| 2023-12-31 | Rank |
| Total securities | $58,161,000 | 2,405 |
| U.S. Government securities | $54,884,000 | 1,754 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $54,884,000 | 1,515 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $3,277,000 | 1,547 |
| Privately issued residential mortgage-backed securities | $1,180,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,097,000 | 1,323 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $49,746,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,690,000 | 1,463 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,604,000 | 741 |
| Privately issued | $1,180,000 | 374 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $8,272,000 | 561 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $58,161,000 | 2,182 |
| Total debt securities | $58,161,000 | 2,387 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $53,564,000 | 2,491 |
| U.S. Government securities | $50,025,000 | 1,858 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $50,025,000 | 1,586 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $3,539,000 | 1,497 |
| Privately issued residential mortgage-backed securities | $1,470,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,069,000 | 1,318 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $44,719,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,639,000 | 1,440 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,284,000 | 748 |
| Privately issued | $1,470,000 | 355 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $4,326,000 | 732 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $53,564,000 | 2,263 |
| Total debt securities | $53,564,000 | 2,474 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $50,764,000 | 2,627 |
| U.S. Government securities | $48,413,000 | 1,946 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $48,413,000 | 1,655 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $2,351,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $2,351,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $43,602,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,570,000 | 1,446 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,304,000 | 737 |
| Privately issued | $2,351,000 | 322 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $377,000 | 1,256 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $50,764,000 | 2,397 |
| Total debt securities | $50,764,000 | 2,610 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $47,600,000 | 2,792 |
| U.S. Government securities | $47,600,000 | 2,056 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $47,600,000 | 1,692 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $40,048,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,370,000 | 1,463 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,290,000 | 826 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $388,000 | 1,262 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $47,600,000 | 2,556 |
| Total debt securities | $47,605,000 | 2,773 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $38,280,000 | 3,100 |
| U.S. Government securities | $38,280,000 | 2,317 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $38,280,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $38,208,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,623,000 | 1,482 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,198,000 | 899 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $387,000 | 1,263 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,280,000 | 2,851 |
| Total debt securities | $38,281,000 | 3,080 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $39,290,000 | 3,079 |
| U.S. Government securities | $39,290,000 | 2,324 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $39,290,000 | 1,930 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $39,216,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,965,000 | 1,474 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,848,000 | 888 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $403,000 | 1,294 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $39,290,000 | 2,826 |
| Total debt securities | $39,288,000 | 3,058 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $35,087,000 | 3,246 |
| U.S. Government securities | $35,087,000 | 2,468 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $35,087,000 | 2,087 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $34,957,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $19,876,000 | 1,665 |
| Issued or guaranteed by U.S. | $19,876,000 | 1,629 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,629,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $14,629,000 | 939 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $452,000 | 1,908 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $452,000 | 1,360 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $35,087,000 | 3,007 |
| Total debt securities | $35,087,000 | 3,228 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $27,545,000 | 3,448 |
| U.S. Government securities | $27,545,000 | 2,727 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $27,545,000 | 2,355 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $27,415,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $15,296,000 | 1,913 |
| Issued or guaranteed by U.S. | $15,296,000 | 1,873 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,636,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $11,636,000 | 1,060 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $483,000 | 1,875 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $483,000 | 1,332 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $27,545,000 | 3,225 |
| Total debt securities | $27,540,000 | 3,427 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $21,606,000 | 3,618 |
| U.S. Government securities | $21,606,000 | 2,857 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $21,606,000 | 2,593 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $21,392,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $9,415,000 | 2,336 |
| Issued or guaranteed by U.S. | $9,415,000 | 2,270 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $11,386,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $11,386,000 | 1,062 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $591,000 | 1,812 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $591,000 | 1,284 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $21,606,000 | 3,406 |
| Total debt securities | $21,607,000 | 3,598 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $17,513,000 | 3,764 |
| U.S. Government securities | $17,513,000 | 3,030 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,513,000 | 2,803 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $17,298,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $6,924,000 | 2,598 |
| Issued or guaranteed by U.S. | $6,924,000 | 2,526 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,370,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $10,370,000 | 1,108 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,000 | 2,000 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,000 | 1,420 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $17,513,000 | 3,545 |
| Total debt securities | $17,512,000 | 3,742 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $16,093,000 | 3,813 |
| U.S. Government securities | $16,093,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,093,000 | 2,856 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $15,586,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $7,473,000 | 2,514 |
| Issued or guaranteed by U.S. | $7,473,000 | 2,440 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,110,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $8,110,000 | 1,202 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,000 | 2,005 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,000 | 1,402 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $16,093,000 | 3,589 |
| Total debt securities | $16,093,000 | 3,791 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $12,747,000 | 3,917 |
