Home > Merchants and Farmers Bank > Securities
Merchants and Farmers Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,896,000 | 3,708 |
| U.S. Government securities | $8,634,000 | 3,680 |
| U.S. Treasury securities | $1,480,000 | 2,411 |
| U.S. Government agency obligations | $7,154,000 | 3,469 |
| Securities issued by states & political subdivisions | $8,262,000 | 2,602 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $5,678,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,628,000 | 3,082 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,396,000 | 1,630 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $184,000 | 1,507 |
| Other commercial mortgage-backed securities | $470,000 | 1,240 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,896,000 | 3,460 |
| Total debt securities | $16,896,000 | 3,685 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,030 |
| Fair value | $493,000 | 950 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $12,364,000 | 3,927 |
| U.S. Government securities | $4,412,000 | 4,036 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,412,000 | 3,727 |
| Securities issued by states & political subdivisions | $7,952,000 | 2,635 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $2,956,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $186,000 | 3,511 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,574,000 | 1,750 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $196,000 | 1,483 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $12,364,000 | 3,647 |
| Total debt securities | $12,364,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,052 |
| Fair value | $483,000 | 977 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $13,062,000 | 3,931 |
| U.S. Government securities | $5,099,000 | 4,020 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,099,000 | 3,697 |
| Securities issued by states & political subdivisions | $7,963,000 | 2,682 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $3,149,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $208,000 | 3,513 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,747,000 | 1,728 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $194,000 | 1,478 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $13,062,000 | 3,655 |
| Total debt securities | $13,061,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,101 |
| Fair value | $484,000 | 1,025 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $13,508,000 | 3,978 |
| U.S. Government securities | $5,329,000 | 4,080 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,329,000 | 3,696 |
| Securities issued by states & political subdivisions | $8,179,000 | 2,722 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $3,373,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $227,000 | 3,551 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,920,000 | 1,741 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $226,000 | 1,488 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $13,508,000 | 3,700 |
| Total debt securities | $13,508,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,136 |
| Fair value | $485,000 | 1,061 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,595,000 | 4,009 |
| U.S. Government securities | $5,445,000 | 4,092 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,445,000 | 3,685 |
| Securities issued by states & political subdivisions | $8,150,000 | 2,755 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $3,497,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $248,000 | 3,578 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 1,742 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $224,000 | 1,489 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $13,595,000 | 3,726 |
| Total debt securities | $13,595,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,163 |
| Fair value | $485,000 | 1,078 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $13,138,000 | 4,053 |
| U.S. Government securities | $5,171,000 | 4,133 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,171,000 | 3,735 |
| Securities issued by states & political subdivisions | $7,967,000 | 2,791 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $3,721,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $265,000 | 3,587 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,202,000 | 1,725 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $254,000 | 1,497 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $13,138,000 | 3,763 |
| Total debt securities | $13,138,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $493,000 | 1,149 |
| Fair value | $480,000 | 1,070 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $14,836,000 | 4,000 |
| U.S. Government securities | $7,462,000 | 3,966 |
| U.S. Treasury securities | $3,992,000 | 2,162 |
| U.S. Government agency obligations | $3,470,000 | 3,932 |
| Securities issued by states & political subdivisions | $7,374,000 | 2,894 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $2,481,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $294,000 | 3,679 |
| Issued or guaranteed by U.S. | $294,000 | 3,600 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,925,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 1,984 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $262,000 | 1,973 |
| Commercial mortgage pass-through securities | $262,000 | 1,491 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $14,836,000 | 3,727 |
| Total debt securities | $14,840,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $15,694,000 | 3,924 |
| U.S. Government securities | $6,884,000 | 3,942 |
| U.S. Treasury securities | $3,989,000 | 1,944 |
| U.S. Government agency obligations | $2,895,000 | 3,990 |
| Securities issued by states & political subdivisions | $8,810,000 | 2,760 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,895,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $330,000 | 3,683 |
| Issued or guaranteed by U.S. | $330,000 | 3,610 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,233,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 1,928 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $332,000 | 1,936 |
| Commercial mortgage pass-through securities | $332,000 | 1,450 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $15,694,000 | 3,676 |
| Total debt securities | $15,694,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $17,196,000 | 3,794 |
| U.S. Government securities | $6,225,000 | 3,878 |
| U.S. Treasury securities | $3,998,000 | 1,507 |
| U.S. Government agency obligations | $2,227,000 | 4,058 |
| Securities issued by states & political subdivisions | $10,971,000 | 2,619 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,227,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $375,000 | 3,684 |
| Issued or guaranteed by U.S. | $375,000 | 3,602 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,498,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,096 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $354,000 | 1,899 |
| Commercial mortgage pass-through securities | $354,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $17,196,000 | 3,582 |
| Total debt securities | $17,196,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $18,034,000 | 3,741 |
| U.S. Government securities | $6,519,000 | 3,827 |
| U.S. Treasury securities | $4,002,000 | 1,277 |
| U.S. Government agency obligations | $2,517,000 | 4,065 |
| Securities issued by states & political subdivisions | $11,515,000 | 2,554 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,517,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $413,000 | 3,719 |
| Issued or guaranteed by U.S. | $413,000 | 3,638 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,691,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $1,691,000 | 2,076 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $413,000 | 1,896 |
| Commercial mortgage pass-through securities | $413,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $18,034,000 | 3,518 |
