| 2021-06-30 | Rank |
| Total securities | $3,398,000 | 4,523 |
| U.S. Government securities | $3,398,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,398,000 | 3,967 |
| 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 | $3,398,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $3,398,000 | 3,032 |
| Issued or guaranteed by U.S. | $3,398,000 | 2,937 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,398,000 | 4,290 |
| Total debt securities | $3,398,000 | 4,501 |
| 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 | $3,776,000 | 4,481 |
| U.S. Government securities | $3,776,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,776,000 | 3,873 |
| 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 | $3,776,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 2,940 |
| Issued or guaranteed by U.S. | $3,776,000 | 2,847 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,776,000 | 4,248 |
| Total debt securities | $3,776,000 | 4,459 |
| 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 | $79,205,000 | 1,701 |
| U.S. Government securities | $79,205,000 | 1,042 |
| U.S. Treasury securities | $74,999,000 | 107 |
| U.S. Government agency obligations | $4,206,000 | 3,745 |
| 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 | $4,206,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $4,206,000 | 2,824 |
| Issued or guaranteed by U.S. | $4,206,000 | 2,742 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $79,205,000 | 1,590 |
| Total debt securities | $79,205,000 | 1,684 |
| 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 | $4,610,000 | 4,415 |
| U.S. Government securities | $4,610,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,610,000 | 3,701 |
| 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 | $4,610,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 2,739 |
| Issued or guaranteed by U.S. | $4,610,000 | 2,658 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,610,000 | 4,179 |
| Total debt securities | $4,610,000 | 4,391 |
| 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 | $4,968,000 | 4,408 |
| U.S. Government securities | $4,968,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,968,000 | 3,674 |
| 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 | $4,968,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $4,968,000 | 2,669 |
| Issued or guaranteed by U.S. | $4,968,000 | 2,594 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $4,968,000 | 4,170 |
| Total debt securities | $4,968,000 | 4,385 |
| 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 | $5,123,000 | 4,424 |
| U.S. Government securities | $5,123,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,123,000 | 3,698 |
| 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 | $5,123,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $5,123,000 | 2,643 |
| Issued or guaranteed by U.S. | $5,123,000 | 2,557 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,123,000 | 4,176 |
| Total debt securities | $5,123,000 | 4,399 |
| 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 | $46,975,000 | 2,200 |
| U.S. Government securities | $46,975,000 | 1,528 |
| U.S. Treasury securities | $46,975,000 | 159 |
| U.S. Government agency obligations | $0 | 4,779 |
| 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 | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $46,975,000 | 2,048 |
| Total debt securities | $46,975,000 | 2,180 |
| 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 | $0 | 5,116 |
| U.S. Government securities | $0 | 4,960 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $0 | 4,859 |
| 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 | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $0 | 5,094 |
| 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 | $0 | 5,163 |
| U.S. Government securities | $0 | 5,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $0 | 4,911 |
| 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 | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $0 | 5,141 |
| 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 | $0 | 5,213 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| 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 | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $0 | 5,192 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $0 | 5,259 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| 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 | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $0 | 5,239 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $0 | 5,327 |
| U.S. Government securities | $0 | 5,178 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $0 | 5,083 |
| 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 | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $0 | 5,307 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $0 | 5,391 |
| U.S. Government securities | $0 | 5,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $0 | 5,142 |
| 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 | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $0 | 5,370 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $0 | 5,455 |
| U.S. Government securities | $0 | 5,305 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $0 | 5,225 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $0 | 5,434 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $0 | 5,520 |
| U.S. Government securities | $0 | 5,359 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $0 | 5,284 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $0 | 5,501 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $6,914,000 | 4,833 |
| U.S. Government securities | $6,914,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,914,000 | 4,026 |
| 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 | $6,914,000 | 3,325 |
| Mortgage-backed securities | $6,914,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $6,914,000 | 2,549 |
| Issued or guaranteed by U.S. | $6,914,000 | 2,548 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,914,000 | 4,552 |
| Total debt securities | $6,914,000 | 4,806 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $7,311,000 | 4,831 |
| U.S. Government securities | $7,311,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,311,000 | 4,018 |
| 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 | $7,311,000 | 3,292 |
| Mortgage-backed securities | $7,311,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $7,311,000 | 2,529 |
| Issued or guaranteed by U.S. | $7,311,000 | 2,528 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $7,311,000 | 4,540 |
| Total debt securities | $7,311,000 | 4,800 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $7,794,000 | 4,864 |
| U.S. Government securities | $7,794,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,794,000 | 4,012 |
| 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 | $7,794,000 | 3,262 |
| Mortgage-backed securities | $7,794,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $7,794,000 | 2,502 |
| Issued or guaranteed by U.S. | $7,794,000 | 2,502 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $7,794,000 | 4,556 |
| Total debt securities | $7,794,000 | 4,835 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $8,576,000 | 4,808 |
| U.S. Government securities | $8,576,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,576,000 | 3,895 |
| 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 | $8,576,000 | 3,145 |
| Mortgage-backed securities | $8,576,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $8,576,000 | 2,407 |