| U.S. Government securities | $12,747,000 | 3,206 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,747,000 | 3,019 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $12,239,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $4,974,000 | 2,775 |
| Issued or guaranteed by U.S. | $4,974,000 | 2,695 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,261,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $7,261,000 | 1,222 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,000 | 1,992 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,000 | 1,383 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,747,000 | 3,692 |
| Total debt securities | $12,747,000 | 3,891 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $17,039,000 | 3,582 |
| U.S. Government securities | $17,039,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $17,039,000 | 2,583 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $16,189,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $7,916,000 | 2,312 |
| Issued or guaranteed by U.S. | $7,916,000 | 2,248 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,270,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $8,270,000 | 1,168 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,000 | 1,950 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,000 | 1,339 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $17,039,000 | 3,370 |
| Total debt securities | $17,034,000 | 3,561 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $19,304,000 | 3,392 |
| U.S. Government securities | $19,304,000 | 2,528 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,304,000 | 2,407 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $0 | 4,211 |
| Mortgage-backed securities | $18,457,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $8,605,000 | 2,203 |
| Issued or guaranteed by U.S. | $8,605,000 | 2,139 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,848,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $9,848,000 | 1,095 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,000 | 1,932 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,000 | 1,303 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,304,000 | 3,178 |
| Total debt securities | $19,303,000 | 3,369 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $23,507,000 | 3,153 |
| U.S. Government securities | $23,507,000 | 2,305 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $23,507,000 | 2,179 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $0 | 4,254 |
| Mortgage-backed securities | $22,108,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $9,650,000 | 2,078 |
| Issued or guaranteed by U.S. | $9,650,000 | 2,023 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,454,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $12,454,000 | 1,003 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,000 | 1,918 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,000 | 1,277 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $23,507,000 | 2,958 |
| Total debt securities | $23,507,000 | 3,132 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $25,402,000 | 3,039 |
| U.S. Government securities | $25,402,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $25,402,000 | 2,110 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $0 | 4,281 |
| Mortgage-backed securities | $24,007,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $10,458,000 | 2,001 |
| Issued or guaranteed by U.S. | $10,458,000 | 1,944 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,519,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $13,519,000 | 969 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $30,000 | 1,888 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $30,000 | 1,251 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $25,402,000 | 2,845 |
| Total debt securities | $25,404,000 | 3,019 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $20,995,000 | 3,301 |
| U.S. Government securities | $20,995,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,995,000 | 2,370 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $19,017,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $10,246,000 | 1,967 |
| Issued or guaranteed by U.S. | $10,246,000 | 1,913 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,735,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $8,735,000 | 1,210 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $36,000 | 1,864 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $36,000 | 1,219 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $20,995,000 | 3,079 |
| Total debt securities | $20,994,000 | 3,280 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $19,380,000 | 3,449 |
| U.S. Government securities | $19,380,000 | 2,656 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,380,000 | 2,517 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $18,825,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $10,760,000 | 1,911 |
| Issued or guaranteed by U.S. | $10,760,000 | 1,855 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,017,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $8,017,000 | 1,278 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $48,000 | 1,836 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $48,000 | 1,183 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,380,000 | 3,213 |
| Total debt securities | $19,382,000 | 3,426 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $20,638,000 | 3,424 |
| U.S. Government securities | $20,638,000 | 2,610 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,638,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $19,980,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $11,225,000 | 1,860 |
| Issued or guaranteed by U.S. | $11,225,000 | 1,824 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,695,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $8,695,000 | 1,216 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $60,000 | 1,818 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $60,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,638,000 | 3,184 |
| Total debt securities | $20,638,000 | 3,403 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $22,009,000 | 3,379 |
| U.S. Government securities | $22,009,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,009,000 | 2,417 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $21,357,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $12,722,000 | 1,735 |
| Issued or guaranteed by U.S. | $12,722,000 | 1,700 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,564,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $8,564,000 | 1,224 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $71,000 | 1,746 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $71,000 | 1,067 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,009,000 | 3,134 |
| Total debt securities | $22,011,000 | 3,359 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,000 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $22,873,000 | 3,371 |
| U.S. Government securities | $22,873,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,873,000 | 2,380 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $21,081,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $12,598,000 | 1,753 |
| Issued or guaranteed by U.S. | $12,598,000 | 1,731 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,412,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $8,412,000 | 1,230 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $71,000 | 1,711 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $71,000 | 1,020 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,873,000 | 3,120 |
| Total debt securities | $22,873,000 | 3,351 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $8,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $22,088,000 | 3,444 |
| U.S. Government securities | $22,088,000 | 2,577 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,088,000 | 2,450 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $20,314,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $12,151,000 | 1,818 |
