| 2025-03-31 | Rank |
| Total securities | $34,486,000 | 2,919 |
| U.S. Government securities | $23,793,000 | 2,650 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $23,793,000 | 2,345 |
| Securities issued by states & political subdivisions | $9,218,000 | 2,407 |
| Other domestic debt securities | $1,193,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $1,193,000 | 1,486 |
| 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 | $17,914,000 | 2,356 |
| Mortgage-backed securities | $10,515,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,005,000 | 2,318 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,510,000 | 1,793 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $34,204,000 | 2,714 |
| Total debt securities | $34,203,000 | 2,911 |
| Structured notes |
| Amortized cost | $3,499,000 | 331 |
| Fair value | $3,347,000 | 324 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-12-31 | Rank |
| Total securities | $35,114,000 | 2,926 |
| U.S. Government securities | $23,701,000 | 2,660 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $23,701,000 | 2,348 |
| Securities issued by states & political subdivisions | $9,449,000 | 2,436 |
| Other domestic debt securities | $1,668,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $1,668,000 | 1,394 |
| Foreign debt securities | $0 | 269 |
| 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 | $17,609,000 | 2,406 |
| Mortgage-backed securities | $10,651,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,108,000 | 2,319 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,543,000 | 1,755 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $34,818,000 | 2,715 |
| Total debt securities | $34,818,000 | 2,919 |
| Structured notes |
| Amortized cost | $3,499,000 | 351 |
| Fair value | $3,305,000 | 344 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-09-30 | Rank |
| Total securities | $36,555,000 | 2,901 |
| U.S. Government securities | $24,740,000 | 2,623 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $24,740,000 | 2,320 |
| Securities issued by states & political subdivisions | $9,849,000 | 2,443 |
| Other domestic debt securities | $1,684,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $1,684,000 | 1,402 |
| 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 | $18,342,000 | 2,399 |
| Mortgage-backed securities | $11,420,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,637,000 | 2,267 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,783,000 | 1,691 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $36,273,000 | 2,687 |
| Total debt securities | $36,273,000 | 2,890 |
| Structured notes |
| Amortized cost | $3,499,000 | 372 |
| Fair value | $3,356,000 | 363 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank |
| Total securities | $35,664,000 | 2,931 |
| U.S. Government securities | $24,199,000 | 2,666 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $24,199,000 | 2,315 |
| Securities issued by states & political subdivisions | $9,557,000 | 2,464 |
| Other domestic debt securities | $1,640,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $1,640,000 | 1,433 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,229,000 | 2,421 |
| Mortgage-backed securities | $11,352,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,595,000 | 2,243 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,757,000 | 1,633 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $35,396,000 | 2,716 |
| Total debt securities | $35,396,000 | 2,918 |
| Structured notes |
| Amortized cost | $3,499,000 | 390 |
| Fair value | $3,248,000 | 380 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank |
| Total securities | $36,727,000 | 2,932 |
| U.S. Government securities | $24,542,000 | 2,690 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $24,542,000 | 2,370 |
| Securities issued by states & political subdivisions | $9,754,000 | 2,444 |
| Other domestic debt securities | $2,130,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $2,130,000 | 1,292 |
| Foreign debt securities | $0 | 306 |
| 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 | $19,925,000 | 2,359 |
| Mortgage-backed securities | $11,733,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,851,000 | 2,243 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,882,000 | 1,581 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $36,426,000 | 2,720 |
| Total debt securities | $36,426,000 | 2,928 |
| Structured notes |
| Amortized cost | $3,499,000 | 405 |
| Fair value | $3,242,000 | 396 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank |
| Total securities | $37,543,000 | 2,948 |
| U.S. Government securities | $25,096,000 | 2,682 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $25,096,000 | 2,347 |
| Securities issued by states & political subdivisions | $10,021,000 | 2,450 |
| Other domestic debt securities | $2,134,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,134,000 | 1,312 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,223,000 | 2,368 |
| Mortgage-backed securities | $12,240,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,221,000 | 2,197 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,019,000 | 1,542 |
| 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) | $37,251,000 | 2,724 |
| Total debt securities | $37,251,000 | 2,934 |
| Structured notes |
| Amortized cost | $3,499,000 | 428 |
| Fair value | $3,247,000 | 416 |
| 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 | $35,452,000 | 3,011 |
| U.S. Government securities | $24,147,000 | 2,734 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $24,147,000 | 2,377 |
| Securities issued by states & political subdivisions | $8,999,000 | 2,540 |
| Other domestic debt securities | $2,070,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,070,000 | 1,317 |
| 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 | $19,120,000 | 2,383 |
| Mortgage-backed securities | $11,854,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,948,000 | 2,216 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,906,000 | 1,533 |
| 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) | $35,216,000 | 2,773 |
| Total debt securities | $35,216,000 | 2,997 |
| Structured notes |
| Amortized cost | $3,499,000 | 443 |
| Fair value | $3,119,000 | 434 |
| 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 | $37,389,000 | 3,003 |
| U.S. Government securities | $25,309,000 | 2,725 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $25,309,000 | 2,359 |
| Securities issued by states & political subdivisions | $9,779,000 | 2,524 |
| Other domestic debt securities | $2,080,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,080,000 | 1,330 |
| 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 | $16,346,000 | 2,495 |
| Mortgage-backed securities | $12,806,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,602,000 | 2,193 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,204,000 | 1,512 |
| 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) | $37,168,000 | 2,768 |
| Total debt securities | $37,168,000 | 2,991 |
| Structured notes |
| Amortized cost | $3,499,000 | 475 |
| Fair value | $3,151,000 | 467 |
| 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 | $38,734,000 | 3,044 |
| U.S. Government securities | $25,875,000 | 2,781 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $25,875,000 | 2,344 |
| Securities issued by states & political subdivisions | $10,566,000 | 2,507 |
| Other domestic debt securities | $2,090,000 | 1,783 |
| 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 | $2,090,000 | 1,364 |
| 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 | $15,702,000 | 2,447 |
| Mortgage-backed securities | $13,326,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,937,000 | 2,214 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,389,000 | 1,525 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $38,531,000 | 2,805 |
| Total debt securities | $38,531,000 | 3,029 |
| Structured notes |
| Amortized cost | $3,499,000 | 504 |
| Fair value | $3,163,000 | 494 |
| 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 | $38,691,000 | 3,079 |
| U.S. Government securities | $25,952,000 | 2,800 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $25,952,000 | 2,340 |
| Securities issued by states & political subdivisions | $10,508,000 | 2,548 |
| Other domestic debt securities | $2,059,000 | 1,811 |
| 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 | $2,059,000 | 1,380 |
| 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 | $15,568,000 | 2,377 |
| Mortgage-backed securities | $13,536,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,106,000 | 2,222 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,430,000 | 1,539 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,519,000 | 2,837 |
| Total debt securities | $38,520,000 | 3,068 |
| Structured notes |
| Amortized cost | $3,499,000 | 520 |
| Fair value | $3,137,000 | 514 |
| 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 | $38,071,000 | 3,114 |
| U.S. Government securities | $25,971,000 | 2,830 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $25,971,000 | 2,373 |
| Securities issued by states & political subdivisions | $9,890,000 | 2,619 |
| Other domestic debt securities | $2,053,000 | 1,784 |
| 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 | $2,053,000 | 1,388 |
| 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 | $11,565,000 | 2,560 |
| Mortgage-backed securities | $13,708,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,141,000 | 2,235 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,567,000 | 1,536 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,914,000 | 2,869 |
| Total debt securities | $37,912,000 | 3,097 |
| Structured notes |
| Amortized cost | $3,499,000 | 517 |
| Fair value | $3,087,000 | 514 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $39,601,000 | 3,106 |
| U.S. Government securities | $27,678,000 | 2,787 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $27,678,000 | 2,354 |
| Securities issued by states & political subdivisions | $10,136,000 | 2,646 |
| Other domestic debt securities | $1,633,000 | 1,781 |
| 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 | $1,633,000 | 1,489 |
| 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 | $11,332,000 | 2,579 |
| Mortgage-backed securities | $15,220,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $9,585,000 | 2,294 |
| Issued or guaranteed by U.S. | $9,585,000 | 2,234 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,635,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,635,000 | 1,447 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $39,447,000 | 2,877 |
| Total debt securities | $39,447,000 | 3,095 |
| Structured notes |
| Amortized cost | $3,499,000 | 497 |
| Fair value | $3,254,000 | 490 |
| 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 | $40,167,000 | 3,056 |
| U.S. Government securities | $27,900,000 | 2,706 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $27,900,000 | 2,335 |
| Securities issued by states & political subdivisions | $10,907,000 | 2,584 |
| Other domestic debt securities | $1,185,000 | 1,855 |
| 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 | $1,185,000 | 1,556 |
| 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 | $10,208,000 | 2,616 |
| Mortgage-backed securities | $15,864,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $10,552,000 | 2,240 |
| Issued or guaranteed by U.S. | $10,552,000 | 2,187 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,312,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,312,000 | 1,478 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $39,992,000 | 2,863 |
| Total debt securities | $39,992,000 | 3,048 |
| Structured notes |
| Amortized cost | $1,999,000 | 611 |
| Fair value | $1,925,000 | 560 |
