039 |
| Privately issued | $230,000 | 636 |
| Commercial mortgage-backed securities | $4,035,000 | 475 |
| Commercial mortgage pass-through securities | $3,033,000 | 335 |
| Other commercial mortgage-backed securities | $1,002,000 | 439 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $46,218,000 | 2,593 |
| Total debt securities | $46,218,000 | 2,816 |
| Structured notes |
| Amortized cost | $1,004,000 | 1,582 |
| Fair value | $1,002,000 | 1,591 |
| 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 | $46,849,000 | 2,811 |
| U.S. Government securities | $28,596,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,596,000 | 2,750 |
| Securities issued by states & political subdivisions | $10,532,000 | 2,817 |
| Other domestic debt securities | $7,721,000 | 776 |
| Privately issued residential mortgage-backed securities | $237,000 | 690 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $7,484,000 | 539 |
| 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 | $3,548,000 | 4,583 |
| Mortgage-backed securities | $28,833,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $9,282,000 | 2,761 |
| Issued or guaranteed by U.S. | $9,282,000 | 2,760 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,532,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $15,295,000 | 1,021 |
| Privately issued | $237,000 | 659 |
| Commercial mortgage-backed securities | $4,019,000 | 456 |
| Commercial mortgage pass-through securities | $3,029,000 | 305 |
| Other commercial mortgage-backed securities | $990,000 | 429 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $46,849,000 | 2,559 |
| Total debt securities | $46,849,000 | 2,787 |
| Structured notes |
| Amortized cost | $1,012,000 | 1,573 |
| Fair value | $990,000 | 1,619 |
| 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 | $48,445,000 | 2,765 |
| U.S. Government securities | $30,011,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,011,000 | 2,700 |
| Securities issued by states & political subdivisions | $10,659,000 | 2,803 |
| Other domestic debt securities | $7,775,000 | 792 |
| Privately issued residential mortgage-backed securities | $255,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,520,000 | 554 |
| 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 | $1,779,000 | 5,183 |
| Mortgage-backed securities | $30,266,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $9,860,000 | 2,681 |
| Issued or guaranteed by U.S. | $9,860,000 | 2,678 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,365,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $16,110,000 | 1,006 |
| Privately issued | $255,000 | 682 |
| Commercial mortgage-backed securities | $4,041,000 | 435 |
| Commercial mortgage pass-through securities | $3,044,000 | 286 |
| Other commercial mortgage-backed securities | $997,000 | 423 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $48,445,000 | 2,516 |
| Total debt securities | $48,445,000 | 2,737 |
| Structured notes |
| Amortized cost | $1,012,000 | 1,563 |
| Fair value | $997,000 | 1,597 |
| 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 | $50,273,000 | 2,662 |
| U.S. Government securities | $31,653,000 | 2,661 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,653,000 | 2,595 |
| Securities issued by states & political subdivisions | $10,832,000 | 2,763 |
| Other domestic debt securities | $7,788,000 | 801 |
| Privately issued residential mortgage-backed securities | $276,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,512,000 | 566 |
| 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 | $1,862,000 | 5,184 |
| Mortgage-backed securities | $31,929,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $10,461,000 | 2,580 |
| Issued or guaranteed by U.S. | $10,461,000 | 2,578 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,430,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $17,154,000 | 981 |
| Privately issued | $276,000 | 687 |
| Commercial mortgage-backed securities | $4,038,000 | 418 |
| Commercial mortgage pass-through securities | $3,050,000 | 282 |
| Other commercial mortgage-backed securities | $988,000 | 385 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $50,273,000 | 2,429 |
| Total debt securities | $50,273,000 | 2,631 |
| Structured notes |
| Amortized cost | $1,013,000 | 1,542 |
| Fair value | $988,000 | 1,608 |
| 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 | $43,993,000 | 2,948 |
| U.S. Government securities | $24,238,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,238,000 | 3,089 |
| Securities issued by states & political subdivisions | $10,721,000 | 2,761 |
| Other domestic debt securities | $9,034,000 | 756 |
| Privately issued residential mortgage-backed securities | $295,000 | 752 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $8,739,000 | 521 |
| 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 | $2,013,000 | 5,180 |
| Mortgage-backed securities | $24,533,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $9,520,000 | 2,724 |
| Issued or guaranteed by U.S. | $9,520,000 | 2,723 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,859,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $10,564,000 | 1,329 |
| Privately issued | $295,000 | 722 |
| Commercial mortgage-backed securities | $4,154,000 | 362 |
| Commercial mortgage pass-through securities | $3,120,000 | 264 |
| Other commercial mortgage-backed securities | $1,034,000 | 318 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $43,993,000 | 2,738 |
| Total debt securities | $43,993,000 | 2,921 |
| Structured notes |
| Amortized cost | $1,013,000 | 1,574 |
| Fair value | $1,034,000 | 1,572 |
| 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 | $45,651,000 | 2,830 |
| U.S. Government securities | $26,855,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,855,000 | 2,874 |
| Securities issued by states & political subdivisions | $10,252,000 | 2,799 |
| Other domestic debt securities | $8,544,000 | 764 |
| Privately issued residential mortgage-backed securities | $322,000 | 778 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,222,000 | 513 |
| 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 | $2,289,000 | 5,087 |
| Mortgage-backed securities | $27,177,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $12,433,000 | 2,377 |
| Issued or guaranteed by U.S. | $12,433,000 | 2,375 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,572,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $10,250,000 | 1,396 |
| Privately issued | $322,000 | 746 |
| Commercial mortgage-backed securities | $4,172,000 | 302 |
| Commercial mortgage pass-through securities | $3,136,000 | 226 |
| Other commercial mortgage-backed securities | $1,036,000 | 247 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $45,651,000 | 2,608 |
| Total debt securities | $45,651,000 | 2,800 |
| 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 | $45,751,000 | 2,861 |