| Total debt securities | $18,034,000 | 3,718 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $18,522,000 | 3,677 |
| U.S. Government securities | $6,775,000 | 3,789 |
| U.S. Treasury securities | $4,000,000 | 1,169 |
| U.S. Government agency obligations | $2,775,000 | 4,053 |
| Securities issued by states & political subdivisions | $11,747,000 | 2,507 |
| 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 | $2,775,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $453,000 | 3,718 |
| Issued or guaranteed by U.S. | $453,000 | 3,630 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,910,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $1,910,000 | 2,005 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $412,000 | 1,893 |
| Commercial mortgage pass-through securities | $412,000 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $18,522,000 | 3,460 |
| Total debt securities | $18,522,000 | 3,653 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $13,159,000 | 3,893 |
| U.S. Government securities | $2,603,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,603,000 | 4,039 |
| Securities issued by states & political subdivisions | $10,556,000 | 2,598 |
| 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 | $2,603,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $512,000 | 3,695 |
| Issued or guaranteed by U.S. | $512,000 | 3,605 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,648,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,648,000 | 2,043 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $443,000 | 1,874 |
| Commercial mortgage pass-through securities | $443,000 | 1,409 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,159,000 | 3,671 |
| Total debt securities | $13,160,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $13,025,000 | 3,830 |
| U.S. Government securities | $3,415,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,415,000 | 3,861 |
| Securities issued by states & political subdivisions | $9,610,000 | 2,658 |
| 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 | $2,914,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $559,000 | 3,662 |
| Issued or guaranteed by U.S. | $559,000 | 3,580 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,905,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 2,004 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $450,000 | 1,833 |
| Commercial mortgage pass-through securities | $450,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,025,000 | 3,610 |
| Total debt securities | $13,025,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $11,971,000 | 3,856 |
| U.S. Government securities | $3,815,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,815,000 | 3,808 |
| Securities issued by states & political subdivisions | $8,156,000 | 2,681 |
| 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 | $3,313,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $603,000 | 3,650 |
| Issued or guaranteed by U.S. | $603,000 | 3,566 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,220,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,220,000 | 1,950 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $490,000 | 1,805 |
| Commercial mortgage pass-through securities | $490,000 | 1,334 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,971,000 | 3,622 |
| Total debt securities | $11,971,000 | 3,833 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $12,850,000 | 3,795 |
| U.S. Government securities | $4,179,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,179,000 | 3,783 |
| Securities issued by states & political subdivisions | $8,671,000 | 2,555 |
| 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 | $3,676,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $664,000 | 3,631 |
| Issued or guaranteed by U.S. | $664,000 | 3,544 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,529,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,529,000 | 1,920 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $483,000 | 1,801 |
| Commercial mortgage pass-through securities | $483,000 | 1,330 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,850,000 | 3,557 |
| Total debt securities | $12,850,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $12,130,000 | 3,840 |
| U.S. Government securities | $4,489,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,489,000 | 3,780 |
| Securities issued by states & political subdivisions | $7,641,000 | 2,604 |
| 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 | $869,000 | 4,022 |
| Mortgage-backed securities | $3,986,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,636 |
| Issued or guaranteed by U.S. | $687,000 | 3,540 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,734,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $2,734,000 | 1,900 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $565,000 | 1,725 |
| Commercial mortgage pass-through securities | $565,000 | 1,247 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,130,000 | 3,606 |
| Total debt securities | $12,130,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,149,000 | 3,902 |
| U.S. Government securities | $3,093,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,093,000 | 4,086 |
| Securities issued by states & political subdivisions | $9,056,000 | 2,394 |
| 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 | $6,915,000 | 2,942 |
| Mortgage-backed securities | $3,093,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $737,000 | 3,621 |
| Issued or guaranteed by U.S. | $737,000 | 3,534 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,310,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 1,989 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $46,000 | 1,862 |
| Commercial mortgage pass-through securities | $46,000 | 1,416 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,149,000 | 3,655 |
| Total debt securities | $12,149,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,855,000 | 4,146 |
| U.S. Government securities | $2,810,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,810,000 | 4,213 |
| Securities issued by states & political subdivisions | $7,045,000 | 2,691 |
| 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 | $7,674,000 | 2,904 |
| Mortgage-backed securities | $2,810,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $781,000 | 3,637 |
| Issued or guaranteed by U.S. | $781,000 | 3,547 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,960,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 2,079 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $69,000 | 1,832 |
| Commercial mortgage pass-through securities | $69,000 | 1,403 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,855,000 | 3,883 |
| Total debt securities | $9,857,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $11,615,000 | 4,057 |
| U.S. Government securities | $4,100,000 | 4,238 |
| U.S. Treasury securities | $997,000 | 1,210 |
| U.S. Government agency obligations | $3,103,000 | 4,230 |
| Securities issued by states & political subdivisions | $7,515,000 | 2,685 |
| 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 | $6,944,000 | 3,056 |
| Mortgage-backed securities | $2,603,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $825,000 | 3,636 |
| Issued or guaranteed by U.S. | $825,000 | 3,558 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,709,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,115 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $69,000 | 1,814 |
| Commercial mortgage pass-through securities | $69,000 | 1,396 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,615,000 | 3,790 |
| Total debt securities | $11,615,000 | 4,034 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $9,335,000 | 4,309 |
| U.S. Government securities | $3,428,000 | 4,397 |
| U.S. Treasury securities | $992,000 | 1,223 |
| U.S. Government agency obligations | $2,436,000 | 4,388 |
| Securities issued by states & political subdivisions | $5,907,000 | 2,977 |
| 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 | $7,051,000 | 3,080 |