| Issued or guaranteed by U.S. | $12,151,000 | 1,807 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,092,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,092,000 | 1,230 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $71,000 | 1,701 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $71,000 | 1,018 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,088,000 | 3,189 |
| Total debt securities | $22,088,000 | 3,422 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $22,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $23,101,000 | 3,428 |
| U.S. Government securities | $23,101,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,101,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $22,015,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $13,108,000 | 1,782 |
| Issued or guaranteed by U.S. | $13,108,000 | 1,706 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,763,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,763,000 | 1,187 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $144,000 | 1,654 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $144,000 | 1,005 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,101,000 | 3,159 |
| Total debt securities | $23,101,000 | 3,406 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $27,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $23,509,000 | 3,443 |
| U.S. Government securities | $23,509,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,509,000 | 2,435 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,756,000 | 2,065 |
| Mortgage-backed securities | $22,418,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $13,796,000 | 1,767 |
| Issued or guaranteed by U.S. | $13,796,000 | 1,765 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,288,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $8,288,000 | 1,213 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $334,000 | 1,425 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $334,000 | 965 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $23,509,000 | 3,174 |
| Total debt securities | $23,509,000 | 3,423 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $41,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $20,193,000 | 3,709 |
| U.S. Government securities | $20,193,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,193,000 | 2,661 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,193,000 | 1,999 |
| Mortgage-backed securities | $18,895,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,163 |
| Issued or guaranteed by U.S. | $9,656,000 | 2,161 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,822,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $8,822,000 | 1,161 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $417,000 | 1,402 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $417,000 | 925 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $20,193,000 | 3,432 |
| Total debt securities | $20,193,000 | 3,686 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $3,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $19,550,000 | 3,795 |
| U.S. Government securities | $19,550,000 | 2,862 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,550,000 | 2,751 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,550,000 | 2,092 |
| Mortgage-backed securities | $18,241,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $8,201,000 | 2,368 |
| Issued or guaranteed by U.S. | $8,201,000 | 2,367 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,501,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $9,501,000 | 1,118 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $539,000 | 1,323 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $539,000 | 867 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $19,550,000 | 3,503 |
| Total debt securities | $19,550,000 | 3,770 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $3,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $20,029,000 | 3,809 |
| U.S. Government securities | $20,029,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,029,000 | 2,747 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,029,000 | 2,084 |
| Mortgage-backed securities | $18,206,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $7,567,000 | 2,500 |
| Issued or guaranteed by U.S. | $7,567,000 | 2,499 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,639,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $10,639,000 | 1,061 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,029,000 | 3,515 |
| Total debt securities | $20,029,000 | 3,784 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $7,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $21,532,000 | 3,758 |
| U.S. Government securities | $21,532,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,532,000 | 2,684 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,532,000 | 1,999 |
| Mortgage-backed securities | $19,713,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $8,255,000 | 2,447 |
| Issued or guaranteed by U.S. | $8,255,000 | 2,447 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,458,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $11,458,000 | 1,013 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $21,532,000 | 3,451 |
| Total debt securities | $21,532,000 | 3,736 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $21,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $19,519,000 | 3,897 |
| U.S. Government securities | $19,519,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,519,000 | 2,809 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,518,000 | 2,127 |
| Mortgage-backed securities | $17,508,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $7,417,000 | 2,558 |
| Issued or guaranteed by U.S. | $7,417,000 | 2,554 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,091,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $10,091,000 | 1,077 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $19,519,000 | 3,584 |
| Total debt securities | $19,519,000 | 3,870 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $40,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $21,577,000 | 3,755 |
| U.S. Government securities | $21,577,000 | 2,773 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,577,000 | 2,659 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,577,000 | 1,998 |
| Mortgage-backed securities | $19,542,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $8,423,000 | 2,459 |
| Issued or guaranteed by U.S. | $8,423,000 | 2,458 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,119,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $11,119,000 | 1,036 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $21,577,000 | 3,457 |
| Total debt securities | $21,577,000 | 3,723 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $9,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $22,792,000 | 3,740 |
| U.S. Government securities | $22,792,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,792,000 | 2,650 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,792,000 | 1,969 |
| Mortgage-backed securities | $20,623,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $9,452,000 | 2,378 |
| Issued or guaranteed by U.S. | $9,452,000 | 2,374 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,171,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $11,171,000 | 1,056 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $22,792,000 | 3,438 |
| Total debt securities | $22,792,000 | 3,712 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $31,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $22,966,000 | 3,784 |
| U.S. Government securities | $22,966,000 | 2,816 |
| U.S. Treasury securities | $3,999,000 | 614 |
| U.S. Government agency obligations | $18,967,000 | 3,006 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,966,000 | 1,974 |
| Mortgage-backed securities | $16,882,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $10,147,000 | 2,326 |
| Issued or guaranteed by U.S. | $10,147,000 | 2,325 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,735,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $6,735,000 | 1,376 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $22,966,000 | 3,462 |