| U.S. Government securities | $28,741,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,741,000 | 2,825 |
| Securities issued by states & political subdivisions | $8,435,000 | 3,059 |
| Other domestic debt securities | $8,575,000 | 786 |
| Privately issued residential mortgage-backed securities | $341,000 | 809 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $8,234,000 | 539 |
| 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 | $2,401,000 | 5,119 |
| Mortgage-backed securities | $29,082,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $13,688,000 | 2,367 |
| Issued or guaranteed by U.S. | $13,688,000 | 2,365 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,217,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $10,876,000 | 1,413 |
| Privately issued | $341,000 | 776 |
| Commercial mortgage-backed securities | $4,177,000 | 288 |
| Commercial mortgage pass-through securities | $3,134,000 | 200 |
| Other commercial mortgage-backed securities | $1,043,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $45,751,000 | 2,641 |
| Total debt securities | $45,751,000 | 2,839 |
| 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 | $39,228,000 | 3,178 |
| U.S. Government securities | $27,429,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,429,000 | 2,957 |
| Securities issued by states & political subdivisions | $3,046,000 | 4,210 |
| Other domestic debt securities | $8,753,000 | 794 |
| Privately issued residential mortgage-backed securities | $335,000 | 872 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $8,418,000 | 540 |
| 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 | $2,305,000 | 5,214 |
| Mortgage-backed securities | $27,764,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $13,673,000 | 2,406 |
| Issued or guaranteed by U.S. | $13,673,000 | 2,404 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,969,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $9,634,000 | 1,533 |
| Privately issued | $335,000 | 838 |
| Commercial mortgage-backed securities | $4,122,000 | 272 |
| Commercial mortgage pass-through securities | $4,122,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $39,228,000 | 2,940 |
| Total debt securities | $39,228,000 | 3,155 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $957,000 | 2,172 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $35,268,000 | 3,419 |
| U.S. Government securities | $24,128,000 | 3,318 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,128,000 | 3,251 |
| Securities issued by states & political subdivisions | $2,423,000 | 4,339 |
| Other domestic debt securities | $8,717,000 | 790 |
| Privately issued residential mortgage-backed securities | $360,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $8,357,000 | 534 |
| 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 | $2,432,000 | 5,200 |
| Mortgage-backed securities | $24,488,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $17,710,000 | 2,045 |
| Issued or guaranteed by U.S. | $17,710,000 | 2,043 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,778,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $6,418,000 | 1,847 |
| Privately issued | $360,000 | 861 |
| 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) | $35,268,000 | 3,160 |
| Total debt securities | $35,268,000 | 3,391 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $944,000 | 2,452 |
| 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 | $27,854,000 | 3,853 |
| U.S. Government securities | $17,490,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,490,000 | 3,823 |
| Securities issued by states & political subdivisions | $1,830,000 | 4,570 |
| Other domestic debt securities | $8,534,000 | 801 |
| Privately issued residential mortgage-backed securities | $361,000 | 981 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,173,000 | 505 |
| 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 | $2,612,000 | 4,895 |
| Mortgage-backed securities | $17,851,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $13,573,000 | 2,308 |
| Issued or guaranteed by U.S. | $13,573,000 | 2,304 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,278,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $3,917,000 | 2,114 |
| Privately issued | $361,000 | 929 |
| 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) | $27,854,000 | 3,552 |
| Total debt securities | $27,854,000 | 3,827 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $980,000 | 2,347 |
| 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 | $25,372,000 | 3,984 |
| U.S. Government securities | $14,637,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,637,000 | 4,113 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,400 |
| Other domestic debt securities | $8,596,000 | 785 |
| Privately issued residential mortgage-backed securities | $359,000 | 1,018 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $8,237,000 | 478 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,030,000 | 4,775 |
| Mortgage-backed securities | $14,996,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $12,620,000 | 2,343 |
| Issued or guaranteed by U.S. | $12,620,000 | 2,338 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,376,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 2,535 |
| Privately issued | $359,000 | 965 |
| 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) | $25,372,000 | 3,660 |
| Total debt securities | $25,372,000 | 3,944 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $993,000 | 2,422 |
| 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 | $27,795,000 | 3,791 |
| U.S. Government securities | $16,347,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,347,000 | 3,995 |
| Securities issued by states & political subdivisions | $5,777,000 | 3,316 |
| Other domestic debt securities | $5,671,000 | 949 |
| Privately issued residential mortgage-backed securities | $397,000 | 1,023 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,274,000 | 600 |
| 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 | $2,950,000 | 4,859 |
| Mortgage-backed securities | $16,744,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $11,387,000 | 2,443 |
| Issued or guaranteed by U.S. | $11,387,000 | 2,436 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,937,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $3,540,000 | 2,116 |
| Privately issued | $397,000 | 971 |
| Commercial mortgage-backed securities | $1,420,000 | 243 |
| Commercial mortgage pass-through securities | $694,000 | 232 |
| Other commercial mortgage-backed securities | $726,000 | 118 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,795,000 | 3,496 |
| Total debt securities | $27,795,000 | 3,763 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $22,793,000 | 4,236 |
| U.S. Government securities | $16,691,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,691,000 | 3,899 |