| Issued or guaranteed by U.S. | $8,576,000 | 2,405 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $8,576,000 | 4,487 |
| Total debt securities | $8,577,000 | 4,784 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $9,569,000 | 4,738 |
| U.S. Government securities | $9,569,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,569,000 | 3,783 |
| 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 | $9,569,000 | 3,042 |
| Mortgage-backed securities | $9,569,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $9,569,000 | 2,314 |
| Issued or guaranteed by U.S. | $9,569,000 | 2,314 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $9,569,000 | 4,406 |
| Total debt securities | $9,569,000 | 4,715 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $16,233,000 | 4,217 |
| U.S. Government securities | $16,233,000 | 3,273 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,233,000 | 3,159 |
| 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 | $16,233,000 | 2,406 |
| Mortgage-backed securities | $10,232,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $10,232,000 | 2,289 |
| Issued or guaranteed by U.S. | $10,232,000 | 2,285 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $16,233,000 | 3,883 |
| Total debt securities | $16,233,000 | 4,195 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $23,538,000 | 3,740 |
| U.S. Government securities | $23,538,000 | 2,787 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,538,000 | 2,684 |
| 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 | $20,031,000 | 2,162 |
| Mortgage-backed securities | $10,968,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $10,968,000 | 2,230 |
| Issued or guaranteed by U.S. | $10,968,000 | 2,229 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $23,538,000 | 3,426 |
| Total debt securities | $23,538,000 | 3,718 |
| Structured notes |
| Amortized cost | $1,994,000 | 704 |
| Fair value | $1,993,000 | 687 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $25,928,000 | 3,607 |
| U.S. Government securities | $25,928,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,928,000 | 2,566 |
| 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 | $20,531,000 | 2,125 |
| Mortgage-backed securities | $11,480,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $11,480,000 | 2,174 |
| Issued or guaranteed by U.S. | $11,480,000 | 2,172 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $25,928,000 | 3,306 |
| Total debt securities | $25,929,000 | 3,583 |
| Structured notes |
| Amortized cost | $1,993,000 | 807 |
| Fair value | $1,883,000 | 830 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $26,921,000 | 3,618 |
| U.S. Government securities | $26,921,000 | 2,648 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,921,000 | 2,557 |
| 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 | $21,188,000 | 2,103 |
| Mortgage-backed securities | $12,233,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $12,233,000 | 2,127 |
| Issued or guaranteed by U.S. | $12,233,000 | 2,126 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $26,921,000 | 3,305 |
| Total debt securities | $26,921,000 | 3,591 |
| Structured notes |
| Amortized cost | $1,993,000 | 921 |
| Fair value | $1,915,000 | 938 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $27,258,000 | 3,649 |
| U.S. Government securities | $27,258,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,258,000 | 2,624 |
| 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 | $17,974,000 | 2,344 |
| Mortgage-backed securities | $13,046,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $13,046,000 | 2,108 |
| Issued or guaranteed by U.S. | $13,046,000 | 2,107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $27,258,000 | 3,345 |
| Total debt securities | $27,258,000 | 3,623 |
| Structured notes |
| Amortized cost | $1,992,000 | 1,030 |
| Fair value | $1,784,000 | 1,061 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $31,752,000 | 3,417 |
| U.S. Government securities | $31,752,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $31,752,000 | 2,423 |
| 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 | $16,189,000 | 2,542 |
| Mortgage-backed securities | $14,588,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $14,588,000 | 1,996 |
| Issued or guaranteed by U.S. | $14,588,000 | 1,995 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $31,752,000 | 3,125 |
| Total debt securities | $31,751,000 | 3,389 |
| Structured notes |
| Amortized cost | $4,491,000 | 633 |
| Fair value | $4,321,000 | 648 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $35,572,000 | 3,239 |
| U.S. Government securities | $35,572,000 | 2,368 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,572,000 | 2,282 |
| 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 | $16,349,000 | 2,533 |
| Mortgage-backed securities | $16,263,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $16,263,000 | 1,928 |
| Issued or guaranteed by U.S. | $16,263,000 | 1,926 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $35,572,000 | 2,956 |
| Total debt securities | $35,574,000 | 3,218 |
| Structured notes |
| Amortized cost | $6,989,000 | 499 |
| Fair value | $6,668,000 | 512 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $38,246,000 | 3,162 |
| U.S. Government securities | $38,246,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $38,246,000 | 2,218 |
| 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 | $18,810,000 | 2,331 |
| Mortgage-backed securities | $17,036,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $17,036,000 | 1,931 |
| Issued or guaranteed by U.S. | $17,036,000 | 1,930 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $38,246,000 | 2,886 |
| Total debt securities | $38,245,000 | 3,138 |
| Structured notes |
| Amortized cost | $6,989,000 | 556 |
| Fair value | $6,465,000 | 575 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $34,341,000 | 3,424 |
| U.S. Government securities | $34,341,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $34,341,000 | 2,430 |
| 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 | $19,138,000 | 2,308 |
| Mortgage-backed securities | $13,249,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $13,249,000 | 2,276 |
| Issued or guaranteed by U.S. | $13,249,000 | 2,275 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $34,341,000 | 3,117 |
| Total debt securities | $34,341,000 | 3,396 |
| Structured notes |
| Amortized cost | $6,988,000 | 571 |
| Fair value | $6,386,000 | 601 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $34,513,000 | 3,425 |
| U.S. Government securities | $34,513,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,513,000 | 2,456 |
| 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 | $19,221,000 | 2,324 |
| Mortgage-backed securities | $14,039,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $14,039,000 | 2,235 |
| Issued or guaranteed by U.S. | $14,039,000 | 2,235 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $34,513,000 | 3,130 |
| Total debt securities | $34,513,000 | 3,398 |
| Structured notes |
| Amortized cost | $6,987,000 | 584 |
| Fair value | $6,230,000 | 608 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $37,513,000 | 3,263 |
| U.S. Government securities | $37,513,000 | 2,354 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,513,000 | 2,290 |
| 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 | $19,267,000 | 2,293 |
| Mortgage-backed securities | $16,804,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $16,804,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,804,000 | 2,004 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $37,513,000 | 2,978 |
