| 2024-12-31 | Rank |
| Total securities | $4,397,748,000 | 87 |
| U.S. Government securities | $1,353,944,000 | 148 |
| U.S. Treasury securities | $7,970,000 | 1,316 |
| U.S. Government agency obligations | $1,345,974,000 | 127 |
| Securities issued by states & political subdivisions | $1,549,722,000 | 21 |
| Other domestic debt securities | $1,471,874,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,137,995,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,273,000 | 54 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $110,069,000 | 124 |
| 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 | $2,909,803,000 | 72 |
| Mortgage-backed securities | $2,593,774,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $695,360,000 | 113 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $581,863,000 | 89 |
| Privately issued | $1,137,995,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $53,124,000 | 162 |
| Other commercial mortgage-backed securities | $125,432,000 | 111 |
| Held to maturity securities (book value) | $837,390,000 | 99 |
| Available-for-sale securities (fair market value) | $3,538,150,000 | 76 |
| Total debt securities | $4,375,540,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $55,534,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $55,534,000 | 51 |
| 2024-09-30 | Rank |
| Total securities | $4,896,958,000 | 81 |
| U.S. Government securities | $1,426,913,000 | 142 |
| U.S. Treasury securities | $7,963,000 | 1,361 |
| U.S. Government agency obligations | $1,418,950,000 | 124 |
| Securities issued by states & political subdivisions | $1,580,249,000 | 23 |
| Other domestic debt securities | $1,867,679,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,236,696,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,729,000 | 51 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $120,314,000 | 109 |
| 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 | $3,466,438,000 | 63 |
| Mortgage-backed securities | $3,032,145,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $733,444,000 | 112 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $611,533,000 | 89 |
| Privately issued | $1,236,696,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $57,472,000 | 163 |
| Other commercial mortgage-backed securities | $393,000,000 | 70 |
| Held to maturity securities (book value) | $839,623,000 | 101 |
| Available-for-sale securities (fair market value) | $4,035,218,000 | 74 |
| Total debt securities | $4,874,841,000 | 79 |
| Structured notes |
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $58,740,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $58,740,000 | 49 |
| 2024-06-30 | Rank |
| Total securities | $5,028,034,000 | 79 |
| U.S. Government securities | $1,418,236,000 | 143 |
| U.S. Treasury securities | $15,847,000 | 940 |
| U.S. Government agency obligations | $1,402,389,000 | 124 |
| Securities issued by states & political subdivisions | $1,567,446,000 | 21 |
| Other domestic debt securities | $2,020,766,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,336,140,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,382,000 | 45 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $120,305,000 | 115 |
| 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 | $2,573,861,000 | 75 |
| Mortgage-backed securities | $3,113,868,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $729,774,000 | 109 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $599,514,000 | 88 |
| Privately issued | $1,336,140,000 | 54 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $55,602,000 | 162 |
| Other commercial mortgage-backed securities | $392,838,000 | 69 |
| Held to maturity securities (book value) | $842,980,000 | 101 |
| Available-for-sale securities (fair market value) | $4,163,468,000 | 71 |
| Total debt securities | $5,006,448,000 | 77 |
| Structured notes |
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $62,576,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,576,000 | 50 |
| 2024-03-31 | Rank |
| Total securities | $5,259,277,000 | 78 |
| U.S. Government securities | $1,469,728,000 | 139 |
| U.S. Treasury securities | $32,222,000 | 614 |
| U.S. Government agency obligations | $1,437,506,000 | 124 |
| Securities issued by states & political subdivisions | $1,568,546,000 | 23 |
| Other domestic debt securities | $2,199,702,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,457,799,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $197,108,000 | 44 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $118,701,000 | 82 |
| 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 | $2,614,306,000 | 76 |
| Mortgage-backed securities | $3,307,507,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $751,247,000 | 105 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $608,293,000 | 82 |
| Privately issued | $1,457,799,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,152,000 | 153 |
| Other commercial mortgage-backed securities | $431,016,000 | 64 |
| Held to maturity securities (book value) | $841,055,000 | 102 |
| Available-for-sale securities (fair market value) | $4,396,921,000 | 69 |
| Total debt securities | $5,237,976,000 | 76 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $63,517,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $63,517,000 | 50 |
| 2023-12-31 | Rank |
| Total securities | $5,485,132,000 | 74 |
| U.S. Government securities | $1,505,064,000 | 135 |
| U.S. Treasury securities | $32,118,000 | 656 |
| U.S. Government agency obligations | $1,472,946,000 | 124 |
| Securities issued by states & political subdivisions | $1,579,486,000 | 23 |
| Other domestic debt securities | $2,379,526,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,529,129,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $217,370,000 | 42 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $118,169,000 | 87 |
| 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 | $2,630,276,000 | 77 |
| Mortgage-backed securities | $3,502,403,000 | 69 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $774,105,000 | 101 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $619,523,000 | 77 |
| Privately issued | $1,529,129,000 | 10 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $59,780,000 | 152 |
| Other commercial mortgage-backed securities | $519,866,000 | 55 |
| Held to maturity securities (book value) | $838,241,000 | 102 |
| Available-for-sale securities (fair market value) | $4,625,835,000 | 68 |
| Total debt securities | $5,464,076,000 | 72 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $56,634,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,634,000 | 50 |
| 2023-09-30 | Rank |
| Total securities | $5,633,962,000 | 73 |
| U.S. Government securities | $1,545,412,000 | 133 |
| U.S. Treasury securities | $31,805,000 | 695 |
| U.S. Government agency obligations | $1,513,607,000 | 122 |
| Securities issued by states & political subdivisions | $1,427,994,000 | 28 |
| Other domestic debt securities | $2,643,024,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,655,170,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $367,404,000 | 29 |
| Structured financial products - Total | $15,747,000 | 203 |
| Other domestic debt securities - All other | $42,759,000 | 206 |
| 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 | $2,336,986,000 | 81 |
| Mortgage-backed securities | $3,689,670,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $694,734,000 | 115 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $712,126,000 | 70 |
| Privately issued | $1,655,170,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $58,518,000 | 149 |
| Other commercial mortgage-backed securities | $569,122,000 | 51 |
| Held to maturity securities (book value) | $755,639,000 | 112 |
| Available-for-sale securities (fair market value) | $4,860,791,000 | 62 |
| Total debt securities | $5,616,432,000 | 72 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $61,024,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,024,000 | 55 |
| 2023-06-30 | Rank |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,555,284,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $380 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $102,000 | 1,867 |
| Foreign debt securities | $84,560,000 | 30 |
| Equity securities | $1,311 | 16 |
| Assets held in trading accounts for TFR Reporters | $0 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $198 | 3,907 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,061,000 | 2,881 |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,610 | 1,545 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $70 | 1,791 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,541,500 | 88 |
| 2023-03-31 | Rank |
| Total securities | $3,358,212,000 | 108 |
| U.S. Government securities | $877,243,000 | 218 |
| U.S. Treasury securities | $2,996,000 | 2,257 |
| U.S. Government agency obligations | $874,247,000 | 193 |
| Securities issued by states & political subdivisions | $829,859,000 | 44 |
| Other domestic debt securities | $1,640,888,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,015,850,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $243,656,000 | 38 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $26,633,000 | 351 |
| 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 | $1,403,703,000 | 112 |
| Mortgage-backed securities | $2,225,883,000 | 89 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $475,668,000 | 166 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $352,036,000 | 119 |
| Privately issued | $1,015,850,000 | 12 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,193,000 | 273 |
| Other commercial mortgage-backed securities | $357,136,000 | 73 |
| Held to maturity securities (book value) | $408,276,000 | 167 |