| Securities issued by states & political subdivisions | $5,663,000 | 3,314 |
| Other domestic debt securities | $439,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $439,000 | 1,041 |
| 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 | $2,993,000 | 4,851 |
| Mortgage-backed securities | $17,130,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $11,775,000 | 2,332 |
| Issued or guaranteed by U.S. | $11,775,000 | 2,326 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,947,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 2,051 |
| Privately issued | $439,000 | 988 |
| Commercial mortgage-backed securities | $1,408,000 | 242 |
| Commercial mortgage pass-through securities | $682,000 | 219 |
| Other commercial mortgage-backed securities | $726,000 | 117 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $22,793,000 | 3,897 |
| Total debt securities | $22,793,000 | 4,204 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $19,351,000 | 4,476 |
| U.S. Government securities | $12,345,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,345,000 | 4,368 |
| Securities issued by states & political subdivisions | $5,865,000 | 3,219 |
| Other domestic debt securities | $1,141,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $469,000 | 1,087 |
| Commercial mortgage-backed securities - Total | $672,000 | 284 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,873,000 | 4,551 |
| Mortgage-backed securities | $13,486,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $8,085,000 | 2,745 |
| Issued or guaranteed by U.S. | $8,085,000 | 2,737 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,729,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $4,260,000 | 1,877 |
| Privately issued | $469,000 | 1,030 |
| Commercial mortgage-backed securities | $672,000 | 284 |
| Commercial mortgage pass-through securities | $672,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,351,000 | 4,107 |
| Total debt securities | $19,351,000 | 4,445 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $14,421,000 | 5,050 |
| U.S. Government securities | $3,508,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,508,000 | 6,168 |
| Securities issued by states & political subdivisions | $8,370,000 | 2,642 |
| Other domestic debt securities | $2,543,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $493,000 | 1,152 |
| Commercial mortgage-backed securities - Total | $2,050,000 | 159 |
| 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 | $5,236,000 | 4,164 |
| Mortgage-backed securities | $6,051,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 3,951 |
| Issued or guaranteed by U.S. | $2,785,000 | 3,941 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,216,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,840 |
| Privately issued | $493,000 | 1,096 |
| Commercial mortgage-backed securities | $2,050,000 | 159 |
| Commercial mortgage pass-through securities | $2,050,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,421,000 | 4,610 |
| Total debt securities | $14,421,000 | 5,012 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $16,135,000 | 4,856 |
| U.S. Government securities | $3,896,000 | 6,330 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,896,000 | 6,211 |
| Securities issued by states & political subdivisions | $9,741,000 | 2,306 |
| Other domestic debt securities | $2,498,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $452,000 | 1,210 |
| Commercial mortgage-backed securities - Total | $2,046,000 | 157 |
| 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 | $8,107,000 | 3,592 |
| Mortgage-backed securities | $6,394,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $3,200,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,200,000 | 3,853 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,148,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,768 |
| Privately issued | $452,000 | 1,157 |
| Commercial mortgage-backed securities | $2,046,000 | 157 |
| Commercial mortgage pass-through securities | $2,046,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,135,000 | 4,435 |
| Total debt securities | $16,135,000 | 4,815 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $17,566,000 | 4,724 |
| U.S. Government securities | $4,582,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,582,000 | 6,115 |
| Securities issued by states & political subdivisions | $10,469,000 | 2,170 |
| Other domestic debt securities | $2,515,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $478,000 | 1,244 |
| Commercial mortgage-backed securities - Total | $2,037,000 | 171 |
| 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 | $6,569,000 | 3,960 |
| Mortgage-backed securities | $7,097,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 3,761 |
| Issued or guaranteed by U.S. | $3,886,000 | 3,755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,174,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,730 |
| Privately issued | $478,000 | 1,191 |
| Commercial mortgage-backed securities | $2,037,000 | 171 |
| Commercial mortgage pass-through securities | $2,037,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,566,000 | 4,302 |
| Total debt securities | $17,566,000 | 4,681 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $25,181,000 | 3,870 |
| U.S. Government securities | $7,486,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,486,000 | 5,387 |
| Securities issued by states & political subdivisions | $16,683,000 | 1,519 |
| Other domestic debt securities | $1,012,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $518,000 | 1,259 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $494,000 | 171 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,789,000 | 3,368 |
| Mortgage-backed securities | $8,004,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $7,486,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,486,000 | 2,964 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $518,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $518,000 | 1,203 |
| 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) | $25,181,000 | 3,505 |
| Total debt securities | $25,181,000 | 3,837 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $30,721,000 | 3,438 |
| U.S. Government securities | $14,986,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,986,000 | 4,055 |
| Securities issued by states & political subdivisions | $14,656,000 | 1,691 |
| Other domestic debt securities | $1,079,000 | 2,335 |
| Privately issued residential mortgage-backed securities | $590,000 | 1,294 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $489,000 | 178 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,004,000 | 3,182 |
| Mortgage-backed securities | $15,576,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $14,986,000 | 2,133 |