| Total debt securities | $37,513,000 | 3,232 |
| Structured notes |
| Amortized cost | $6,986,000 | 574 |
| Fair value | $5,987,000 | 605 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $36,523,000 | 3,333 |
| U.S. Government securities | $36,523,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,523,000 | 2,358 |
| 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 | $20,293,000 | 2,199 |
| Mortgage-backed securities | $17,434,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $17,434,000 | 1,966 |
| Issued or guaranteed by U.S. | $17,434,000 | 1,962 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $36,523,000 | 3,052 |
| Total debt securities | $36,524,000 | 3,301 |
| Structured notes |
| Amortized cost | $6,985,000 | 565 |
| Fair value | $6,406,000 | 576 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $30,031,000 | 3,697 |
| U.S. Government securities | $30,031,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,031,000 | 2,692 |
| 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 | $16,318,000 | 2,501 |
| Mortgage-backed securities | $11,447,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $11,447,000 | 2,468 |
| Issued or guaranteed by U.S. | $11,447,000 | 2,467 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $30,031,000 | 3,402 |
| Total debt securities | $30,031,000 | 3,664 |
| Structured notes |
| Amortized cost | $6,984,000 | 552 |
| Fair value | $6,480,000 | 560 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $37,875,000 | 3,262 |
| U.S. Government securities | $36,383,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $36,383,000 | 2,386 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,787 |
| Other domestic debt securities | $114,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $114,000 | 880 |
| 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 | $18,365,000 | 2,352 |
| Mortgage-backed securities | $11,539,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $10,904,000 | 2,553 |
| Issued or guaranteed by U.S. | $10,904,000 | 2,552 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $635,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 3,090 |
| Privately issued | $114,000 | 842 |
| 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) | $1,041,000 | 1,884 |
| Available-for-sale securities (fair market value) | $36,834,000 | 3,066 |
| Total debt securities | $37,875,000 | 3,233 |
| Structured notes |
| Amortized cost | $11,984,000 | 350 |
| Fair value | $11,932,000 | 351 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $39,040,000 | 3,156 |
| U.S. Government securities | $37,564,000 | 2,340 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $37,564,000 | 2,281 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,816 |
| Other domestic debt securities | $117,000 | 2,659 |
| Privately issued residential mortgage-backed securities | $117,000 | 914 |
| 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 | $19,033,000 | 2,278 |
| Mortgage-backed securities | $12,179,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $11,478,000 | 2,482 |
| Issued or guaranteed by U.S. | $11,478,000 | 2,481 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $701,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $584,000 | 3,097 |
| Privately issued | $117,000 | 878 |
| 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) | $4,126,000 | 1,407 |
| Available-for-sale securities (fair market value) | $34,914,000 | 3,118 |
| Total debt securities | $39,039,000 | 3,128 |
| Structured notes |
| Amortized cost | $9,483,000 | 439 |
| Fair value | $9,480,000 | 439 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $35,490,000 | 3,377 |
| U.S. Government securities | $32,773,000 | 2,639 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,773,000 | 2,580 |
| Securities issued by states & political subdivisions | $2,598,000 | 4,369 |
| Other domestic debt securities | $119,000 | 2,735 |
| Privately issued residential mortgage-backed securities | $119,000 | 963 |
| 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 | $5,844,000 | 4,139 |
| Mortgage-backed securities | $17,316,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $15,878,000 | 2,165 |
| Issued or guaranteed by U.S. | $15,878,000 | 2,164 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,438,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,868 |
| Privately issued | $119,000 | 924 |
| 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) | $4,886,000 | 1,351 |
| Available-for-sale securities (fair market value) | $30,604,000 | 3,403 |
| Total debt securities | $35,491,000 | 3,353 |
| Structured notes |
| Amortized cost | $7,498,000 | 557 |
| Fair value | $7,490,000 | 558 |
| 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 | $27,178,000 | 3,926 |
| U.S. Government securities | $24,466,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,466,000 | 3,168 |
| Securities issued by states & political subdivisions | $2,588,000 | 4,356 |
| Other domestic debt securities | $124,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,013 |
| 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 | $6,738,000 | 3,976 |
| Mortgage-backed securities | $14,572,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $12,483,000 | 2,527 |
| Issued or guaranteed by U.S. | $12,483,000 | 2,524 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,089,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 2,652 |
| Privately issued | $124,000 | 973 |
| 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) | $5,554,000 | 1,267 |
| Available-for-sale securities (fair market value) | $21,624,000 | 4,093 |
| Total debt securities | $27,178,000 | 3,893 |
| Structured notes |
| Amortized cost | $5,000,000 | 880 |
| Fair value | $5,012,000 | 886 |
| 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 | $29,441,000 | 3,770 |
| U.S. Government securities | $26,742,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,742,000 | 3,041 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,282 |
| Other domestic debt securities | $126,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,041 |
| 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 | $7,432,000 | 3,858 |
| Mortgage-backed securities | $15,867,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $13,113,000 | 2,454 |
| Issued or guaranteed by U.S. | $13,113,000 | 2,448 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,754,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 2,505 |
| Privately issued | $126,000 | 1,003 |
| 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) | $6,237,000 | 1,222 |
| Available-for-sale securities (fair market value) | $23,204,000 | 3,983 |
| Total debt securities | $29,441,000 | 3,742 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $42,332,000 | 2,957 |
| U.S. Government securities | $39,598,000 | 2,245 |
| U.S. Treasury securities | $4,000,000 | 455 |
| U.S. Government agency obligations | $35,598,000 | 2,385 |
| Securities issued by states & political subdivisions | $2,568,000 | 4,270 |
| Other domestic debt securities | $166,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,101 |
| 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 | $25,014,000 | 1,844 |
| Mortgage-backed securities | $22,647,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $18,994,000 | 1,850 |
| Issued or guaranteed by U.S. | $18,994,000 | 1,849 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,653,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $3,487,000 | 2,208 |