| Available-for-sale securities (fair market value) | $2,939,714,000 | 97 |
| Total debt securities | $3,347,990,000 | 106 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $11,084,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,084,000 | 80 |
| 2022-12-31 | Rank |
| Total securities | $3,024,194,000 | 124 |
| U.S. Government securities | $809,749,000 | 236 |
| U.S. Treasury securities | $2,985,000 | 2,298 |
| U.S. Government agency obligations | $806,764,000 | 208 |
| Securities issued by states & political subdivisions | $771,662,000 | 54 |
| Other domestic debt securities | $1,436,789,000 | 50 |
| Privately issued residential mortgage-backed securities | $900,554,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $187,632,000 | 44 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $21,717,000 | 406 |
| 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 | $623,870,000 | 175 |
| Mortgage-backed securities | $2,015,571,000 | 104 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $439,407,000 | 182 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $321,530,000 | 128 |
| Privately issued | $900,554,000 | 12 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,833,000 | 271 |
| Other commercial mortgage-backed securities | $329,247,000 | 78 |
| Held to maturity securities (book value) | $401,007,000 | 178 |
| Available-for-sale securities (fair market value) | $2,617,193,000 | 113 |
| Total debt securities | $3,018,198,000 | 122 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $22,244,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,244,000 | 76 |
| 2022-09-30 | Rank |
| Total securities | $1,496,176,000 | 207 |
| U.S. Government securities | $343,394,000 | 450 |
| U.S. Treasury securities | $999,000 | 2,708 |
| U.S. Government agency obligations | $342,395,000 | 370 |
| Securities issued by states & political subdivisions | $381,044,000 | 117 |
| Other domestic debt securities | $771,738,000 | 67 |
| Privately issued residential mortgage-backed securities | $461,409,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,686,000 | 74 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,875,000 | 1,445 |
| 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 | $257,427,000 | 329 |
| Mortgage-backed securities | $1,037,278,000 | 159 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $211,341,000 | 306 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $112,694,000 | 242 |
| Privately issued | $461,409,000 | 21 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,066,000 | 414 |
| Other commercial mortgage-backed securities | $238,768,000 | 98 |
| Held to maturity securities (book value) | $230,027,000 | 245 |
| Available-for-sale securities (fair market value) | $1,266,149,000 | 192 |
| Total debt securities | $1,496,175,000 | 204 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $15,475,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $890,122,000 | 298 |
| U.S. Government securities | $211,382,000 | 690 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $211,382,000 | 571 |
| Securities issued by states & political subdivisions | $233,873,000 | 201 |
| Other domestic debt securities | $444,867,000 | 94 |
| Privately issued residential mortgage-backed securities | $275,656,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,922,000 | 148 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,926,000 | 1,427 |
| 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 | $137,205,000 | 553 |
| Mortgage-backed securities | $626,042,000 | 234 |
| Certificates of participation in pools of residential mortgages | $122,282,000 | 486 |
| Issued or guaranteed by U.S. | $122,282,000 | 482 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $347,570,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $71,914,000 | 344 |
| Privately issued | $275,656,000 | 33 |
| Commercial mortgage-backed securities | $156,190,000 | 180 |
| Commercial mortgage pass-through securities | $11,827,000 | 443 |
| Other commercial mortgage-backed securities | $144,363,000 | 135 |
| Held to maturity securities (book value) | $737,000 | 1,587 |
| Available-for-sale securities (fair market value) | $889,385,000 | 243 |
| Total debt securities | $890,120,000 | 296 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $397,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $889,170,000 | 303 |
| U.S. Government securities | $246,000,000 | 602 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $246,000,000 | 514 |
| Securities issued by states & political subdivisions | $257,095,000 | 189 |
| Other domestic debt securities | $386,075,000 | 98 |
| Privately issued residential mortgage-backed securities | $262,120,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,728,000 | 133 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $173,916,000 | 438 |
| Mortgage-backed securities | $587,193,000 | 244 |
| Certificates of participation in pools of residential mortgages | $132,610,000 | 461 |
| Issued or guaranteed by U.S. | $132,610,000 | 457 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $347,199,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $85,079,000 | 306 |
| Privately issued | $262,120,000 | 38 |
| Commercial mortgage-backed securities | $107,384,000 | 222 |
| Commercial mortgage pass-through securities | $12,157,000 | 444 |
| Other commercial mortgage-backed securities | $95,227,000 | 159 |
| Held to maturity securities (book value) | $728,000 | 1,491 |
| Available-for-sale securities (fair market value) | $888,442,000 | 258 |
| Total debt securities | $889,171,000 | 301 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $800,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $970,840,000 | 274 |
| U.S. Government securities | $280,758,000 | 520 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $280,758,000 | 463 |
| Securities issued by states & political subdivisions | $306,842,000 | 167 |
| Other domestic debt securities | $383,240,000 | 92 |
| Privately issued residential mortgage-backed securities | $239,309,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,421,000 | 85 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,935,000 | 322 |
| Mortgage-backed securities | $568,757,000 | 250 |
| Certificates of participation in pools of residential mortgages | $140,654,000 | 444 |
| Issued or guaranteed by U.S. | $140,654,000 | 441 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $333,744,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $94,435,000 | 289 |
| Privately issued | $239,309,000 | 35 |
| Commercial mortgage-backed securities | $94,359,000 | 242 |
| Commercial mortgage pass-through securities | $12,849,000 | 428 |
| Other commercial mortgage-backed securities | $81,510,000 | 186 |
| Held to maturity securities (book value) | $720,000 | 1,403 |
| Available-for-sale securities (fair market value) | $970,120,000 | 240 |
| Total debt securities | $970,839,000 | 272 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $2,381,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $962,341,000 | 267 |
| U.S. Government securities | $237,338,000 | 556 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $237,338,000 | 501 |
| Securities issued by states & political subdivisions | $282,665,000 | 170 |
| Other domestic debt securities | $442,338,000 | 79 |
| Privately issued residential mortgage-backed securities | $230,529,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $128,119,000 | 61 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $307,242,000 | 264 |
| Mortgage-backed securities | $551,557,000 | 252 |
| Certificates of participation in pools of residential mortgages | $123,139,000 | 472 |
| Issued or guaranteed by U.S. | $123,139,000 | 470 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $329,495,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $98,966,000 | 281 |
| Privately issued | $230,529,000 | 27 |
| Commercial mortgage-backed securities | $98,923,000 | 233 |
| Commercial mortgage pass-through securities | $15,233,000 | 378 |
| Other commercial mortgage-backed securities | $83,690,000 | 185 |
| Held to maturity securities (book value) | $1,713,000 | 1,219 |
| Available-for-sale securities (fair market value) | $960,628,000 | 236 |
| Total debt securities | $962,341,000 | 266 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $900,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $886,608,000 | 272 |
| U.S. Government securities | $152,720,000 | 753 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $152,720,000 | 690 |
| Securities issued by states & political subdivisions | $298,170,000 | 150 |
| Other domestic debt securities | $435,718,000 | 75 |
| Privately issued residential mortgage-backed securities | $229,977,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,743,000 | 60 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $332,413,000 | 246 |
| Mortgage-backed securities | $451,695,000 | 269 |
| Certificates of participation in pools of residential mortgages | $32,595,000 | 1,204 |
| Issued or guaranteed by U.S. | $32,595,000 | 1,177 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $334,354,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $104,377,000 | 263 |
| Privately issued | $229,977,000 | 22 |
| Commercial mortgage-backed securities | $84,746,000 | 250 |
| Commercial mortgage pass-through securities | $15,425,000 | 367 |
| Other commercial mortgage-backed securities | $69,321,000 | 196 |
| Held to maturity securities (book value) | $1,711,000 | 1,211 |
| Available-for-sale securities (fair market value) | $884,897,000 | 242 |
| Total debt securities | $886,608,000 | 270 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,210,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $918,169,000 | 252 |