| 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 | $44,064,000 | 2,858 |
| U.S. Government securities | $29,936,000 | 2,479 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $29,936,000 | 2,240 |
| Securities issued by states & political subdivisions | $12,687,000 | 2,489 |
| Other domestic debt securities | $1,244,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,244,000 | 1,475 |
| 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 | $11,274,000 | 2,560 |
| Mortgage-backed securities | $18,116,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $12,059,000 | 2,115 |
| Issued or guaranteed by U.S. | $12,059,000 | 2,054 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,057,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $6,057,000 | 1,412 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $43,867,000 | 2,701 |
| Total debt securities | $43,866,000 | 2,851 |
| Structured notes |
| Amortized cost | $999,000 | 748 |
| Fair value | $992,000 | 695 |
| 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 | $43,391,000 | 2,814 |
| U.S. Government securities | $30,180,000 | 2,380 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $30,180,000 | 2,198 |
| Securities issued by states & political subdivisions | $12,291,000 | 2,494 |
| Other domestic debt securities | $748,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $748,000 | 1,574 |
| 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 | $11,600,000 | 2,530 |
| Mortgage-backed securities | $18,762,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $13,186,000 | 2,047 |
| Issued or guaranteed by U.S. | $13,186,000 | 1,993 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,576,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $5,576,000 | 1,474 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,219,000 | 2,658 |
| Total debt securities | $43,217,000 | 2,806 |
| Structured notes |
| Amortized cost | $2,135,000 | 415 |
| Fair value | $2,137,000 | 414 |
| 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 | $41,913,000 | 2,801 |
| U.S. Government securities | $29,345,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $29,345,000 | 2,176 |
| Securities issued by states & political subdivisions | $11,909,000 | 2,500 |
| Other domestic debt securities | $504,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $504,000 | 1,594 |
| 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 | $11,401,000 | 2,520 |
| Mortgage-backed securities | $19,195,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $14,310,000 | 1,933 |
| Issued or guaranteed by U.S. | $14,310,000 | 1,886 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,885,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $4,885,000 | 1,520 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $41,758,000 | 2,644 |
| Total debt securities | $41,758,000 | 2,791 |
| 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 | $40,582,000 | 2,740 |
| U.S. Government securities | $28,999,000 | 2,246 |
| U.S. Treasury securities | $8,609,000 | 646 |
| U.S. Government agency obligations | $20,390,000 | 2,491 |
| Securities issued by states & political subdivisions | $10,922,000 | 2,554 |
| Other domestic debt securities | $504,000 | 1,936 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $504,000 | 1,541 |
| 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 | $10,324,000 | 2,596 |
| Mortgage-backed securities | $20,390,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $15,051,000 | 1,827 |
| Issued or guaranteed by U.S. | $15,051,000 | 1,772 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,339,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $5,339,000 | 1,421 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $40,425,000 | 2,578 |
| Total debt securities | $40,424,000 | 2,726 |
| 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 | $37,343,000 | 2,732 |
| U.S. Government securities | $26,201,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $26,201,000 | 2,113 |
| Securities issued by states & political subdivisions | $10,522,000 | 2,559 |
| Other domestic debt securities | $505,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $505,000 | 128 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,376,000 | 2,566 |
| Mortgage-backed securities | $21,234,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $16,829,000 | 1,634 |
| Issued or guaranteed by U.S. | $16,829,000 | 1,595 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,405,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $4,405,000 | 1,563 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $37,228,000 | 2,555 |
| Total debt securities | $37,227,000 | 2,712 |
| 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 | $30,161,000 | 2,902 |
| U.S. Government securities | $21,624,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $21,624,000 | 2,271 |
| Securities issued by states & political subdivisions | $7,935,000 | 2,704 |
| Other domestic debt securities | $504,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $504,000 | 1,453 |
| 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 | $10,341,000 | 2,559 |
| Mortgage-backed securities | $18,150,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $15,434,000 | 1,678 |
| Issued or guaranteed by U.S. | $15,434,000 | 1,636 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,716,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,716,000 | 1,844 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,063,000 | 2,716 |
| Total debt securities | $30,063,000 | 2,886 |
| 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 | $25,215,000 | 3,089 |
| U.S. Government securities | $18,394,000 | 2,588 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $18,394,000 | 2,460 |
| Securities issued by states & political subdivisions | $5,718,000 | 2,960 |
| Other domestic debt securities | $1,003,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,003,000 | 1,243 |
| 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 | $8,367,000 | 2,777 |
| Mortgage-backed securities | $17,392,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $14,538,000 | 1,696 |
| Issued or guaranteed by U.S. | $14,538,000 | 1,648 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,854,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $2,854,000 | 1,857 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,115,000 | 2,898 |
| Total debt securities | $25,115,000 | 3,071 |
| 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 | $22,488,000 | 3,160 |
| U.S. Government securities | $16,481,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,481,000 | 2,593 |
| Securities issued by states & political subdivisions | $5,033,000 | 2,995 |
| Other domestic debt securities | $974,000 | 1,570 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $974,000 | 1,200 |
| 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 | $7,433,000 | 2,843 |
| Mortgage-backed securities | $15,703,000 | 2,218 |
| Certificates of participation in pools of residential mortgages | $12,451,000 | 1,831 |
| Issued or guaranteed by U.S. | $12,451,000 | 1,780 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,252,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $3,252,000 | 1,803 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $22,488,000 | 2,961 |
| Total debt securities | $22,488,000 | 3,140 |
| 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 | $22,351,000 | 3,230 |
| U.S. Government securities | $16,262,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,262,000 | 2,662 |
| Securities issued by states & political subdivisions | $5,082,000 | 2,977 |
| Other domestic debt securities | $1,007,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,007,000 | 1,130 |
| 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 | $8,074,000 | 2,815 |
| Mortgage-backed securities | $13,990,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $12,131,000 | 1,809 |
| Issued or guaranteed by U.S. | $12,131,000 | 1,760 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,859,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $1,859,000 | 2,084 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,351,000 | 3,014 |
| Total debt securities | $22,351,000 | 3,209 |
| 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 | $20,715,000 | 3,346 |
| U.S. Government securities | $14,637,000 | 2,993 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,637,000 | 2,832 |
| Securities issued by states & political subdivisions | $5,071,000 | 3,010 |
| Other domestic debt securities | $1,007,000 | 1,535 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,007,000 | 1,132 |
| 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 | $8,203,000 | 2,835 |
| Mortgage-backed securities | $11,303,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $10,639,000 | 1,920 |
| Issued or guaranteed by U.S. | $10,639,000 | 1,863 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $664,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,476 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $20,715,000 | 3,112 |
| Total debt securities | $20,714,000 | 3,324 |
| 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 | $22,139,000 | 3,324 |
| U.S. Government securities | $16,491,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,491,000 | 2,740 |
| Securities issued by states & political subdivisions | $4,642,000 | 3,122 |
| Other domestic debt securities | $1,006,000 | 1,517 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,006,000 | 1,152 |
| 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 | $8,949,000 | 2,821 |
| Mortgage-backed securities | $11,867,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $11,167,000 | 1,865 |
| Issued or guaranteed by U.S. | $11,167,000 | 1,829 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $700,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,451 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,139,000 | 3,084 |
| Total debt securities | $22,138,000 | 3,301 |
| 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 | $22,747,000 | 3,331 |
| U.S. Government securities | $16,871,000 | 2,905 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,871,000 | 2,745 |
| Securities issued by states & political subdivisions | $4,867,000 | 3,152 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $1,009,000 | 177 |
| 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 | $8,552,000 | 2,906 |
| Mortgage-backed securities | $12,273,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $11,544,000 | 1,833 |
| Issued or guaranteed by U.S. | $11,544,000 | 1,794 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $729,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,451 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,747,000 | 3,086 |
| Total debt securities | $22,746,000 | 3,311 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $22,945,000 | 3,362 |
| U.S. Government securities | $16,970,000 | 2,900 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,970,000 | 2,742 |
| Securities issued by states & political subdivisions | $4,981,000 | 3,192 |
| Other domestic debt securities | $994,000 | 1,522 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $994,000 | 1,177 |
| 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 | $8,538,000 | 2,920 |
| Mortgage-backed securities | $12,463,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 1,827 |
| Issued or guaranteed by U.S. | $11,713,000 | 1,803 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $750,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,447 |
| Privately issued | $0 | 498 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,945,000 | 3,112 |
| Total debt securities | $22,945,000 | 3,339 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $23,295,000 | 3,375 |
| U.S. Government securities | $17,239,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $17,239,000 | 2,757 |
