| 2023-12-31 | Rank |
| Total securities | $72,033,000 | 2,128 |
| U.S. Government securities | $5,839,000 | 3,906 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,839,000 | 3,597 |
| Securities issued by states & political subdivisions | $64,134,000 | 710 |
| Other domestic debt securities | $2,060,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $211,000 | 527 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,849,000 | 1,383 |
| 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 | $10,345,000 | 2,913 |
| Mortgage-backed securities | $956,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,178 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $72,033,000 | 1,910 |
| Total debt securities | $72,034,000 | 2,108 |
| 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 | $66,397,000 | 2,204 |
| U.S. Government securities | $5,743,000 | 3,927 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,743,000 | 3,608 |
| Securities issued by states & political subdivisions | $58,632,000 | 749 |
| Other domestic debt securities | $2,022,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $200,000 | 509 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,822,000 | 1,378 |
| 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 | $9,836,000 | 2,919 |
| Mortgage-backed securities | $932,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,163 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $66,397,000 | 1,978 |
| Total debt securities | $66,397,000 | 2,185 |
| 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 | $71,277,000 | 2,169 |
| U.S. Government securities | $5,831,000 | 3,970 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,831,000 | 3,638 |
| Securities issued by states & political subdivisions | $63,412,000 | 740 |
| Other domestic debt securities | $2,034,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,000 | 505 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,835,000 | 1,385 |
| 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 | $10,745,000 | 2,831 |
| Mortgage-backed securities | $1,033,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,125 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $71,277,000 | 1,948 |
| Total debt securities | $71,278,000 | 2,153 |
| 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 | $70,845,000 | 2,264 |
| U.S. Government securities | $6,093,000 | 4,019 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,093,000 | 3,623 |
| Securities issued by states & political subdivisions | $63,733,000 | 769 |
| Other domestic debt securities | $1,019,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,019,000 | 1,587 |
| 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 | $11,208,000 | 2,721 |
| Mortgage-backed securities | $1,219,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,219,000 | 2,111 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $75,000 | 1,792 |
| Available-for-sale securities (fair market value) | $70,770,000 | 2,026 |
| Total debt securities | $70,844,000 | 2,244 |
| 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 | $69,964,000 | 2,305 |
| U.S. Government securities | $6,208,000 | 4,043 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,208,000 | 3,614 |
| Securities issued by states & political subdivisions | $62,745,000 | 806 |
| Other domestic debt securities | $1,011,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,011,000 | 1,602 |
| 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 | $11,149,000 | 2,622 |
| Mortgage-backed securities | $1,383,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,383,000 | 2,078 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $75,000 | 1,810 |
| Available-for-sale securities (fair market value) | $69,889,000 | 2,069 |
| Total debt securities | $69,962,000 | 2,289 |
| 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 | $72,021,000 | 2,266 |
| U.S. Government securities | $11,062,000 | 3,681 |
| U.S. Treasury securities | $4,718,000 | 2,112 |
| U.S. Government agency obligations | $6,344,000 | 3,625 |
| Securities issued by states & political subdivisions | $59,932,000 | 846 |
| Other domestic debt securities | $1,027,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,027,000 | 1,602 |
| 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 | $5,860,000 | 3,048 |
| Mortgage-backed securities | $1,528,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,528,000 | 2,049 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $75,000 | 1,805 |
| Available-for-sale securities (fair market value) | $71,946,000 | 2,038 |
| Total debt securities | $72,019,000 | 2,249 |
| 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 | $75,042,000 | 2,233 |
| U.S. Government securities | $11,467,000 | 3,683 |
| U.S. Treasury securities | $4,813,000 | 2,066 |
| U.S. Government agency obligations | $6,654,000 | 3,625 |
| Securities issued by states & political subdivisions | $62,526,000 | 845 |
| Other domestic debt securities | $1,049,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,049,000 | 1,598 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,015,000 | 3,035 |
| Mortgage-backed securities | $1,713,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,713,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,040 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $75,000 | 1,738 |
| Available-for-sale securities (fair market value) | $74,967,000 | 2,051 |
| Total debt securities | $75,044,000 | 2,218 |
| 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 | $73,198,000 | 2,245 |
| U.S. Government securities | $1,984,000 | 4,349 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,984,000 | 4,089 |
| Securities issued by states & political subdivisions | $68,338,000 | 799 |
| Other domestic debt securities | $2,876,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,876,000 | 1,240 |
| 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 | $12,918,000 | 2,444 |
| Mortgage-backed securities | $1,984,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,984,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 1,990 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $145,000 | 1,630 |
| Available-for-sale securities (fair market value) | $73,053,000 | 2,080 |
| Total debt securities | $73,198,000 | 2,234 |
| 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 | $83,576,000 | 2,001 |
| U.S. Government securities | $2,477,000 | 4,250 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,477,000 | 4,031 |
| Securities issued by states & political subdivisions | $77,821,000 | 739 |
| Other domestic debt securities | $3,278,000 | 1,441 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $169,000 | 524 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,109,000 | 1,140 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,427,000 | 2,887 |
| Mortgage-backed securities | $2,477,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,477,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $2,477,000 | 1,873 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $145,000 | 1,550 |
| Available-for-sale securities (fair market value) | $83,431,000 | 1,872 |
| Total debt securities | $83,575,000 | 1,985 |
| 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 | $85,931,000 | 1,901 |
| U.S. Government securities | $3,903,000 | 4,105 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,903,000 | 3,897 |
| Securities issued by states & political subdivisions | $78,747,000 | 708 |
| Other domestic debt securities | $3,281,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,000 | 531 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,123,000 | 1,083 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,733,000 | 2,869 |
| Mortgage-backed securities | $3,903,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,903,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $3,903,000 | 1,677 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $145,000 | 1,572 |
| Available-for-sale securities (fair market value) | $85,786,000 | 1,782 |
| Total debt securities | $85,930,000 | 1,885 |
| 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 | $87,843,000 | 1,805 |
| U.S. Government securities | $6,058,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,058,000 | 3,650 |
| Securities issued by states & political subdivisions | $78,463,000 | 688 |
| Other domestic debt securities | $3,322,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $46,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $143,000 | 544 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,133,000 | 1,027 |
| 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 | $8,821,000 | 2,748 |
| Mortgage-backed securities | $6,104,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $46,000 | 3,918 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $46,000 | 234 |
| Collaterized mortgage obligations | $6,058,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $6,058,000 | 1,372 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $145,000 | 1,558 |
| Available-for-sale securities (fair market value) | $87,698,000 | 1,690 |
| Total debt securities | $87,843,000 | 1,790 |
| 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 | $86,939,000 | 1,690 |
| U.S. Government securities | $6,879,000 | 3,681 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,879,000 | 3,491 |
| Securities issued by states & political subdivisions | $76,305,000 | 662 |
| Other domestic debt securities | $3,755,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $355,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $217,000 | 537 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,183,000 | 970 |
| 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 | $8,772,000 | 2,748 |
| Mortgage-backed securities | $7,234,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $325,000 | 3,756 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $325,000 | 215 |
| Collaterized mortgage obligations | $6,909,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $6,879,000 | 1,249 |
| Privately issued | $30,000 | 422 |
| 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) | $300,000 | 1,495 |
| Available-for-sale securities (fair market value) | $86,639,000 | 1,568 |
| Total debt securities | $86,938,000 | 1,676 |
| 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 | $90,258,000 | 1,523 |
| U.S. Government securities | $6,770,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,770,000 | 3,431 |
| Securities issued by states & political subdivisions | $79,385,000 | 604 |
| Other domestic debt securities | $4,103,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $701,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,000 | 508 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,180,000 | 925 |
| 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 | $9,950,000 | 2,603 |
| Mortgage-backed securities | $7,471,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $670,000 | 3,625 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $670,000 | 180 |
| Collaterized mortgage obligations | $6,801,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $6,770,000 | 1,281 |
| Privately issued | $31,000 | 419 |
| 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) | $302,000 | 1,476 |
| Available-for-sale securities (fair market value) | $89,956,000 | 1,422 |
| Total debt securities | $90,257,000 | 1,510 |
| 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 | $87,193,000 | 1,484 |
| U.S. Government securities | $5,663,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,663,000 | 3,575 |
| Securities issued by states & political subdivisions | $78,096,000 | 537 |
| Other domestic debt securities | $3,434,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $33,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $228,000 | 492 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,173,000 | 882 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,017,000 | 2,504 |