| U.S. Government securities | $160,357,000 | 666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $160,357,000 | 622 |
| Securities issued by states & political subdivisions | $275,460,000 | 159 |
| Other domestic debt securities | $482,352,000 | 65 |
| Privately issued residential mortgage-backed securities | $253,340,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,679,000 | 48 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $255,077,000 | 288 |
| Mortgage-backed securities | $430,364,000 | 262 |
| Certificates of participation in pools of residential mortgages | $26,470,000 | 1,329 |
| Issued or guaranteed by U.S. | $26,470,000 | 1,292 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $339,272,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $85,932,000 | 283 |
| Privately issued | $253,340,000 | 22 |
| Commercial mortgage-backed securities | $64,622,000 | 283 |
| Commercial mortgage pass-through securities | $15,408,000 | 351 |
| Other commercial mortgage-backed securities | $49,214,000 | 227 |
| Held to maturity securities (book value) | $1,709,000 | 1,180 |
| Available-for-sale securities (fair market value) | $916,460,000 | 226 |
| Total debt securities | $918,171,000 | 249 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,176,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $900,522,000 | 244 |
| U.S. Government securities | $145,884,000 | 646 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $145,884,000 | 613 |
| Securities issued by states & political subdivisions | $275,132,000 | 152 |
| Other domestic debt securities | $479,506,000 | 59 |
| Privately issued residential mortgage-backed securities | $239,213,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $190,706,000 | 44 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $285,888,000 | 263 |
| Mortgage-backed securities | $410,598,000 | 253 |
| Certificates of participation in pools of residential mortgages | $24,151,000 | 1,284 |
| Issued or guaranteed by U.S. | $24,151,000 | 1,259 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $320,062,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $80,849,000 | 289 |
| Privately issued | $239,213,000 | 21 |
| Commercial mortgage-backed securities | $66,385,000 | 261 |
| Commercial mortgage pass-through securities | $15,781,000 | 324 |
| Other commercial mortgage-backed securities | $50,604,000 | 212 |
| Held to maturity securities (book value) | $1,707,000 | 1,177 |
| Available-for-sale securities (fair market value) | $898,815,000 | 224 |
| Total debt securities | $900,522,000 | 241 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,679,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $862,820,000 | 241 |
| U.S. Government securities | $146,628,000 | 609 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $146,628,000 | 571 |
| Securities issued by states & political subdivisions | $231,406,000 | 165 |
| Other domestic debt securities | $484,786,000 | 57 |
| Privately issued residential mortgage-backed securities | $253,921,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $187,065,000 | 45 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $306,460,000 | 246 |
| Mortgage-backed securities | $419,099,000 | 236 |
| Certificates of participation in pools of residential mortgages | $33,053,000 | 1,008 |
| Issued or guaranteed by U.S. | $33,053,000 | 983 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $325,215,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $71,294,000 | 300 |
| Privately issued | $253,921,000 | 21 |
| Commercial mortgage-backed securities | $60,831,000 | 254 |
| Commercial mortgage pass-through securities | $15,833,000 | 313 |
| Other commercial mortgage-backed securities | $44,998,000 | 215 |
| Held to maturity securities (book value) | $1,705,000 | 1,171 |
| Available-for-sale securities (fair market value) | $861,115,000 | 221 |
| Total debt securities | $862,820,000 | 239 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,854,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $729,751,000 | 263 |
| U.S. Government securities | $110,569,000 | 761 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $110,569,000 | 721 |
| Securities issued by states & political subdivisions | $162,232,000 | 225 |
| Other domestic debt securities | $456,950,000 | 58 |
| Privately issued residential mortgage-backed securities | $212,635,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,736,000 | 40 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $348,342,000 | 224 |
| Mortgage-backed securities | $359,944,000 | 252 |
| Certificates of participation in pools of residential mortgages | $30,031,000 | 1,035 |
| Issued or guaranteed by U.S. | $30,031,000 | 1,006 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $250,342,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $37,707,000 | 478 |
| Privately issued | $212,635,000 | 24 |
| Commercial mortgage-backed securities | $79,571,000 | 217 |
| Commercial mortgage pass-through securities | $15,780,000 | 305 |
| Other commercial mortgage-backed securities | $63,791,000 | 173 |
| Held to maturity securities (book value) | $1,703,000 | 1,176 |
| Available-for-sale securities (fair market value) | $728,048,000 | 236 |
| Total debt securities | $729,751,000 | 257 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,947,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $570,895,000 | 305 |
| U.S. Government securities | $123,332,000 | 696 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $123,332,000 | 659 |
| Securities issued by states & political subdivisions | $138,398,000 | 232 |
| Other domestic debt securities | $309,165,000 | 77 |
| Privately issued residential mortgage-backed securities | $73,585,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,263,000 | 45 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,428,000 | 749 |
| Mortgage-backed securities | $271,414,000 | 319 |
| Certificates of participation in pools of residential mortgages | $31,928,000 | 985 |
| Issued or guaranteed by U.S. | $31,928,000 | 959 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $121,249,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $47,664,000 | 411 |
| Privately issued | $73,585,000 | 41 |
| Commercial mortgage-backed securities | $118,237,000 | 183 |
| Commercial mortgage pass-through securities | $15,698,000 | 288 |
| Other commercial mortgage-backed securities | $102,539,000 | 143 |
| Held to maturity securities (book value) | $1,701,000 | 1,186 |
| Available-for-sale securities (fair market value) | $569,194,000 | 266 |
| Total debt securities | $570,895,000 | 299 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,944,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $595,372,000 | 284 |
| U.S. Government securities | $152,188,000 | 593 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $152,188,000 | 555 |
| Securities issued by states & political subdivisions | $120,636,000 | 247 |
| Other domestic debt securities | $322,548,000 | 74 |
| Privately issued residential mortgage-backed securities | $60,560,000 | 56 |
| Commercial mortgage-backed securities - Total | $104,061,000 | 30 |
| Asset backed securities | $157,927,000 | 41 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,078,000 | 651 |
| Mortgage-backed securities | $288,022,000 | 295 |
| Certificates of participation in pools of residential mortgages | $30,275,000 | 1,003 |
| Issued or guaranteed by U.S. | $30,275,000 | 981 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $137,635,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $77,075,000 | 303 |
| Privately issued | $60,560,000 | 41 |
| Commercial mortgage-backed securities | $120,112,000 | 178 |
| Commercial mortgage pass-through securities | $14,835,000 | 305 |
| Other commercial mortgage-backed securities | $105,277,000 | 137 |
| Held to maturity securities (book value) | $1,700,000 | 1,234 |
| Available-for-sale securities (fair market value) | $593,672,000 | 255 |
| Total debt securities | $595,372,000 | 279 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $861,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $631,812,000 | 269 |
| U.S. Government securities | $183,580,000 | 504 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $183,580,000 | 475 |
| Securities issued by states & political subdivisions | $96,955,000 | 311 |
| Other domestic debt securities | $351,277,000 | 70 |
| Privately issued residential mortgage-backed securities | $42,371,000 | 77 |
| Commercial mortgage-backed securities - Total | $148,778,000 | 29 |
| Asset backed securities | $160,128,000 | 42 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $96,261,000 | 556 |
| Mortgage-backed securities | $343,548,000 | 258 |
| Certificates of participation in pools of residential mortgages | $31,746,000 | 932 |
| Issued or guaranteed by U.S. | $31,746,000 | 905 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $136,737,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $94,366,000 | 260 |
| Privately issued | $42,371,000 | 57 |
| Commercial mortgage-backed securities | $175,065,000 | 142 |
| Commercial mortgage pass-through securities | $15,075,000 | 310 |
| Other commercial mortgage-backed securities | $159,990,000 | 108 |
| Held to maturity securities (book value) | $1,698,000 | 1,294 |
| Available-for-sale securities (fair market value) | $630,114,000 | 244 |
| Total debt securities | $631,812,000 | 264 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,140,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $515,212,000 | 314 |
| U.S. Government securities | $164,997,000 | 570 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $164,997,000 | 529 |
| Securities issued by states & political subdivisions | $58,692,000 | 562 |