| Mortgage-backed securities | $938,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $567,000 | 3,770 |
| Issued or guaranteed by U.S. | $567,000 | 3,690 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $301,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,646 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $70,000 | 1,747 |
| Commercial mortgage pass-through securities | $70,000 | 1,371 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,335,000 | 4,034 |
| Total debt securities | $9,335,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $10,127,000 | 4,283 |
| U.S. Government securities | $3,477,000 | 4,423 |
| U.S. Treasury securities | $987,000 | 1,228 |
| U.S. Government agency obligations | $2,490,000 | 4,404 |
| Securities issued by states & political subdivisions | $6,650,000 | 2,916 |
| 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 | $6,955,000 | 3,129 |
| Mortgage-backed securities | $995,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $611,000 | 3,786 |
| Issued or guaranteed by U.S. | $611,000 | 3,722 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $313,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,651 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $71,000 | 1,711 |
| Commercial mortgage pass-through securities | $71,000 | 1,355 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,127,000 | 4,004 |
| Total debt securities | $10,127,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,917,000 | 4,356 |
| U.S. Government securities | $2,542,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,542,000 | 4,474 |
| Securities issued by states & political subdivisions | $7,375,000 | 2,851 |
| 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 | $7,715,000 | 3,046 |
| Mortgage-backed securities | $1,049,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $639,000 | 3,822 |
| Issued or guaranteed by U.S. | $639,000 | 3,798 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $328,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,651 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $82,000 | 1,699 |
| Commercial mortgage pass-through securities | $82,000 | 1,336 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,917,000 | 4,078 |
| Total debt securities | $9,917,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $12,157,000 | 4,226 |
| U.S. Government securities | $4,421,000 | 4,381 |
| U.S. Treasury securities | $1,498,000 | 1,044 |
| U.S. Government agency obligations | $2,923,000 | 4,452 |
| Securities issued by states & political subdivisions | $7,736,000 | 2,857 |
| 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 | $12,027,000 | 2,580 |
| Mortgage-backed securities | $1,432,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $765,000 | 3,818 |
| Issued or guaranteed by U.S. | $765,000 | 3,649 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $581,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,553 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $86,000 | 1,666 |
| Commercial mortgage pass-through securities | $86,000 | 1,297 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,157,000 | 3,948 |
| Total debt securities | $12,158,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,790,000 | 4,132 |
| U.S. Government securities | $5,527,000 | 4,280 |
| U.S. Treasury securities | $1,491,000 | 1,010 |
| U.S. Government agency obligations | $4,036,000 | 4,368 |
| Securities issued by states & political subdivisions | $8,263,000 | 2,823 |
| 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 | $12,546,000 | 2,574 |
| Mortgage-backed securities | $1,460,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $823,000 | 3,843 |
| Issued or guaranteed by U.S. | $823,000 | 3,835 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $637,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $637,000 | 2,523 |
| 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) | $13,790,000 | 3,847 |
| Total debt securities | $13,790,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,352,000 | 4,152 |
| U.S. Government securities | $5,658,000 | 4,318 |
| U.S. Treasury securities | $1,487,000 | 974 |
| U.S. Government agency obligations | $4,171,000 | 4,398 |
| Securities issued by states & political subdivisions | $8,694,000 | 2,832 |
| 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 | $12,683,000 | 2,594 |
| Mortgage-backed securities | $1,582,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $881,000 | 3,865 |
| Issued or guaranteed by U.S. | $881,000 | 3,858 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $701,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,481 |
| 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) | $14,352,000 | 3,868 |
| Total debt securities | $14,352,000 | 4,128 |
| 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 | $13,439,000 | 4,274 |
| U.S. Government securities | $4,326,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,326,000 | 4,449 |
| Securities issued by states & political subdivisions | $9,113,000 | 2,819 |
| 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 | $12,768,000 | 2,617 |
| Mortgage-backed securities | $1,724,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $952,000 | 3,877 |
| Issued or guaranteed by U.S. | $952,000 | 3,871 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $772,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,464 |
| 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) | $13,439,000 | 3,977 |
| Total debt securities | $13,439,000 | 4,252 |
| 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 | $13,926,000 | 4,271 |
| U.S. Government securities | $4,467,000 | 4,590 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,467,000 | 4,464 |
| Securities issued by states & political subdivisions | $9,459,000 | 2,800 |
| 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 | $13,146,000 | 2,598 |
| Mortgage-backed securities | $1,863,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 3,891 |
| Issued or guaranteed by U.S. | $1,016,000 | 3,884 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $847,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 2,445 |
| 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) | $13,926,000 | 3,977 |
| Total debt securities | $13,926,000 | 4,251 |
| 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 | $14,623,000 | 4,262 |
| U.S. Government securities | $4,602,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,602,000 | 4,486 |
| Securities issued by states & political subdivisions | $10,021,000 | 2,765 |
| 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 | $12,064,000 | 2,739 |
| Mortgage-backed securities | $1,998,000 | 3,965 |
| Certificates of participation in pools of residential mortgages | $1,071,000 | 3,937 |
| Issued or guaranteed by U.S. | $1,071,000 | 3,932 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $927,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,445 |
| 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) | $14,623,000 | 3,951 |
| Total debt securities | $14,623,000 | 4,242 |
| 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 | $14,434,000 | 4,270 |
| U.S. Government securities | $4,263,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,263,000 | 4,553 |
| Securities issued by states & political subdivisions | $10,171,000 | 2,769 |
| 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 | $11,708,000 | 2,757 |
| Mortgage-backed securities | $2,156,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 3,942 |
| Issued or guaranteed by U.S. | $1,139,000 | 3,934 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,017,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,410 |
| 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) | $14,434,000 | 3,955 |
| Total debt securities | $14,433,000 | 4,250 |
| 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 | $14,836,000 | 4,274 |
| U.S. Government securities | $5,000,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $5,000,000 | 4,487 |
| Securities issued by states & political subdivisions | $9,836,000 | 2,824 |