| Mortgage-backed securities | $5,696,000 | 3,077 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,696,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $5,663,000 | 1,435 |
| Privately issued | $33,000 | 408 |
| 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) | $314,000 | 1,463 |
| Available-for-sale securities (fair market value) | $86,879,000 | 1,395 |
| Total debt securities | $87,193,000 | 1,475 |
| 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 | $84,497,000 | 1,485 |
| U.S. Government securities | $4,135,000 | 3,945 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,135,000 | 3,786 |
| Securities issued by states & political subdivisions | $76,913,000 | 501 |
| Other domestic debt securities | $3,449,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $33,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $230,000 | 442 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,186,000 | 844 |
| 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 | $9,883,000 | 2,616 |
| Mortgage-backed securities | $4,168,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,168,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $4,135,000 | 1,681 |
| Privately issued | $33,000 | 395 |
| 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) | $329,000 | 1,472 |
| Available-for-sale securities (fair market value) | $84,168,000 | 1,387 |
| Total debt securities | $84,495,000 | 1,469 |
| 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 | $70,052,000 | 1,646 |
| U.S. Government securities | $4,234,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,234,000 | 3,824 |
| Securities issued by states & political subdivisions | $62,423,000 | 569 |
| Other domestic debt securities | $3,395,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $51,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $231,000 | 425 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $3,113,000 | 772 |
| 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 | $9,703,000 | 2,587 |
| Mortgage-backed securities | $4,285,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,285,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $4,234,000 | 1,670 |
| Privately issued | $51,000 | 389 |
| 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) | $408,000 | 1,466 |
| Available-for-sale securities (fair market value) | $69,644,000 | 1,532 |
| Total debt securities | $70,052,000 | 1,627 |
| 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 | $79,659,000 | 1,507 |
| U.S. Government securities | $4,246,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,246,000 | 3,903 |
| Securities issued by states & political subdivisions | $71,927,000 | 452 |
| Other domestic debt securities | $3,486,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $36,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $239,000 | 404 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,211,000 | 738 |
| 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 | $10,652,000 | 2,531 |
| Mortgage-backed securities | $4,282,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,282,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $4,246,000 | 1,648 |
| Privately issued | $36,000 | 395 |
| 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) | $418,000 | 1,510 |
| Available-for-sale securities (fair market value) | $79,241,000 | 1,404 |
| Total debt securities | $79,659,000 | 1,495 |
| 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 | $80,019,000 | 1,491 |
| U.S. Government securities | $4,399,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,399,000 | 3,968 |
| Securities issued by states & political subdivisions | $72,088,000 | 440 |
| Other domestic debt securities | $3,532,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $58,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $256,000 | 396 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,218,000 | 746 |
| 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 | $10,773,000 | 2,561 |
| Mortgage-backed securities | $4,457,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,457,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $4,399,000 | 1,631 |
| Privately issued | $58,000 | 381 |
| 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) | $446,000 | 1,566 |
| Available-for-sale securities (fair market value) | $79,573,000 | 1,384 |
| Total debt securities | $80,020,000 | 1,478 |
| 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 | $78,610,000 | 1,538 |
| U.S. Government securities | $4,577,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,577,000 | 4,008 |
| Securities issued by states & political subdivisions | $70,495,000 | 444 |
| Other domestic debt securities | $3,538,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $60,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $266,000 | 376 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,212,000 | 749 |
| 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 | $11,114,000 | 2,579 |
| Mortgage-backed securities | $4,637,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,637,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $4,577,000 | 1,595 |
| Privately issued | $60,000 | 394 |
| 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) | $461,000 | 1,607 |
| Available-for-sale securities (fair market value) | $78,149,000 | 1,419 |
| Total debt securities | $78,610,000 | 1,522 |
| 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 | $75,480,000 | 1,601 |
| U.S. Government securities | $4,474,000 | 4,244 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,474,000 | 4,078 |
| Securities issued by states & political subdivisions | $67,607,000 | 495 |
| Other domestic debt securities | $3,399,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $78,000 | 580 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $120,000 | 389 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,201,000 | 749 |
| 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 | $35,788,000 | 1,306 |
| Mortgage-backed securities | $4,552,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,552,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,474,000 | 1,615 |
| Privately issued | $78,000 | 397 |
| 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) | $534,000 | 1,602 |
| Available-for-sale securities (fair market value) | $74,946,000 | 1,474 |
| Total debt securities | $75,480,000 | 1,582 |
| 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 | $72,639,000 | 1,638 |
| U.S. Government securities | $4,429,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,429,000 | 4,121 |
| Securities issued by states & political subdivisions | $64,838,000 | 540 |
| Other domestic debt securities | $3,372,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $71,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $148,000 | 383 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,153,000 | 753 |
| 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 | $10,963,000 | 2,649 |
| Mortgage-backed securities | $4,500,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,500,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,429,000 | 1,613 |
| Privately issued | $71,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $546,000 | 1,636 |
| Available-for-sale securities (fair market value) | $72,093,000 | 1,514 |
| Total debt securities | $72,639,000 | 1,621 |
| 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 | $71,258,000 | 1,665 |
| U.S. Government securities | $4,413,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,413,000 | 4,193 |
| Securities issued by states & political subdivisions | $62,765,000 | 565 |
| Other domestic debt securities | $4,080,000 | 901 |
| Privately issued residential mortgage-backed securities | $72,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $149,000 | 377 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,859,000 | 690 |
| 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 | $11,039,000 | 2,633 |
| Mortgage-backed securities | $4,485,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,485,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,413,000 | 1,588 |
| Privately issued | $72,000 | 402 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $876,000 | 1,579 |
| Available-for-sale securities (fair market value) | $70,382,000 | 1,549 |
| Total debt securities | $71,260,000 | 1,647 |
| 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 | $73,381,000 | 1,654 |
| U.S. Government securities | $5,097,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,097,000 | 4,133 |
| Securities issued by states & political subdivisions | $63,527,000 | 569 |
| Other domestic debt securities | $4,757,000 | 963 |
| Privately issued residential mortgage-backed securities | $64,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $160,000 | 372 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,533,000 | 638 |
| 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 | $11,949,000 | 2,590 |
| Mortgage-backed securities | $5,161,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,161,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $5,097,000 | 1,505 |
| Privately issued | $64,000 | 432 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $898,000 | 1,601 |
| Available-for-sale securities (fair market value) | $72,483,000 | 1,540 |
| Total debt securities | $73,373,000 | 1,639 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $72,002,000 | 1,710 |
| U.S. Government securities | $5,203,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,203,000 | 4,187 |
| Securities issued by states & political subdivisions | $62,678,000 | 591 |
| Other domestic debt securities | $4,121,000 | 903 |
| Privately issued residential mortgage-backed securities | $78,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $179,000 | 360 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $3,864,000 | 717 |
| 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 | $12,423,000 | 2,581 |
| Mortgage-backed securities | $5,281,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,281,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,203,000 | 1,492 |
| Privately issued | $78,000 | 436 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $925,000 | 1,618 |
| Available-for-sale securities (fair market value) | $71,077,000 | 1,586 |
| Total debt securities | $72,001,000 | 1,693 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $73,657,000 | 1,710 |
| U.S. Government securities | $5,378,000 | 4,357 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,378,000 | 4,216 |
| Securities issued by states & political subdivisions | $64,395,000 | 607 |
| Other domestic debt securities | $3,884,000 | 919 |
| Privately issued residential mortgage-backed securities | $73,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $196,000 | 330 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,615,000 | 728 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,700,000 | 2,593 |
| Mortgage-backed securities | $5,451,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,451,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $5,378,000 | 1,456 |
| Privately issued | $73,000 | 455 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $957,000 | 1,632 |
| Available-for-sale securities (fair market value) | $72,700,000 | 1,596 |
| Total debt securities | $73,657,000 | 1,692 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $74,191,000 | 1,722 |
| U.S. Government securities | $5,591,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,591,000 | 4,256 |
| Securities issued by states & political subdivisions | $64,667,000 | 604 |
| Other domestic debt securities | $3,933,000 | 946 |
| Privately issued residential mortgage-backed securities | $78,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $208,000 | 321 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,647,000 | 754 |