| Other domestic debt securities | $291,523,000 | 77 |
| Privately issued residential mortgage-backed securities | $93,775,000 | 37 |
| Commercial mortgage-backed securities - Total | $126,524,000 | 32 |
| Asset backed securities | $70,460,000 | 64 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $764,000 | 1,241 |
| 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 | $97,076,000 | 565 |
| Mortgage-backed securities | $368,876,000 | 250 |
| Certificates of participation in pools of residential mortgages | $25,934,000 | 1,064 |
| Issued or guaranteed by U.S. | $25,934,000 | 1,053 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $113,037,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $19,262,000 | 771 |
| Privately issued | $93,775,000 | 35 |
| Commercial mortgage-backed securities | $229,905,000 | 120 |
| Commercial mortgage pass-through securities | $31,176,000 | 182 |
| Other commercial mortgage-backed securities | $198,729,000 | 89 |
| Held to maturity securities (book value) | $1,697,000 | 1,343 |
| Available-for-sale securities (fair market value) | $513,515,000 | 275 |
| Total debt securities | $515,212,000 | 309 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $843,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $502,754,000 | 322 |
| U.S. Government securities | $151,312,000 | 609 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $151,312,000 | 571 |
| Securities issued by states & political subdivisions | $83,372,000 | 385 |
| Other domestic debt securities | $268,070,000 | 80 |
| Privately issued residential mortgage-backed securities | $79,195,000 | 38 |
| Commercial mortgage-backed securities - Total | $109,842,000 | 32 |
| Asset backed securities | $77,885,000 | 58 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,148,000 | 1,116 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,572,000 | 665 |
| Mortgage-backed securities | $334,194,000 | 258 |
| Certificates of participation in pools of residential mortgages | $20,756,000 | 1,264 |
| Issued or guaranteed by U.S. | $20,756,000 | 1,249 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $119,335,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $40,140,000 | 432 |
| Privately issued | $79,195,000 | 37 |
| Commercial mortgage-backed securities | $194,103,000 | 120 |
| Commercial mortgage pass-through securities | $31,396,000 | 167 |
| Other commercial mortgage-backed securities | $162,707,000 | 96 |
| Held to maturity securities (book value) | $1,695,000 | 1,353 |
| Available-for-sale securities (fair market value) | $501,059,000 | 282 |
| Total debt securities | $502,754,000 | 317 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $345,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $556,400,000 | 301 |
| U.S. Government securities | $158,359,000 | 584 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $158,359,000 | 548 |
| Securities issued by states & political subdivisions | $85,230,000 | 380 |
| Other domestic debt securities | $312,811,000 | 71 |
| Privately issued residential mortgage-backed securities | $95,612,000 | 37 |
| Commercial mortgage-backed securities - Total | $134,145,000 | 27 |
| Asset backed securities | $80,949,000 | 53 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,105,000 | 896 |
| 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 | $83,040,000 | 653 |
| Mortgage-backed securities | $381,652,000 | 238 |
| Certificates of participation in pools of residential mortgages | $21,288,000 | 1,244 |
| Issued or guaranteed by U.S. | $21,288,000 | 1,233 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $136,733,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $41,121,000 | 425 |
| Privately issued | $95,612,000 | 33 |
| Commercial mortgage-backed securities | $223,631,000 | 108 |
| Commercial mortgage pass-through securities | $29,065,000 | 172 |
| Other commercial mortgage-backed securities | $194,566,000 | 84 |
| Held to maturity securities (book value) | $3,765,000 | 1,162 |
| Available-for-sale securities (fair market value) | $552,635,000 | 263 |
| Total debt securities | $556,400,000 | 296 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $276,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $546,019,000 | 303 |
| U.S. Government securities | $161,747,000 | 573 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $161,747,000 | 535 |
| Securities issued by states & political subdivisions | $84,268,000 | 384 |
| Other domestic debt securities | $300,004,000 | 75 |
| Privately issued residential mortgage-backed securities | $86,935,000 | 41 |
| Commercial mortgage-backed securities - Total | $125,995,000 | 28 |
| Asset backed securities | $84,729,000 | 51 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,345,000 | 869 |
| 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 | $90,275,000 | 614 |
| Mortgage-backed securities | $367,650,000 | 244 |
| Certificates of participation in pools of residential mortgages | $18,381,000 | 1,390 |
| Issued or guaranteed by U.S. | $18,381,000 | 1,384 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $135,086,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $48,151,000 | 380 |
| Privately issued | $86,935,000 | 38 |
| Commercial mortgage-backed securities | $214,183,000 | 103 |
| Commercial mortgage pass-through securities | $27,690,000 | 183 |
| Other commercial mortgage-backed securities | $186,493,000 | 81 |
| Held to maturity securities (book value) | $3,765,000 | 1,183 |
| Available-for-sale securities (fair market value) | $542,254,000 | 266 |
| Total debt securities | $546,019,000 | 299 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $511,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $531,299,000 | 311 |
| U.S. Government securities | $142,136,000 | 644 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $142,136,000 | 604 |
| Securities issued by states & political subdivisions | $79,178,000 | 436 |
| Other domestic debt securities | $309,985,000 | 68 |
| Privately issued residential mortgage-backed securities | $85,507,000 | 42 |
| Commercial mortgage-backed securities - Total | $122,417,000 | 28 |
| Asset backed securities | $102,061,000 | 48 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $97,003,000 | 596 |
| Mortgage-backed securities | $327,634,000 | 263 |
| Certificates of participation in pools of residential mortgages | $17,311,000 | 1,497 |
| Issued or guaranteed by U.S. | $17,311,000 | 1,437 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $177,067,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $91,560,000 | 260 |
| Privately issued | $85,507,000 | 39 |
| Commercial mortgage-backed securities | $133,256,000 | 137 |
| Commercial mortgage pass-through securities | $9,581,000 | 381 |
| Other commercial mortgage-backed securities | $123,675,000 | 103 |
| Held to maturity securities (book value) | $3,765,000 | 1,199 |
| Available-for-sale securities (fair market value) | $527,534,000 | 272 |
| Total debt securities | $531,299,000 | 305 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $545,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $545,000 | 121 |
| 2018-03-31 | Rank |
| Total securities | $524,187,000 | 317 |
| U.S. Government securities | $167,004,000 | 578 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $167,004,000 | 544 |
| Securities issued by states & political subdivisions | $79,511,000 | 436 |
| Other domestic debt securities | $277,672,000 | 73 |
| Privately issued residential mortgage-backed securities | $35,986,000 | 63 |
| Commercial mortgage-backed securities - Total | $90,693,000 | 28 |
| Asset backed securities | $150,993,000 | 40 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,684,000 | 594 |
| Mortgage-backed securities | $269,789,000 | 295 |
| Certificates of participation in pools of residential mortgages | $15,883,000 | 1,627 |
| Issued or guaranteed by U.S. | $15,883,000 | 1,624 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $153,452,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $117,466,000 | 222 |
| Privately issued | $35,986,000 | 59 |
| Commercial mortgage-backed securities | $100,454,000 | 152 |
| Commercial mortgage pass-through securities | $9,761,000 | 302 |
| Other commercial mortgage-backed securities | $90,693,000 | 113 |
| Held to maturity securities (book value) | $3,765,000 | 1,227 |
| Available-for-sale securities (fair market value) | $520,422,000 | 279 |
| Total debt securities | $524,187,000 | 313 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $279,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $279,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $279,000 | 125 |
| 2017-12-31 | Rank |
| Total securities | $541,889,000 | 298 |
| U.S. Government securities | $215,604,000 | 455 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $215,604,000 | 434 |
| Securities issued by states & political subdivisions | $94,913,000 | 369 |
| Other domestic debt securities | $231,372,000 | 82 |
| Privately issued residential mortgage-backed securities | $37,493,000 | 63 |
| Commercial mortgage-backed securities - Total | $80,992,000 | 29 |
| Asset backed securities | $112,887,000 | 43 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $116,664,000 | 524 |
| Mortgage-backed securities | $304,815,000 | 275 |
| Certificates of participation in pools of residential mortgages | $60,002,000 | 638 |
| Issued or guaranteed by U.S. | $60,002,000 | 638 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $153,878,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $116,385,000 | 225 |
| Privately issued | $37,493,000 | 60 |
| Commercial mortgage-backed securities | $90,935,000 | 153 |
| Commercial mortgage pass-through securities | $9,943,000 | 304 |
| Other commercial mortgage-backed securities | $80,992,000 | 120 |