| 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 | $10,886,000 | 2,882 |
| Mortgage-backed securities | $2,374,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 3,948 |
| Issued or guaranteed by U.S. | $1,241,000 | 3,945 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,133,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,388 |
| 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) | $14,836,000 | 3,951 |
| Total debt securities | $14,835,000 | 4,249 |
| 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 | $16,326,000 | 4,205 |
| U.S. Government securities | $6,383,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,383,000 | 4,364 |
| Securities issued by states & political subdivisions | $9,943,000 | 2,814 |
| 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 | $9,373,000 | 3,122 |
| Mortgage-backed securities | $3,748,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 3,881 |
| Issued or guaranteed by U.S. | $1,524,000 | 3,875 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,224,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $2,224,000 | 2,061 |
| 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) | $16,326,000 | 3,872 |
| Total debt securities | $16,326,000 | 4,183 |
| 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 | $17,034,000 | 4,213 |
| U.S. Government securities | $7,148,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,148,000 | 4,356 |
| Securities issued by states & political subdivisions | $9,886,000 | 2,803 |
| 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 | $14,321,000 | 2,601 |
| Mortgage-backed securities | $4,013,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 3,887 |
| Issued or guaranteed by U.S. | $1,597,000 | 3,883 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,416,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,416,000 | 2,038 |
| 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) | $17,034,000 | 3,872 |
| Total debt securities | $17,034,000 | 4,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,813,000 | 4,197 |
| U.S. Government securities | $7,403,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,403,000 | 4,355 |
| Securities issued by states & political subdivisions | $10,410,000 | 2,758 |
| 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 | $14,389,000 | 2,620 |
| Mortgage-backed securities | $4,281,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $1,691,000 | 3,876 |
| Issued or guaranteed by U.S. | $1,691,000 | 3,872 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,590,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 2,023 |
| 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) | $17,813,000 | 3,850 |
| Total debt securities | $17,813,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,741,000 | 4,201 |
| U.S. Government securities | $8,741,000 | 4,352 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,741,000 | 4,239 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,835 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,123,000 | 2,483 |
| Mortgage-backed securities | $4,011,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 4,118 |
| Issued or guaranteed by U.S. | $1,182,000 | 4,112 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,829,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $2,829,000 | 1,983 |
| 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) | $18,741,000 | 3,841 |
| Total debt securities | $18,741,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,403 |
| Fair value | $530,000 | 1,404 |
| 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 | $22,876,000 | 3,977 |
| U.S. Government securities | $12,039,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,039,000 | 3,921 |
| Securities issued by states & political subdivisions | $10,837,000 | 2,733 |
| 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 | $14,907,000 | 2,614 |
| Mortgage-backed securities | $4,433,000 | 3,731 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,181 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,177 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,181,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $3,181,000 | 1,965 |
| 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) | $22,876,000 | 3,647 |
| Total debt securities | $22,876,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $931,000 | 1,435 |
| Fair value | $926,000 | 1,436 |
| 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 | $23,653,000 | 3,955 |
| U.S. Government securities | $13,160,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,160,000 | 3,860 |
| Securities issued by states & political subdivisions | $10,493,000 | 2,756 |
| 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 | $14,241,000 | 2,699 |
| Mortgage-backed securities | $4,981,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,221 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,214 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,643,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $3,643,000 | 1,914 |
| 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) | $23,653,000 | 3,612 |
| Total debt securities | $23,653,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $1,433,000 | 1,253 |
| Fair value | $1,434,000 | 1,250 |
| 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 | $22,830,000 | 4,071 |
| U.S. Government securities | $11,917,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,917,000 | 4,078 |
| Securities issued by states & political subdivisions | $10,913,000 | 2,721 |
| 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 | $13,988,000 | 2,751 |
| Mortgage-backed securities | $4,834,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $941,000 | 4,452 |
| Issued or guaranteed by U.S. | $941,000 | 4,445 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,893,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $3,893,000 | 1,906 |
| 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) | $22,830,000 | 3,709 |
| Total debt securities | $22,830,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $1,035,000 | 1,415 |
| Fair value | $1,034,000 | 1,415 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $23,393,000 | 4,111 |
| U.S. Government securities | $12,107,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,107,000 | 4,164 |
| Securities issued by states & political subdivisions | $11,286,000 | 2,700 |
| 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 | $13,265,000 | 2,817 |
| Mortgage-backed securities | $4,439,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $984,000 | 4,516 |
| Issued or guaranteed by U.S. | $984,000 | 4,513 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,455,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,455,000 | 2,018 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,393,000 | 3,750 |
| Total debt securities | $23,393,000 | 4,083 |
| Structured notes | ||
| Amortized cost | $3,037,000 | 938 |
| Fair value | $3,027,000 | 939 |
| 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 | $23,236,000 | 4,167 |
| U.S. Government securities | $12,190,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,190,000 | 4,231 |
| Securities issued by states & political subdivisions | $11,046,000 | 2,730 |
| 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 | $13,285,000 | 2,843 |
| Mortgage-backed securities | $4,530,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $1,082,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,082,000 | 4,516 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,448,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $3,448,000 | 2,053 |
| 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) | $23,236,000 | 3,809 |
| Total debt securities | $23,236,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $3,040,000 | 981 |
| Fair value | $3,023,000 | 981 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,707,000 | 4,322 |
| U.S. Government securities | $10,932,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,932,000 | 4,431 |
| Securities issued by states & political subdivisions | $10,775,000 | 2,778 |