| Total debt securities | $22,966,000 | 3,759 |
| Structured notes |
| Amortized cost | $999,000 | 982 |
| Fair value | $998,000 | 966 |
| Trading account assets | $35,000 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $19,964,000 | 4,043 |
| U.S. Government securities | $19,964,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,964,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,964,000 | 2,164 |
| Mortgage-backed securities | $17,826,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $10,774,000 | 2,241 |
| Issued or guaranteed by U.S. | $10,774,000 | 2,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,052,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $7,052,000 | 1,357 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,964,000 | 3,696 |
| Total debt securities | $19,964,000 | 4,016 |
| Structured notes |
| Amortized cost | $998,000 | 1,109 |
| Fair value | $1,001,000 | 1,001 |
| Trading account assets | $2,000 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $16,643,000 | 4,378 |
| U.S. Government securities | $16,643,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,643,000 | 3,344 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,643,000 | 2,430 |
| Mortgage-backed securities | $12,953,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $7,856,000 | 2,638 |
| Issued or guaranteed by U.S. | $7,856,000 | 2,635 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,097,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $5,097,000 | 1,578 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,643,000 | 4,022 |
| Total debt securities | $16,643,000 | 4,354 |
| Structured notes |
| Amortized cost | $3,699,000 | 598 |
| Fair value | $3,690,000 | 600 |
| Trading account assets | $3,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $16,222,000 | 4,494 |
| U.S. Government securities | $16,222,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,222,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,222,000 | 2,496 |
| Mortgage-backed securities | $12,706,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $7,346,000 | 2,775 |
| Issued or guaranteed by U.S. | $7,346,000 | 2,773 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,360,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $5,360,000 | 1,599 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,222,000 | 4,130 |
| Total debt securities | $16,222,000 | 4,475 |
| Structured notes |
| Amortized cost | $2,498,000 | 876 |
| Fair value | $2,460,000 | 876 |
| Trading account assets | $12,000 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $16,080,000 | 4,554 |
| U.S. Government securities | $16,080,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,080,000 | 3,535 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,080,000 | 2,550 |
| Mortgage-backed securities | $13,542,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $7,811,000 | 2,758 |
| Issued or guaranteed by U.S. | $7,811,000 | 2,757 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,731,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $5,731,000 | 1,595 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,080,000 | 4,194 |
| Total debt securities | $16,080,000 | 4,536 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,488,000 | 1,232 |
| Trading account assets | $28,000 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $14,367,000 | 4,776 |
| U.S. Government securities | $14,367,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,367,000 | 3,774 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $14,366,000 | 2,723 |
| Mortgage-backed securities | $12,891,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $8,276,000 | 2,749 |
| Issued or guaranteed by U.S. | $8,276,000 | 2,747 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,615,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $4,615,000 | 1,789 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,367,000 | 4,394 |
| Total debt securities | $14,367,000 | 4,756 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,476,000 | 1,304 |
| Trading account assets | $20,000 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $16,020,000 | 4,710 |
| U.S. Government securities | $16,020,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,020,000 | 3,703 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $16,019,000 | 2,564 |
| Mortgage-backed securities | $11,123,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $8,652,000 | 2,779 |
| Issued or guaranteed by U.S. | $8,652,000 | 2,776 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,471,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $2,471,000 | 2,226 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $16,020,000 | 4,329 |
| Total debt securities | $16,020,000 | 4,694 |
| Structured notes |
| Amortized cost | $4,950,000 | 721 |
| Fair value | $4,897,000 | 708 |
| Trading account assets | $31,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $16,838,000 | 4,705 |
| U.S. Government securities | $16,838,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,838,000 | 3,682 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $16,838,000 | 2,496 |
| Mortgage-backed securities | $11,960,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,271,000 | 2,735 |
| Issued or guaranteed by U.S. | $9,271,000 | 2,735 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,689,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $2,689,000 | 2,210 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,838,000 | 4,305 |
| Total debt securities | $16,838,000 | 4,688 |
| Structured notes |
| Amortized cost | $4,950,000 | 751 |
| Fair value | $4,878,000 | 738 |
| Trading account assets | $27,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $18,522,000 | 4,594 |
| U.S. Government securities | $18,522,000 | 3,640 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,522,000 | 3,538 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $17,522,000 | 2,459 |
| Mortgage-backed securities | $11,752,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $8,884,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,884,000 | 2,804 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,868,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,868,000 | 2,162 |
| 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) | $1,000,000 | 1,986 |
| Available-for-sale securities (fair market value) | $17,522,000 | 4,303 |
| Total debt securities | $18,522,000 | 4,577 |
| Structured notes |
| Amortized cost | $5,950,000 | 660 |
| Fair value | $5,770,000 | 653 |
| Trading account assets | $70,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $17,887,000 | 4,646 |
| U.S. Government securities | $17,887,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,887,000 | 3,588 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $16,887,000 | 2,505 |
| Mortgage-backed securities | $11,249,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $8,182,000 | 2,918 |
| Issued or guaranteed by U.S. | $8,182,000 | 2,916 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,067,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $3,067,000 | 2,101 |
| 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) | $1,000,000 | 1,979 |
| Available-for-sale securities (fair market value) | $16,887,000 | 4,369 |
| Total debt securities | $17,887,000 | 4,627 |
| Structured notes |
| Amortized cost | $5,950,000 | 652 |
| Fair value | $5,638,000 | 641 |
| Trading account assets | $101,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $16,897,000 | 4,796 |
| U.S. Government securities | $16,897,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,897,000 | 3,734 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,897,000 | 2,461 |
| Mortgage-backed securities | $11,163,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $7,793,000 | 2,976 |
| Issued or guaranteed by U.S. | $7,793,000 | 2,973 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,370,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $3,370,000 | 2,064 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,897,000 | 4,411 |