| Held to maturity securities (book value) | $3,766,000 | 1,255 |
| Available-for-sale securities (fair market value) | $538,123,000 | 267 |
| Total debt securities | $541,889,000 | 293 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $192,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $192,000 | 130 |
| Revaluation losses on off-balance sheet contracts | $192,000 | 130 |
| 2017-09-30 | Rank |
| Total securities | $473,575,000 | 340 |
| U.S. Government securities | $221,167,000 | 443 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $221,167,000 | 425 |
| Securities issued by states & political subdivisions | $95,728,000 | 370 |
| Other domestic debt securities | $156,680,000 | 99 |
| Privately issued residential mortgage-backed securities | $30,114,000 | 68 |
| Commercial mortgage-backed securities - Total | $43,806,000 | 35 |
| Asset backed securities | $82,760,000 | 56 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $143,720,000 | 437 |
| Mortgage-backed securities | $264,112,000 | 297 |
| Certificates of participation in pools of residential mortgages | $62,840,000 | 613 |
| Issued or guaranteed by U.S. | $62,840,000 | 613 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $147,479,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $117,365,000 | 227 |
| Privately issued | $30,114,000 | 65 |
| Commercial mortgage-backed securities | $53,793,000 | 210 |
| Commercial mortgage pass-through securities | $9,987,000 | 297 |
| Other commercial mortgage-backed securities | $43,806,000 | 148 |
| Held to maturity securities (book value) | $3,765,000 | 1,295 |
| Available-for-sale securities (fair market value) | $469,810,000 | 293 |
| Total debt securities | $473,575,000 | 333 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $209,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $209,000 | 130 |
| Revaluation losses on off-balance sheet contracts | $209,000 | 131 |
| 2017-06-30 | Rank |
| Total securities | $166,254,000 | 872 |
| U.S. Government securities | $104,809,000 | 871 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $104,809,000 | 832 |
| Securities issued by states & political subdivisions | $41,502,000 | 988 |
| Other domestic debt securities | $19,943,000 | 406 |
| Privately issued residential mortgage-backed securities | $14,396,000 | 105 |
| Commercial mortgage-backed securities - Total | $5,547,000 | 73 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,721,000 | 788 |
| Mortgage-backed securities | $113,340,000 | 595 |
| Certificates of participation in pools of residential mortgages | $13,119,000 | 1,926 |
| Issued or guaranteed by U.S. | $13,119,000 | 1,925 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $87,707,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $73,311,000 | 296 |
| Privately issued | $14,396,000 | 100 |
| Commercial mortgage-backed securities | $12,514,000 | 460 |
| Commercial mortgage pass-through securities | $6,967,000 | 356 |
| Other commercial mortgage-backed securities | $5,547,000 | 405 |
| Held to maturity securities (book value) | $3,766,000 | 1,315 |
| Available-for-sale securities (fair market value) | $162,488,000 | 770 |
| Total debt securities | $166,254,000 | 862 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $171,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $171,000 | 131 |
| Revaluation losses on off-balance sheet contracts | $171,000 | 133 |
| 2017-03-31 | Rank |
| Total securities | $171,658,000 | 858 |
| U.S. Government securities | $109,337,000 | 852 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $109,337,000 | 811 |
| Securities issued by states & political subdivisions | $45,799,000 | 908 |
| Other domestic debt securities | $16,522,000 | 455 |
| Privately issued residential mortgage-backed securities | $13,771,000 | 104 |
| Commercial mortgage-backed securities - Total | $2,751,000 | 87 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,081,000 | 779 |
| Mortgage-backed securities | $114,037,000 | 597 |
| Certificates of participation in pools of residential mortgages | $13,982,000 | 1,890 |
| Issued or guaranteed by U.S. | $13,982,000 | 1,890 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $90,461,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $76,690,000 | 288 |
| Privately issued | $13,771,000 | 100 |
| Commercial mortgage-backed securities | $9,594,000 | 505 |
| Commercial mortgage pass-through securities | $6,843,000 | 350 |
| Other commercial mortgage-backed securities | $2,751,000 | 528 |
| Held to maturity securities (book value) | $3,766,000 | 1,347 |
| Available-for-sale securities (fair market value) | $167,892,000 | 767 |
| Total debt securities | $171,658,000 | 848 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $112,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $112,000 | 129 |
| Revaluation losses on off-balance sheet contracts | $112,000 | 131 |
| 2016-12-31 | Rank |
| Total securities | $196,036,000 | 743 |
| U.S. Government securities | $116,874,000 | 796 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $116,874,000 | 762 |
| Securities issued by states & political subdivisions | $62,094,000 | 634 |
| Other domestic debt securities | $17,068,000 | 432 |
| Privately issued residential mortgage-backed securities | $17,068,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,191,000 | 739 |
| Mortgage-backed securities | $118,261,000 | 558 |
| Certificates of participation in pools of residential mortgages | $14,922,000 | 1,848 |
| Issued or guaranteed by U.S. | $14,922,000 | 1,846 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $96,494,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $79,426,000 | 276 |
| Privately issued | $17,068,000 | 94 |
| Commercial mortgage-backed securities | $6,845,000 | 574 |
| Commercial mortgage pass-through securities | $6,845,000 | 332 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $3,767,000 | 1,360 |
| Available-for-sale securities (fair market value) | $192,269,000 | 669 |
| Total debt securities | $196,036,000 | 732 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $163,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $153,450,000 | 937 |
| U.S. Government securities | $110,596,000 | 826 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $110,596,000 | 791 |
| Securities issued by states & political subdivisions | $30,536,000 | 1,319 |
| Other domestic debt securities | $12,318,000 | 519 |
| Privately issued residential mortgage-backed securities | $12,318,000 | 123 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,677,000 | 694 |
| Mortgage-backed securities | $107,907,000 | 617 |
| Certificates of participation in pools of residential mortgages | $20,455,000 | 1,541 |
| Issued or guaranteed by U.S. | $20,455,000 | 1,541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $85,232,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $72,914,000 | 308 |
| Privately issued | $12,318,000 | 118 |
| Commercial mortgage-backed securities | $2,220,000 | 845 |
| Commercial mortgage pass-through securities | $2,220,000 | 533 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $3,767,000 | 1,358 |
| Available-for-sale securities (fair market value) | $149,683,000 | 831 |
| Total debt securities | $153,450,000 | 924 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $852,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $132,835,000 | 1,073 |
| U.S. Government securities | $97,624,000 | 936 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $97,624,000 | 890 |
| Securities issued by states & political subdivisions | $27,104,000 | 1,473 |
| Other domestic debt securities | $8,107,000 | 681 |
| Privately issued residential mortgage-backed securities | $7,607,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,518 |
| 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 | $71,155,000 | 839 |
| Mortgage-backed securities | $97,060,000 | 667 |
| Certificates of participation in pools of residential mortgages | $24,165,000 | 1,364 |
| Issued or guaranteed by U.S. | $24,165,000 | 1,360 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $72,362,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $64,755,000 | 331 |
| Privately issued | $7,607,000 | 150 |
| Commercial mortgage-backed securities | $533,000 | 1,100 |
| Commercial mortgage pass-through securities | $533,000 | 728 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $3,767,000 | 1,402 |
| Available-for-sale securities (fair market value) | $129,068,000 | 972 |
| Total debt securities | $132,835,000 | 1,060 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $953,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $131,510,000 | 1,090 |
| U.S. Government securities | $106,640,000 | 875 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $106,640,000 | 840 |
| Securities issued by states & political subdivisions | $18,951,000 | 1,924 |
| Other domestic debt securities | $5,919,000 | 804 |
| Privately issued residential mortgage-backed securities | $5,419,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,520 |
| 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 | $50,317,000 | 1,131 |
| Mortgage-backed securities | $103,360,000 | 637 |
| Certificates of participation in pools of residential mortgages | $30,851,000 | 1,150 |
| Issued or guaranteed by U.S. | $30,851,000 | 1,149 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $71,989,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $66,570,000 | 339 |
| Privately issued | $5,419,000 | 167 |
| Commercial mortgage-backed securities | $520,000 | 1,076 |
| Commercial mortgage pass-through securities | $520,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,768,000 | 1,438 |
| Available-for-sale securities (fair market value) | $127,742,000 | 982 |