| Privately issued | $166,000 | 1,045 |
| 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) | $7,151,000 | 1,177 |
| Available-for-sale securities (fair market value) | $35,181,000 | 3,056 |
| Total debt securities | $42,332,000 | 2,935 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $45,773,000 | 2,701 |
| U.S. Government securities | $43,073,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $43,073,000 | 2,007 |
| Securities issued by states & political subdivisions | $2,532,000 | 4,258 |
| Other domestic debt securities | $168,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,127 |
| 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 | $25,054,000 | 1,799 |
| Mortgage-backed securities | $25,072,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $20,439,000 | 1,689 |
| Issued or guaranteed by U.S. | $20,439,000 | 1,683 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,633,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $4,465,000 | 1,996 |
| Privately issued | $168,000 | 1,065 |
| 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) | $8,150,000 | 1,108 |
| Available-for-sale securities (fair market value) | $37,623,000 | 2,861 |
| Total debt securities | $45,772,000 | 2,674 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $51,331,000 | 2,501 |
| U.S. Government securities | $48,659,000 | 1,900 |
| U.S. Treasury securities | $1,964,000 | 759 |
| U.S. Government agency obligations | $46,695,000 | 1,894 |
| Securities issued by states & political subdivisions | $2,458,000 | 4,260 |
| Other domestic debt securities | $214,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,115 |
| 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 | $30,592,000 | 1,564 |
| Mortgage-backed securities | $25,822,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $20,757,000 | 1,615 |
| Issued or guaranteed by U.S. | $20,757,000 | 1,613 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,065,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $4,851,000 | 1,888 |
| Privately issued | $214,000 | 1,061 |
| 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) | $8,601,000 | 1,102 |
| Available-for-sale securities (fair market value) | $42,730,000 | 2,600 |
| Total debt securities | $51,331,000 | 2,478 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $57,212,000 | 2,261 |
| U.S. Government securities | $51,921,000 | 1,805 |
| U.S. Treasury securities | $1,874,000 | 784 |
| U.S. Government agency obligations | $50,047,000 | 1,801 |
| Securities issued by states & political subdivisions | $2,446,000 | 4,242 |
| Other domestic debt securities | $2,845,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $1,707,000 | 729 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $107,000 | 216 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,031,000 | 1,343 |
| 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 | $29,662,000 | 1,625 |
| Mortgage-backed securities | $28,023,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $21,218,000 | 1,561 |
| Issued or guaranteed by U.S. | $21,218,000 | 1,557 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,805,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $5,098,000 | 1,798 |
| Privately issued | $1,707,000 | 695 |
| 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) | $10,466,000 | 1,003 |
| Available-for-sale securities (fair market value) | $46,746,000 | 2,406 |
| Total debt securities | $57,212,000 | 2,235 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,986 |
| Fair value | $2,003,000 | 2,004 |
| 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 | $66,522,000 | 1,922 |
| U.S. Government securities | $61,156,000 | 1,492 |
| U.S. Treasury securities | $1,872,000 | 793 |
| U.S. Government agency obligations | $59,284,000 | 1,473 |
| Securities issued by states & political subdivisions | $2,373,000 | 4,258 |
| Other domestic debt securities | $2,993,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $1,846,000 | 754 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $123,000 | 201 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,024,000 | 1,357 |
| 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 | $42,183,000 | 1,205 |
| Mortgage-backed securities | $30,953,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $21,702,000 | 1,472 |
| Issued or guaranteed by U.S. | $21,702,000 | 1,465 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,251,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $7,405,000 | 1,521 |
| Privately issued | $1,846,000 | 719 |
| 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) | $9,947,000 | 1,023 |
| Available-for-sale securities (fair market value) | $56,575,000 | 1,983 |
| Total debt securities | $66,522,000 | 1,904 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $1,994,000 | 1,910 |
| 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 | $69,693,000 | 1,791 |
| U.S. Government securities | $62,996,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $62,996,000 | 1,358 |
| Securities issued by states & political subdivisions | $4,123,000 | 3,591 |
| Other domestic debt securities | $2,574,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $1,396,000 | 886 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $121,000 | 191 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,057,000 | 1,335 |
| 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 | $44,552,000 | 1,150 |
| Mortgage-backed securities | $37,643,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $23,062,000 | 1,379 |
| Issued or guaranteed by U.S. | $23,062,000 | 1,373 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,581,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $13,185,000 | 1,094 |
| Privately issued | $1,396,000 | 845 |
| 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) | $16,041,000 | 809 |
| Available-for-sale securities (fair market value) | $53,652,000 | 2,013 |
| Total debt securities | $69,694,000 | 1,766 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,860 |
| Fair value | $2,008,000 | 1,940 |
| 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 | $73,998,000 | 1,714 |
| U.S. Government securities | $66,618,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $66,618,000 | 1,313 |
| Securities issued by states & political subdivisions | $3,943,000 | 3,584 |
| Other domestic debt securities | $3,437,000 | 1,381 |
| Privately issued residential mortgage-backed securities | $1,387,000 | 915 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $129,000 | 186 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,921,000 | 1,040 |
| 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 | $50,571,000 | 1,031 |
| Mortgage-backed securities | $41,223,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $23,743,000 | 1,346 |
| Issued or guaranteed by U.S. | $23,743,000 | 1,340 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,480,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $16,093,000 | 918 |
| Privately issued | $1,387,000 | 881 |
| 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) | $18,974,000 | 733 |
| Available-for-sale securities (fair market value) | $55,024,000 | 1,964 |
| Total debt securities | $73,997,000 | 1,696 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $85,382,000 | 1,524 |
| U.S. Government securities | $79,456,000 | 1,185 |
| U.S. Treasury securities | $1,967,000 | 698 |
| U.S. Government agency obligations | $77,489,000 | 1,164 |
| Securities issued by states & political subdivisions | $3,959,000 | 3,559 |