| Total debt securities | $16,897,000 | 4,764 |
| Structured notes |
| Amortized cost | $5,949,000 | 638 |
| Fair value | $5,734,000 | 622 |
| Trading account assets | $118,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $18,216,000 | 4,657 |
| U.S. Government securities | $18,216,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,216,000 | 3,594 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,216,000 | 2,349 |
| Mortgage-backed securities | $11,478,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $7,630,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,630,000 | 2,970 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,848,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $3,848,000 | 2,011 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $18,216,000 | 4,289 |
| Total debt securities | $18,216,000 | 4,625 |
| Structured notes |
| Amortized cost | $6,955,000 | 553 |
| Fair value | $6,738,000 | 551 |
| Trading account assets | $174,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $18,329,000 | 4,679 |
| U.S. Government securities | $18,329,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,329,000 | 3,609 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| 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 | $18,329,000 | 2,356 |
| Mortgage-backed securities | $13,393,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $8,613,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,613,000 | 2,860 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,780,000 | 2,011 |
| CMOs issued by government agencies or sponsored agencies | $4,780,000 | 1,926 |
| 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) | $18,329,000 | 4,316 |
| Total debt securities | $18,329,000 | 4,646 |
| Structured notes |
| Amortized cost | $4,949,000 | 738 |
| Fair value | $4,936,000 | 736 |
| Trading account assets | $74,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $18,766,000 | 4,596 |
| U.S. Government securities | $18,766,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,766,000 | 3,529 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| 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 | $18,766,000 | 2,300 |
| Mortgage-backed securities | $15,318,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $9,565,000 | 2,712 |
| Issued or guaranteed by U.S. | $9,565,000 | 2,710 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,753,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $5,753,000 | 1,840 |
| 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) | $18,766,000 | 4,243 |
| Total debt securities | $18,766,000 | 4,564 |
| Structured notes |
| Amortized cost | $3,449,000 | 962 |
| Fair value | $3,448,000 | 960 |
| Trading account assets | $82,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $18,779,000 | 4,643 |
| U.S. Government securities | $18,779,000 | 3,699 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,779,000 | 3,620 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,779,000 | 2,319 |
| Mortgage-backed securities | $16,475,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $12,265,000 | 2,531 |
| Issued or guaranteed by U.S. | $12,265,000 | 2,530 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,210,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $4,210,000 | 2,154 |
| 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) | $18,779,000 | 4,292 |
| Total debt securities | $18,779,000 | 4,611 |
| Structured notes |
| Amortized cost | $2,301,000 | 1,240 |
| Fair value | $2,304,000 | 1,246 |
| 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 | $19,708,000 | 4,598 |
| U.S. Government securities | $19,708,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,708,000 | 3,595 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,708,000 | 2,284 |
| Mortgage-backed securities | $18,203,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $13,158,000 | 2,451 |
| Issued or guaranteed by U.S. | $13,158,000 | 2,450 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,045,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $5,045,000 | 2,007 |
| 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) | $19,708,000 | 4,246 |
| Total debt securities | $19,708,000 | 4,570 |
| Structured notes |
| Amortized cost | $1,303,000 | 1,847 |
| Fair value | $1,306,000 | 1,851 |
| 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 | $22,129,000 | 4,423 |
| U.S. Government securities | $22,129,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,129,000 | 3,437 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,129,000 | 2,127 |
| Mortgage-backed securities | $18,830,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $13,234,000 | 2,441 |
| Issued or guaranteed by U.S. | $13,234,000 | 2,437 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,596,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $5,596,000 | 1,947 |
| 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) | $22,129,000 | 4,072 |
| Total debt securities | $22,129,000 | 4,395 |
| Structured notes |
| Amortized cost | $3,103,000 | 1,364 |
| Fair value | $3,094,000 | 1,368 |
| 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 | $20,696,000 | 4,486 |
| U.S. Government securities | $20,696,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,696,000 | 3,486 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,696,000 | 2,109 |
| Mortgage-backed securities | $18,375,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $12,163,000 | 2,469 |
| Issued or guaranteed by U.S. | $12,163,000 | 2,465 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,212,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $6,212,000 | 1,772 |
| 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) | $20,696,000 | 4,115 |
| Total debt securities | $20,696,000 | 4,460 |
| Structured notes |
| Amortized cost | $2,098,000 | 1,639 |
| Fair value | $2,107,000 | 1,640 |
| 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 | $20,548,000 | 4,445 |
| U.S. Government securities | $20,548,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,548,000 | 3,434 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,544,000 | 2,078 |
| Mortgage-backed securities | $18,216,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $13,019,000 | 2,304 |
| Issued or guaranteed by U.S. | $13,019,000 | 2,299 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,197,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $5,197,000 | 1,881 |
| 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) | $20,548,000 | 4,083 |
| Total debt securities | $20,548,000 | 4,410 |
| Structured notes |
| Amortized cost | $2,095,000 | 1,707 |
| Fair value | $2,110,000 | 1,701 |
| 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 | $22,485,000 | 4,308 |
| U.S. Government securities | $22,485,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,485,000 | 3,303 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,484,000 | 2,004 |
| Mortgage-backed securities | $18,657,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $12,887,000 | 2,262 |
| Issued or guaranteed by U.S. | $12,887,000 | 2,257 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,770,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $5,770,000 | 1,793 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,485,000 | 3,953 |
| Total debt securities | $22,485,000 | 4,276 |
| Structured notes |
| Amortized cost | $3,094,000 | 1,573 |
| Fair value | $3,097,000 | 1,577 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $22,330,000 | 4,291 |
| U.S. Government securities | $22,330,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,330,000 | 3,315 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,327,000 | 2,030 |
| Mortgage-backed securities | $19,538,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $13,281,000 | 2,159 |
| Issued or guaranteed by U.S. | $13,281,000 | 2,154 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,257,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $6,257,000 | 1,657 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $22,330,000 | 3,947 |