| 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 | $12,921,000 | 2,604 |
| Mortgage-backed securities | $5,669,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,669,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,591,000 | 1,425 |
| Privately issued | $78,000 | 461 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,002,000 | 1,660 |
| Available-for-sale securities (fair market value) | $73,189,000 | 1,609 |
| Total debt securities | $74,191,000 | 1,701 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $72,382,000 | 1,794 |
| U.S. Government securities | $5,813,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,813,000 | 4,276 |
| Securities issued by states & political subdivisions | $63,464,000 | 611 |
| Other domestic debt securities | $3,105,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $104,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $189,000 | 315 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,812,000 | 873 |
| 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 | $12,783,000 | 2,625 |
| Mortgage-backed securities | $5,917,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,917,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $5,813,000 | 1,419 |
| Privately issued | $104,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,032,000 | 1,679 |
| Available-for-sale securities (fair market value) | $71,350,000 | 1,669 |
| Total debt securities | $72,383,000 | 1,778 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $67,540,000 | 1,913 |
| U.S. Government securities | $6,034,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,034,000 | 4,290 |
| Securities issued by states & political subdivisions | $58,298,000 | 679 |
| Other domestic debt securities | $3,208,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $310,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $199,000 | 322 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,699,000 | 907 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,707,000 | 2,677 |
| Mortgage-backed securities | $6,344,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,344,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $6,034,000 | 1,400 |
| Privately issued | $310,000 | 409 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,052,000 | 1,705 |
| Available-for-sale securities (fair market value) | $66,488,000 | 1,780 |
| Total debt securities | $67,540,000 | 1,893 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $64,541,000 | 1,972 |
| U.S. Government securities | $6,585,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,585,000 | 4,198 |
| Securities issued by states & political subdivisions | $54,729,000 | 726 |
| Other domestic debt securities | $3,227,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $319,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $219,000 | 318 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,689,000 | 893 |
| 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 | $13,103,000 | 2,635 |
| Mortgage-backed securities | $6,904,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,904,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $6,585,000 | 1,319 |
| Privately issued | $319,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,079,000 | 1,721 |
| Available-for-sale securities (fair market value) | $63,462,000 | 1,834 |
| Total debt securities | $64,538,000 | 1,952 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $68,923,000 | 1,873 |
| U.S. Government securities | $8,959,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,959,000 | 3,873 |
| Securities issued by states & political subdivisions | $56,587,000 | 706 |
| Other domestic debt securities | $3,377,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $317,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $241,000 | 317 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,819,000 | 886 |
| 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 | $17,304,000 | 2,281 |
| Mortgage-backed securities | $9,276,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,276,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $8,959,000 | 1,164 |
| Privately issued | $317,000 | 437 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,116,000 | 1,736 |
| Available-for-sale securities (fair market value) | $67,807,000 | 1,732 |
| Total debt securities | $68,923,000 | 1,850 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $70,582,000 | 1,871 |
| U.S. Government securities | $9,200,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,200,000 | 3,928 |
| Securities issued by states & political subdivisions | $57,598,000 | 697 |
| Other domestic debt securities | $3,784,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $365,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $270,000 | 318 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,149,000 | 840 |
| 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 | $17,450,000 | 2,323 |
| Mortgage-backed securities | $9,565,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,565,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $9,200,000 | 1,160 |
| Privately issued | $365,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,552,000 | 1,543 |
| Available-for-sale securities (fair market value) | $68,030,000 | 1,734 |
| Total debt securities | $70,582,000 | 1,842 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $65,402,000 | 2,028 |
| U.S. Government securities | $9,493,000 | 4,115 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,493,000 | 3,999 |
| Securities issued by states & political subdivisions | $51,921,000 | 774 |
| Other domestic debt securities | $3,988,000 | 989 |
| Privately issued residential mortgage-backed securities | $417,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $276,000 | 315 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,295,000 | 826 |
| 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 | $17,296,000 | 2,357 |
| Mortgage-backed securities | $9,910,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,910,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $9,493,000 | 1,144 |
| Privately issued | $417,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,592,000 | 1,576 |
| Available-for-sale securities (fair market value) | $62,810,000 | 1,877 |
| Total debt securities | $65,402,000 | 1,995 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $63,215,000 | 2,085 |
| U.S. Government securities | $9,622,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,622,000 | 4,022 |
| Securities issued by states & political subdivisions | $49,524,000 | 802 |
| Other domestic debt securities | $4,069,000 | 959 |
| Privately issued residential mortgage-backed securities | $406,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $303,000 | 322 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,360,000 | 810 |
| 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 | $18,277,000 | 2,286 |
| Mortgage-backed securities | $10,028,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,028,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $9,622,000 | 1,136 |
| Privately issued | $406,000 | 436 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,625,000 | 1,484 |
| Available-for-sale securities (fair market value) | $59,590,000 | 1,977 |
| Total debt securities | $63,216,000 | 2,054 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $60,722,000 | 2,158 |
| U.S. Government securities | $9,975,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,975,000 | 4,064 |
| Securities issued by states & political subdivisions | $46,451,000 | 861 |
| Other domestic debt securities | $4,296,000 | 941 |
| Privately issued residential mortgage-backed securities | $414,000 | 463 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $327,000 | 334 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,555,000 | 797 |
| 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 | $19,449,000 | 2,211 |
| Mortgage-backed securities | $10,389,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,389,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $9,975,000 | 1,130 |
| Privately issued | $414,000 | 441 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,782,000 | 1,464 |
| Available-for-sale securities (fair market value) | $56,940,000 | 2,063 |
| Total debt securities | $60,722,000 | 2,132 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $59,809,000 | 2,219 |
| U.S. Government securities | $10,640,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,640,000 | 4,097 |
| Securities issued by states & political subdivisions | $44,754,000 | 868 |
| Other domestic debt securities | $4,415,000 | 940 |
| Privately issued residential mortgage-backed securities | $471,000 | 464 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $361,000 | 331 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,583,000 | 794 |
| 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 | $20,238,000 | 2,197 |
| Mortgage-backed securities | $11,111,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,111,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $10,640,000 | 1,155 |
| Privately issued | $471,000 | 442 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,865,000 | 1,383 |
| Available-for-sale securities (fair market value) | $54,944,000 | 2,152 |
| Total debt securities | $59,808,000 | 2,199 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $62,539,000 | 2,173 |
| U.S. Government securities | $12,653,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,653,000 | 3,927 |
| Securities issued by states & political subdivisions | $45,052,000 | 853 |
| Other domestic debt securities | $4,834,000 | 892 |
| Privately issued residential mortgage-backed securities | $472,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $313,000 | 350 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,049,000 | 731 |
| 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 | $17,753,000 | 2,402 |
| Mortgage-backed securities | $13,125,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,125,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $12,653,000 | 1,075 |
| Privately issued | $472,000 | 471 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,925,000 | 1,394 |
| Available-for-sale securities (fair market value) | $57,614,000 | 2,102 |
| Total debt securities | $62,538,000 | 2,152 |
| 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 | $63,423,000 | 2,193 |
| U.S. Government securities | $15,058,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,058,000 | 3,696 |
| Securities issued by states & political subdivisions | $43,538,000 | 892 |
| Other domestic debt securities | $4,827,000 | 903 |
| Privately issued residential mortgage-backed securities | $370,000 | 522 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $333,000 | 349 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,124,000 | 727 |
| 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 | $20,252,000 | 2,223 |
| Mortgage-backed securities | $14,308,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,308,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $13,938,000 | 1,038 |
| Privately issued | $370,000 | 492 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,956,000 | 1,413 |
| Available-for-sale securities (fair market value) | $58,467,000 | 2,097 |
| Total debt securities | $63,426,000 | 2,166 |
| 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 | $63,368,000 | 2,212 |
| U.S. Government securities | $16,469,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,469,000 | 3,647 |
| Securities issued by states & political subdivisions | $42,055,000 | 921 |
| Other domestic debt securities | $4,844,000 | 925 |
| Privately issued residential mortgage-backed securities | $388,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $362,000 | 353 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,094,000 | 731 |