| Issued or guaranteed by U.S. | $14,986,000 | 2,122 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $590,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $590,000 | 1,238 |
| 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) | $30,721,000 | 3,090 |
| Total debt securities | $30,721,000 | 3,395 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $36,082,000 | 3,031 |
| U.S. Government securities | $19,020,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,020,000 | 3,503 |
| Securities issued by states & political subdivisions | $14,847,000 | 1,619 |
| Other domestic debt securities | $2,215,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $589,000 | 1,320 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $488,000 | 199 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,138,000 | 1,437 |
| 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 | $31,380,000 | 1,593 |
| Mortgage-backed securities | $19,609,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $19,020,000 | 1,832 |
| Issued or guaranteed by U.S. | $19,020,000 | 1,822 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $589,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $589,000 | 1,258 |
| 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) | $36,082,000 | 2,709 |
| Total debt securities | $36,082,000 | 2,997 |
| 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 | $39,719,000 | 2,803 |
| U.S. Government securities | $22,265,000 | 3,280 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,265,000 | 3,216 |
| Securities issued by states & political subdivisions | $15,155,000 | 1,523 |
| Other domestic debt securities | $2,299,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $734,000 | 1,303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $486,000 | 250 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,079,000 | 1,482 |
| 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 | $35,089,000 | 1,479 |
| Mortgage-backed securities | $22,999,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $22,265,000 | 1,667 |
| Issued or guaranteed by U.S. | $22,265,000 | 1,656 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $734,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $734,000 | 1,243 |
| 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) | $39,719,000 | 2,509 |
| Total debt securities | $39,719,000 | 2,777 |
| 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 | $44,889,000 | 2,542 |
| U.S. Government securities | $30,259,000 | 2,655 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,259,000 | 2,603 |
| Securities issued by states & political subdivisions | $13,362,000 | 1,662 |
| Other domestic debt securities | $1,268,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $782,000 | 1,223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $486,000 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,646,000 | 1,810 |
| Mortgage-backed securities | $29,108,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $28,326,000 | 1,341 |
| Issued or guaranteed by U.S. | $28,326,000 | 1,332 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $782,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $782,000 | 1,168 |
| 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) | $44,889,000 | 2,245 |
| Total debt securities | $44,889,000 | 2,508 |
| 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 | $44,107,000 | 2,517 |
| U.S. Government securities | $27,670,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $27,670,000 | 2,705 |
| Securities issued by states & political subdivisions | $14,915,000 | 1,482 |
| Other domestic debt securities | $1,522,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $785,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $485,000 | 237 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,107 |
| 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 | $27,921,000 | 1,767 |
| Mortgage-backed securities | $26,422,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $25,637,000 | 1,387 |
| Issued or guaranteed by U.S. | $25,637,000 | 1,376 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $785,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $785,000 | 1,152 |
| 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) | $44,107,000 | 2,221 |
| Total debt securities | $44,107,000 | 2,484 |
| 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 | $45,571,000 | 2,501 |
| U.S. Government securities | $28,713,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,713,000 | 2,664 |
| Securities issued by states & political subdivisions | $15,803,000 | 1,405 |
| Other domestic debt securities | $1,055,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $803,000 | 1,190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,117 |
| 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 | $27,678,000 | 1,753 |
| Mortgage-backed securities | $24,395,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $23,592,000 | 1,481 |
| Issued or guaranteed by U.S. | $23,592,000 | 1,472 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $803,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $803,000 | 1,131 |
| 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) | $45,571,000 | 2,214 |
| Total debt securities | $45,571,000 | 2,450 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $48,508,000 | 2,368 |
| U.S. Government securities | $30,654,000 | 2,578 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,654,000 | 2,527 |
| Securities issued by states & political subdivisions | $16,759,000 | 1,344 |
| Other domestic debt securities | $1,095,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $840,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 2,077 |
| 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 | $26,531,000 | 1,792 |
| Mortgage-backed securities | $26,131,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $25,266,000 | 1,332 |
| Issued or guaranteed by U.S. | $25,266,000 | 1,322 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $865,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,243 |
| Privately issued | $840,000 | 1,101 |
| 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) | $48,508,000 | 2,091 |
| Total debt securities | $48,508,000 | 2,320 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $52,416,000 | 2,200 |
| U.S. Government securities | $33,667,000 | 2,417 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,667,000 | 2,362 |
| Securities issued by states & political subdivisions | $17,623,000 | 1,255 |
| Other domestic debt securities | $1,126,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $874,000 | 1,061 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 1,959 |
| 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 | $29,155,000 | 1,637 |
| Mortgage-backed securities | $26,921,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $25,992,000 | 1,153 |