| Total debt securities | $22,330,000 | 4,258 |
| Structured notes |
| Amortized cost | $2,098,000 | 1,958 |
| Fair value | $2,060,000 | 1,963 |
| 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 | $21,544,000 | 4,228 |
| U.S. Government securities | $21,544,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,544,000 | 3,223 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,544,000 | 2,026 |
| Mortgage-backed securities | $19,759,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $11,825,000 | 2,228 |
| Issued or guaranteed by U.S. | $11,825,000 | 2,222 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,934,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $7,934,000 | 1,466 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,544,000 | 3,891 |
| Total debt securities | $21,544,000 | 4,195 |
| Structured notes |
| Amortized cost | $1,098,000 | 2,298 |
| Fair value | $1,046,000 | 2,307 |
| 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 | $24,184,000 | 3,940 |
| U.S. Government securities | $24,184,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,184,000 | 2,941 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,013,000 | 1,895 |
| Mortgage-backed securities | $21,683,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $13,077,000 | 2,056 |
| Issued or guaranteed by U.S. | $13,077,000 | 2,050 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,606,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $8,606,000 | 1,391 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $24,184,000 | 3,620 |
| Total debt securities | $24,184,000 | 3,902 |
| Structured notes |
| Amortized cost | $1,713,000 | 2,086 |
| Fair value | $1,729,000 | 2,084 |
| 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 | $24,758,000 | 3,904 |
| U.S. Government securities | $24,758,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,758,000 | 2,955 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,758,000 | 1,869 |
| Mortgage-backed securities | $19,491,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $14,636,000 | 1,921 |
| Issued or guaranteed by U.S. | $14,636,000 | 1,914 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,855,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $4,855,000 | 1,688 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $24,758,000 | 3,569 |
| Total debt securities | $24,758,000 | 3,868 |
| Structured notes |
| Amortized cost | $4,959,000 | 1,212 |
| Fair value | $4,986,000 | 1,214 |
| 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 | $24,809,000 | 3,933 |
| U.S. Government securities | $24,809,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,809,000 | 3,021 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,804,000 | 1,918 |
| Mortgage-backed securities | $19,548,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $14,552,000 | 2,040 |
| Issued or guaranteed by U.S. | $14,552,000 | 2,034 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,996,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $4,996,000 | 1,606 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,809,000 | 3,572 |
| Total debt securities | $24,809,000 | 3,901 |
| Structured notes |
| Amortized cost | $5,015,000 | 951 |
| Fair value | $4,977,000 | 1,010 |
| Trading account assets | $1,405,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $20,988,000 | 4,306 |
| U.S. Government securities | $20,988,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,988,000 | 3,338 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,988,000 | 2,161 |
| Mortgage-backed securities | $16,740,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $12,483,000 | 2,293 |
| Issued or guaranteed by U.S. | $12,483,000 | 2,286 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,257,000 | 1,964 |
| CMOs issued by government agencies or sponsored agencies | $4,257,000 | 1,684 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,988,000 | 3,908 |
| Total debt securities | $20,988,000 | 4,273 |
| Structured notes |
| Amortized cost | $4,051,000 | 927 |
| Fair value | $3,948,000 | 993 |
| Trading account assets | $1,482,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $21,204,000 | 4,291 |
| U.S. Government securities | $21,204,000 | 3,366 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,204,000 | 3,295 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $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 | $21,204,000 | 2,127 |
| Mortgage-backed securities | $16,135,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $11,343,000 | 2,496 |
| Issued or guaranteed by U.S. | $11,343,000 | 2,486 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,792,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $4,792,000 | 1,569 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,204,000 | 3,894 |
| Total debt securities | $21,204,000 | 4,257 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,561,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $21,786,000 | 4,228 |
| U.S. Government securities | $21,786,000 | 3,276 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,786,000 | 3,210 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $21,780,000 | 2,095 |
| Mortgage-backed securities | $21,786,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $16,417,000 | 2,049 |
| Issued or guaranteed by U.S. | $16,417,000 | 2,037 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,369,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $5,369,000 | 1,468 |
| 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) | $21,786,000 | 3,803 |
| Total debt securities | $21,786,000 | 4,184 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,653,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $26,993,000 | 3,712 |
| U.S. Government securities | $26,993,000 | 2,881 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $26,993,000 | 2,816 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $26,988,000 | 1,828 |
| Mortgage-backed securities | $26,993,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $23,038,000 | 1,624 |
| Issued or guaranteed by U.S. | $23,038,000 | 1,612 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,955,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $3,955,000 | 1,691 |
| 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) | $26,993,000 | 3,338 |
| Total debt securities | $26,993,000 | 3,681 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,763,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $29,174,000 | 3,518 |
| U.S. Government securities | $29,174,000 | 2,733 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,174,000 | 2,675 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $28,825,000 | 1,745 |
| Mortgage-backed securities | $29,174,000 | 1,809 |
| Certificates of participation in pools of residential mortgages | $24,659,000 | 1,511 |
| Issued or guaranteed by U.S. | $24,659,000 | 1,502 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,515,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $4,515,000 | 1,566 |
| 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) | $29,174,000 | 3,139 |
| Total debt securities | $29,174,000 | 3,482 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,837,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $32,834,000 | 3,173 |
| U.S. Government securities | $32,834,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,834,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $32,834,000 | 1,545 |
| Mortgage-backed securities | $32,834,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $28,831,000 | 1,266 |
| Issued or guaranteed by U.S. | $28,831,000 | 1,253 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,003,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $4,003,000 | 1,563 |
| 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) | $32,834,000 | 2,820 |
| Total debt securities | $32,834,000 | 3,140 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,831,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $35,058,000 | 3,067 |