| Total debt securities | $131,510,000 | 1,077 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,001,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $41,396,000 | 2,785 |
| U.S. Government securities | $21,769,000 | 2,932 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,769,000 | 2,826 |
| Securities issued by states & political subdivisions | $16,819,000 | 2,114 |
| Other domestic debt securities | $2,808,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $2,808,000 | 227 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,489,000 | 2,709 |
| Mortgage-backed securities | $20,200,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 3,752 |
| Issued or guaranteed by U.S. | $2,111,000 | 3,749 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,578,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $14,770,000 | 902 |
| Privately issued | $2,808,000 | 217 |
| Commercial mortgage-backed securities | $511,000 | 1,035 |
| Commercial mortgage pass-through securities | $511,000 | 684 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,768,000 | 1,468 |
| Available-for-sale securities (fair market value) | $37,628,000 | 2,692 |
| Total debt securities | $41,396,000 | 2,765 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $28,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $38,190,000 | 2,951 |
| U.S. Government securities | $24,900,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,900,000 | 2,683 |
| Securities issued by states & political subdivisions | $10,431,000 | 2,780 |
| Other domestic debt securities | $2,859,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $2,859,000 | 229 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,258,000 | 2,750 |
| Mortgage-backed securities | $23,246,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $2,412,000 | 3,708 |
| Issued or guaranteed by U.S. | $2,412,000 | 3,706 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $18,702,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $15,843,000 | 877 |
| Privately issued | $2,859,000 | 220 |
| Commercial mortgage-backed securities | $2,132,000 | 713 |
| Commercial mortgage pass-through securities | $2,132,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,769,000 | 1,465 |
| Available-for-sale securities (fair market value) | $34,421,000 | 2,885 |
| Total debt securities | $38,190,000 | 2,927 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $41,000 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $39,570,000 | 2,929 |
| U.S. Government securities | $29,250,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,250,000 | 2,508 |
| Securities issued by states & political subdivisions | $8,771,000 | 3,000 |
| Other domestic debt securities | $1,549,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $1,549,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,124,000 | 4,194 |
| Mortgage-backed securities | $23,866,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $6,167,000 | 2,980 |
| Issued or guaranteed by U.S. | $6,167,000 | 2,977 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,593,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $14,044,000 | 976 |
| Privately issued | $1,549,000 | 292 |
| Commercial mortgage-backed securities | $2,106,000 | 679 |
| Commercial mortgage pass-through securities | $2,106,000 | 412 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,770,000 | 1,490 |
| Available-for-sale securities (fair market value) | $35,800,000 | 2,876 |
| Total debt securities | $39,570,000 | 2,908 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $35,560,000 | 3,207 |
| U.S. Government securities | $30,125,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,125,000 | 2,494 |
| Securities issued by states & political subdivisions | $3,770,000 | 3,875 |
| Other domestic debt securities | $1,665,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $1,665,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,144,000 | 4,498 |
| Mortgage-backed securities | $24,608,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $6,103,000 | 3,027 |
| Issued or guaranteed by U.S. | $6,103,000 | 3,024 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,348,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $14,683,000 | 982 |
| Privately issued | $1,665,000 | 306 |
| Commercial mortgage-backed securities | $2,157,000 | 653 |
| Commercial mortgage pass-through securities | $2,157,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,770,000 | 1,499 |
| Available-for-sale securities (fair market value) | $31,790,000 | 3,124 |
| Total debt securities | $35,560,000 | 3,178 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $26,679,000 | 3,769 |
| U.S. Government securities | $20,912,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,912,000 | 3,158 |
| Securities issued by states & political subdivisions | $5,767,000 | 3,504 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,148,000 | 4,558 |
| Mortgage-backed securities | $17,485,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 3,055 |
| Issued or guaranteed by U.S. | $6,276,000 | 3,052 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,067,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $9,067,000 | 1,324 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,142,000 | 644 |
| Commercial mortgage pass-through securities | $2,142,000 | 391 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,771,000 | 1,519 |
| Available-for-sale securities (fair market value) | $22,908,000 | 3,702 |
| Total debt securities | $26,679,000 | 3,745 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $32,569,000 | 3,473 |
| U.S. Government securities | $26,808,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,808,000 | 2,798 |
| Securities issued by states & political subdivisions | $5,761,000 | 3,545 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,152,000 | 4,621 |
| Mortgage-backed securities | $23,354,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $6,508,000 | 3,097 |
| Issued or guaranteed by U.S. | $6,508,000 | 3,095 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,926,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $12,926,000 | 1,110 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,920,000 | 508 |
| Commercial mortgage pass-through securities | $3,920,000 | 314 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,772,000 | 1,544 |
| Available-for-sale securities (fair market value) | $28,797,000 | 3,397 |
| Total debt securities | $32,569,000 | 3,445 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $31,508,000 | 3,595 |
| U.S. Government securities | $25,100,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,100,000 | 2,979 |
| Securities issued by states & political subdivisions | $6,408,000 | 3,464 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,125,000 | 4,930 |
| Mortgage-backed securities | $21,597,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $6,584,000 | 3,145 |
| Issued or guaranteed by U.S. | $6,584,000 | 3,144 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,050,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $11,050,000 | 1,229 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,963,000 | 508 |
| Commercial mortgage pass-through securities | $3,963,000 | 318 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,772,000 | 1,556 |
| Available-for-sale securities (fair market value) | $27,736,000 | 3,490 |
| Total debt securities | $31,508,000 | 3,566 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $21,603,000 | 4,329 |
| U.S. Government securities | $15,243,000 | 3,989 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $15,243,000 | 3,885 |
| Securities issued by states & political subdivisions | $6,360,000 | 3,503 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,129,000 | 4,965 |
| Mortgage-backed securities | $15,243,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $7,072,000 | 3,078 |
| Issued or guaranteed by U.S. | $7,072,000 | 3,078 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,171,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $8,171,000 | 1,430 |
| 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) | $3,773,000 | 1,568 |
| Available-for-sale securities (fair market value) | $17,830,000 | 4,273 |
| Total debt securities | $21,603,000 | 4,306 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $24,428,000 | 4,107 |
| U.S. Government securities | $17,007,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,007,000 | 3,680 |
| Securities issued by states & political subdivisions | $7,421,000 | 3,310 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,133,000 | 5,003 |
| Mortgage-backed securities | $17,007,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $9,901,000 | 2,672 |
| Issued or guaranteed by U.S. | $9,901,000 | 2,671 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,106,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $7,106,000 | 1,529 |
| 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) | $3,774,000 | 1,549 |
| Available-for-sale securities (fair market value) | $20,654,000 | 4,042 |
| Total debt securities | $24,428,000 | 4,073 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $20,553,000 | 4,438 |
| U.S. Government securities | $11,203,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,203,000 | 4,429 |
| Securities issued by states & political subdivisions | $7,440,000 | 3,318 |
| Other domestic debt securities | $1,910,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $1,910,000 | 398 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,218,000 | 5,024 |
| Mortgage-backed securities | $13,113,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $3,888,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,888,000 | 3,742 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,225,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $7,315,000 | 1,521 |