| 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 | $12,758,000 | 2,920 |
| Mortgage-backed securities | $4,356,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,131,000 | 4,533 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,225,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $3,225,000 | 2,082 |
| 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) | $21,707,000 | 3,950 |
| Total debt securities | $21,707,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $2,542,000 | 1,108 |
| Fair value | $2,498,000 | 1,109 |
| 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 | $23,339,000 | 4,196 |
| U.S. Government securities | $11,030,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,030,000 | 4,416 |
| Securities issued by states & political subdivisions | $12,309,000 | 2,574 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,373,000 | 2,566 |
| Mortgage-backed securities | $4,539,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,540 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,363,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $3,363,000 | 2,044 |
| 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) | $23,339,000 | 3,838 |
| Total debt securities | $23,339,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $2,544,000 | 1,080 |
| Fair value | $2,441,000 | 1,089 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $22,135,000 | 4,310 |
| U.S. Government securities | $11,287,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,287,000 | 4,418 |
| Securities issued by states & political subdivisions | $10,848,000 | 2,773 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,265,000 | 2,517 |
| Mortgage-backed securities | $4,826,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,232,000 | 4,555 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,594,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $3,594,000 | 2,031 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,135,000 | 3,954 |
| Total debt securities | $22,135,000 | 4,280 |
| Structured notes | ||
| Amortized cost | $2,548,000 | 1,071 |
| Fair value | $2,476,000 | 1,083 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,083,000 | 4,314 |
| U.S. Government securities | $10,738,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,738,000 | 4,452 |
| Securities issued by states & political subdivisions | $11,345,000 | 2,692 |
| 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 | $11,753,000 | 3,022 |
| Mortgage-backed securities | $5,211,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,506 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,896,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $3,896,000 | 2,007 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $22,083,000 | 3,970 |
| Total debt securities | $22,083,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $2,554,000 | 1,049 |
| Fair value | $2,494,000 | 1,059 |
| 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 | $22,928,000 | 4,246 |
| U.S. Government securities | $11,902,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,902,000 | 4,351 |
| Securities issued by states & political subdivisions | $11,026,000 | 2,717 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,985,000 | 3,029 |
| Mortgage-backed securities | $6,493,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,197,000 | 4,236 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,296,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $4,296,000 | 1,994 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,928,000 | 3,924 |
| Total debt securities | $22,928,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,172 |
| Fair value | $2,065,000 | 1,175 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $22,848,000 | 4,228 |
| U.S. Government securities | $12,400,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,400,000 | 4,251 |
| Securities issued by states & political subdivisions | $10,448,000 | 2,763 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,889,000 | 2,909 |
| Mortgage-backed securities | $6,589,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,185 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,166,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $4,166,000 | 2,081 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $22,848,000 | 3,895 |
| Total debt securities | $22,848,000 | 4,202 |
| Structured notes | ||
| Amortized cost | $2,571,000 | 1,107 |
| Fair value | $2,576,000 | 1,108 |
| 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 | $20,621,000 | 4,483 |
| U.S. Government securities | $11,606,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,606,000 | 4,473 |
| Securities issued by states & political subdivisions | $9,015,000 | 2,962 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,416,000 | 2,972 |
| Mortgage-backed securities | $7,136,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 4,254 |
| Issued or guaranteed by U.S. | $2,670,000 | 4,252 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,466,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $4,466,000 | 2,113 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,621,000 | 4,137 |
| Total debt securities | $20,621,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $2,079,000 | 1,288 |
| Fair value | $2,084,000 | 1,290 |
| 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 | $21,176,000 | 4,468 |
| U.S. Government securities | $12,097,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,097,000 | 4,475 |
| Securities issued by states & political subdivisions | $9,079,000 | 2,887 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,393,000 | 3,007 |
| Mortgage-backed securities | $6,552,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $2,340,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,340,000 | 4,383 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,212,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $4,212,000 | 2,156 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $21,176,000 | 4,131 |
| Total debt securities | $21,176,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 1,120 |
| Fair value | $3,659,000 | 1,121 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $22,435,000 | 4,392 |
| U.S. Government securities | $13,284,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,284,000 | 4,390 |
| Securities issued by states & political subdivisions | $9,151,000 | 2,804 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,343,000 | 3,026 |
| Mortgage-backed securities | $5,951,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,502 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,962,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $3,962,000 | 2,212 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,435,000 | 4,044 |
| Total debt securities | $22,435,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $6,106,000 | 893 |
| Fair value | $6,108,000 | 890 |
| 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 | $22,709,000 | 4,303 |
| U.S. Government securities | $13,402,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,402,000 | 4,333 |
| Securities issued by states & political subdivisions | $9,307,000 | 2,745 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,420,000 | 2,763 |
| Mortgage-backed securities | $6,525,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,370 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,326,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $4,326,000 | 2,049 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $22,709,000 | 3,956 |
| Total debt securities | $22,709,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $6,121,000 | 844 |
| Fair value | $6,139,000 | 844 |
| 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 | $18,450,000 | 4,671 |
| U.S. Government securities | $10,047,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,047,000 | 4,795 |
| Securities issued by states & political subdivisions | $8,403,000 | 2,823 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,591,000 | 2,954 |