| Issued or guaranteed by U.S. | $25,992,000 | 1,144 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $929,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,143 |
| Privately issued | $874,000 | 1,010 |
| 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) | $52,416,000 | 1,925 |
| Total debt securities | $52,416,000 | 2,157 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $31,485,000 | 3,332 |
| U.S. Government securities | $20,089,000 | 3,619 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,089,000 | 3,543 |
| Securities issued by states & political subdivisions | $9,936,000 | 2,034 |
| Other domestic debt securities | $1,460,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $887,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $573,000 | 1,613 |
| 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 | $17,459,000 | 2,421 |
| Mortgage-backed securities | $16,642,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $15,755,000 | 1,566 |
| Issued or guaranteed by U.S. | $15,755,000 | 1,557 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $887,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $887,000 | 970 |
| 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) | $31,485,000 | 2,923 |
| Total debt securities | $31,485,000 | 3,289 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $31,487,000 | 3,315 |
| U.S. Government securities | $19,786,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,786,000 | 3,581 |
| Securities issued by states & political subdivisions | $10,220,000 | 1,962 |
| Other domestic debt securities | $1,481,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $910,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $571,000 | 1,572 |
| 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 | $15,917,000 | 2,567 |
| Mortgage-backed securities | $17,037,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $16,127,000 | 1,503 |
| Issued or guaranteed by U.S. | $16,127,000 | 1,495 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $910,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $910,000 | 908 |
| 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) | $31,487,000 | 2,907 |
| Total debt securities | $31,487,000 | 3,274 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $29,777,000 | 3,472 |
| U.S. Government securities | $17,860,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,860,000 | 3,871 |
| Securities issued by states & political subdivisions | $10,401,000 | 1,936 |
| Other domestic debt securities | $1,516,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $947,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $569,000 | 1,602 |
| 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 | $16,862,000 | 2,475 |
| Mortgage-backed securities | $15,951,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | $15,004,000 | 1,598 |
| Issued or guaranteed by U.S. | $15,004,000 | 1,592 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $947,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $947,000 | 864 |
| 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) | $29,777,000 | 3,026 |
| Total debt securities | $29,777,000 | 3,435 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $30,581,000 | 3,423 |
| U.S. Government securities | $18,551,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,551,000 | 3,829 |
| Securities issued by states & political subdivisions | $10,489,000 | 1,915 |
| Other domestic debt securities | $1,541,000 | 1,670 |
| Privately issued residential mortgage-backed securities | $974,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $567,000 | 1,644 |
| 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 | $17,501,000 | 2,409 |
| Mortgage-backed securities | $16,623,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $15,649,000 | 1,561 |
| Issued or guaranteed by U.S. | $15,649,000 | 1,554 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $974,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $974,000 | 839 |
| 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) | $30,581,000 | 2,975 |
| Total debt securities | $30,581,000 | 3,380 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $31,214,000 | 3,414 |
| U.S. Government securities | $19,171,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,171,000 | 3,779 |
| Securities issued by states & political subdivisions | $10,470,000 | 1,925 |
| Other domestic debt securities | $1,573,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $565,000 | 1,683 |
| 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 | $18,058,000 | 2,349 |
| Mortgage-backed securities | $17,218,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $16,210,000 | 1,539 |
| Issued or guaranteed by U.S. | $16,210,000 | 1,529 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,008,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,008,000 | 800 |
| 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) | $31,214,000 | 2,959 |
| Total debt securities | $31,214,000 | 3,371 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $32,040,000 | 3,336 |
| U.S. Government securities | $19,602,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,602,000 | 3,710 |
| Securities issued by states & political subdivisions | $10,337,000 | 1,894 |
| Other domestic debt securities | $2,101,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $1,039,000 | 831 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,062,000 | 1,375 |
| 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 | $18,992,000 | 2,256 |
| Mortgage-backed securities | $17,706,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $16,667,000 | 1,531 |
| Issued or guaranteed by U.S. | $16,667,000 | 1,522 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,039,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,039,000 | 776 |
| 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) | $32,040,000 | 2,887 |
| Total debt securities | $32,040,000 | 3,293 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $33,413,000 | 3,272 |
| U.S. Government securities | $20,814,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,814,000 | 3,581 |
| Securities issued by states & political subdivisions | $10,452,000 | 1,879 |
| Other domestic debt securities | $2,147,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $1,079,000 | 824 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,068,000 | 1,426 |
| 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 | $26,807,000 | 1,685 |
| Mortgage-backed securities | $18,875,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $17,796,000 | 1,476 |
| Issued or guaranteed by U.S. | $17,796,000 | 1,469 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,079,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,079,000 | 768 |
| 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) | $33,413,000 | 2,819 |