| 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 | $21,383,000 | 2,148 |
| Mortgage-backed securities | $15,746,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,746,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $15,358,000 | 996 |
| Privately issued | $388,000 | 522 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,996,000 | 1,417 |
| Available-for-sale securities (fair market value) | $58,372,000 | 2,123 |
| Total debt securities | $63,368,000 | 2,194 |
| 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 | $56,829,000 | 2,415 |
| U.S. Government securities | $15,827,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,827,000 | 3,778 |
| Securities issued by states & political subdivisions | $36,110,000 | 1,067 |
| Other domestic debt securities | $4,892,000 | 938 |
| Privately issued residential mortgage-backed securities | $377,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $463,000 | 355 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,052,000 | 754 |
| 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 | $15,191,000 | 2,651 |
| Mortgage-backed securities | $16,204,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,322 |
| Issued or guaranteed by U.S. | $1,000 | 5,316 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,203,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $15,826,000 | 995 |
| Privately issued | $377,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $5,049,000 | 1,427 |
| Available-for-sale securities (fair market value) | $51,780,000 | 2,370 |
| Total debt securities | $56,829,000 | 2,394 |
| 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 | $52,177,000 | 2,602 |
| U.S. Government securities | $14,986,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,986,000 | 3,918 |
| Securities issued by states & political subdivisions | $32,313,000 | 1,201 |
| Other domestic debt securities | $4,878,000 | 969 |
| Privately issued residential mortgage-backed securities | $379,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $485,000 | 371 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,014,000 | 801 |
| 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 | $17,045,000 | 2,492 |
| Mortgage-backed securities | $15,365,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,388 |
| Issued or guaranteed by U.S. | $1,000 | 5,380 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,364,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $14,985,000 | 1,033 |
| Privately issued | $379,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,323,000 | 1,337 |
| Available-for-sale securities (fair market value) | $45,854,000 | 2,602 |
| Total debt securities | $52,177,000 | 2,580 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $50,139,000 | 2,674 |
| U.S. Government securities | $15,301,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,301,000 | 3,865 |
| Securities issued by states & political subdivisions | $29,782,000 | 1,307 |
| Other domestic debt securities | $5,056,000 | 979 |
| Privately issued residential mortgage-backed securities | $603,000 | 552 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $510,000 | 361 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,943,000 | 831 |
| 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 | $17,448,000 | 2,448 |
| Mortgage-backed securities | $15,904,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,436 |
| Issued or guaranteed by U.S. | $1,000 | 5,427 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,903,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $15,300,000 | 1,020 |
| Privately issued | $603,000 | 525 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,338,000 | 1,322 |
| Available-for-sale securities (fair market value) | $43,801,000 | 2,681 |
| Total debt securities | $50,139,000 | 2,652 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $44,864,000 | 2,933 |
| U.S. Government securities | $13,929,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,929,000 | 4,065 |
| Securities issued by states & political subdivisions | $25,784,000 | 1,475 |
| Other domestic debt securities | $5,151,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $616,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $592,000 | 359 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,943,000 | 856 |
| 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 | $16,076,000 | 2,529 |
| Mortgage-backed securities | $14,545,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,468 |
| Issued or guaranteed by U.S. | $2,000 | 5,459 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,543,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $13,927,000 | 1,095 |
| Privately issued | $616,000 | 553 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,388,000 | 1,297 |
| Available-for-sale securities (fair market value) | $38,476,000 | 2,954 |
| Total debt securities | $44,864,000 | 2,904 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $43,185,000 | 2,966 |
| U.S. Government securities | $14,533,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,533,000 | 3,980 |
| Securities issued by states & political subdivisions | $22,910,000 | 1,628 |
| Other domestic debt securities | $5,742,000 | 963 |
| Privately issued residential mortgage-backed securities | $631,000 | 592 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $622,000 | 367 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,489,000 | 804 |
| 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 | $18,948,000 | 2,287 |
| Mortgage-backed securities | $15,164,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,465 |
| Issued or guaranteed by U.S. | $3,000 | 5,455 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,161,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $14,530,000 | 1,087 |
| Privately issued | $631,000 | 567 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,493,000 | 1,210 |
| Available-for-sale securities (fair market value) | $36,692,000 | 3,042 |
| Total debt securities | $43,185,000 | 2,938 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $45,750,000 | 2,878 |
| U.S. Government securities | $16,474,000 | 3,895 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,474,000 | 3,801 |
| Securities issued by states & political subdivisions | $23,343,000 | 1,588 |
| Other domestic debt securities | $5,933,000 | 953 |
| Privately issued residential mortgage-backed securities | $657,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $752,000 | 345 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,524,000 | 784 |
| 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 | $21,572,000 | 2,138 |
| Mortgage-backed securities | $17,131,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,516 |
| Issued or guaranteed by U.S. | $3,000 | 5,508 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,128,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $16,471,000 | 1,054 |
| Privately issued | $657,000 | 595 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,056,000 | 1,124 |
| Available-for-sale securities (fair market value) | $38,694,000 | 2,968 |
| Total debt securities | $45,750,000 | 2,850 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $46,355,000 | 2,798 |
| U.S. Government securities | $17,651,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,651,000 | 3,654 |
| Securities issued by states & political subdivisions | $22,706,000 | 1,606 |
| Other domestic debt securities | $5,998,000 | 926 |
| Privately issued residential mortgage-backed securities | $676,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $828,000 | 318 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,494,000 | 762 |
| 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 | $24,343,000 | 1,949 |
| Mortgage-backed securities | $18,028,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,536 |
| Issued or guaranteed by U.S. | $4,000 | 5,530 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,024,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $17,348,000 | 1,034 |
| Privately issued | $676,000 | 620 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,755,000 | 1,086 |
| Available-for-sale securities (fair market value) | $38,600,000 | 2,937 |
| Total debt securities | $46,355,000 | 2,767 |
| 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 | $47,056,000 | 2,812 |
| U.S. Government securities | $20,209,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,209,000 | 3,483 |
| Securities issued by states & political subdivisions | $21,304,000 | 1,646 |
| Other domestic debt securities | $5,543,000 | 991 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $896,000 | 302 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,647,000 | 778 |
| 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 | $25,466,000 | 1,887 |
| Mortgage-backed securities | $19,907,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,627 |
| Issued or guaranteed by U.S. | $5,000 | 5,616 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,143,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $19,143,000 | 1,015 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $759,000 | 508 |
| Commercial mortgage pass-through securities | $759,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,799,000 | 1,101 |
| Available-for-sale securities (fair market value) | $39,257,000 | 2,935 |
| Total debt securities | $47,056,000 | 2,787 |
| 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 | $47,709,000 | 2,785 |
| U.S. Government securities | $20,716,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,716,000 | 3,496 |
| Securities issued by states & political subdivisions | $20,718,000 | 1,656 |
| Other domestic debt securities | $6,275,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,134,000 | 239 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,141,000 | 743 |
| 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 | $25,654,000 | 1,900 |
| Mortgage-backed securities | $20,412,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,667 |
| Issued or guaranteed by U.S. | $5,000 | 5,657 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,819,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $19,819,000 | 1,002 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $588,000 | 485 |
| Commercial mortgage pass-through securities | $588,000 | 334 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $7,858,000 | 1,088 |
| Available-for-sale securities (fair market value) | $39,851,000 | 2,908 |
| Total debt securities | $47,709,000 | 2,759 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $46,688,000 | 2,820 |
| U.S. Government securities | $20,680,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,680,000 | 3,572 |
| Securities issued by states & political subdivisions | $19,532,000 | 1,687 |
| Other domestic debt securities | $6,476,000 | 919 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,050,000 | 206 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,426,000 | 708 |
| 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 | $24,645,000 | 1,991 |
| Mortgage-backed securities | $16,372,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,699 |
| Issued or guaranteed by U.S. | $6,000 | 5,690 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,493,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $15,493,000 | 1,205 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $873,000 | 423 |
| Commercial mortgage pass-through securities | $873,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,934,000 | 1,106 |
| Available-for-sale securities (fair market value) | $38,754,000 | 2,974 |
| Total debt securities | $46,688,000 | 2,801 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $44,258,000 | 2,861 |
| U.S. Government securities | $18,501,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,501,000 | 3,714 |
| Securities issued by states & political subdivisions | $17,961,000 | 1,761 |