| Securities issued by states & political subdivisions | $5,047,000 | 3,212 |
| Other domestic debt securities | $1,009,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,009,000 | 1,148 |
| 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 | $8,684,000 | 2,909 |
| Mortgage-backed securities | $12,812,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $12,040,000 | 1,827 |
| Issued or guaranteed by U.S. | $12,040,000 | 1,816 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $772,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,441 |
| Privately issued | $0 | 515 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,295,000 | 3,117 |
| Total debt securities | $23,295,000 | 3,353 |
| 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 | $24,171,000 | 3,362 |
| U.S. Government securities | $17,945,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,945,000 | 2,725 |
| Securities issued by states & political subdivisions | $5,213,000 | 3,232 |
| Other domestic debt securities | $1,013,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,013,000 | 1,138 |
| 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 | $8,954,000 | 2,916 |
| Mortgage-backed securities | $13,479,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,670,000 | 1,825 |
| Issued or guaranteed by U.S. | $12,670,000 | 1,750 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $809,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,451 |
| Privately issued | $0 | 544 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $24,171,000 | 3,102 |
| Total debt securities | $24,170,000 | 3,337 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $24,844,000 | 3,359 |
| U.S. Government securities | $18,577,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,577,000 | 2,755 |
| Securities issued by states & political subdivisions | $5,256,000 | 3,277 |
| Other domestic debt securities | $1,011,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,011,000 | 1,159 |
| 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 | $9,173,000 | 2,912 |
| Mortgage-backed securities | $14,103,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,261,000 | 1,807 |
| Issued or guaranteed by U.S. | $13,261,000 | 1,805 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $842,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 2,426 |
| Privately issued | $0 | 557 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $24,844,000 | 3,095 |
| Total debt securities | $24,846,000 | 3,332 |
| 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 | $25,297,000 | 3,377 |
| U.S. Government securities | $19,431,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,431,000 | 2,716 |
| Securities issued by states & political subdivisions | $4,855,000 | 3,406 |
| Other domestic debt securities | $1,011,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,011,000 | 1,188 |
| 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 | $9,534,000 | 2,897 |
| Mortgage-backed securities | $14,882,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $14,004,000 | 1,784 |
| Issued or guaranteed by U.S. | $14,004,000 | 1,783 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $878,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,406 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $25,297,000 | 3,115 |
| Total debt securities | $25,297,000 | 3,351 |
| 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 | $25,051,000 | 3,436 |
| U.S. Government securities | $19,263,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,263,000 | 2,766 |
| Securities issued by states & political subdivisions | $4,781,000 | 3,457 |
| Other domestic debt securities | $1,007,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,007,000 | 1,234 |
| 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 | $10,130,000 | 2,883 |
| Mortgage-backed securities | $14,659,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $14,244,000 | 1,813 |
| Issued or guaranteed by U.S. | $14,244,000 | 1,812 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $415,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,631 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $25,051,000 | 3,164 |
| Total debt securities | $25,051,000 | 3,412 |
| 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 | $21,462,000 | 3,730 |
| U.S. Government securities | $18,079,000 | 3,013 |
| U.S. Treasury securities | $1,002,000 | 1,046 |
| U.S. Government agency obligations | $17,077,000 | 2,998 |
| Securities issued by states & political subdivisions | $2,880,000 | 3,860 |
| Other domestic debt securities | $503,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $503,000 | 1,454 |
| 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 | $6,116,000 | 3,477 |
| Mortgage-backed securities | $13,462,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $13,007,000 | 1,936 |
| Issued or guaranteed by U.S. | $13,007,000 | 1,935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $455,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,635 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $21,462,000 | 3,431 |
| Total debt securities | $21,462,000 | 3,707 |
| 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 | $20,412,000 | 3,820 |
| U.S. Government securities | $16,502,000 | 3,187 |
| U.S. Treasury securities | $998,000 | 1,111 |
| U.S. Government agency obligations | $15,504,000 | 3,164 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,850 |
| Other domestic debt securities | $754,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $754,000 | 1,387 |
| 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 | $6,832,000 | 3,382 |
| Mortgage-backed securities | $12,167,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $11,661,000 | 2,095 |
| Issued or guaranteed by U.S. | $11,661,000 | 2,095 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $506,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 2,644 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,412,000 | 3,523 |
| Total debt securities | $20,412,000 | 3,796 |
| Structured notes |
| Amortized cost | $249,000 | 1,034 |
| Fair value | $250,000 | 1,012 |
| 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 | $19,653,000 | 3,885 |
| U.S. Government securities | $15,563,000 | 3,254 |
| U.S. Treasury securities | $997,000 | 1,096 |
| U.S. Government agency obligations | $14,566,000 | 3,213 |
| Securities issued by states & political subdivisions | $3,340,000 | 3,844 |
| Other domestic debt securities | $750,000 | 1,704 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $750,000 | 1,391 |
| 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 | $5,835,000 | 3,573 |
| Mortgage-backed securities | $12,735,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $12,172,000 | 2,048 |
| Issued or guaranteed by U.S. | $12,172,000 | 2,047 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $563,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 2,617 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $19,653,000 | 3,576 |
| Total debt securities | $19,653,000 | 3,857 |
| Structured notes |
| Amortized cost | $248,000 | 1,028 |
| Fair value | $250,000 | 1,003 |
| 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 | $17,985,000 | 4,014 |
| U.S. Government securities | $13,634,000 | 3,438 |
| U.S. Treasury securities | $1,021,000 | 915 |
| U.S. Government agency obligations | $12,613,000 | 3,422 |
| Securities issued by states & political subdivisions | $3,601,000 | 3,796 |
| Other domestic debt securities | $750,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $750,000 | 1,392 |
| 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 | $6,398,000 | 3,512 |
| Mortgage-backed securities | $12,613,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $11,967,000 | 2,087 |
| Issued or guaranteed by U.S. | $11,967,000 | 2,087 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $646,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 2,604 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,985,000 | 3,691 |
| Total debt securities | $17,985,000 | 3,988 |
| Structured notes |
| Amortized cost | $247,000 | 1,026 |
| Fair value | $250,000 | 994 |
| 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 | $19,244,000 | 3,985 |
| U.S. Government securities | $14,881,000 | 3,413 |
| U.S. Treasury securities | $1,026,000 | 947 |
| U.S. Government agency obligations | $13,855,000 | 3,393 |
| Securities issued by states & political subdivisions | $3,613,000 | 3,831 |
| Other domestic debt securities | $750,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $750,000 | 1,401 |
| 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 | $7,365,000 | 3,406 |
| Mortgage-backed securities | $13,355,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $12,632,000 | 2,053 |
| Issued or guaranteed by U.S. | $12,632,000 | 2,049 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $723,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,593 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,244,000 | 3,668 |
| Total debt securities | $19,244,000 | 3,959 |
| Structured notes |
| Amortized cost | $246,000 | 1,172 |
| Fair value | $250,000 | 1,144 |
| 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 | $20,147,000 | 3,978 |
| U.S. Government securities | $15,603,000 | 3,419 |
| U.S. Treasury securities | $1,016,000 | 983 |
| U.S. Government agency obligations | $14,587,000 | 3,402 |
| Securities issued by states & political subdivisions | $3,794,000 | 3,796 |
| Other domestic debt securities | $750,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $750,000 | 1,414 |
| 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 | $7,608,000 | 3,406 |
| Mortgage-backed securities | $11,590,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $10,800,000 | 2,253 |
| Issued or guaranteed by U.S. | $10,800,000 | 2,252 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $790,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $790,000 | 2,581 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $20,147,000 | 3,645 |
| Total debt securities | $20,147,000 | 3,955 |
| Structured notes |
| Amortized cost | $245,000 | 1,356 |
| Fair value | $250,000 | 1,329 |
| 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 | $21,535,000 | 3,903 |
| U.S. Government securities | $15,912,000 | 3,443 |
| U.S. Treasury securities | $991,000 | 1,111 |
| U.S. Government agency obligations | $14,921,000 | 3,413 |
| Securities issued by states & political subdivisions | $4,873,000 | 3,592 |
| Other domestic debt securities | $750,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $750,000 | 1,413 |
| 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 | $8,377,000 | 3,331 |
| Mortgage-backed securities | $11,941,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $11,096,000 | 2,210 |
| Issued or guaranteed by U.S. | $11,096,000 | 2,208 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $845,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,587 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $21,535,000 | 3,571 |
| Total debt securities | $21,535,000 | 3,879 |
| Structured notes |
| Amortized cost | $244,000 | 1,512 |
| Fair value | $250,000 | 1,478 |
| 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 | $20,708,000 | 4,055 |
| U.S. Government securities | $14,577,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,577,000 | 3,534 |
| Securities issued by states & political subdivisions | $5,106,000 | 3,583 |
| Other domestic debt securities | $1,025,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,025,000 | 1,256 |
| 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 | $9,008,000 | 3,272 |
| Mortgage-backed securities | $11,601,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $10,685,000 | 2,286 |