| Other domestic debt securities | $1,967,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $1,834,000 | 890 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $133,000 | 187 |
| 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 | $46,419,000 | 1,176 |
| Mortgage-backed securities | $46,868,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $26,831,000 | 1,298 |
| Issued or guaranteed by U.S. | $26,831,000 | 1,294 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,037,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $18,203,000 | 830 |
| Privately issued | $1,834,000 | 853 |
| 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) | $21,558,000 | 670 |
| Available-for-sale securities (fair market value) | $63,824,000 | 1,757 |
| Total debt securities | $85,382,000 | 1,503 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $82,141,000 | 1,542 |
| U.S. Government securities | $70,821,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $70,821,000 | 1,238 |
| Securities issued by states & political subdivisions | $8,533,000 | 2,474 |
| Other domestic debt securities | $2,787,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $2,648,000 | 812 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $139,000 | 211 |
| 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 | $46,701,000 | 1,162 |
| Mortgage-backed securities | $47,175,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $22,402,000 | 1,543 |
| Issued or guaranteed by U.S. | $22,402,000 | 1,536 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,773,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $22,125,000 | 708 |
| Privately issued | $2,648,000 | 777 |
| 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) | $26,321,000 | 594 |
| Available-for-sale securities (fair market value) | $55,820,000 | 1,934 |
| Total debt securities | $82,141,000 | 1,522 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $89,642,000 | 1,424 |
| U.S. Government securities | $72,249,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $72,249,000 | 1,183 |
| Securities issued by states & political subdivisions | $14,446,000 | 1,712 |
| Other domestic debt securities | $2,947,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $2,803,000 | 857 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $144,000 | 220 |
| 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 | $53,792,000 | 999 |
| Mortgage-backed securities | $54,796,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $28,270,000 | 1,333 |
| Issued or guaranteed by U.S. | $28,270,000 | 1,324 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $26,526,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $23,723,000 | 652 |
| Privately issued | $2,803,000 | 819 |
| 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) | $29,599,000 | 573 |
| Available-for-sale securities (fair market value) | $60,043,000 | 1,819 |
| Total debt securities | $89,642,000 | 1,397 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $95,731,000 | 1,310 |
| U.S. Government securities | $62,510,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $62,510,000 | 1,342 |
| Securities issued by states & political subdivisions | $17,073,000 | 1,411 |
| Other domestic debt securities | $16,148,000 | 685 |
| Privately issued residential mortgage-backed securities | $2,982,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $2,166,000 | 127 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $11,000,000 | 360 |
| 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 | $60,691,000 | 902 |
| Mortgage-backed securities | $47,434,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $17,649,000 | 1,943 |
| Issued or guaranteed by U.S. | $17,649,000 | 1,932 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $29,785,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $26,803,000 | 564 |
| Privately issued | $2,982,000 | 820 |
| 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) | $33,194,000 | 518 |
| Available-for-sale securities (fair market value) | $62,537,000 | 1,702 |
| Total debt securities | $95,731,000 | 1,287 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $84,136,000 | 1,468 |
| U.S. Government securities | $63,037,000 | 1,377 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $63,037,000 | 1,343 |
| Securities issued by states & political subdivisions | $17,692,000 | 1,301 |
| Other domestic debt securities | $3,407,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $3,232,000 | 856 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $175,000 | 302 |
| 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 | $51,353,000 | 1,068 |
| Mortgage-backed securities | $51,988,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $19,452,000 | 1,853 |
| Issued or guaranteed by U.S. | $19,452,000 | 1,841 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $32,536,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $29,304,000 | 515 |
| Privately issued | $3,232,000 | 820 |
| 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) | $36,244,000 | 477 |
| Available-for-sale securities (fair market value) | $47,892,000 | 2,138 |
| Total debt securities | $84,135,000 | 1,443 |
| Structured notes |
| Amortized cost | $625,000 | 1,209 |
| Fair value | $468,000 | 1,407 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $91,037,000 | 1,337 |
| U.S. Government securities | $69,520,000 | 1,235 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $69,520,000 | 1,207 |
| Securities issued by states & political subdivisions | $17,948,000 | 1,250 |
| Other domestic debt securities | $3,569,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $3,372,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $197,000 | 282 |
| 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 | $19,239,000 | 2,350 |
| Mortgage-backed securities | $49,306,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $16,850,000 | 1,985 |
| Issued or guaranteed by U.S. | $16,850,000 | 1,971 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $32,456,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $29,084,000 | 496 |
| Privately issued | $3,372,000 | 773 |
| 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) | $36,461,000 | 460 |
| Available-for-sale securities (fair market value) | $54,576,000 | 1,885 |
| Total debt securities | $91,037,000 | 1,321 |
| Structured notes |
| Amortized cost | $774,000 | 1,184 |
| Fair value | $499,000 | 1,423 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $91,001,000 | 1,311 |
| U.S. Government securities | $68,557,000 | 1,232 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $68,557,000 | 1,200 |
| Securities issued by states & political subdivisions | $17,537,000 | 1,256 |
| Other domestic debt securities | $4,907,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $4,339,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $568,000 | 224 |
| 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 | $19,825,000 | 2,286 |
| Mortgage-backed securities | $50,112,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $16,941,000 | 1,906 |
| Issued or guaranteed by U.S. | $16,941,000 | 1,895 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $33,171,000 | 594 |
| CMOs issued by government agencies or sponsored agencies | $28,832,000 | 477 |
| Privately issued | $4,339,000 | 702 |
| 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) | $37,568,000 | 453 |
| Available-for-sale securities (fair market value) | $53,433,000 | 1,863 |
| Total debt securities | $91,000,000 | 1,292 |
| Structured notes |
| Amortized cost | $788,000 | 1,152 |