| Other domestic debt securities | $7,796,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $155,000 | 103 |
| Asset backed securities | $1,451,000 | 143 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $6,190,000 | 603 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,433,000 | 2,759 |
| Mortgage-backed securities | $10,419,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,681 |
| Issued or guaranteed by U.S. | $8,000 | 5,669 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,256,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $10,256,000 | 1,416 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $155,000 | 468 |
| Commercial mortgage pass-through securities | $155,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $9,487,000 | 1,033 |
| Available-for-sale securities (fair market value) | $34,771,000 | 3,073 |
| Total debt securities | $44,258,000 | 2,842 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $41,447,000 | 2,912 |
| U.S. Government securities | $15,087,000 | 4,158 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,087,000 | 4,063 |
| Securities issued by states & political subdivisions | $18,084,000 | 1,686 |
| Other domestic debt securities | $8,276,000 | 795 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,655,000 | 126 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,621,000 | 552 |
| 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 | $21,854,000 | 1,992 |
| Mortgage-backed securities | $6,817,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,693 |
| Issued or guaranteed by U.S. | $9,000 | 5,681 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,646,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $6,646,000 | 1,710 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $162,000 | 412 |
| Commercial mortgage pass-through securities | $162,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $9,995,000 | 1,008 |
| Available-for-sale securities (fair market value) | $31,452,000 | 3,228 |
| Total debt securities | $41,447,000 | 2,887 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $44,444,000 | 2,781 |
| U.S. Government securities | $16,980,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,980,000 | 3,920 |
| Securities issued by states & political subdivisions | $17,226,000 | 1,708 |
| Other domestic debt securities | $10,238,000 | 691 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $2,592,000 | 102 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $7,646,000 | 463 |
| 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 | $25,272,000 | 1,831 |
| Mortgage-backed securities | $5,956,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,710 |
| Issued or guaranteed by U.S. | $10,000 | 5,703 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,780,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $5,780,000 | 1,792 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $166,000 | 398 |
| Commercial mortgage pass-through securities | $166,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $11,856,000 | 936 |
| Available-for-sale securities (fair market value) | $32,588,000 | 3,175 |
| Total debt securities | $44,444,000 | 2,762 |
| 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 | $37,583,000 | 3,108 |
| U.S. Government securities | $8,269,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,269,000 | 5,228 |
| Securities issued by states & political subdivisions | $16,953,000 | 1,701 |
| Other domestic debt securities | $12,361,000 | 625 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $3,973,000 | 92 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $8,388,000 | 432 |
| 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 | $13,074,000 | 2,786 |
| Mortgage-backed securities | $3,076,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $11,000 | 5,715 |
| Issued or guaranteed by U.S. | $11,000 | 5,704 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,896,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $2,896,000 | 2,195 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $169,000 | 389 |
| Commercial mortgage pass-through securities | $169,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $12,083,000 | 939 |
| Available-for-sale securities (fair market value) | $25,500,000 | 3,671 |
| Total debt securities | $37,582,000 | 3,083 |
| 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 | $35,468,000 | 3,139 |
| U.S. Government securities | $6,367,000 | 5,601 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,367,000 | 5,487 |
| Securities issued by states & political subdivisions | $16,274,000 | 1,720 |
| Other domestic debt securities | $12,827,000 | 643 |
| Privately issued residential mortgage-backed securities | $3,677,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $3,749,000 | 85 |
| Structured financial products - Total | $1,071,000 | 168 |
| Other domestic debt securities - All other | $4,330,000 | 669 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,699,000 | 2,791 |
| Mortgage-backed securities | $7,116,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,698 |
| Issued or guaranteed by U.S. | $13,000 | 5,687 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,103,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $3,426,000 | 2,030 |
| Privately issued | $3,677,000 | 554 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $12,217,000 | 919 |
| Available-for-sale securities (fair market value) | $23,251,000 | 3,745 |
| Total debt securities | $35,468,000 | 3,117 |
| 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 | $35,861,000 | 3,099 |
| U.S. Government securities | $4,071,000 | 6,132 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,071,000 | 6,013 |
| Securities issued by states & political subdivisions | $17,273,000 | 1,586 |
| Other domestic debt securities | $14,517,000 | 606 |
| Privately issued residential mortgage-backed securities | $7,537,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $6,980,000 | 481 |
| 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 | $14,183,000 | 2,651 |
| Mortgage-backed securities | $11,608,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $14,000 | 5,733 |
| Issued or guaranteed by U.S. | $14,000 | 5,719 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,594,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $4,057,000 | 1,892 |
| Privately issued | $7,537,000 | 440 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $12,768,000 | 911 |
| Available-for-sale securities (fair market value) | $23,093,000 | 3,709 |
| Total debt securities | $35,861,000 | 3,069 |
| 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 | $46,414,000 | 2,526 |
| U.S. Government securities | $12,362,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,362,000 | 4,404 |
| Securities issued by states & political subdivisions | $17,414,000 | 1,485 |
| Other domestic debt securities | $16,638,000 | 554 |
| Privately issued residential mortgage-backed securities | $8,704,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $7,934,000 | 407 |
| 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 | $22,664,000 | 1,986 |
| Mortgage-backed securities | $12,825,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $15,000 | 5,780 |
| Issued or guaranteed by U.S. | $15,000 | 5,769 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,810,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $4,106,000 | 1,801 |
| Privately issued | $8,704,000 | 447 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $13,502,000 | 914 |
| Available-for-sale securities (fair market value) | $32,912,000 | 2,965 |
| Total debt securities | $46,414,000 | 2,499 |
| 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 | $51,062,000 | 2,352 |
| U.S. Government securities | $18,332,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,332,000 | 3,653 |
| Securities issued by states & political subdivisions | $17,354,000 | 1,466 |
| Other domestic debt securities | $13,729,000 | 654 |
| Privately issued residential mortgage-backed securities | $8,841,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,888,000 | 599 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,647,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,595,000 | 1,721 |
| Mortgage-backed securities | $13,370,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,876 |
| Issued or guaranteed by U.S. | $17,000 | 5,865 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,353,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $4,512,000 | 1,671 |
| Privately issued | $8,841,000 | 468 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $15,487,000 | 839 |
| Available-for-sale securities (fair market value) | $35,575,000 | 2,806 |
| Total debt securities | $49,415,000 | 2,396 |
| 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 | $53,571,000 | 2,246 |
| U.S. Government securities | $16,384,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,384,000 | 3,847 |
| Securities issued by states & political subdivisions | $18,366,000 | 1,373 |
| Other domestic debt securities | $18,821,000 | 544 |
| Privately issued residential mortgage-backed securities | $10,193,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,647,000 | 121 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,981,000 | 476 |
| 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 | $29,077,000 | 1,705 |
| Mortgage-backed securities | $14,730,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,925 |
| Issued or guaranteed by U.S. | $19,000 | 5,912 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,711,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $4,518,000 | 1,650 |
| Privately issued | $10,193,000 | 463 |
| 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) | $18,620,000 | 756 |
| Available-for-sale securities (fair market value) | $34,951,000 | 2,812 |
| Total debt securities | $50,183,000 | 2,331 |
| 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 | $63,265,000 | 1,956 |
| U.S. Government securities | $16,761,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,761,000 | 3,798 |
| Securities issued by states & political subdivisions | $20,945,000 | 1,196 |
| Other domestic debt securities | $24,262,000 | 505 |
| Privately issued residential mortgage-backed securities | $3,398,000 | 812 |
| Commercial mortgage-backed securities - Total | $1,148,000 | 220 |
| Asset backed securities | $10,826,000 | 65 |
| Structured financial products - Total | $5,728,000 | 103 |
| Other domestic debt securities - All other | $3,162,000 | 868 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,297,000 | 651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,913,000 | 1,659 |
| Mortgage-backed securities | $9,307,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,004 |
| Issued or guaranteed by U.S. | $21,000 | 5,984 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,138,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $4,740,000 | 1,574 |
| Privately issued | $3,398,000 | 776 |
| Commercial mortgage-backed securities | $1,148,000 | 220 |
| Commercial mortgage pass-through securities | $1,148,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $18,972,000 | 778 |
| Available-for-sale securities (fair market value) | $44,293,000 | 2,330 |
| Total debt securities | $58,580,000 | 2,082 |
| 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 | $57,358,000 | 2,086 |
| U.S. Government securities | $14,100,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,100,000 | 4,162 |
| Securities issued by states & political subdivisions | $21,639,000 | 1,097 |
| Other domestic debt securities | $21,619,000 | 565 |
| Privately issued residential mortgage-backed securities | $3,721,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $7,369,000 | 85 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $10,529,000 | 375 |
| 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 | $26,122,000 | 1,861 |