| Issued or guaranteed by U.S. | $10,685,000 | 2,284 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $916,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,590 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,708,000 | 3,705 |
| Total debt securities | $20,707,000 | 4,030 |
| Structured notes |
| Amortized cost | $243,000 | 1,696 |
| Fair value | $250,000 | 1,659 |
| 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 | $23,991,000 | 3,888 |
| U.S. Government securities | $17,959,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,959,000 | 3,293 |
| Securities issued by states & political subdivisions | $5,007,000 | 3,614 |
| Other domestic debt securities | $1,025,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,025,000 | 1,271 |
| 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 | $9,438,000 | 3,246 |
| Mortgage-backed securities | $11,413,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $10,429,000 | 2,377 |
| Issued or guaranteed by U.S. | $10,429,000 | 2,375 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $984,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,609 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,991,000 | 3,556 |
| Total debt securities | $23,991,000 | 3,867 |
| Structured notes |
| Amortized cost | $345,000 | 1,753 |
| Fair value | $354,000 | 1,745 |
| 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 | $24,174,000 | 3,913 |
| U.S. Government securities | $18,808,000 | 3,388 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,808,000 | 3,275 |
| Securities issued by states & political subdivisions | $4,341,000 | 3,750 |
| Other domestic debt securities | $1,025,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,025,000 | 1,288 |
| 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 | $9,035,000 | 3,347 |
| Mortgage-backed securities | $12,202,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $11,130,000 | 2,328 |
| Issued or guaranteed by U.S. | $11,130,000 | 2,328 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,072,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,603 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,174,000 | 3,571 |
| Total debt securities | $24,174,000 | 3,888 |
| Structured notes |
| Amortized cost | $852,000 | 1,536 |
| Fair value | $864,000 | 1,533 |
| 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 | $24,305,000 | 3,938 |
| U.S. Government securities | $18,288,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,288,000 | 3,388 |
| Securities issued by states & political subdivisions | $4,992,000 | 3,661 |
| Other domestic debt securities | $1,025,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,025,000 | 1,301 |
| 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 | $9,407,000 | 3,303 |
| Mortgage-backed securities | $11,740,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $10,592,000 | 2,445 |
| Issued or guaranteed by U.S. | $10,592,000 | 2,442 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,148,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,611 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $24,305,000 | 3,593 |
| Total debt securities | $24,305,000 | 3,911 |
| Structured notes |
| Amortized cost | $856,000 | 1,621 |
| Fair value | $870,000 | 1,620 |
| 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 | $23,978,000 | 4,066 |
| U.S. Government securities | $17,248,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,248,000 | 3,559 |
| Securities issued by states & political subdivisions | $5,705,000 | 3,554 |
| Other domestic debt securities | $1,025,000 | 1,711 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,025,000 | 1,340 |
| 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 | $10,306,000 | 3,206 |
| Mortgage-backed securities | $11,226,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,588 |
| Issued or guaranteed by U.S. | $9,980,000 | 2,585 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,246,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,621 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,978,000 | 3,714 |
| Total debt securities | $23,978,000 | 4,036 |
| Structured notes |
| Amortized cost | $862,000 | 1,727 |
| Fair value | $875,000 | 1,726 |
| 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 | $24,656,000 | 4,058 |
| U.S. Government securities | $17,896,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,896,000 | 3,557 |
| Securities issued by states & political subdivisions | $5,725,000 | 3,586 |
| Other domestic debt securities | $1,035,000 | 1,754 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,035,000 | 1,367 |
| 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 | $11,435,000 | 3,070 |
| Mortgage-backed securities | $11,876,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $10,519,000 | 2,568 |
| Issued or guaranteed by U.S. | $10,519,000 | 2,568 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,357,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $1,357,000 | 2,622 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,656,000 | 3,708 |
| Total debt securities | $24,656,000 | 4,025 |
| Structured notes |
| Amortized cost | $1,368,000 | 1,482 |
| Fair value | $1,371,000 | 1,474 |
| 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 | $23,495,000 | 4,178 |
| U.S. Government securities | $16,731,000 | 3,831 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,731,000 | 3,735 |
| Securities issued by states & political subdivisions | $5,729,000 | 3,623 |
| Other domestic debt securities | $1,035,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,035,000 | 1,409 |
| 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 | $11,583,000 | 3,072 |
| Mortgage-backed securities | $10,773,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $9,311,000 | 2,751 |
| Issued or guaranteed by U.S. | $9,311,000 | 2,751 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,462,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,595 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,495,000 | 3,808 |
| Total debt securities | $23,495,000 | 4,149 |
| Structured notes |
| Amortized cost | $1,375,000 | 1,483 |
| Fair value | $1,346,000 | 1,482 |
| 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 | $22,557,000 | 4,238 |
| U.S. Government securities | $15,613,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,613,000 | 3,830 |
| Securities issued by states & political subdivisions | $5,915,000 | 3,584 |
| Other domestic debt securities | $1,029,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,029,000 | 1,436 |
| 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 | $11,971,000 | 3,017 |
| Mortgage-backed securities | $11,201,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $9,647,000 | 2,703 |
| Issued or guaranteed by U.S. | $9,647,000 | 2,701 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,554,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,554,000 | 2,542 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,557,000 | 3,883 |
| Total debt securities | $22,557,000 | 4,213 |
| Structured notes |
| Amortized cost | $1,383,000 | 1,472 |
| Fair value | $1,333,000 | 1,468 |
| 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 | $22,092,000 | 4,316 |
| U.S. Government securities | $14,670,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,670,000 | 3,985 |
| Securities issued by states & political subdivisions | $6,393,000 | 3,509 |
| Other domestic debt securities | $1,029,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,029,000 | 1,472 |
| 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 | $12,298,000 | 2,958 |
| Mortgage-backed securities | $10,797,000 | 3,127 |
| Certificates of participation in pools of residential mortgages | $9,135,000 | 2,774 |
| Issued or guaranteed by U.S. | $9,135,000 | 2,771 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,662,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,662,000 | 2,508 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,092,000 | 3,962 |
| Total debt securities | $22,092,000 | 4,286 |
| Structured notes |
| Amortized cost | $1,393,000 | 1,458 |
| Fair value | $1,369,000 | 1,451 |
| 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 | $22,504,000 | 4,275 |
| U.S. Government securities | $14,552,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,552,000 | 3,977 |
| Securities issued by states & political subdivisions | $7,424,000 | 3,318 |
| Other domestic debt securities | $528,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $528,000 | 1,787 |
| 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 | $12,462,000 | 2,919 |
| Mortgage-backed securities | $10,515,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $8,667,000 | 2,811 |
| Issued or guaranteed by U.S. | $8,667,000 | 2,809 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,848,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,499 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $22,504,000 | 3,930 |
| Total debt securities | $22,504,000 | 4,242 |
| Structured notes |
| Amortized cost | $1,410,000 | 1,440 |
| Fair value | $1,402,000 | 1,434 |
| 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 | $20,444,000 | 4,478 |
| U.S. Government securities | $12,835,000 | 4,330 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,835,000 | 4,222 |
| Securities issued by states & political subdivisions | $7,078,000 | 3,362 |
| Other domestic debt securities | $531,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $531,000 | 1,766 |
| 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 | $10,750,000 | 3,198 |
| Mortgage-backed securities | $11,624,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $9,533,000 | 2,723 |
| Issued or guaranteed by U.S. | $9,533,000 | 2,722 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,091,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 2,488 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $20,444,000 | 4,139 |
| Total debt securities | $20,444,000 | 4,448 |
| Structured notes |
| Amortized cost | $1,435,000 | 1,456 |
| Fair value | $1,458,000 | 1,454 |
| 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 | $22,127,000 | 4,290 |
| U.S. Government securities | $13,781,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,781,000 | 4,069 |
| Securities issued by states & political subdivisions | $7,818,000 | 3,184 |
| Other domestic debt securities | $528,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $528,000 | 1,733 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,948,000 | 2,899 |
| Mortgage-backed securities | $10,535,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $8,206,000 | 2,920 |
| Issued or guaranteed by U.S. | $8,206,000 | 2,918 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,329,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $2,329,000 | 2,469 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $22,127,000 | 3,946 |
| Total debt securities | $22,127,000 | 4,261 |
| Structured notes |
| Amortized cost | $1,460,000 | 1,495 |
| Fair value | $1,484,000 | 1,490 |
| 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 | $22,315,000 | 4,312 |
| U.S. Government securities | $13,897,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,897,000 | 4,162 |
| Securities issued by states & political subdivisions | $7,889,000 | 3,151 |
| Other domestic debt securities | $529,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $529,000 | 1,801 |
| 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 | $11,596,000 | 3,087 |
| Mortgage-backed securities | $10,616,000 | 3,369 |
| Certificates of participation in pools of residential mortgages | $8,991,000 | 2,937 |
| Issued or guaranteed by U.S. | $8,991,000 | 2,936 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,625,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $1,625,000 | 2,759 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,315,000 | 3,963 |
| Total debt securities | $22,315,000 | 4,277 |