| Total debt securities | $33,413,000 | 3,222 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $31,989,000 | 3,380 |
| U.S. Government securities | $21,733,000 | 3,561 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,733,000 | 3,436 |
| Securities issued by states & political subdivisions | $8,074,000 | 2,313 |
| Other domestic debt securities | $2,182,000 | 1,572 |
| Privately issued residential mortgage-backed securities | $1,110,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,072,000 | 1,526 |
| 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 | $17,855,000 | 2,341 |
| Mortgage-backed securities | $19,752,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $18,642,000 | 1,438 |
| Issued or guaranteed by U.S. | $18,642,000 | 1,429 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,110,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,110,000 | 738 |
| 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) | $31,989,000 | 2,926 |
| Total debt securities | $31,989,000 | 3,324 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $30,870,000 | 3,466 |
| U.S. Government securities | $20,046,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,046,000 | 3,625 |
| Securities issued by states & political subdivisions | $6,396,000 | 2,667 |
| Other domestic debt securities | $4,428,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $3,347,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 1,569 |
| 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 | $19,192,000 | 2,171 |
| Mortgage-backed securities | $22,415,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $19,068,000 | 1,441 |
| Issued or guaranteed by U.S. | $19,068,000 | 1,431 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,347,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,347,000 | 526 |
| 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) | $30,870,000 | 2,993 |
| Total debt securities | $30,870,000 | 3,405 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $30,916,000 | 3,513 |
| U.S. Government securities | $20,276,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,276,000 | 3,635 |
| Securities issued by states & political subdivisions | $5,598,000 | 2,844 |
| Other domestic debt securities | $5,042,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $3,450,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,592,000 | 1,430 |
| 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 | $19,324,000 | 2,147 |
| Mortgage-backed securities | $22,750,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $19,300,000 | 1,471 |
| Issued or guaranteed by U.S. | $19,300,000 | 1,456 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,450,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $3,450,000 | 521 |
| 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) | $30,916,000 | 3,043 |
| Total debt securities | $30,916,000 | 3,465 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $31,889,000 | 3,458 |
| U.S. Government securities | $23,379,000 | 3,477 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,379,000 | 3,343 |
| Securities issued by states & political subdivisions | $5,587,000 | 2,857 |
| Other domestic debt securities | $2,923,000 | 1,474 |
| Privately issued residential mortgage-backed securities | $1,326,000 | 705 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,597,000 | 1,506 |
| 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 | $21,184,000 | 1,985 |
| Mortgage-backed securities | $20,536,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $19,210,000 | 1,516 |
| Issued or guaranteed by U.S. | $19,210,000 | 1,505 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,326,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,326,000 | 659 |
| 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) | $31,889,000 | 2,982 |
| Total debt securities | $31,889,000 | 3,406 |
| 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 | $30,168,000 | 3,609 |
| U.S. Government securities | $21,464,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,464,000 | 3,566 |
| Securities issued by states & political subdivisions | $5,675,000 | 2,859 |
| Other domestic debt securities | $3,029,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $1,403,000 | 701 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,626,000 | 1,556 |
| 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 | $22,481,000 | 1,872 |
| Mortgage-backed securities | $20,867,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $19,464,000 | 1,519 |
| Issued or guaranteed by U.S. | $19,464,000 | 1,506 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,403,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,403,000 | 654 |
| 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) | $30,168,000 | 3,121 |
| Total debt securities | $30,168,000 | 3,549 |
| 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 | $28,352,000 | 3,760 |
| U.S. Government securities | $19,240,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,240,000 | 3,783 |
| Securities issued by states & political subdivisions | $5,701,000 | 2,865 |
| Other domestic debt securities | $3,411,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $1,508,000 | 639 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,903,000 | 1,519 |
| 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 | $15,984,000 | 2,419 |
| Mortgage-backed securities | $18,731,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $17,223,000 | 1,665 |
| Issued or guaranteed by U.S. | $17,223,000 | 1,657 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,508,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,508,000 | 593 |
| 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) | $28,352,000 | 3,256 |
| Total debt securities | $28,352,000 | 3,690 |
| 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 | $22,826,000 | 4,416 |
| U.S. Government securities | $15,342,000 | 4,635 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,342,000 | 4,467 |
| Securities issued by states & political subdivisions | $5,585,000 | 2,879 |
| Other domestic debt securities | $1,899,000 | 1,934 |
| 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 | $1,899,000 | 1,596 |
| 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 | $11,219,000 | 3,051 |
| Mortgage-backed securities | $13,336,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $13,336,000 | 2,014 |
| Issued or guaranteed by U.S. | $13,336,000 | 2,006 |
| 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) | $22,826,000 | 3,834 |
| Total debt securities | $22,826,000 | 4,347 |
| 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 | $21,397,000 | 4,579 |
| U.S. Government securities | $12,357,000 | 5,162 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,357,000 | 5,020 |
| Securities issued by states & political subdivisions | $5,979,000 | 2,772 |