| U.S. Government securities | $35,058,000 | 2,307 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,058,000 | 2,258 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $35,058,000 | 1,441 |
| Mortgage-backed securities | $35,058,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $30,765,000 | 1,189 |
| Issued or guaranteed by U.S. | $30,765,000 | 1,174 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,293,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $4,293,000 | 1,518 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $35,058,000 | 2,744 |
| Total debt securities | $35,058,000 | 3,035 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,864,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $35,976,000 | 3,011 |
| U.S. Government securities | $35,976,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $35,976,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $35,976,000 | 1,375 |
| Mortgage-backed securities | $35,976,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $31,176,000 | 1,128 |
| Issued or guaranteed by U.S. | $31,176,000 | 1,117 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,800,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $4,800,000 | 1,422 |
| 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) | $35,976,000 | 2,684 |
| Total debt securities | $35,976,000 | 2,965 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $2,063,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $28,800,000 | 3,547 |
| U.S. Government securities | $28,800,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,800,000 | 2,698 |
| 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 | $28,800,000 | 1,653 |
| Mortgage-backed securities | $28,800,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $23,696,000 | 1,243 |
| Issued or guaranteed by U.S. | $23,696,000 | 1,231 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,104,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $5,104,000 | 1,333 |
| 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) | $28,800,000 | 3,140 |
| Total debt securities | $28,800,000 | 3,497 |
| 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 | $15,459,000 | 5,101 |
| U.S. Government securities | $15,459,000 | 4,289 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,459,000 | 4,197 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| 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 | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,459,000 | 2,626 |
| Mortgage-backed securities | $15,459,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $12,994,000 | 1,801 |
| Issued or guaranteed by U.S. | $12,994,000 | 1,792 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,465,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,465,000 | 1,750 |
| 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) | $15,459,000 | 4,536 |
| Total debt securities | $15,459,000 | 5,055 |
| 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 | $12,633,000 | 5,615 |
| U.S. Government securities | $12,633,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,633,000 | 4,747 |
| 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 | $12,633,000 | 2,996 |
| Mortgage-backed securities | $12,633,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $9,952,000 | 2,071 |
| Issued or guaranteed by U.S. | $9,952,000 | 2,064 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,681,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,669 |
| 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) | $12,633,000 | 5,011 |
| Total debt securities | $12,633,000 | 5,571 |
| 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 | $12,279,000 | 5,693 |
| U.S. Government securities | $12,279,000 | 4,955 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,279,000 | 4,835 |
| 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 | $12,279,000 | 3,053 |
| Mortgage-backed securities | $12,279,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $9,349,000 | 2,152 |
| Issued or guaranteed by U.S. | $9,349,000 | 2,143 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,930,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 1,606 |
| 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) | $12,279,000 | 5,083 |
| Total debt securities | $12,279,000 | 5,643 |
| 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 | $13,053,000 | 5,597 |
| U.S. Government securities | $13,053,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,053,000 | 4,715 |
| 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 | $13,053,000 | 2,944 |
| Mortgage-backed securities | $13,053,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $9,902,000 | 2,094 |
| Issued or guaranteed by U.S. | $9,902,000 | 2,083 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,151,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,151,000 | 1,567 |
| 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) | $13,053,000 | 4,982 |
| Total debt securities | $13,053,000 | 5,555 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $14,047,000 | 5,467 |
| U.S. Government securities | $14,047,000 | 4,698 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,047,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,047,000 | 2,799 |
| Mortgage-backed securities | $14,047,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $10,682,000 | 2,013 |
| Issued or guaranteed by U.S. | $10,682,000 | 1,999 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,365,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,365,000 | 1,517 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $14,047,000 | 4,829 |
| Total debt securities | $14,047,000 | 5,414 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $14,882,000 | 5,351 |
| U.S. Government securities | $14,882,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,882,000 | 4,398 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,882,000 | 2,712 |
| Mortgage-backed securities | $14,882,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $11,352,000 | 1,946 |
| Issued or guaranteed by U.S. | $11,352,000 | 1,935 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,530,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,530,000 | 1,478 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,882,000 | 4,693 |
| Total debt securities | $14,880,000 | 5,295 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $15,900,000 | 5,226 |
| U.S. Government securities | $15,900,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,900,000 | 4,276 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,900,000 | 2,568 |
| Mortgage-backed securities | $15,900,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $12,148,000 | 1,902 |
| Issued or guaranteed by U.S. | $12,148,000 | 1,890 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,752,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $3,752,000 | 1,432 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,900,000 | 4,583 |
| Total debt securities | $15,900,000 | 5,172 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $16,227,000 | 5,181 |
| U.S. Government securities | $16,227,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,227,000 | 4,207 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,227,000 | 2,502 |
| Mortgage-backed securities | $16,227,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $13,202,000 | 1,817 |
| Issued or guaranteed by U.S. | $13,202,000 | 1,807 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,025,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 1,575 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,227,000 | 4,515 |
| Total debt securities | $16,226,000 | 5,130 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $16,498,000 | 5,117 |
| U.S. Government securities | $16,498,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,498,000 | 4,135 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,498,000 | 2,443 |
| Mortgage-backed securities | $16,498,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $13,310,000 | 1,831 |
| Issued or guaranteed by U.S. | $13,310,000 | 1,817 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,188,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,188,000 | 1,554 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,498,000 | 4,459 |