| Structured notes |
| Amortized cost | $1,485,000 | 1,610 |
| Fair value | $1,512,000 | 1,546 |
| 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 | $20,803,000 | 4,509 |
| U.S. Government securities | $13,819,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,819,000 | 4,222 |
| Securities issued by states & political subdivisions | $6,466,000 | 3,368 |
| Other domestic debt securities | $518,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $518,000 | 1,796 |
| 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 | $9,120,000 | 3,503 |
| Mortgage-backed securities | $11,501,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $9,603,000 | 2,885 |
| Issued or guaranteed by U.S. | $9,603,000 | 2,885 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,898,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 2,675 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $20,803,000 | 4,161 |
| Total debt securities | $20,771,000 | 4,483 |
| Structured notes |
| Amortized cost | $509,000 | 2,430 |
| Fair value | $536,000 | 2,420 |
| 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 | $21,568,000 | 4,467 |
| U.S. Government securities | $14,603,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,603,000 | 4,226 |
| Securities issued by states & political subdivisions | $6,445,000 | 3,281 |
| Other domestic debt securities | $520,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $520,000 | 1,777 |
| 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 | $9,463,000 | 3,451 |
| Mortgage-backed securities | $12,246,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $10,081,000 | 2,822 |
| Issued or guaranteed by U.S. | $10,081,000 | 2,820 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,165,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,629 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,568,000 | 4,118 |
| Total debt securities | $21,536,000 | 4,444 |
| Structured notes |
| Amortized cost | $537,000 | 2,656 |
| Fair value | $567,000 | 2,643 |
| 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 | $21,986,000 | 4,376 |
| U.S. Government securities | $14,246,000 | 4,306 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,246,000 | 4,216 |
| Securities issued by states & political subdivisions | $7,239,000 | 3,099 |
| Other domestic debt securities | $501,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $501,000 | 1,724 |
| 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 | $9,226,000 | 3,340 |
| Mortgage-backed securities | $9,824,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $7,422,000 | 3,108 |
| Issued or guaranteed by U.S. | $7,422,000 | 3,108 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,402,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $2,402,000 | 2,445 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $21,986,000 | 4,026 |
| Total debt securities | $21,957,000 | 4,346 |
| Structured notes |
| Amortized cost | $564,000 | 2,541 |
| Fair value | $587,000 | 2,537 |
| 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 | $21,043,000 | 4,404 |
| U.S. Government securities | $13,676,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,676,000 | 4,252 |
| Securities issued by states & political subdivisions | $7,367,000 | 3,004 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,134,000 | 3,178 |
| Mortgage-backed securities | $8,709,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $5,938,000 | 3,346 |
| Issued or guaranteed by U.S. | $5,938,000 | 3,343 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,771,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $2,771,000 | 2,338 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,043,000 | 4,042 |
| Total debt securities | $21,014,000 | 4,364 |
| Structured notes |
| Amortized cost | $362,000 | 2,848 |
| Fair value | $393,000 | 2,838 |
| 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 | $20,526,000 | 4,514 |
| U.S. Government securities | $13,206,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,206,000 | 4,408 |
| Securities issued by states & political subdivisions | $6,953,000 | 3,021 |
| Other domestic debt securities | $367,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $367,000 | 1,040 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,430,000 | 3,299 |
| Mortgage-backed securities | $8,575,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $5,278,000 | 3,464 |
| Issued or guaranteed by U.S. | $5,278,000 | 3,452 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,297,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 2,261 |
| Privately issued | $367,000 | 987 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,526,000 | 4,137 |
| Total debt securities | $20,498,000 | 4,485 |
| Structured notes |
| Amortized cost | $387,000 | 2,984 |
| Fair value | $416,000 | 2,967 |
| 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 | $17,948,000 | 4,780 |
| U.S. Government securities | $10,917,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,917,000 | 4,746 |
| Securities issued by states & political subdivisions | $6,531,000 | 3,079 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,018 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,592,000 | 3,103 |
| Mortgage-backed securities | $5,401,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $3,901,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,901,000 | 3,719 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,500,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,756 |
| Privately issued | $500,000 | 966 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $17,948,000 | 4,381 |
| Total debt securities | $17,921,000 | 4,746 |
| Structured notes |
| Amortized cost | $409,000 | 3,019 |
| Fair value | $437,000 | 3,008 |
| 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 | $18,922,000 | 4,536 |
| U.S. Government securities | $11,422,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,422,000 | 4,504 |
| Securities issued by states & political subdivisions | $7,015,000 | 2,972 |
| Other domestic debt securities | $485,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $485,000 | 1,079 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,558,000 | 2,943 |
| Mortgage-backed securities | $5,821,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,202,000 | 3,547 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,619,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000 | 2,660 |
| Privately issued | $485,000 | 1,022 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,922,000 | 4,150 |
| Total debt securities | $18,897,000 | 4,504 |
| Structured notes |
| Amortized cost | $484,000 | 2,883 |
| Fair value | $451,000 | 2,892 |
| 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 | $19,407,000 | 4,434 |
| U.S. Government securities | $12,116,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,116,000 | 4,346 |
| Securities issued by states & political subdivisions | $6,809,000 | 2,933 |
| Other domestic debt securities | $482,000 | 2,612 |
| Privately issued residential mortgage-backed securities | $482,000 | 1,157 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,028,000 | 2,899 |
| Mortgage-backed securities | $6,416,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 3,425 |
| Issued or guaranteed by U.S. | $4,637,000 | 3,418 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,779,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,566 |
| Privately issued | $482,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,407,000 | 4,046 |
| Total debt securities | $19,383,000 | 4,394 |
| Structured notes |
| Amortized cost | $498,000 | 2,914 |
| Fair value | $543,000 | 2,760 |
| 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 | $18,202,000 | 4,614 |
| U.S. Government securities | $11,215,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,215,000 | 4,594 |
| Securities issued by states & political subdivisions | $6,514,000 | 2,887 |
| Other domestic debt securities | $473,000 | 2,613 |
| Privately issued residential mortgage-backed securities | $473,000 | 1,204 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,812,000 | 3,269 |
| Mortgage-backed securities | $5,487,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,731 |
| Issued or guaranteed by U.S. | $3,605,000 | 3,724 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,882,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,424 |
| Privately issued | $473,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,202,000 | 4,192 |
| Total debt securities | $18,178,000 | 4,577 |
| Structured notes |
| Amortized cost | $530,000 | 2,853 |
| Fair value | $582,000 | 2,839 |
| 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 | $14,941,000 | 5,040 |
| U.S. Government securities | $8,458,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,458,000 | 5,212 |
| Securities issued by states & political subdivisions | $6,017,000 | 2,979 |
| Other domestic debt securities | $466,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $466,000 | 1,250 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,180,000 | 3,654 |
| Mortgage-backed securities | $4,754,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $3,789,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,789,000 | 3,784 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $965,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,847 |
| Privately issued | $466,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $14,941,000 | 4,602 |
| Total debt securities | $14,918,000 | 5,007 |
| Structured notes |
| Amortized cost | $560,000 | 2,626 |
| Fair value | $601,000 | 2,602 |
| 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 | $15,576,000 | 4,930 |
| U.S. Government securities | $9,487,000 | 5,074 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,487,000 | 4,977 |
| Securities issued by states & political subdivisions | $5,633,000 | 3,084 |
| Other domestic debt securities | $456,000 | 2,731 |
| Privately issued residential mortgage-backed securities | $456,000 | 1,291 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,699,000 | 3,567 |
| Mortgage-backed securities | $5,233,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $4,015,000 | 3,794 |
| Issued or guaranteed by U.S. | $4,015,000 | 3,787 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,218,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,684 |
| Privately issued | $456,000 | 1,236 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,576,000 | 4,497 |
| Total debt securities | $15,555,000 | 4,892 |
| Structured notes |
| Amortized cost | $633,000 | 2,344 |
| Fair value | $596,000 | 2,360 |
| 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 | $16,973,000 | 4,798 |
| U.S. Government securities | $10,552,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,552,000 | 4,809 |
| Securities issued by states & political subdivisions | $5,769,000 | 3,055 |
| Other domestic debt securities | $652,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $442,000 | 1,354 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $210,000 | 2,079 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,641,000 | 3,402 |
| Mortgage-backed securities | $5,724,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $4,299,000 | 3,813 |
| Issued or guaranteed by U.S. | $4,299,000 | 3,803 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,425,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,538 |
| Privately issued | $442,000 | 1,296 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $16,973,000 | 4,370 |
| Total debt securities | $16,952,000 | 4,753 |
| Structured notes |
| Amortized cost | $663,000 | 1,913 |
| Fair value | $623,000 | 1,933 |
| 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 | $17,620,000 | 4,726 |
| U.S. Government securities | $11,040,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,040,000 | 4,713 |