| Mortgage-backed securities | $6,995,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,044 |
| Issued or guaranteed by U.S. | $23,000 | 6,023 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,972,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $3,251,000 | 1,804 |
| Privately issued | $3,721,000 | 765 |
| 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) | $22,750,000 | 686 |
| Available-for-sale securities (fair market value) | $34,608,000 | 2,777 |
| Total debt securities | $57,357,000 | 2,064 |
| 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 | $56,634,000 | 2,082 |
| U.S. Government securities | $9,577,000 | 5,176 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,577,000 | 5,092 |
| Securities issued by states & political subdivisions | $23,788,000 | 943 |
| Other domestic debt securities | $23,269,000 | 517 |
| Privately issued residential mortgage-backed securities | $4,045,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,473,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,751,000 | 335 |
| 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 | $21,791,000 | 2,131 |
| Mortgage-backed securities | $5,988,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,102 |
| Issued or guaranteed by U.S. | $24,000 | 6,086 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,964,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $1,919,000 | 2,157 |
| Privately issued | $4,045,000 | 743 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,361,000 | 672 |
| Available-for-sale securities (fair market value) | $33,273,000 | 2,863 |
| Total debt securities | $56,634,000 | 2,059 |
| 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 | $51,386,000 | 2,253 |
| U.S. Government securities | $2,958,000 | 6,992 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,958,000 | 6,902 |
| Securities issued by states & political subdivisions | $23,540,000 | 925 |
| Other domestic debt securities | $24,888,000 | 463 |
| Privately issued residential mortgage-backed securities | $4,547,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,990,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,351,000 | 324 |
| 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 | $11,432,000 | 3,223 |
| Mortgage-backed securities | $6,496,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,127 |
| Issued or guaranteed by U.S. | $26,000 | 6,107 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,470,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,143 |
| Privately issued | $4,547,000 | 680 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,892,000 | 702 |
| Available-for-sale securities (fair market value) | $29,494,000 | 3,126 |
| Total debt securities | $51,389,000 | 2,230 |
| 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 | $41,441,000 | 2,642 |
| U.S. Government securities | $2,905,000 | 7,043 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,905,000 | 6,946 |
| Securities issued by states & political subdivisions | $20,592,000 | 1,029 |
| Other domestic debt securities | $17,944,000 | 573 |
| Privately issued residential mortgage-backed securities | $5,541,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,031,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,372,000 | 325 |
| 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 | $9,545,000 | 3,523 |
| Mortgage-backed securities | $7,445,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,137 |
| Issued or guaranteed by U.S. | $28,000 | 6,116 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,417,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $1,876,000 | 2,073 |
| Privately issued | $5,541,000 | 635 |
| 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) | $18,748,000 | 779 |
| Available-for-sale securities (fair market value) | $22,693,000 | 3,614 |
| Total debt securities | $41,441,000 | 2,614 |
| 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 | $40,134,000 | 2,767 |
| U.S. Government securities | $2,259,000 | 7,273 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,259,000 | 7,187 |
| Securities issued by states & political subdivisions | $18,514,000 | 1,197 |
| Other domestic debt securities | $19,361,000 | 570 |
| Privately issued residential mortgage-backed securities | $6,270,000 | 630 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,029,000 | 190 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,062,000 | 377 |
| 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 | $5,783,000 | 4,296 |
| Mortgage-backed securities | $7,540,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,149 |
| Issued or guaranteed by U.S. | $31,000 | 6,123 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,509,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $1,239,000 | 2,313 |
| Privately issued | $6,270,000 | 599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,777,000 | 803 |
| Available-for-sale securities (fair market value) | $22,357,000 | 3,692 |
| Total debt securities | $40,133,000 | 2,730 |
| 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 | $37,732,000 | 2,894 |
| U.S. Government securities | $2,357,000 | 7,269 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,357,000 | 7,167 |
| Securities issued by states & political subdivisions | $16,618,000 | 1,360 |
| Other domestic debt securities | $18,757,000 | 563 |
| Privately issued residential mortgage-backed securities | $6,325,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $843,000 | 208 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,589,000 | 393 |
| 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 | $5,797,000 | 4,248 |
| Mortgage-backed securities | $7,681,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,133 |
| Issued or guaranteed by U.S. | $34,000 | 6,103 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,647,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,268 |
| Privately issued | $6,325,000 | 572 |
| 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) | $13,314,000 | 979 |
| Available-for-sale securities (fair market value) | $24,418,000 | 3,511 |
| Total debt securities | $37,733,000 | 2,854 |
| 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 | $32,383,000 | 3,277 |
| U.S. Government securities | $3,384,000 | 7,086 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,384,000 | 6,972 |
| Securities issued by states & political subdivisions | $16,966,000 | 1,304 |
| Other domestic debt securities | $12,033,000 | 712 |
| Privately issued residential mortgage-backed securities | $3,336,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,697,000 | 483 |
| 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 | $5,795,000 | 4,295 |
| Mortgage-backed securities | $4,630,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,064 |
| Issued or guaranteed by U.S. | $35,000 | 6,043 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,595,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 2,202 |
| Privately issued | $3,336,000 | 673 |
| 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) | $9,624,000 | 1,220 |
| Available-for-sale securities (fair market value) | $22,759,000 | 3,661 |
| Total debt securities | $32,384,000 | 3,233 |
| 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 | $21,039,000 | 4,354 |
| U.S. Government securities | $2,229,000 | 7,491 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,229,000 | 7,377 |
| Securities issued by states & political subdivisions | $13,775,000 | 1,550 |
| Other domestic debt securities | $5,035,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $1,561,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,474,000 | 802 |
| 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 | $8,784,000 | 3,635 |
| Mortgage-backed securities | $2,806,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,017 |
| Issued or guaranteed by U.S. | $37,000 | 5,993 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,769,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,172 |
| Privately issued | $1,561,000 | 834 |
| 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) | $9,700,000 | 1,270 |
| Available-for-sale securities (fair market value) | $11,339,000 | 5,250 |
| Total debt securities | $21,040,000 | 4,304 |
| 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 | $19,125,000 | 4,594 |
| U.S. Government securities | $2,423,000 | 7,498 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,423,000 | 7,375 |
| Securities issued by states & political subdivisions | $11,832,000 | 1,738 |
| Other domestic debt securities | $4,870,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $1,741,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,129,000 | 789 |
| 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 | $4,813,000 | 4,633 |
| Mortgage-backed securities | $2,926,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,026 |
| Issued or guaranteed by U.S. | $40,000 | 6,004 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,886,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $1,145,000 | 2,192 |
| Privately issued | $1,741,000 | 765 |
| 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) | $9,787,000 | 1,269 |
| Available-for-sale securities (fair market value) | $9,338,000 | 5,612 |
| Total debt securities | $19,126,000 | 4,549 |
| 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 | $19,372,000 | 4,574 |
| U.S. Government securities | $2,242,000 | 7,571 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,242,000 | 7,454 |
| Securities issued by states & political subdivisions | $11,988,000 | 1,726 |
| Other domestic debt securities | $5,142,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $1,972,000 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,170,000 | 805 |
| 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 | $4,795,000 | 4,653 |
| Mortgage-backed securities | $3,236,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $42,000 | 6,035 |
| Issued or guaranteed by U.S. | $42,000 | 6,011 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,194,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $1,222,000 | 2,126 |
| Privately issued | $1,972,000 | 693 |
| 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) | $9,907,000 | 1,286 |
| Available-for-sale securities (fair market value) | $9,465,000 | 5,603 |
| Total debt securities | $19,368,000 | 4,530 |
| 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 | $19,456,000 | 4,629 |
| U.S. Government securities | $2,209,000 | 7,637 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,209,000 | 7,514 |
| Securities issued by states & political subdivisions | $11,968,000 | 1,723 |
| Other domestic debt securities | $5,279,000 | 996 |
| Privately issued residential mortgage-backed securities | $2,109,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,170,000 | 821 |
| 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 | $4,792,000 | 4,653 |
| Mortgage-backed securities | $3,346,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,042 |
| Issued or guaranteed by U.S. | $44,000 | 6,017 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,302,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,138 |
| Privately issued | $2,109,000 | 671 |
| 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) | $10,002,000 | 1,306 |
| Available-for-sale securities (fair market value) | $9,454,000 | 5,636 |
| Total debt securities | $19,456,000 | 4,579 |
| 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 | $19,930,000 | 4,583 |
| U.S. Government securities | $2,184,000 | 7,713 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,184,000 | 7,581 |
| Securities issued by states & political subdivisions | $11,930,000 | 1,701 |
| Other domestic debt securities | $5,816,000 | 962 |
| Privately issued residential mortgage-backed securities | $2,336,000 | 678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,480,000 | 791 |
| 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 | $4,790,000 | 4,685 |