| Mortgage-backed securities | $7,194,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $2,475,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,475,000 | 4,227 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,719,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $4,719,000 | 1,951 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $18,450,000 | 4,282 |
| Total debt securities | $18,450,000 | 4,636 |
| Structured notes | ||
| Amortized cost | $2,114,000 | 1,701 |
| Fair value | $2,134,000 | 1,698 |
| 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 | $21,266,000 | 4,424 |
| U.S. Government securities | $13,073,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,073,000 | 4,433 |
| Securities issued by states & political subdivisions | $8,193,000 | 2,808 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,586,000 | 2,967 |
| Mortgage-backed securities | $7,621,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,630,000 | 4,152 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,991,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $4,991,000 | 1,872 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $21,266,000 | 4,064 |
| Total debt securities | $21,266,000 | 4,394 |
| Structured notes | ||
| Amortized cost | $3,722,000 | 1,447 |
| Fair value | $3,728,000 | 1,446 |
| 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 | $24,370,000 | 4,084 |
| U.S. Government securities | $17,034,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,034,000 | 3,849 |
| Securities issued by states & political subdivisions | $7,336,000 | 2,908 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,108,000 | 2,914 |
| Mortgage-backed securities | $8,328,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 3,956 |
| Issued or guaranteed by U.S. | $3,123,000 | 3,945 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,205,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $5,205,000 | 1,782 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,370,000 | 3,762 |
| Total debt securities | $24,370,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $5,530,000 | 1,138 |
| Fair value | $5,486,000 | 1,142 |
| 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 | $24,574,000 | 3,950 |
| U.S. Government securities | $17,344,000 | 3,772 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,344,000 | 3,660 |
| Securities issued by states & political subdivisions | $7,230,000 | 2,941 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,129,000 | 2,638 |
| Mortgage-backed securities | $8,719,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 3,786 |
| Issued or guaranteed by U.S. | $3,376,000 | 3,777 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,343,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $5,343,000 | 1,733 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,574,000 | 3,637 |
| Total debt securities | $24,574,000 | 3,915 |
| Structured notes | ||
| Amortized cost | $5,947,000 | 1,005 |
| Fair value | $5,900,000 | 995 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,641,000 | 4,408 |
| U.S. Government securities | $13,075,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,075,000 | 4,206 |
| Securities issued by states & political subdivisions | $6,566,000 | 2,981 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,430,000 | 2,989 |
| Mortgage-backed securities | $8,559,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,896 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,887 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,618,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $5,618,000 | 1,670 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,641,000 | 4,024 |
| Total debt securities | $19,642,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $3,467,000 | 1,454 |
| Fair value | $3,495,000 | 1,447 |
| 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 | $20,652,000 | 4,304 |
| U.S. Government securities | $13,833,000 | 4,279 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,833,000 | 4,167 |
| Securities issued by states & political subdivisions | $6,819,000 | 2,815 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,628,000 | 2,650 |
| Mortgage-backed securities | $8,912,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $3,209,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,209,000 | 3,846 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,703,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $5,703,000 | 1,571 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $20,652,000 | 3,914 |
| Total debt securities | $20,652,000 | 4,268 |
| Structured notes | ||
| Amortized cost | $1,686,000 | 2,203 |
| Fair value | $1,891,000 | 2,137 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $24,599,000 | 3,952 |
| U.S. Government securities | $17,727,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,727,000 | 3,715 |
| Securities issued by states & political subdivisions | $6,872,000 | 2,786 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,749,000 | 2,820 |
| Mortgage-backed securities | $9,088,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $3,408,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,408,000 | 3,914 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,680,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $5,680,000 | 1,514 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,599,000 | 3,590 |
| Total debt securities | $24,599,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $3,169,000 | 1,370 |
| Fair value | $3,188,000 | 1,365 |
| 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 | $21,600,000 | 4,235 |
| U.S. Government securities | $15,457,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,457,000 | 3,972 |
| Securities issued by states & political subdivisions | $6,143,000 | 2,958 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,218,000 | 2,758 |
| Mortgage-backed securities | $5,853,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 4,080 |
| Issued or guaranteed by U.S. | $3,139,000 | 4,073 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,714,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $2,714,000 | 1,981 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,600,000 | 3,848 |
| Total debt securities | $21,600,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $2,588,000 | 1,325 |
| Fair value | $2,589,000 | 1,320 |
| 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 | $20,448,000 | 4,388 |
| U.S. Government securities | $14,368,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,368,000 | 4,150 |
| Securities issued by states & political subdivisions | $6,080,000 | 2,976 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,013,000 | 2,893 |
| Mortgage-backed securities | $4,588,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 4,095 |
| Issued or guaranteed by U.S. | $3,351,000 | 4,087 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,237,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,237,000 | 2,412 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,448,000 | 3,965 |
| Total debt securities | $20,448,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $1,701,000 | 1,277 |
| Fair value | $1,723,000 | 1,270 |
| 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 | $19,921,000 | 4,436 |
| U.S. Government securities | $14,491,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,491,000 | 4,086 |
| Securities issued by states & political subdivisions | $5,430,000 | 3,082 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,637,000 | 2,971 |
| Mortgage-backed securities | $4,284,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,983,000 | 4,293 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,301,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $1,301,000 | 2,374 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,921,000 | 4,004 |
| Total debt securities | $19,921,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $1,220,000 | 1,045 |
| Fair value | $1,233,000 | 1,041 |
| 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 | $21,372,000 | 4,275 |