| Other domestic debt securities | $3,061,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $536,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 363 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,504,000 | 1,451 |
| 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 | $12,913,000 | 2,777 |
| Mortgage-backed securities | $10,830,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $10,294,000 | 2,367 |
| Issued or guaranteed by U.S. | $10,294,000 | 2,356 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $536,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $536,000 | 777 |
| 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) | $21,397,000 | 3,998 |
| Total debt securities | $21,397,000 | 4,500 |
| 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 | $23,967,000 | 4,334 |
| U.S. Government securities | $13,945,000 | 4,890 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,945,000 | 4,743 |
| Securities issued by states & political subdivisions | $6,081,000 | 2,774 |
| Other domestic debt securities | $3,941,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $928,000 | 629 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $65,000 | 379 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,948,000 | 1,431 |
| 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 | $16,492,000 | 2,282 |
| Mortgage-backed securities | $11,808,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $10,880,000 | 2,300 |
| Issued or guaranteed by U.S. | $10,880,000 | 2,286 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $928,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $928,000 | 550 |
| 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) | $23,967,000 | 3,751 |
| Total debt securities | $23,967,000 | 4,258 |
| 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 | $21,606,000 | 4,535 |
| U.S. Government securities | $11,456,000 | 5,278 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,456,000 | 5,118 |
| Securities issued by states & political subdivisions | $6,058,000 | 2,766 |
| Other domestic debt securities | $4,092,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $1,005,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,000 | 384 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,973,000 | 1,515 |
| 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 | $10,108,000 | 3,063 |
| Mortgage-backed securities | $9,374,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $8,369,000 | 2,662 |
| Issued or guaranteed by U.S. | $8,369,000 | 2,652 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,005,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $1,005,000 | 573 |
| 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) | $21,606,000 | 3,930 |
| Total debt securities | $21,606,000 | 4,463 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $16,621,000 | 5,206 |
| U.S. Government securities | $8,147,000 | 6,074 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,147,000 | 5,892 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,474 |
| Other domestic debt securities | $4,620,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $1,027,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,000 | 394 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,424,000 | 1,459 |
| 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 | $7,217,000 | 3,695 |
| Mortgage-backed securities | $6,036,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $4,186,000 | 3,710 |
| Issued or guaranteed by U.S. | $4,186,000 | 3,701 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,850,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 3,023 |
| Privately issued | $1,027,000 | 593 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,621,000 | 4,530 |
| Total debt securities | $16,621,000 | 5,115 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $16,394,000 | 5,273 |
| U.S. Government securities | $9,357,000 | 5,743 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,357,000 | 5,565 |
| Securities issued by states & political subdivisions | $2,397,000 | 4,064 |
| Other domestic debt securities | $4,640,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $1,015,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $230,000 | 385 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,395,000 | 1,463 |
| 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 | $8,098,000 | 3,480 |
| Mortgage-backed securities | $7,269,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $4,582,000 | 3,552 |
| Issued or guaranteed by U.S. | $4,582,000 | 3,542 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,687,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,626 |
| Privately issued | $1,015,000 | 612 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $16,394,000 | 4,554 |
| Total debt securities | $16,394,000 | 5,175 |
| 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 | $17,363,000 | 5,052 |
| U.S. Government securities | $9,790,000 | 5,636 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,790,000 | 5,443 |
| Securities issued by states & political subdivisions | $2,379,000 | 4,086 |
| Other domestic debt securities | $5,194,000 | 1,351 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $299,000 | 385 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,891,000 | 1,361 |
| 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 | $9,507,000 | 3,164 |
| Mortgage-backed securities | $8,661,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 3,285 |
| Issued or guaranteed by U.S. | $5,260,000 | 3,272 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,401,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,397,000 | 2,369 |
| Privately issued | $1,004,000 | 643 |
| 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) | $17,363,000 | 4,369 |
| Total debt securities | $17,363,000 | 4,969 |
| 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 | $14,722,000 | 5,424 |
| U.S. Government securities | $9,340,000 | 5,698 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,340,000 | 5,462 |
| Securities issued by states & political subdivisions | $2,332,000 | 4,087 |
| Other domestic debt securities | $3,050,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $309,000 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,741,000 | 1,666 |
| 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 | $9,360,000 | 3,107 |
| Mortgage-backed securities | $7,256,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $5,660,000 | 2,963 |
| Issued or guaranteed by U.S. | $5,660,000 | 2,948 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,596,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $1,596,000 | 2,759 |
| 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) | $14,722,000 | 4,654 |
| Total debt securities | $14,722,000 | 5,330 |
| 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 | $12,853,000 | 6,030 |