| Fair value | $641,000 | 1,231 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $92,754,000 | 1,310 |
| U.S. Government securities | $69,481,000 | 1,223 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $69,481,000 | 1,195 |
| Securities issued by states & political subdivisions | $18,218,000 | 1,222 |
| Other domestic debt securities | $5,055,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $4,462,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $593,000 | 219 |
| 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 | $20,011,000 | 2,237 |
| Mortgage-backed securities | $50,952,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $17,646,000 | 1,834 |
| Issued or guaranteed by U.S. | $17,646,000 | 1,824 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $33,306,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $28,844,000 | 471 |
| Privately issued | $4,462,000 | 694 |
| 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) | $37,759,000 | 446 |
| Available-for-sale securities (fair market value) | $54,995,000 | 1,877 |
| Total debt securities | $92,754,000 | 1,275 |
| Structured notes |
| Amortized cost | $807,000 | 1,188 |
| Fair value | $682,000 | 1,263 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $95,777,000 | 1,268 |
| U.S. Government securities | $68,083,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $68,083,000 | 1,213 |
| Securities issued by states & political subdivisions | $18,217,000 | 1,231 |
| 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 | $9,477,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,998,000 | 2,380 |
| Mortgage-backed securities | $44,891,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $17,581,000 | 1,780 |
| Issued or guaranteed by U.S. | $17,581,000 | 1,771 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,310,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $27,310,000 | 475 |
| 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) | $30,350,000 | 537 |
| Available-for-sale securities (fair market value) | $65,427,000 | 1,599 |
| Total debt securities | $86,303,000 | 1,357 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $96,823,000 | 1,236 |
| U.S. Government securities | $68,605,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $68,605,000 | 1,204 |
| Securities issued by states & political subdivisions | $16,688,000 | 1,320 |
| Other domestic debt securities | $1,954,000 | 1,646 |
| 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 | $1,954,000 | 1,093 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $9,576,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,093,000 | 2,297 |
| Mortgage-backed securities | $49,512,000 | 986 |
| Certificates of participation in pools of residential mortgages | $22,230,000 | 1,301 |
| Issued or guaranteed by U.S. | $22,230,000 | 1,292 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,282,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $27,282,000 | 455 |
| 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) | $30,322,000 | 557 |
| Available-for-sale securities (fair market value) | $66,501,000 | 1,526 |
| Total debt securities | $87,248,000 | 1,335 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $2,999,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $113,819,000 | 1,056 |
| U.S. Government securities | $83,948,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $83,948,000 | 981 |
| Securities issued by states & political subdivisions | $16,365,000 | 1,310 |
| Other domestic debt securities | $3,940,000 | 1,225 |
| 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 | $3,940,000 | 752 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $9,566,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,011,000 | 2,557 |
| Mortgage-backed securities | $47,970,000 | 952 |
| Certificates of participation in pools of residential mortgages | $20,714,000 | 1,283 |
| Issued or guaranteed by U.S. | $20,714,000 | 1,274 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $27,256,000 | 591 |
| CMOs issued by government agencies or sponsored agencies | $27,256,000 | 440 |
| 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) | $30,296,000 | 581 |
| Available-for-sale securities (fair market value) | $83,523,000 | 1,236 |
| Total debt securities | $104,253,000 | 1,133 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $5,976,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $102,940,000 | 1,177 |
| U.S. Government securities | $79,440,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $79,440,000 | 1,069 |
| Securities issued by states & political subdivisions | $13,924,000 | 1,516 |
| 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 | $9,576,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,752,000 | 2,590 |
| Mortgage-backed securities | $43,956,000 | 996 |
| Certificates of participation in pools of residential mortgages | $16,310,000 | 1,488 |
| Issued or guaranteed by U.S. | $16,310,000 | 1,481 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $27,646,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $27,646,000 | 445 |
| 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) | $30,685,000 | 577 |
| Available-for-sale securities (fair market value) | $72,255,000 | 1,409 |
| Total debt securities | $93,364,000 | 1,259 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $7,958,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $105,574,000 | 1,157 |
| U.S. Government securities | $81,758,000 | 1,077 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $81,758,000 | 1,047 |
| Securities issued by states & political subdivisions | $14,190,000 | 1,485 |
| 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 | $9,626,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,954,000 | 2,574 |
| Mortgage-backed securities | $45,850,000 | 968 |
| Certificates of participation in pools of residential mortgages | $17,646,000 | 1,416 |
| Issued or guaranteed by U.S. | $17,646,000 | 1,408 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $28,204,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $28,204,000 | 432 |
| 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) | $31,493,000 | 586 |
| Available-for-sale securities (fair market value) | $74,081,000 | 1,382 |
| Total debt securities | $95,948,000 | 1,225 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $12,036,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $119,065,000 | 1,037 |
| U.S. Government securities | $95,224,000 | 931 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $95,224,000 | 902 |
| Securities issued by states & political subdivisions | $14,225,000 | 1,472 |
| 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 | $9,616,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $59,566,000 | 809 |
| Certificates of participation in pools of residential mortgages | $31,187,000 | 932 |
| Issued or guaranteed by U.S. | $31,187,000 | 924 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $28,379,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $28,379,000 | 441 |
| 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) | $31,669,000 | 598 |
| Available-for-sale securities (fair market value) | $87,396,000 | 1,205 |
| Total debt securities | $109,449,000 | 1,106 |
| 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 | $94,850,000 | 1,295 |
| U.S. Government securities | $81,924,000 | 1,108 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $81,924,000 | 1,077 |
| Securities issued by states & political subdivisions | $3,290,000 | 3,665 |