| Securities issued by states & political subdivisions | $5,708,000 | 3,023 |
| Other domestic debt securities | $872,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $446,000 | 1,368 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $426,000 | 1,958 |
| 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 | $9,811,000 | 3,390 |
| Mortgage-backed securities | $6,143,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $4,512,000 | 3,803 |
| Issued or guaranteed by U.S. | $4,512,000 | 3,792 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,631,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,423 |
| Privately issued | $446,000 | 1,303 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,620,000 | 4,273 |
| Total debt securities | $17,599,000 | 4,682 |
| Structured notes |
| Amortized cost | $667,000 | 1,444 |
| Fair value | $701,000 | 1,426 |
| 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 | $17,295,000 | 4,766 |
| U.S. Government securities | $11,369,000 | 4,808 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,369,000 | 4,722 |
| Securities issued by states & political subdivisions | $5,387,000 | 3,044 |
| Other domestic debt securities | $539,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $193,000 | 2,327 |
| 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 | $9,997,000 | 3,419 |
| Mortgage-backed securities | $6,296,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $4,440,000 | 3,922 |
| Issued or guaranteed by U.S. | $4,440,000 | 3,910 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,856,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,305 |
| Privately issued | $346,000 | 1,367 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $17,295,000 | 4,295 |
| Total debt securities | $17,273,000 | 4,726 |
| Structured notes |
| Amortized cost | $733,000 | 1,162 |
| Fair value | $765,000 | 1,129 |
| 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 | $17,417,000 | 4,767 |
| U.S. Government securities | $11,771,000 | 4,816 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,771,000 | 4,724 |
| Securities issued by states & political subdivisions | $5,049,000 | 3,099 |
| Other domestic debt securities | $597,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $401,000 | 1,352 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,251 |
| 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 | $9,860,000 | 3,477 |
| Mortgage-backed securities | $6,731,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $4,668,000 | 3,823 |
| Issued or guaranteed by U.S. | $4,668,000 | 3,810 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,063,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,662,000 | 2,218 |
| Privately issued | $401,000 | 1,293 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,417,000 | 4,290 |
| Total debt securities | $17,396,000 | 4,732 |
| Structured notes |
| Amortized cost | $772,000 | 1,186 |
| Fair value | $747,000 | 1,203 |
| 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 | $17,576,000 | 4,682 |
| U.S. Government securities | $11,820,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,820,000 | 4,665 |
| Securities issued by states & political subdivisions | $5,270,000 | 3,022 |
| Other domestic debt securities | $486,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $486,000 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,702,000 | 3,497 |
| Mortgage-backed securities | $6,976,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 3,733 |
| Issued or guaranteed by U.S. | $4,693,000 | 3,721 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,283,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,090 |
| Privately issued | $486,000 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,576,000 | 4,201 |
| Total debt securities | $17,549,000 | 4,646 |
| Structured notes |
| Amortized cost | $790,000 | 1,151 |
| Fair value | $763,000 | 1,156 |
| 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 | $16,815,000 | 4,861 |
| U.S. Government securities | $11,310,000 | 4,866 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,310,000 | 4,781 |
| Securities issued by states & political subdivisions | $5,014,000 | 3,093 |
| Other domestic debt securities | $491,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $491,000 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,626,000 | 3,448 |
| Mortgage-backed securities | $6,220,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,792,000 | 4,019 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,428,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 2,057 |
| Privately issued | $491,000 | 1,218 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,815,000 | 4,369 |
| Total debt securities | $16,815,000 | 4,807 |
| Structured notes |
| Amortized cost | $810,000 | 1,186 |
| Fair value | $783,000 | 1,201 |
| 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 | $16,612,000 | 4,881 |
| U.S. Government securities | $11,000,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,000,000 | 4,842 |
| Securities issued by states & political subdivisions | $5,122,000 | 3,095 |
| Other domestic debt securities | $490,000 | 2,629 |
| Privately issued residential mortgage-backed securities | $490,000 | 1,268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,314,000 | 3,484 |
| Mortgage-backed securities | $6,723,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $4,088,000 | 3,811 |
| Issued or guaranteed by U.S. | $4,088,000 | 3,797 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,635,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $2,145,000 | 1,969 |
| Privately issued | $490,000 | 1,202 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,612,000 | 4,390 |
| Total debt securities | $16,612,000 | 4,826 |
| Structured notes |
| Amortized cost | $839,000 | 1,291 |
| Fair value | $810,000 | 1,303 |
| 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 | $15,568,000 | 5,067 |
| U.S. Government securities | $10,444,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,444,000 | 5,063 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,216 |
| Other domestic debt securities | $502,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $502,000 | 1,158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,872,000 | 3,599 |
| Mortgage-backed securities | $3,388,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,142 |
| Issued or guaranteed by U.S. | $699,000 | 5,121 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,689,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $2,187,000 | 1,882 |
| Privately issued | $502,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,568,000 | 4,528 |
| Total debt securities | $15,568,000 | 5,021 |
| Structured notes |
| Amortized cost | $860,000 | 1,741 |
| Fair value | $831,000 | 1,757 |
| 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 | $20,066,000 | 4,476 |
| U.S. Government securities | $15,440,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,440,000 | 4,200 |
| Securities issued by states & political subdivisions | $4,122,000 | 3,374 |
| Other domestic debt securities | $504,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $504,000 | 1,115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,562,000 | 3,164 |
| Mortgage-backed securities | $3,710,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $962,000 | 4,838 |
| Issued or guaranteed by U.S. | $962,000 | 4,823 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,748,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 1,814 |
| Privately issued | $504,000 | 1,060 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $20,066,000 | 3,956 |
| Total debt securities | $20,033,000 | 4,427 |
| 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 | $19,894,000 | 4,508 |
| U.S. Government securities | $15,225,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,225,000 | 4,252 |
| Securities issued by states & political subdivisions | $4,169,000 | 3,344 |
| Other domestic debt securities | $500,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,640,000 | 3,153 |
| Mortgage-backed securities | $3,887,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $1,102,000 | 4,709 |
| Issued or guaranteed by U.S. | $1,102,000 | 4,694 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,785,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,285,000 | 1,791 |
| Privately issued | $500,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,894,000 | 3,964 |
| Total debt securities | $19,855,000 | 4,464 |
| 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 | $18,808,000 | 4,662 |
| U.S. Government securities | $14,400,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,400,000 | 4,415 |
| Securities issued by states & political subdivisions | $3,901,000 | 3,448 |
| Other domestic debt securities | $507,000 | 2,248 |
| Privately issued residential mortgage-backed securities | $507,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,447,000 | 3,352 |
| Mortgage-backed securities | $3,051,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,224,000 | 4,622 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,827,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,084 |
| Privately issued | $507,000 | 961 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $18,808,000 | 4,098 |
| Total debt securities | $18,770,000 | 4,619 |
| 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 | $17,474,000 | 4,910 |
| U.S. Government securities | $13,198,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,198,000 | 4,685 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,343 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,609,000 | 3,494 |
| Mortgage-backed securities | $2,638,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $1,313,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,313,000 | 4,571 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,325,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,083 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,474,000 | 4,333 |
| Total debt securities | $17,438,000 | 4,874 |
| 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 | $17,497,000 | 4,941 |
| U.S. Government securities | $12,810,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,810,000 | 4,808 |
| Securities issued by states & political subdivisions | $4,187,000 | 3,345 |
| Other domestic debt securities | $500,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,760 |
| 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 | $10,182,000 | 3,385 |
| Mortgage-backed securities | $2,774,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,422,000 | 4,503 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,352,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,352,000 | 2,045 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $17,497,000 | 4,335 |
| Total debt securities | $17,465,000 | 4,903 |
| 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 | $17,536,000 | 4,916 |
| U.S. Government securities | $13,354,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,354,000 | 4,691 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,521 |
| Other domestic debt securities | $495,000 | 2,415 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,000 | 1,863 |
| 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 | $10,461,000 | 3,329 |
| Mortgage-backed securities | $2,911,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $1,547,000 | 4,460 |
| Issued or guaranteed by U.S. | $1,547,000 | 4,440 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,364,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,025 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,536,000 | 4,280 |
| Total debt securities | $17,497,000 | 4,877 |
| 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 | $17,792,000 | 4,938 |