| Total debt securities | $16,498,000 | 5,068 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $14,247,000 | 5,544 |
| U.S. Government securities | $14,247,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,247,000 | 4,564 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,136,000 | 2,708 |
| Mortgage-backed securities | $14,247,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $12,892,000 | 1,947 |
| Issued or guaranteed by U.S. | $12,892,000 | 1,935 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,355,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,113 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $14,247,000 | 4,858 |
| Total debt securities | $14,247,000 | 5,476 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $13,964,000 | 5,660 |
| U.S. Government securities | $13,964,000 | 4,814 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,964,000 | 4,670 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,954,000 | 2,727 |
| Mortgage-backed securities | $13,964,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $12,507,000 | 2,025 |
| Issued or guaranteed by U.S. | $12,507,000 | 2,015 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,457,000 | 2,369 |
| CMOs issued by government agencies or sponsored agencies | $1,457,000 | 2,130 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,964,000 | 4,963 |
| Total debt securities | $13,964,000 | 5,590 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $15,121,000 | 5,479 |
| U.S. Government securities | $15,121,000 | 4,620 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,121,000 | 4,475 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,988,000 | 2,573 |
| Mortgage-backed securities | $15,121,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $13,524,000 | 1,948 |
| Issued or guaranteed by U.S. | $13,524,000 | 1,940 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,597,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $1,597,000 | 2,113 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,121,000 | 4,796 |
| Total debt securities | $15,121,000 | 5,410 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $12,451,000 | 5,991 |
| U.S. Government securities | $12,451,000 | 5,153 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,451,000 | 5,001 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,300,000 | 2,896 |
| Mortgage-backed securities | $12,451,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $10,709,000 | 2,271 |
| Issued or guaranteed by U.S. | $10,709,000 | 2,262 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,742,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 2,064 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $12,451,000 | 5,246 |
| Total debt securities | $12,451,000 | 5,920 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $13,567,000 | 5,842 |
| U.S. Government securities | $13,567,000 | 4,980 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,567,000 | 4,827 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,544,000 | 2,692 |
| Mortgage-backed securities | $13,567,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $11,680,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,680,000 | 2,180 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,887,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,050 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,567,000 | 5,130 |
| Total debt securities | $13,567,000 | 5,763 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $11,763,000 | 6,192 |
| U.S. Government securities | $11,763,000 | 5,307 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,763,000 | 5,162 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,634,000 | 2,991 |
| Mortgage-backed securities | $11,763,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $9,574,000 | 2,478 |
| Issued or guaranteed by U.S. | $9,574,000 | 2,470 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,189,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 1,982 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,763,000 | 5,465 |
| Total debt securities | $11,763,000 | 6,107 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $10,969,000 | 6,399 |
| U.S. Government securities | $10,969,000 | 5,531 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,969,000 | 5,364 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,815,000 | 3,029 |
| Mortgage-backed securities | $10,969,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $8,602,000 | 2,650 |
| Issued or guaranteed by U.S. | $8,602,000 | 2,638 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,367,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $2,367,000 | 2,027 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $10,969,000 | 5,667 |
| Total debt securities | $10,969,000 | 6,311 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $9,225,000 | 6,704 |
| U.S. Government securities | $9,225,000 | 5,819 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,225,000 | 5,643 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $9,225,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $6,990,000 | 2,926 |
| Issued or guaranteed by U.S. | $6,990,000 | 2,914 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,235,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,235,000 | 2,103 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,225,000 | 5,940 |
| Total debt securities | $9,225,000 | 6,611 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $5,116,000 | 7,735 |
| U.S. Government securities | $5,116,000 | 7,042 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,116,000 | 6,862 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $5,116,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 3,683 |
| Issued or guaranteed by U.S. | $4,258,000 | 3,673 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $858,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,996 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,116,000 | 6,911 |
| Total debt securities | $5,116,000 | 7,650 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $5,769,000 | 7,590 |
| U.S. Government securities | $5,769,000 | 6,875 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,769,000 | 6,677 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,769,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $4,744,000 | 3,501 |
| Issued or guaranteed by U.S. | $4,744,000 | 3,490 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,025,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,956 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,769,000 | 6,755 |
| Total debt securities | $5,769,000 | 7,500 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $6,091,000 | 7,509 |
| U.S. Government securities | $6,091,000 | 6,778 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,091,000 | 6,577 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $6,091,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,466,000 | 3,225 |
| Issued or guaranteed by U.S. | $5,466,000 | 3,211 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $625,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 3,310 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,091,000 | 6,660 |
| Total debt securities | $6,091,000 | 7,429 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $3,476,000 | 8,435 |
| U.S. Government securities | $3,476,000 | 7,871 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,476,000 | 7,625 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,476,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,476,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $3,476,000 | 2,097 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,476,000 | 7,466 |
| Total debt securities | $3,476,000 | 8,331 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $177,000 | 9,726 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $177,000 | 6,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $177,000 | 9,002 |
| Total debt securities | $0 | 9,692 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