| 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 | $9,636,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $59,262,000 | 818 |
| Certificates of participation in pools of residential mortgages | $30,671,000 | 953 |
| Issued or guaranteed by U.S. | $30,671,000 | 943 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $28,591,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $28,591,000 | 440 |
| 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) | $31,881,000 | 622 |
| Available-for-sale securities (fair market value) | $62,969,000 | 1,621 |
| Total debt securities | $85,215,000 | 1,401 |
| 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 | $87,057,000 | 1,387 |
| U.S. Government securities | $74,171,000 | 1,229 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $74,171,000 | 1,190 |
| Securities issued by states & political subdivisions | $3,290,000 | 3,667 |
| 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 | $9,596,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $59,766,000 | 814 |
| Certificates of participation in pools of residential mortgages | $30,634,000 | 962 |
| Issued or guaranteed by U.S. | $30,634,000 | 953 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $29,132,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $29,132,000 | 432 |
| 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) | $32,422,000 | 618 |
| Available-for-sale securities (fair market value) | $54,635,000 | 1,830 |
| Total debt securities | $77,461,000 | 1,533 |
| 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 | $87,949,000 | 1,410 |
| U.S. Government securities | $75,042,000 | 1,212 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $75,042,000 | 1,173 |
| Securities issued by states & political subdivisions | $3,291,000 | 3,684 |
| 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 | $9,616,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $60,470,000 | 813 |
| Certificates of participation in pools of residential mortgages | $30,328,000 | 981 |
| Issued or guaranteed by U.S. | $30,328,000 | 972 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,142,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $30,142,000 | 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) | $33,433,000 | 615 |
| Available-for-sale securities (fair market value) | $54,516,000 | 1,857 |
| Total debt securities | $78,333,000 | 1,528 |
| 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 | $90,255,000 | 1,360 |
| U.S. Government securities | $77,328,000 | 1,162 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $77,328,000 | 1,122 |
| Securities issued by states & political subdivisions | $3,291,000 | 3,707 |
| 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 | $9,636,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $62,670,000 | 800 |
| Certificates of participation in pools of residential mortgages | $32,046,000 | 965 |
| Issued or guaranteed by U.S. | $32,046,000 | 959 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $30,624,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $30,624,000 | 425 |
| 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) | $33,915,000 | 619 |
| Available-for-sale securities (fair market value) | $56,340,000 | 1,805 |
| Total debt securities | $80,618,000 | 1,479 |
| 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 | $84,336,000 | 1,445 |
| U.S. Government securities | $71,389,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $71,389,000 | 1,212 |
| Securities issued by states & political subdivisions | $3,291,000 | 3,701 |
| 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 | $9,656,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $66,408,000 | 764 |
| Certificates of participation in pools of residential mortgages | $33,796,000 | 943 |
| Issued or guaranteed by U.S. | $33,796,000 | 937 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,612,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $32,612,000 | 407 |
| 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) | $35,903,000 | 604 |
| Available-for-sale securities (fair market value) | $48,433,000 | 2,044 |
| Total debt securities | $74,680,000 | 1,580 |
| 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 | $88,881,000 | 1,388 |
| U.S. Government securities | $76,641,000 | 1,169 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $76,641,000 | 1,125 |
| Securities issued by states & political subdivisions | $2,544,000 | 4,031 |
| 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 | $9,696,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $71,639,000 | 732 |
| Certificates of participation in pools of residential mortgages | $36,927,000 | 906 |
| Issued or guaranteed by U.S. | $36,927,000 | 899 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $34,712,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $34,712,000 | 401 |
| 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) | $37,256,000 | 599 |
| Available-for-sale securities (fair market value) | $51,625,000 | 1,933 |
| Total debt securities | $79,184,000 | 1,511 |
| 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 | $91,955,000 | 1,369 |
| U.S. Government securities | $79,676,000 | 1,157 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $79,676,000 | 1,113 |
| Securities issued by states & political subdivisions | $2,544,000 | 4,033 |
| 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 | $9,735,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $74,742,000 | 737 |
| Certificates of participation in pools of residential mortgages | $38,983,000 | 893 |
| Issued or guaranteed by U.S. | $38,983,000 | 887 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $35,759,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $35,759,000 | 401 |
| 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) | $38,303,000 | 588 |
| Available-for-sale securities (fair market value) | $53,652,000 | 1,892 |
| Total debt securities | $82,221,000 | 1,488 |
| 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 | $84,218,000 | 1,512 |
| U.S. Government securities | $71,908,000 | 1,295 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $71,908,000 | 1,247 |
| Securities issued by states & political subdivisions | $2,545,000 | 4,033 |
| 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 | $9,765,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $66,906,000 | 817 |
| Certificates of participation in pools of residential mortgages | $31,224,000 | 1,080 |
| Issued or guaranteed by U.S. | $31,224,000 | 1,073 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $35,682,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $35,682,000 | 409 |
| 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) | $38,227,000 | 590 |
| Available-for-sale securities (fair market value) | $45,991,000 | 2,191 |
| Total debt securities | $74,454,000 | 1,637 |
| 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 | $86,858,000 | 1,473 |
| U.S. Government securities | $74,538,000 | 1,245 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $74,538,000 | 1,196 |
| Securities issued by states & political subdivisions | $2,545,000 | 4,031 |
| 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 | $9,775,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,853,000 | 2,821 |
| Mortgage-backed securities | $69,535,000 | 798 |
| Certificates of participation in pools of residential mortgages | $33,911,000 | 1,024 |
| Issued or guaranteed by U.S. | $33,911,000 | 1,017 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,624,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $35,624,000 | 408 |