| U.S. Government securities | $13,605,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,605,000 | 4,696 |
| Securities issued by states & political subdivisions | $3,695,000 | 3,526 |
| Other domestic debt securities | $492,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,972 |
| 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 | $10,555,000 | 3,308 |
| Mortgage-backed securities | $3,127,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 4,390 |
| Issued or guaranteed by U.S. | $1,698,000 | 4,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,429,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,429,000 | 2,011 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,792,000 | 4,304 |
| Total debt securities | $17,752,000 | 4,888 |
| 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 | $18,900,000 | 4,786 |
| U.S. Government securities | $14,315,000 | 4,658 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $14,315,000 | 4,521 |
| Securities issued by states & political subdivisions | $3,942,000 | 3,454 |
| Other domestic debt securities | $643,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $643,000 | 1,862 |
| 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 | $11,035,000 | 3,204 |
| Mortgage-backed securities | $3,317,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,322 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,476,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,001 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,900,000 | 4,137 |
| Total debt securities | $18,860,000 | 4,736 |
| Structured notes |
| Amortized cost | $500,000 | 2,581 |
| Fair value | $498,000 | 2,590 |
| 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 | $18,946,000 | 4,764 |
| U.S. Government securities | $14,569,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,569,000 | 4,439 |
| Securities issued by states & political subdivisions | $3,731,000 | 3,519 |
| Other domestic debt securities | $646,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $646,000 | 1,932 |
| 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 | $10,570,000 | 3,268 |
| Mortgage-backed securities | $3,537,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,262 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,247 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,493,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,493,000 | 2,006 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $18,946,000 | 4,120 |
| Total debt securities | $18,905,000 | 4,714 |
| Structured notes |
| Amortized cost | $500,000 | 2,532 |
| Fair value | $497,000 | 2,586 |
| 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 | $19,253,000 | 4,742 |
| U.S. Government securities | $14,857,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,857,000 | 4,445 |
| Securities issued by states & political subdivisions | $3,746,000 | 3,501 |
| Other domestic debt securities | $650,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,009 |
| 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 | $10,743,000 | 3,230 |
| Mortgage-backed securities | $3,808,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $2,310,000 | 4,190 |
| Issued or guaranteed by U.S. | $2,310,000 | 4,174 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,498,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,054 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $19,253,000 | 4,114 |
| Total debt securities | $19,157,000 | 4,692 |
| Structured notes |
| Amortized cost | $500,000 | 2,519 |
| Fair value | $497,000 | 2,635 |
| 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 | $18,874,000 | 4,861 |
| U.S. Government securities | $14,208,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,208,000 | 4,626 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,387 |
| Other domestic debt securities | $650,000 | 2,545 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $650,000 | 2,103 |
| 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 | $10,095,000 | 3,343 |
| Mortgage-backed securities | $4,078,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $2,584,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,584,000 | 4,129 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,494,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,110 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,874,000 | 4,231 |
| Total debt securities | $18,767,000 | 4,831 |
| Structured notes |
| Amortized cost | $750,000 | 2,383 |
| Fair value | $745,000 | 2,388 |
| 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 | $19,882,000 | 4,742 |
| U.S. Government securities | $14,299,000 | 4,786 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,299,000 | 4,632 |
| Securities issued by states & political subdivisions | $4,914,000 | 3,101 |
| Other domestic debt securities | $669,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $669,000 | 2,154 |
| 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 | $1,094,000 | 6,424 |
| Mortgage-backed securities | $4,358,000 | 4,143 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,847,000 | 4,063 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,511,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,154 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,882,000 | 4,114 |
| Total debt securities | $19,747,000 | 4,693 |
| Structured notes |
| Amortized cost | $750,000 | 2,327 |
| Fair value | $750,000 | 2,326 |
| 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 | $20,293,000 | 4,676 |
| U.S. Government securities | $14,476,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $14,476,000 | 4,576 |
| Securities issued by states & political subdivisions | $5,137,000 | 3,027 |
| Other domestic debt securities | $680,000 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $680,000 | 2,205 |
| 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 | $10,404,000 | 3,222 |
| Mortgage-backed securities | $4,709,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,967 |
| Issued or guaranteed by U.S. | $3,185,000 | 3,957 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,524,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,156 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $20,293,000 | 4,048 |
| Total debt securities | $20,080,000 | 4,640 |
| Structured notes |
| Amortized cost | $750,000 | 2,312 |
| Fair value | $753,000 | 2,313 |
| 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 | $20,817,000 | 4,682 |
| U.S. Government securities | $15,197,000 | 4,666 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,197,000 | 4,499 |
| Securities issued by states & political subdivisions | $4,892,000 | 3,112 |
| Other domestic debt securities | $728,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $728,000 | 2,284 |
| 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 | $9,548,000 | 3,386 |
| Mortgage-backed securities | $5,057,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $3,546,000 | 3,888 |
| Issued or guaranteed by U.S. | $3,546,000 | 3,879 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,511,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $1,511,000 | 2,228 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $20,817,000 | 4,072 |
| Total debt securities | $20,642,000 | 4,635 |
| Structured notes |
| Amortized cost | $750,000 | 2,280 |
| Fair value | $747,000 | 2,282 |
| 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 | $20,234,000 | 4,754 |
| U.S. Government securities | $14,117,000 | 4,819 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,117,000 | 4,686 |
| Securities issued by states & political subdivisions | $5,168,000 | 3,027 |
| Other domestic debt securities | $949,000 | 2,610 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $949,000 | 2,231 |
| 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 | $10,509,000 | 3,171 |
| Mortgage-backed securities | $5,741,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,698 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,690 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,545,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,264 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,234,000 | 4,140 |
| Total debt securities | $20,129,000 | 4,682 |
| Structured notes |
| Amortized cost | $750,000 | 2,065 |
| Fair value | $763,000 | 2,061 |
| 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 | $21,007,000 | 4,680 |
| U.S. Government securities | $13,934,000 | 4,894 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,934,000 | 4,746 |
| Securities issued by states & political subdivisions | $5,703,000 | 2,880 |
| Other domestic debt securities | $1,370,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,370,000 | 2,021 |
| 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 | $9,479,000 | 3,263 |
| Mortgage-backed securities | $5,099,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 3,540 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,528 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $518,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,984 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $21,007,000 | 4,073 |
| Total debt securities | $20,898,000 | 4,614 |
| Structured notes |
| Amortized cost | $750,000 | 1,927 |
| Fair value | $761,000 | 1,924 |
| 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 | $20,226,000 | 4,714 |
| U.S. Government securities | $12,995,000 | 4,920 |
| U.S. Treasury securities | $1,006,000 | 1,522 |
| U.S. Government agency obligations | $11,989,000 | 4,998 |
| Securities issued by states & political subdivisions | $5,625,000 | 2,892 |
| Other domestic debt securities | $1,606,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,606,000 | 2,009 |
| 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 | $9,951,000 | 3,092 |
| Mortgage-backed securities | $5,594,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $5,070,000 | 3,391 |
| Issued or guaranteed by U.S. | $5,070,000 | 3,376 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $524,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 3,028 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $20,226,000 | 4,100 |
| Total debt securities | $20,085,000 | 4,663 |
| Structured notes |
| Amortized cost | $750,000 | 1,657 |
| Fair value | $765,000 | 1,656 |
| 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 | $19,266,000 | 4,802 |
| U.S. Government securities | $11,880,000 | 5,106 |
| U.S. Treasury securities | $1,011,000 | 1,537 |
| U.S. Government agency obligations | $10,869,000 | 5,179 |
| Securities issued by states & political subdivisions | $5,785,000 | 2,811 |
| Other domestic debt securities | $1,601,000 | 2,372 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,601,000 | 2,073 |
| 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 | $9,243,000 | 3,200 |
| Mortgage-backed securities | $6,916,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,280,000 | 3,094 |
| Issued or guaranteed by U.S. | $6,280,000 | 3,082 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $636,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $636,000 | 3,146 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $19,266,000 | 4,176 |
| Total debt securities | $19,107,000 | 4,723 |
| Structured notes |
| Amortized cost | $750,000 | 1,461 |
| Fair value | $771,000 | 1,460 |
| 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 | $20,696,000 | 4,559 |
| U.S. Government securities | $12,943,000 | 4,899 |
| U.S. Treasury securities | $1,521,000 | 1,320 |
| U.S. Government agency obligations | $11,422,000 | 5,079 |
| Securities issued by states & political subdivisions | $6,247,000 | 2,596 |
| Other domestic debt securities | $1,506,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,506,000 | 2,140 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,349,000 | 3,428 |
| Mortgage-backed securities | $7,209,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $5,975,000 | 3,141 |