| Mortgage-backed securities | $3,552,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,073 |
| Issued or guaranteed by U.S. | $47,000 | 6,042 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,505,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $1,169,000 | 2,122 |
| Privately issued | $2,336,000 | 634 |
| 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) | $10,171,000 | 1,340 |
| Available-for-sale securities (fair market value) | $9,759,000 | 5,584 |
| Total debt securities | $19,931,000 | 4,532 |
| 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 | $17,079,000 | 4,995 |
| U.S. Government securities | $2,121,000 | 7,778 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,121,000 | 7,645 |
| Securities issued by states & political subdivisions | $11,481,000 | 1,721 |
| Other domestic debt securities | $3,477,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $2,523,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $954,000 | 1,520 |
| 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 | $4,774,000 | 4,720 |
| Mortgage-backed securities | $3,695,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,105 |
| Issued or guaranteed by U.S. | $51,000 | 6,078 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,644,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $1,121,000 | 2,137 |
| Privately issued | $2,523,000 | 604 |
| 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) | $10,307,000 | 1,338 |
| Available-for-sale securities (fair market value) | $6,772,000 | 6,219 |
| Total debt securities | $17,078,000 | 4,944 |
| 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 | $16,853,000 | 5,076 |
| U.S. Government securities | $2,128,000 | 7,835 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,128,000 | 7,700 |
| Securities issued by states & political subdivisions | $11,014,000 | 1,791 |
| Other domestic debt securities | $3,711,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $2,728,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $983,000 | 1,547 |
| 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 | $4,797,000 | 4,693 |
| Mortgage-backed securities | $2,782,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,116 |
| Issued or guaranteed by U.S. | $54,000 | 6,093 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,728,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,728,000 | 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) | $10,438,000 | 1,357 |
| Available-for-sale securities (fair market value) | $6,415,000 | 6,362 |
| Total debt securities | $16,854,000 | 5,018 |
| 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 | $17,119,000 | 5,041 |
| U.S. Government securities | $2,177,000 | 7,845 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,177,000 | 7,713 |
| Securities issued by states & political subdivisions | $10,972,000 | 1,798 |
| Other domestic debt securities | $3,970,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $2,975,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $995,000 | 1,652 |
| 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 | $4,811,000 | 4,658 |
| Mortgage-backed securities | $3,034,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $59,000 | 6,154 |
| Issued or guaranteed by U.S. | $59,000 | 6,132 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,975,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,975,000 | 562 |
| 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) | $10,630,000 | 1,380 |
| Available-for-sale securities (fair market value) | $6,489,000 | 6,370 |
| Total debt securities | $17,119,000 | 4,993 |
| 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 | $16,273,000 | 5,164 |
| U.S. Government securities | $1,061,000 | 8,214 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,061,000 | 8,094 |
| Securities issued by states & political subdivisions | $11,024,000 | 1,765 |
| Other domestic debt securities | $4,188,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $3,175,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,013,000 | 1,623 |
| 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 | $4,836,000 | 4,666 |
| Mortgage-backed securities | $3,241,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,161 |
| Issued or guaranteed by U.S. | $66,000 | 6,149 |
| Privately issued | $1,000 | 223 |
| Collaterized mortgage obligations | $3,174,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,174,000 | 539 |
| 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) | $10,772,000 | 1,381 |
| Available-for-sale securities (fair market value) | $5,501,000 | 6,600 |
| Total debt securities | $16,275,000 | 5,113 |
| 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 | $15,987,000 | 5,239 |
| U.S. Government securities | $1,069,000 | 8,237 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,069,000 | 8,112 |
| Securities issued by states & political subdivisions | $10,521,000 | 1,838 |
| Other domestic debt securities | $4,397,000 | 1,168 |
| Privately issued residential mortgage-backed securities | $3,381,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,016,000 | 1,696 |
| 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 | $4,843,000 | 4,651 |
| Mortgage-backed securities | $3,453,000 | 4,312 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,207 |
| Issued or guaranteed by U.S. | $70,000 | 6,186 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,383,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,353 |
| Privately issued | $3,381,000 | 524 |
| 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) | $11,211,000 | 1,359 |
| Available-for-sale securities (fair market value) | $4,776,000 | 6,815 |
| Total debt securities | $15,988,000 | 5,187 |
| 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 | $15,370,000 | 5,400 |
| U.S. Government securities | $1,061,000 | 8,308 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,061,000 | 8,179 |
| Securities issued by states & political subdivisions | $9,515,000 | 1,995 |
| Other domestic debt securities | $4,794,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $3,802,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $992,000 | 1,877 |
| 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 | $4,832,000 | 4,673 |
| Mortgage-backed securities | $3,883,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,270 |
| Issued or guaranteed by U.S. | $77,000 | 6,250 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,806,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,392 |
| Privately issued | $3,802,000 | 487 |
| 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) | $11,267,000 | 1,382 |
| Available-for-sale securities (fair market value) | $4,103,000 | 7,026 |
| Total debt securities | $15,370,000 | 5,344 |
| 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 | $19,247,000 | 4,837 |
| U.S. Government securities | $3,076,000 | 7,716 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,076,000 | 7,555 |
| Securities issued by states & political subdivisions | $9,379,000 | 2,049 |
| Other domestic debt securities | $6,792,000 | 987 |
| Privately issued residential mortgage-backed securities | $5,807,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $985,000 | 1,973 |
| 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 | $4,693,000 | 4,707 |
| Mortgage-backed securities | $5,896,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,290 |
| Issued or guaranteed by U.S. | $83,000 | 6,275 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,813,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,416 |
| Privately issued | $5,807,000 | 412 |
| 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) | $14,209,000 | 1,195 |
| Available-for-sale securities (fair market value) | $5,038,000 | 6,827 |
| Total debt securities | $19,238,000 | 4,775 |
| 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 | $19,829,000 | 4,724 |
| U.S. Government securities | $4,105,000 | 7,413 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,105,000 | 7,258 |
| Securities issued by states & political subdivisions | $7,725,000 | 2,385 |
| Other domestic debt securities | $7,999,000 | 909 |
| Privately issued residential mortgage-backed securities | $7,007,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $992,000 | 2,030 |
| 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 | $4,858,000 | 4,667 |
| Mortgage-backed securities | $7,104,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $90,000 | 6,300 |
| Issued or guaranteed by U.S. | $90,000 | 6,287 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,014,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,431 |
| Privately issued | $7,007,000 | 367 |
| 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) | $13,620,000 | 1,240 |
| Available-for-sale securities (fair market value) | $6,209,000 | 6,576 |
| Total debt securities | $19,828,000 | 4,663 |
| 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 | $17,641,000 | 5,144 |
| U.S. Government securities | $4,027,000 | 7,508 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,027,000 | 7,345 |
| Securities issued by states & political subdivisions | $7,669,000 | 2,370 |
| Other domestic debt securities | $5,945,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $4,980,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $965,000 | 2,136 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,621,000 | 5,589 |
| Mortgage-backed securities | $5,088,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,349 |
| Issued or guaranteed by U.S. | $99,000 | 6,332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,989,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,495 |
| Privately issued | $4,980,000 | 410 |
| 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) | $11,373,000 | 1,386 |
| Available-for-sale securities (fair market value) | $6,268,000 | 6,626 |
| Total debt securities | $17,641,000 | 5,070 |
| 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 | $16,309,000 | 5,320 |
| U.S. Government securities | $3,201,000 | 7,742 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,201,000 | 7,581 |
| Securities issued by states & political subdivisions | $6,762,000 | 2,590 |
| Other domestic debt securities | $6,346,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $5,337,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,009,000 | 2,143 |
| 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 | $4,080,000 | 4,885 |
| Mortgage-backed securities | $5,512,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $154,000 | 6,229 |
| Issued or guaranteed by U.S. | $154,000 | 6,207 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,358,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,521 |
| Privately issued | $5,337,000 | 410 |
| 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) | $9,697,000 | 1,482 |
| Available-for-sale securities (fair market value) | $6,612,000 | 6,536 |
| Total debt securities | $16,309,000 | 5,235 |
| 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 | $16,671,000 | 5,330 |
| U.S. Government securities | $4,463,000 | 7,400 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,463,000 | 7,227 |
| Securities issued by states & political subdivisions | $5,583,000 | 2,919 |
| Other domestic debt securities | $6,625,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $5,671,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $954,000 | 2,353 |
| 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 | $4,030,000 | 4,848 |
| Mortgage-backed securities | $7,086,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $1,166,000 | 5,143 |
| Issued or guaranteed by U.S. | $1,166,000 | 5,122 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,920,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,303 |
| Privately issued | $5,671,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,786,000 | 1,583 |
| Available-for-sale securities (fair market value) | $7,885,000 | 6,280 |