| 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) | $38,169,000 | 592 |
| Available-for-sale securities (fair market value) | $48,689,000 | 2,081 |
| Total debt securities | $77,083,000 | 1,587 |
| 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 | $95,613,000 | 1,371 |
| U.S. Government securities | $83,293,000 | 1,143 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $83,293,000 | 1,095 |
| Securities issued by states & political subdivisions | $2,545,000 | 4,050 |
| 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 | $9,775,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,862,000 | 2,802 |
| Mortgage-backed securities | $71,408,000 | 799 |
| Certificates of participation in pools of residential mortgages | $35,790,000 | 985 |
| Issued or guaranteed by U.S. | $35,790,000 | 978 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,618,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $35,618,000 | 419 |
| 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) | $38,163,000 | 597 |
| Available-for-sale securities (fair market value) | $57,450,000 | 1,820 |
| Total debt securities | $85,840,000 | 1,465 |
| 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 | $98,533,000 | 1,335 |
| U.S. Government securities | $86,153,000 | 1,096 |
| U.S. Treasury securities | $14,999,000 | 288 |
| U.S. Government agency obligations | $71,154,000 | 1,276 |
| Securities issued by states & political subdivisions | $2,545,000 | 4,042 |
| 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 | $9,835,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $71,154,000 | 820 |
| Certificates of participation in pools of residential mortgages | $35,433,000 | 1,024 |
| Issued or guaranteed by U.S. | $35,433,000 | 1,017 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,721,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $35,721,000 | 446 |
| 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) | $17,544,000 | 1,017 |
| Available-for-sale securities (fair market value) | $80,989,000 | 1,366 |
| Total debt securities | $88,698,000 | 1,434 |
| 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 | $67,913,000 | 1,900 |
| U.S. Government securities | $51,382,000 | 1,848 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $51,382,000 | 1,784 |
| Securities issued by states & political subdivisions | $753,000 | 5,482 |
| 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 | $15,778,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $51,382,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $47,415,000 | 815 |
| Issued or guaranteed by U.S. | $47,415,000 | 808 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,967,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,967,000 | 1,672 |
| 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) | $753,000 | 3,578 |
| Available-for-sale securities (fair market value) | $67,160,000 | 1,629 |
| Total debt securities | $52,135,000 | 2,348 |
| 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 | $65,970,000 | 1,922 |
| U.S. Government securities | $49,277,000 | 1,882 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $49,277,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,415 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $15,693,000 | 284 |
| 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 | $49,277,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $49,277,000 | 790 |
| Issued or guaranteed by U.S. | $49,277,000 | 786 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $65,970,000 | 1,629 |
| Total debt securities | $50,276,000 | 2,379 |
| 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 | $74,962,000 | 1,676 |
| U.S. Government securities | $58,255,000 | 1,550 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,255,000 | 1,494 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,001,000 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 2,462 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,706,000 | 291 |
| 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 | $58,255,000 | 941 |
| Certificates of participation in pools of residential mortgages | $58,255,000 | 675 |
| Issued or guaranteed by U.S. | $58,255,000 | 671 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $74,962,000 | 1,427 |
| Total debt securities | $59,254,000 | 1,995 |
| 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 | $41,628,000 | 2,746 |
| U.S. Government securities | $35,957,000 | 2,360 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $35,957,000 | 2,264 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,002,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 2,480 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,669,000 | 730 |
| 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 | $35,957,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $35,957,000 | 963 |
| Issued or guaranteed by U.S. | $35,957,000 | 959 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $41,628,000 | 2,356 |
| Total debt securities | $36,959,000 | 2,932 |
| 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 | $42,680,000 | 2,651 |
| U.S. Government securities | $41,519,000 | 2,058 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $41,519,000 | 1,971 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,006,000 | 2,822 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 2,490 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $155,000 | 2,000 |
| 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 | $41,519,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $41,519,000 | 835 |
| Issued or guaranteed by U.S. | $41,519,000 | 832 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $42,680,000 | 2,254 |
| Total debt securities | $42,526,000 | 2,582 |
| 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 | $16,264,000 | 5,158 |
| U.S. Government securities | $12,207,000 | 4,970 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $12,207,000 | 4,750 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $4,057,000 | 1,610 |
| 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 | $4,057,000 | 1,303 |
| 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 | $12,207,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $12,207,000 | 1,841 |
| Issued or guaranteed by U.S. | $12,207,000 | 1,830 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $16,264,000 | 4,400 |
| Total debt securities | $16,264,000 | 5,066 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $15,332,000 | 5,505 |
| U.S. Government securities | $15,008,000 | 4,525 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,008,000 | 4,230 |
| 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 | $324,000 | 4,807 |
| 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 | $5,903,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $5,903,000 | 2,393 |
| Issued or guaranteed by U.S. | $5,903,000 | 2,378 |
| 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) | $15,332,000 | 4,540 |
| Total debt securities | $15,008,000 | 5,434 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $10,266,000 | 6,992 |
| U.S. Government securities | $10,002,000 | 6,094 |
| U.S. Treasury securities | $5,005,000 | 1,546 |
| U.S. Government agency obligations | $4,997,000 | 7,527 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $264,000 | 5,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,002,000 | 3,137 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,266,000 | 5,796 |
| Total debt securities | $10,002,000 | 6,954 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