| Issued or guaranteed by U.S. | $5,975,000 | 3,129 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,234,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,822 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,696,000 | 3,939 |
| Total debt securities | $20,518,000 | 4,490 |
| Structured notes |
| Amortized cost | $750,000 | 1,190 |
| Fair value | $773,000 | 1,191 |
| 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 | $18,931,000 | 4,809 |
| U.S. Government securities | $10,385,000 | 5,483 |
| U.S. Treasury securities | $1,531,000 | 1,382 |
| U.S. Government agency obligations | $8,854,000 | 5,702 |
| Securities issued by states & political subdivisions | $6,553,000 | 2,502 |
| Other domestic debt securities | $1,993,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,993,000 | 1,940 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,621,000 | 3,139 |
| Mortgage-backed securities | $4,623,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 4,289 |
| Issued or guaranteed by U.S. | $2,710,000 | 4,273 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,913,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 2,538 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,931,000 | 4,145 |
| Total debt securities | $18,720,000 | 4,758 |
| Structured notes |
| Amortized cost | $750,000 | 1,042 |
| Fair value | $776,000 | 1,041 |
| 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 | $18,294,000 | 4,792 |
| U.S. Government securities | $9,723,000 | 5,587 |
| U.S. Treasury securities | $1,548,000 | 1,590 |
| U.S. Government agency obligations | $8,175,000 | 5,819 |
| Securities issued by states & political subdivisions | $7,665,000 | 2,145 |
| Other domestic debt securities | $906,000 | 3,033 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $906,000 | 2,614 |
| 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 | $8,912,000 | 3,224 |
| Mortgage-backed securities | $3,213,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,321 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,303 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $954,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 3,192 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $18,294,000 | 4,078 |
| Total debt securities | $18,202,000 | 4,715 |
| 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 | $17,559,000 | 5,069 |
| U.S. Government securities | $9,811,000 | 5,914 |
| U.S. Treasury securities | $2,016,000 | 1,898 |
| U.S. Government agency obligations | $7,795,000 | 6,242 |
| Securities issued by states & political subdivisions | $6,457,000 | 2,339 |
| Other domestic debt securities | $887,000 | 2,601 |
| 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 | $887,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $404,000 | 4,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,012,000 | 3,402 |
| Mortgage-backed securities | $1,778,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,133 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,107 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $17,559,000 | 4,158 |
| Total debt securities | $16,988,000 | 5,051 |
| 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 | $17,900,000 | 5,198 |
| U.S. Government securities | $10,417,000 | 5,975 |
| U.S. Treasury securities | $2,980,000 | 2,256 |
| U.S. Government agency obligations | $7,437,000 | 6,483 |
| Securities issued by states & political subdivisions | $5,973,000 | 2,587 |
| Other domestic debt securities | $1,093,000 | 2,272 |
| 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 | $1,093,000 | 1,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $417,000 | 4,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,237,000 | 3,094 |
| Mortgage-backed securities | $2,304,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $2,304,000 | 3,998 |
| Issued or guaranteed by U.S. | $2,304,000 | 3,981 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,900,000 | 4,202 |
| Total debt securities | $17,446,000 | 5,182 |
| Structured notes |
| Amortized cost | $300,000 | 1,034 |
| Fair value | $298,000 | 1,047 |
| 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 | $19,100,000 | 4,967 |
| U.S. Government securities | $10,725,000 | 5,870 |
| U.S. Treasury securities | $3,566,000 | 2,802 |
| U.S. Government agency obligations | $7,159,000 | 6,221 |
| Securities issued by states & political subdivisions | $7,305,000 | 2,247 |
| Other domestic debt securities | $693,000 | 2,490 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 2,155 |
| Foreign debt securities | NA | NA |
| Equity securities | $377,000 | 4,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,480,000 | 2,701 |
| Mortgage-backed securities | $3,361,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,815 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,797 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $374,000 | 3,974 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 4,028 |
| Privately issued | $141,000 | 991 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,100,000 | 3,921 |
| Total debt securities | $18,635,000 | 4,948 |
| Structured notes |
| Amortized cost | $300,000 | 1,269 |
| Fair value | $300,000 | 1,284 |
| 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 | $21,039,000 | 4,731 |
| U.S. Government securities | $13,654,000 | 5,361 |
| U.S. Treasury securities | $5,842,000 | 2,847 |
| U.S. Government agency obligations | $7,812,000 | 6,043 |
| Securities issued by states & political subdivisions | $6,549,000 | 2,214 |
| Other domestic debt securities | $329,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $507,000 | 3,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,003,000 | 5,011 |
| Mortgage-backed securities | $3,983,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $3,350,000 | 3,567 |
| Issued or guaranteed by U.S. | $3,350,000 | 3,553 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $633,000 | 3,812 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 3,970 |
| Privately issued | $179,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $21,039,000 | 3,463 |
| Total debt securities | $20,481,000 | 4,718 |
| Structured notes |
| Amortized cost | $300,000 | 2,328 |
| Fair value | $297,000 | 2,382 |
| 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 | $22,067,000 | 4,966 |
| U.S. Government securities | $14,992,000 | 5,500 |
| U.S. Treasury securities | $6,084,000 | 3,269 |
| U.S. Government agency obligations | $8,908,000 | 5,878 |
| Securities issued by states & political subdivisions | $6,061,000 | 2,420 |
| Other domestic debt securities | $777,000 | 2,302 |
| Privately issued residential mortgage-backed securities | $777,000 | 836 |
| 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 | $237,000 | 4,996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,510,000 | 4,363 |
| Mortgage-backed securities | $5,204,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $4,705,000 | 3,316 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,484 |
| Privately issued | $500,000 | 302 |
| Collaterized mortgage obligations | $499,000 | 4,456 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 4,781 |
| Privately issued | $277,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $22,067,000 | 3,538 |
| Total debt securities | $21,830,000 | 4,896 |
| Structured notes |
| Amortized cost | $300,000 | 3,044 |
| Fair value | $297,000 | 3,100 |
| 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 | $20,013,000 | 5,542 |
| U.S. Government securities | $12,941,000 | 6,296 |
| U.S. Treasury securities | $6,598,000 | 3,758 |
| U.S. Government agency obligations | $6,343,000 | 7,013 |
| Securities issued by states & political subdivisions | $5,770,000 | 2,520 |
| Other domestic debt securities | $986,000 | 2,528 |
| Privately issued residential mortgage-backed securities | $427,000 | 1,253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $559,000 | 2,373 |
| Foreign debt securities | NA | NA |
| Equity securities | $316,000 | 4,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,531,000 | 4,425 |
| Mortgage-backed securities | $4,709,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,825 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,076,000 | 4,132 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 4,494 |
| Privately issued | $427,000 | 993 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $20,013,000 | 3,961 |
| Total debt securities | $19,697,000 | 5,508 |
| Structured notes |
| Amortized cost | $800,000 | 3,046 |
| Fair value | $763,000 | 3,100 |
| 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 | $20,337,000 | 5,808 |
| U.S. Government securities | $13,301,000 | 6,549 |
| U.S. Treasury securities | $5,865,000 | 5,049 |
| U.S. Government agency obligations | $7,436,000 | 6,447 |
| Securities issued by states & political subdivisions | $5,327,000 | 2,793 |
| Other domestic debt securities | $1,534,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $510,000 | 1,252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,000 | 2,175 |
| Foreign debt securities | NA | NA |
| Equity securities | $175,000 | 5,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,632,000 | 4,942 |
| Mortgage-backed securities | $5,620,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $5,146,000 | 3,346 |
| Issued or guaranteed by U.S. | $4,636,000 | 3,504 |
| Privately issued | $510,000 | 326 |
| Collaterized mortgage obligations | $474,000 | 5,324 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 5,095 |
| 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) | $11,724,000 | 5,142 |
| Available-for-sale securities (fair market value) | $8,613,000 | 5,223 |
| Total debt securities | $20,162,000 | 5,750 |
| 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 | $20,540,000 | 6,015 |
| U.S. Government securities | $12,948,000 | 6,862 |
| U.S. Treasury securities | $5,196,000 | 5,550 |
| U.S. Government agency obligations | $7,752,000 | 6,483 |
| Securities issued by states & political subdivisions | $5,397,000 | 2,829 |
| Other domestic debt securities | $2,187,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $667,000 | 1,489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,520,000 | 2,081 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,447,000 | 4,953 |
| Mortgage-backed securities | $7,219,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $5,928,000 | 3,422 |
| Issued or guaranteed by U.S. | $5,610,000 | 3,484 |
| Privately issued | $318,000 | 481 |
| Collaterized mortgage obligations | $1,291,000 | 4,658 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 4,886 |
| Privately issued | $349,000 | 1,618 |
| 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 | $20,523,000 | 5,894 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $17,984,000 | 6,532 |
| U.S. Government securities | $11,818,000 | 7,324 |
| U.S. Treasury securities | $4,396,000 | 6,245 |
| U.S. Government agency obligations | $7,422,000 | 6,621 |
| Securities issued by states & political subdivisions | $3,697,000 | 3,510 |
| Other domestic debt securities | $2,461,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $544,000 | 2,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,917,000 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 8,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,796,000 | 5,281 |
| Mortgage-backed securities | $7,766,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $6,040,000 | 3,561 |
| Issued or guaranteed by U.S. | $6,040,000 | 3,514 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,726,000 | 4,268 |
| CMOs issued by government agencies or sponsored agencies | $1,182,000 | 4,428 |
| Privately issued | $544,000 | 1,902 |
| 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 | $17,974,000 | 6,427 |
| 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 |