| U.S. Government securities | $16,115,000 | 4,013 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,115,000 | 3,937 |
| Securities issued by states & political subdivisions | $5,257,000 | 3,074 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,033,000 | 2,949 |
| Mortgage-backed securities | $4,663,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 4,282 |
| Issued or guaranteed by U.S. | $3,268,000 | 4,269 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,395,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $1,395,000 | 2,346 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,372,000 | 3,842 |
| Total debt securities | $21,337,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $442,000 | 1,441 |
| Fair value | $464,000 | 1,411 |
| 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 | $14,693,000 | 5,164 |
| U.S. Government securities | $9,667,000 | 5,217 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,667,000 | 5,136 |
| Securities issued by states & political subdivisions | $5,026,000 | 3,104 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,421,000 | 3,067 |
| Mortgage-backed securities | $4,250,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,396,000 | 4,221 |
| Issued or guaranteed by U.S. | $3,396,000 | 4,208 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $854,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,625 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 3,291 |
| Available-for-sale securities (fair market value) | $14,618,000 | 4,664 |
| Total debt securities | $14,658,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $454,000 | 1,465 |
| Fair value | $466,000 | 1,451 |
| 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 | $12,631,000 | 5,421 |
| U.S. Government securities | $7,281,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,281,000 | 5,673 |
| Securities issued by states & political subdivisions | $5,350,000 | 2,995 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,860,000 | 3,474 |
| Mortgage-backed securities | $4,244,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $3,386,000 | 4,157 |
| Issued or guaranteed by U.S. | $3,386,000 | 4,146 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $858,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,528 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 3,311 |
| Available-for-sale securities (fair market value) | $12,556,000 | 4,917 |
| Total debt securities | $12,596,000 | 5,390 |
| Structured notes | ||
| Amortized cost | $462,000 | 1,465 |
| Fair value | $473,000 | 1,453 |
| 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 | $13,841,000 | 5,273 |
| U.S. Government securities | $7,824,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,824,000 | 5,565 |
| Securities issued by states & political subdivisions | $6,017,000 | 2,847 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,800,000 | 3,259 |
| Mortgage-backed securities | $4,307,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,435,000 | 4,148 |
| Issued or guaranteed by U.S. | $3,435,000 | 4,132 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $872,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $872,000 | 2,536 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 3,326 |
| Available-for-sale securities (fair market value) | $13,766,000 | 4,796 |
| Total debt securities | $13,776,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $473,000 | 1,507 |
| Fair value | $468,000 | 1,505 |
| 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 | $14,707,000 | 5,160 |
| U.S. Government securities | $9,405,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,405,000 | 5,159 |
| Securities issued by states & political subdivisions | $5,302,000 | 3,041 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,413,000 | 3,290 |
| Mortgage-backed securities | $3,096,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $2,168,000 | 4,543 |
| Issued or guaranteed by U.S. | $2,168,000 | 4,523 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $928,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,495 |
| 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) | $75,000 | 3,368 |
| Available-for-sale securities (fair market value) | $14,632,000 | 4,678 |
| Total debt securities | $14,642,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $484,000 | 1,647 |
| Fair value | $494,000 | 1,642 |
| 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 | $17,374,000 | 4,799 |
| U.S. Government securities | $11,816,000 | 4,906 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,816,000 | 4,810 |
| Securities issued by states & political subdivisions | $5,558,000 | 2,957 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,994,000 | 2,935 |
| Mortgage-backed securities | $1,603,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,792 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $432,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,737 |
| 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) | $75,000 | 3,427 |
| Available-for-sale securities (fair market value) | $17,299,000 | 4,273 |
| Total debt securities | $17,309,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 817 |
| Fair value | $3,023,000 | 762 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,596,000 | 5,253 |
| U.S. Government securities | $9,069,000 | 5,561 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,069,000 | 5,453 |
| Securities issued by states & political subdivisions | $5,527,000 | 2,932 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,882,000 | 3,285 |
| Mortgage-backed securities | $638,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $182,000 | 5,672 |
| Issued or guaranteed by U.S. | $182,000 | 5,650 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $456,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,670 |
| 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) | $74,000 | 3,502 |
| Available-for-sale securities (fair market value) | $14,522,000 | 4,694 |
| Total debt securities | $14,531,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,075 |
| Fair value | $2,509,000 | 1,074 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $18,634,000 | 4,660 |
| U.S. Government securities | $13,106,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,106,000 | 4,648 |
| Securities issued by states & political subdivisions | $5,528,000 | 2,932 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,727,000 | 2,977 |
| Mortgage-backed securities | $704,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,664 |
| Issued or guaranteed by U.S. | $196,000 | 5,643 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $508,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,592 |
| 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) | $74,000 | 3,548 |
| Available-for-sale securities (fair market value) | $18,560,000 | 4,113 |
| Total debt securities | $18,569,000 | 4,621 |
| Structured notes | ||
| Amortized cost | $2,516,000 | 1,138 |
| Fair value | $2,491,000 | 1,138 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $16,979,000 | 4,932 |
| U.S. Government securities | $11,304,000 | 5,138 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,304,000 | 5,018 |
| Securities issued by states & political subdivisions | $5,459,000 | 2,952 |
| Other domestic debt securities | $216,000 | 2,649 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,924,000 | 3,270 |
| Mortgage-backed securities | $1,030,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,342 |
| Issued or guaranteed by U.S. | $205,000 | 5,644 |
| Privately issued | $216,000 | 165 |
| Collaterized mortgage obligations | $609,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,510 |
| 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) | $74,000 | 3,617 |
| Available-for-sale securities (fair market value) | $16,905,000 | 4,354 |
| Total debt securities | $16,849,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $2,528,000 | 1,178 |
| Fair value | $2,520,000 | 1,175 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $18,580,000 | 4,737 |