| Privately issued | $1,910,000 | 381 |
| 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) | $20,553,000 | 4,075 |
| Total debt securities | $20,553,000 | 4,407 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $23,057,000 | 4,235 |
| U.S. Government securities | $13,624,000 | 4,194 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,624,000 | 4,092 |
| Securities issued by states & political subdivisions | $7,493,000 | 3,304 |
| Other domestic debt securities | $1,940,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $1,940,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,235,000 | 5,037 |
| Mortgage-backed securities | $14,459,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $5,054,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,054,000 | 3,458 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,405,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $7,465,000 | 1,528 |
| Privately issued | $1,940,000 | 394 |
| 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) | $23,057,000 | 3,895 |
| Total debt securities | $23,057,000 | 4,203 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $21,182,000 | 4,409 |
| U.S. Government securities | $13,336,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,336,000 | 4,161 |
| Securities issued by states & political subdivisions | $7,846,000 | 3,215 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,255,000 | 5,441 |
| Mortgage-backed securities | $10,102,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,127,000 | 3,983 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,975,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $6,975,000 | 1,633 |
| 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) | $21,182,000 | 4,083 |
| Total debt securities | $21,182,000 | 4,383 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $20,602,000 | 4,429 |
| U.S. Government securities | $12,623,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,623,000 | 4,218 |
| Securities issued by states & political subdivisions | $7,979,000 | 3,155 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 5,586 |
| Mortgage-backed securities | $9,162,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,774 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,205,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $5,205,000 | 1,919 |
| 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) | $20,602,000 | 4,084 |
| Total debt securities | $20,602,000 | 4,401 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $18,975,000 | 4,625 |
| U.S. Government securities | $9,521,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,521,000 | 4,779 |
| Securities issued by states & political subdivisions | $8,022,000 | 3,132 |
| Other domestic debt securities | $1,432,000 | 1,821 |
| 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 | $1,432,000 | 1,375 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $7,400,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,798,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,798,000 | 4,215 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,602,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $4,602,000 | 2,084 |
| 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) | $18,975,000 | 4,280 |
| Total debt securities | $18,975,000 | 4,592 |
| Structured notes |
| Amortized cost | $1,465,000 | 1,616 |
| Fair value | $1,431,000 | 1,622 |
| 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 | $19,983,000 | 4,578 |
| U.S. Government securities | $10,741,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,741,000 | 4,676 |
| Securities issued by states & political subdivisions | $7,889,000 | 3,090 |
| Other domestic debt securities | $1,353,000 | 1,861 |
| 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 | $1,353,000 | 1,408 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $8,551,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $2,758,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,758,000 | 4,266 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,793,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $5,793,000 | 1,906 |
| 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) | $19,983,000 | 4,229 |
| Total debt securities | $19,983,000 | 4,552 |
| Structured notes |
| Amortized cost | $1,464,000 | 1,806 |
| Fair value | $1,353,000 | 1,837 |
| 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 | $21,749,000 | 4,454 |
| U.S. Government securities | $13,472,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,472,000 | 4,368 |
| Securities issued by states & political subdivisions | $6,891,000 | 3,195 |
| Other domestic debt securities | $1,386,000 | 1,832 |
| 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 | $1,386,000 | 1,382 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $13,472,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $5,200,000 | 3,655 |
| Issued or guaranteed by U.S. | $5,200,000 | 3,651 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,272,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $8,272,000 | 1,643 |
| 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) | $21,749,000 | 4,106 |
| Total debt securities | $21,749,000 | 4,426 |
| Structured notes |
| Amortized cost | $1,464,000 | 2,009 |
| Fair value | $1,386,000 | 2,035 |
| 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 | $24,716,000 | 4,121 |
| U.S. Government securities | $16,496,000 | 4,025 |
| U.S. Treasury securities | $2,019,000 | 620 |
| U.S. Government agency obligations | $14,477,000 | 4,181 |
| Securities issued by states & political subdivisions | $6,803,000 | 3,172 |
| Other domestic debt securities | $1,417,000 | 1,777 |
| 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 | $1,417,000 | 1,274 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $14,477,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $5,184,000 | 3,562 |
| Issued or guaranteed by U.S. | $5,184,000 | 3,559 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,293,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $9,293,000 | 1,490 |
| 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) | $24,716,000 | 3,777 |
| Total debt securities | $24,716,000 | 4,088 |
| Structured notes |
| Amortized cost | $1,463,000 | 1,968 |
| Fair value | $1,418,000 | 1,978 |
| 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 | $27,132,000 | 3,825 |
| U.S. Government securities | $18,919,000 | 3,709 |
| U.S. Treasury securities | $2,009,000 | 658 |
| U.S. Government agency obligations | $16,910,000 | 3,853 |
| Securities issued by states & political subdivisions | $6,795,000 | 3,112 |
| Other domestic debt securities | $1,418,000 | 1,785 |
| 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 | $1,418,000 | 1,262 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $15,666,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $5,277,000 | 3,499 |
| Issued or guaranteed by U.S. | $5,277,000 | 3,494 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,389,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $10,389,000 | 1,388 |
| 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) | $27,132,000 | 3,526 |
| Total debt securities | $27,132,000 | 3,787 |
| Structured notes |
| Amortized cost | $1,462,000 | 2,064 |
| Fair value | $1,418,000 | 2,078 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $27,435,000 | 3,813 |
| U.S. Government securities | $17,582,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,582,000 | 3,845 |
| Securities issued by states & political subdivisions | $7,015,000 | 3,011 |
| Other domestic debt securities | $2,838,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 737 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,417,000 | 1,178 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $17,786,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $5,095,000 | 3,508 |
| Issued or guaranteed by U.S. | $5,095,000 | 3,496 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,691,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $11,270,000 | 1,293 |
| Privately issued | $1,421,000 | 700 |
| 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) | $27,435,000 | 3,519 |
| Total debt securities | $27,435,000 | 3,779 |
| Structured notes |
| Amortized cost | $1,461,000 | 2,281 |
| Fair value | $1,417,000 | 2,288 |
| 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 | $30,652,000 | 3,579 |
| U.S. Government securities | $18,241,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,241,000 | 3,711 |
| Securities issued by states & political subdivisions | $9,504,000 | 2,556 |
| Other domestic debt securities | $2,907,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $1,505,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,402,000 | 1,211 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $16,550,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 4,025 |
| Issued or guaranteed by U.S. | $2,928,000 | 4,016 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,622,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $12,117,000 | 1,194 |
| Privately issued | $1,505,000 | 725 |
| 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) | $30,652,000 | 3,286 |
| Total debt securities | $30,652,000 | 3,548 |
| Structured notes |
| Amortized cost | $1,461,000 | 2,326 |
| Fair value | $1,402,000 | 2,339 |
| 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 | $33,505,000 | 3,250 |
| U.S. Government securities | $21,775,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,775,000 | 3,195 |
| Securities issued by states & political subdivisions | $8,738,000 | 2,660 |