| Total debt securities | $16,671,000 | 5,238 |
| Structured notes |
| Amortized cost | $997,000 | 1,822 |
| Fair value | $1,012,000 | 1,616 |
| 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 | $14,446,000 | 5,633 |
| U.S. Government securities | $1,650,000 | 8,325 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,650,000 | 8,172 |
| Securities issued by states & political subdivisions | $5,568,000 | 2,914 |
| Other domestic debt securities | $7,228,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $6,273,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $955,000 | 2,469 |
| 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 | $3,223,000 | 5,175 |
| Mortgage-backed securities | $6,908,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $206,000 | 6,229 |
| Issued or guaranteed by U.S. | $206,000 | 6,201 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,702,000 | 1,398 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,163 |
| Privately issued | $6,273,000 | 301 |
| 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) | $9,251,000 | 1,528 |
| Available-for-sale securities (fair market value) | $5,195,000 | 6,906 |
| Total debt securities | $14,447,000 | 5,545 |
| 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 | $13,290,000 | 5,815 |
| U.S. Government securities | $1,377,000 | 8,437 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,377,000 | 8,287 |
| Securities issued by states & political subdivisions | $4,554,000 | 3,189 |
| Other domestic debt securities | $7,359,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $6,379,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 2,505 |
| 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 | $3,073,000 | 5,232 |
| Mortgage-backed securities | $7,756,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,157 |
| Issued or guaranteed by U.S. | $259,000 | 6,137 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,497,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,765 |
| Privately issued | $6,379,000 | 326 |
| 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) | $11,058,000 | 1,358 |
| Available-for-sale securities (fair market value) | $2,232,000 | 7,700 |
| Total debt securities | $13,294,000 | 5,718 |
| 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 | $14,404,000 | 5,594 |
| U.S. Government securities | $2,356,000 | 8,145 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,356,000 | 7,967 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,414 |
| Other domestic debt securities | $8,263,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $7,302,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $961,000 | 2,547 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,524,000 | 5,038 |
| Mortgage-backed securities | $9,658,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $369,000 | 6,009 |
| Issued or guaranteed by U.S. | $369,000 | 5,990 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,289,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $1,987,000 | 2,485 |
| Privately issued | $7,302,000 | 307 |
| 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) | $11,253,000 | 1,358 |
| Available-for-sale securities (fair market value) | $3,151,000 | 7,456 |
| Total debt securities | $14,402,000 | 5,499 |
| 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 | $17,225,000 | 5,074 |
| U.S. Government securities | $3,647,000 | 7,668 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,647,000 | 7,452 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,399 |
| Other domestic debt securities | $9,493,000 | 968 |
| Privately issued residential mortgage-backed securities | $6,213,000 | 363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,615,000 | 174 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $665,000 | 2,750 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $300,000 | 1,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,077,000 | 4,388 |
| Mortgage-backed securities | $9,860,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,884 |
| Issued or guaranteed by U.S. | $456,000 | 5,864 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,404,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $3,191,000 | 2,104 |
| Privately issued | $6,213,000 | 321 |
| 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) | $13,057,000 | 1,274 |
| Available-for-sale securities (fair market value) | $4,168,000 | 7,178 |
| Total debt securities | $16,924,000 | 5,052 |
| 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 | $20,755,000 | 4,414 |
| U.S. Government securities | $10,208,000 | 5,465 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,208,000 | 5,224 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,613 |
| Other domestic debt securities | $8,915,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $7,490,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,425,000 | 2,232 |
| 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 | $4,556,000 | 4,583 |
| Mortgage-backed securities | $17,192,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $894,000 | 5,301 |
| Issued or guaranteed by U.S. | $894,000 | 5,280 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,298,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $8,808,000 | 1,289 |
| Privately issued | $7,490,000 | 314 |
| 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) | $9,925,000 | 1,558 |
| Available-for-sale securities (fair market value) | $10,830,000 | 5,427 |
| Total debt securities | $20,753,000 | 4,329 |
| 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 | $15,345,000 | 5,503 |
| U.S. Government securities | $14,226,000 | 4,710 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,226,000 | 4,398 |
| Securities issued by states & political subdivisions | $510,000 | 6,054 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $609,000 | 3,407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,285,000 | 4,964 |
| Mortgage-backed securities | $8,773,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,632,000 | 4,216 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,141,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $7,141,000 | 1,131 |
| 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) | $7,423,000 | 2,241 |
| Available-for-sale securities (fair market value) | $7,922,000 | 6,279 |
| Total debt securities | $14,736,000 | 5,491 |
| 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 | $10,945,000 | 6,798 |
| U.S. Government securities | $10,481,000 | 5,956 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,481,000 | 5,436 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $464,000 | 3,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,895,000 | 4,675 |
| Mortgage-backed securities | $8,039,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,269 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,250 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,127,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $6,127,000 | 1,323 |
| 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) | $3,286,000 | 3,656 |
| Available-for-sale securities (fair market value) | $7,659,000 | 6,550 |
| Total debt securities | $10,481,000 | 6,805 |
| 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 | $7,458,000 | 7,871 |
| U.S. Government securities | $7,377,000 | 7,003 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $6,873,000 | 6,367 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $81,000 | 6,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,570,000 | 5,685 |
| Mortgage-backed securities | $4,368,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $1,008,000 | 5,257 |
| Issued or guaranteed by U.S. | $1,008,000 | 5,239 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,360,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,360,000 | 1,992 |
| 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) | $1,987,000 | 4,782 |
| Available-for-sale securities (fair market value) | $5,471,000 | 7,197 |
| Total debt securities | $7,377,000 | 7,776 |
| 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 | $6,599,000 | 8,586 |
| U.S. Government securities | $6,599,000 | 7,837 |
| U.S. Treasury securities | $502,000 | 7,127 |
| U.S. Government agency obligations | $6,097,000 | 6,765 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,400,000 | 7,078 |
| Mortgage-backed securities | $2,593,000 | 5,013 |
| Certificates of participation in pools of residential mortgages | $964,000 | 5,435 |
| Issued or guaranteed by U.S. | $964,000 | 5,413 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,629,000 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $1,629,000 | 2,815 |
| 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) | $2,304,000 | 5,426 |
| Available-for-sale securities (fair market value) | $4,295,000 | 7,760 |
| Total debt securities | $6,599,000 | 8,453 |
| Structured notes |
| Amortized cost | $500,000 | 1,789 |
| Fair value | $500,000 | 1,821 |
| 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 | $2,747,000 | 10,637 |
| U.S. Government securities | $2,747,000 | 10,274 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,747,000 | 8,981 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,267,000 | 7,512 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 6,989 |
| Available-for-sale securities (fair market value) | $1,747,000 | 9,149 |
| Total debt securities | $2,747,000 | 10,542 |
| Structured notes |
| Amortized cost | $745,000 | 2,231 |
| Fair value | $743,000 | 2,200 |
| 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 | $2,789,000 | 11,099 |
| U.S. Government securities | $2,735,000 | 10,737 |
| U.S. Treasury securities | $500,000 | 9,416 |
| U.S. Government agency obligations | $2,235,000 | 9,547 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $50,000 | 4,764 |
| 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 | $50,000 | 3,681 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,293,000 | 7,708 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,550,000 | 6,980 |
| Available-for-sale securities (fair market value) | $1,239,000 | 9,825 |
| Total debt securities | $2,789,000 | 11,000 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $2,787,000 | 11,774 |
| U.S. Government securities | $2,737,000 | 11,398 |
| U.S. Treasury securities | $1,002,000 | 9,566 |
| U.S. Government agency obligations | $1,735,000 | 10,183 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $50,000 | 5,361 |
| 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 | $50,000 | 4,219 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $478,000 | 9,395 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,054,000 | 9,975 |
| Available-for-sale securities (fair market value) | $733,000 | 9,915 |
| Total debt securities | $2,787,000 | 11,688 |
| 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 | $558,000 | 13,012 |
| U.S. Government securities | $508,000 | 12,845 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $508,000 | 11,666 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $50,000 | 6,140 |
| 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 | $50,000 | 4,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $225,000 | 10,171 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $558,000 | 12,900 |
| 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 | $573,000 | 13,582 |
| U.S. Government securities | $512,000 | 13,398 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $512,000 | 12,066 |
| Securities issued by states & political subdivisions | $11,000 | 9,875 |
| Other domestic debt securities | $50,000 | 7,040 |
| 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 | $50,000 | 5,475 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $225,000 | 10,448 |
| 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 | $573,000 | 13,468 |
| 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 |