| U.S. Government securities | $7,611,000 | 6,662 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,611,000 | 6,301 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,167 |
| Other domestic debt securities | $2,705,000 | 1,677 |
| 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 | $2,705,000 | 1,419 |
| Foreign debt securities | NA | NA |
| Equity securities | $232,000 | 5,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,198,000 | 6,129 |
| Mortgage-backed securities | $4,621,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $2,631,000 | 3,554 |
| Issued or guaranteed by U.S. | $2,631,000 | 3,540 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,990,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 2,163 |
| 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) | $12,853,000 | 5,045 |
| Total debt securities | $12,621,000 | 5,971 |
| 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 | $11,383,000 | 6,679 |
| U.S. Government securities | $9,373,000 | 6,314 |
| U.S. Treasury securities | $349,000 | 4,832 |
| U.S. Government agency obligations | $9,024,000 | 5,907 |
| Securities issued by states & political subdivisions | $1,320,000 | 5,230 |
| Other domestic debt securities | $522,000 | 2,769 |
| 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 | $522,000 | 2,342 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 6,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,005,000 | 5,684 |
| Mortgage-backed securities | $5,130,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 3,715 |
| Issued or guaranteed by U.S. | $2,771,000 | 3,697 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,359,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $2,359,000 | 2,168 |
| 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) | $11,383,000 | 5,503 |
| Total debt securities | $11,215,000 | 6,617 |
| 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 | $11,773,000 | 6,586 |
| U.S. Government securities | $10,281,000 | 6,019 |
| U.S. Treasury securities | $1,366,000 | 4,564 |
| U.S. Government agency obligations | $8,915,000 | 5,620 |
| Securities issued by states & political subdivisions | $1,020,000 | 5,735 |
| Other domestic debt securities | $304,000 | 2,996 |
| 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 | $304,000 | 2,482 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $950,000 | 7,279 |
| Mortgage-backed securities | $6,082,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $3,246,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,246,000 | 3,670 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,836,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 2,159 |
| 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) | $14,000 | 6,554 |
| Available-for-sale securities (fair market value) | $11,759,000 | 5,319 |
| Total debt securities | $11,605,000 | 6,506 |
| 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 | $7,924,000 | 8,122 |
| U.S. Government securities | $7,756,000 | 7,361 |
| U.S. Treasury securities | $2,765,000 | 4,486 |
| U.S. Government agency obligations | $4,991,000 | 7,295 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,681,000 | 5,213 |
| Mortgage-backed securities | $1,804,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,804,000 | 4,519 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,408,000 | 6,004 |
| Available-for-sale securities (fair market value) | $6,516,000 | 6,877 |
| Total debt securities | $7,756,000 | 8,053 |
| 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 | $12,127,000 | 7,236 |
| U.S. Government securities | $11,964,000 | 6,337 |
| U.S. Treasury securities | $5,284,000 | 3,638 |
| U.S. Government agency obligations | $6,680,000 | 6,839 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $163,000 | 5,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,401,000 | 4,929 |
| Mortgage-backed securities | $1,535,000 | 6,275 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 5,173 |
| Issued or guaranteed by U.S. | $1,535,000 | 5,155 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,518,000 | 6,640 |
| Available-for-sale securities (fair market value) | $10,609,000 | 5,806 |
| Total debt securities | $11,964,000 | 7,157 |
| 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 | $11,577,000 | 7,731 |
| U.S. Government securities | $11,438,000 | 6,768 |
| U.S. Treasury securities | $2,252,000 | 6,753 |
| U.S. Government agency obligations | $9,186,000 | 5,791 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $139,000 | 5,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,971,000 | 5,273 |
| Mortgage-backed securities | $1,339,000 | 6,896 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 5,639 |
| Issued or guaranteed by U.S. | $1,339,000 | 5,611 |
| 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) | $2,132,000 | 6,538 |
| Available-for-sale securities (fair market value) | $9,445,000 | 6,310 |
| Total debt securities | $11,438,000 | 7,658 |
| Structured notes |
| Amortized cost | $800,000 | 3,046 |
| Fair value | $800,000 | 3,049 |
| 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 | $10,858,000 | 8,453 |
| U.S. Government securities | $10,722,000 | 7,447 |
| U.S. Treasury securities | $4,039,000 | 6,192 |
| U.S. Government agency obligations | $6,683,000 | 6,809 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 5,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,829,000 | 5,469 |
| Mortgage-backed securities | $1,420,000 | 7,239 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 5,843 |
| Issued or guaranteed by U.S. | $1,420,000 | 5,817 |
| 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) | $7,257,000 | 6,798 |
| Available-for-sale securities (fair market value) | $3,601,000 | 7,721 |
| Total debt securities | $10,722,000 | 8,372 |
| 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 | $14,423,000 | 7,592 |
| U.S. Government securities | $14,227,000 | 6,477 |
| U.S. Treasury securities | $10,462,000 | 3,372 |
| U.S. Government agency obligations | $3,765,000 | 8,779 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 4,570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,270,000 | 5,053 |
| Mortgage-backed securities | $1,019,000 | 8,408 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 7,051 |
| Issued or guaranteed by U.S. | $1,019,000 | 7,000 |
| 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 | $14,227,000 | 7,495 |
| 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 | $5,168,000 | 11,503 |
| U.S. Government securities | $4,972,000 | 10,817 |
| U.S. Treasury securities | $503,000 | 11,274 |
| U.S. Government agency obligations | $4,469,000 | 8,364 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 3,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $499,000 | 9,875 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,972,000 | 11,463 |
| 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 |