| Other domestic debt securities | $2,992,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $1,604,000 | 780 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,388,000 | 1,221 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $17,378,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $2,453,000 | 4,077 |
| Issued or guaranteed by U.S. | $2,453,000 | 4,068 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,925,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $13,321,000 | 1,097 |
| Privately issued | $1,604,000 | 744 |
| 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) | $33,505,000 | 2,976 |
| Total debt securities | $33,505,000 | 3,222 |
| Structured notes |
| Amortized cost | $1,460,000 | 2,174 |
| Fair value | $1,389,000 | 2,198 |
| 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 | $36,580,000 | 3,045 |
| U.S. Government securities | $24,159,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,159,000 | 2,944 |
| Securities issued by states & political subdivisions | $9,279,000 | 2,489 |
| Other domestic debt securities | $3,142,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $1,693,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,449,000 | 1,198 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $18,754,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,506,000 | 4,021 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,248,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $14,555,000 | 1,032 |
| Privately issued | $1,693,000 | 792 |
| 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) | $36,580,000 | 2,761 |
| Total debt securities | $36,580,000 | 3,021 |
| Structured notes |
| Amortized cost | $1,460,000 | 2,230 |
| Fair value | $1,449,000 | 2,230 |
| 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 | $28,030,000 | 3,632 |
| U.S. Government securities | $16,999,000 | 3,821 |
| U.S. Treasury securities | $2,012,000 | 662 |
| U.S. Government agency obligations | $14,987,000 | 4,000 |
| Securities issued by states & political subdivisions | $7,831,000 | 2,625 |
| Other domestic debt securities | $3,200,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $1,745,000 | 857 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,455,000 | 1,148 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $12,919,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 4,093 |
| Issued or guaranteed by U.S. | $2,517,000 | 4,085 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,402,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $8,657,000 | 1,311 |
| Privately issued | $1,745,000 | 822 |
| 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) | $28,030,000 | 3,314 |
| Total debt securities | $28,030,000 | 3,601 |
| Structured notes |
| Amortized cost | $1,459,000 | 2,325 |
| Fair value | $1,455,000 | 2,328 |
| 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 | $22,913,000 | 4,124 |
| U.S. Government securities | $13,609,000 | 4,355 |
| U.S. Treasury securities | $2,001,000 | 677 |
| U.S. Government agency obligations | $11,608,000 | 4,563 |
| Securities issued by states & political subdivisions | $7,566,000 | 2,648 |
| Other domestic debt securities | $1,738,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $1,738,000 | 906 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $10,149,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,149,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $8,411,000 | 1,259 |
| Privately issued | $1,738,000 | 869 |
| 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) | $22,913,000 | 3,740 |
| Total debt securities | $22,913,000 | 4,091 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $26,032,000 | 3,784 |
| U.S. Government securities | $16,492,000 | 3,924 |
| U.S. Treasury securities | $1,002,000 | 772 |
| U.S. Government agency obligations | $15,490,000 | 3,964 |
| Securities issued by states & political subdivisions | $7,503,000 | 2,666 |
| Other domestic debt securities | $1,837,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $1,837,000 | 918 |
| 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 | $200,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $10,889,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,889,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $9,052,000 | 1,194 |
| Privately issued | $1,837,000 | 879 |
| 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) | $26,032,000 | 3,428 |
| Total debt securities | $25,832,000 | 3,770 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $18,383,000 | 4,626 |
| U.S. Government securities | $13,711,000 | 4,329 |
| U.S. Treasury securities | $1,003,000 | 726 |
| U.S. Government agency obligations | $12,708,000 | 4,414 |
| Securities issued by states & political subdivisions | $2,668,000 | 4,046 |
| Other domestic debt securities | $2,004,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $2,004,000 | 950 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $11,474,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,474,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $9,470,000 | 1,155 |
| Privately issued | $2,004,000 | 911 |
| 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) | $18,383,000 | 4,196 |
| Total debt securities | $18,383,000 | 4,580 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $8,735,000 | 6,063 |
| U.S. Government securities | $6,148,000 | 5,870 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,148,000 | 5,784 |
| Securities issued by states & political subdivisions | $2,587,000 | 4,060 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $2,974,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,974,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $2,974,000 | 1,866 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,735,000 | 5,556 |
| Total debt securities | $8,735,000 | 6,010 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $3,947,000 | 7,067 |
| U.S. Government securities | $3,518,000 | 6,698 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,518,000 | 6,609 |
| Securities issued by states & political subdivisions | $429,000 | 5,352 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $3,004,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,004,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $3,004,000 | 1,865 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,947,000 | 6,529 |
| Total debt securities | $3,947,000 | 7,026 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $4,661,000 | 6,973 |
| U.S. Government securities | $4,238,000 | 6,616 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,238,000 | 6,517 |
| Securities issued by states & political subdivisions | $423,000 | 5,325 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $4,238,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,238,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $4,238,000 | 1,609 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,661,000 | 6,410 |
| Total debt securities | $4,661,000 | 6,936 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $4,732,000 | 6,973 |
| U.S. Government securities | $4,314,000 | 6,596 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,314,000 | 6,500 |
| Securities issued by states & political subdivisions | $418,000 | 5,320 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $4,314,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,314,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $4,314,000 | 1,512 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,732,000 | 6,381 |
| Total debt securities | $4,732,000 | 6,931 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $4,848,000 | 7,029 |
| U.S. Government securities | $4,410,000 | 6,618 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,410,000 | 6,521 |
| Securities issued by states & political subdivisions | $438,000 | 5,353 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $4,410,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,410,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $4,410,000 | 1,499 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,848,000 | 6,447 |
| Total debt securities | $4,848,000 | 6,971 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $5,083,000 | 6,984 |
| U.S. Government securities | $4,647,000 | 6,564 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,647,000 | 6,470 |
| Securities issued by states & political subdivisions | $436,000 | 5,370 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $4,647,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,647,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $4,647,000 | 1,449 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,083,000 | 6,405 |
| Total debt securities | $5,083,000 | 6,920 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $5,157,000 | 7,044 |
| U.S. Government securities | $5,157,000 | 6,539 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,157,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $3,156,000 | 4,420 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,156,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $3,156,000 | 1,631 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,157,000 | 6,406 |
| Total debt securities | $5,157,000 | 6,990 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $2,202,000 | 7,765 |
| U.S. Government securities | $2,002,000 | 7,556 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,002,000 | 7,445 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $200,000 | 2,689 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 2,017 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,202,000 | 7,098 |
| Total debt securities | $2,202,000 | 7,722 |
| 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 | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| 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 | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 |