| U.S. Government securities | $12,389,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,389,000 | 4,854 |
| Securities issued by states & political subdivisions | $5,970,000 | 2,843 |
| Other domestic debt securities | $221,000 | 2,677 |
| Privately issued residential mortgage-backed securities | $221,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,559,000 | 3,011 |
| Mortgage-backed securities | $1,141,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $433,000 | 5,337 |
| Issued or guaranteed by U.S. | $212,000 | 5,631 |
| Privately issued | $221,000 | 155 |
| Collaterized mortgage obligations | $708,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,442 |
| 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) | $74,000 | 3,704 |
| Available-for-sale securities (fair market value) | $18,506,000 | 4,186 |
| Total debt securities | $18,448,000 | 4,717 |
| Structured notes | ||
| Amortized cost | $3,041,000 | 1,093 |
| Fair value | $3,022,000 | 1,095 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,571,000 | 4,933 |
| U.S. Government securities | $12,484,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,484,000 | 4,874 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,133 |
| Other domestic debt securities | $226,000 | 2,715 |
| Privately issued residential mortgage-backed securities | $226,000 | 1,121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,327,000 | 3,038 |
| Mortgage-backed securities | $1,272,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,336 |
| Issued or guaranteed by U.S. | $222,000 | 5,627 |
| Privately issued | $226,000 | 161 |
| Collaterized mortgage obligations | $824,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,339 |
| 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) | $154,000 | 3,632 |
| Available-for-sale securities (fair market value) | $17,417,000 | 4,345 |
| Total debt securities | $17,441,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $3,054,000 | 1,180 |
| Fair value | $3,025,000 | 1,179 |
| 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 | $19,585,000 | 4,625 |
| U.S. Government securities | $14,503,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,503,000 | 4,467 |
| Securities issued by states & political subdivisions | $4,851,000 | 3,123 |
| Other domestic debt securities | $231,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,973,000 | 2,932 |
| Mortgage-backed securities | $1,414,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,332 |
| Issued or guaranteed by U.S. | $249,000 | 5,625 |
| Privately issued | $231,000 | 159 |
| Collaterized mortgage obligations | $934,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $934,000 | 2,262 |
| 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) | $155,000 | 3,683 |
| Available-for-sale securities (fair market value) | $19,430,000 | 4,046 |
| Total debt securities | $19,455,000 | 4,595 |
| Structured notes | ||
| Amortized cost | $3,069,000 | 1,224 |
| Fair value | $3,001,000 | 1,224 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $16,485,000 | 5,141 |
| U.S. Government securities | $11,190,000 | 5,312 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,190,000 | 5,176 |
| Securities issued by states & political subdivisions | $5,058,000 | 3,064 |
| Other domestic debt securities | $237,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,082 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,694,000 | 2,972 |
| Mortgage-backed securities | $1,583,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,331 |
| Issued or guaranteed by U.S. | $262,000 | 5,641 |
| Privately issued | $237,000 | 155 |
| Collaterized mortgage obligations | $1,084,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,147 |
| 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) | $194,000 | 3,698 |
| Available-for-sale securities (fair market value) | $16,291,000 | 4,529 |
| Total debt securities | $16,354,000 | 5,108 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,453,000 | 1,436 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $16,783,000 | 5,088 |
| U.S. Government securities | $11,460,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,460,000 | 5,099 |
| Securities issued by states & political subdivisions | $5,074,000 | 3,052 |
| Other domestic debt securities | $249,000 | 2,890 |
| Privately issued residential mortgage-backed securities | $249,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,855,000 | 3,059 |
| Mortgage-backed securities | $1,756,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,338 |
| Issued or guaranteed by U.S. | $272,000 | 5,672 |
| Privately issued | $249,000 | 155 |
| Collaterized mortgage obligations | $1,235,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 2,100 |
| 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) | $194,000 | 3,769 |
| Available-for-sale securities (fair market value) | $16,589,000 | 4,453 |
| Total debt securities | $16,653,000 | 5,065 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,456,000 | 1,439 |
| 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 | $17,087,000 | 5,029 |
| U.S. Government securities | $11,737,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,737,000 | 5,002 |
| Securities issued by states & political subdivisions | $5,095,000 | 3,027 |
| Other domestic debt securities | $255,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $255,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,456,000 | 3,127 |
| Mortgage-backed securities | $1,939,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $546,000 | 5,357 |
| Issued or guaranteed by U.S. | $291,000 | 5,683 |
| Privately issued | $255,000 | 155 |
| Collaterized mortgage obligations | $1,393,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,051 |
| 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) | $489,000 | 3,472 |
| Available-for-sale securities (fair market value) | $16,598,000 | 4,441 |
| Total debt securities | $16,957,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,474,000 | 1,410 |
| 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 | $18,707,000 | 4,828 |
| U.S. Government securities | $13,304,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,304,000 | 4,736 |
| Securities issued by states & political subdivisions | $5,141,000 | 2,999 |
| Other domestic debt securities | $262,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $262,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,223,000 | 3,148 |
| Mortgage-backed securities | $2,057,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,384 |
| Issued or guaranteed by U.S. | $310,000 | 5,701 |
| Privately issued | $262,000 | 160 |
| Collaterized mortgage obligations | $1,485,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,060 |
| 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) | $489,000 | 3,536 |
| Available-for-sale securities (fair market value) | $18,218,000 | 4,259 |
| Total debt securities | $18,577,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,110 |
| Fair value | $3,481,000 | 1,123 |
| 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 | $19,208,000 | 4,815 |
| U.S. Government securities | $13,776,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,776,000 | 4,704 |
| Securities issued by states & political subdivisions | $5,151,000 | 2,990 |
| Other domestic debt securities | $281,000 | 2,978 |
| Privately issued residential mortgage-backed securities | $281,000 | 967 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,541,000 | 3,459 |
| Mortgage-backed securities | $2,166,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $606,000 | 5,426 |
| Issued or guaranteed by U.S. | $325,000 | 5,754 |
| Privately issued | $281,000 | 144 |
| Collaterized mortgage obligations | $1,560,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $1,560,000 | 2,079 |
| 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) | $919,000 | 3,267 |
| Available-for-sale securities (fair market value) | $18,289,000 | 4,313 |
| Total debt securities | $19,078,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,458,000 | 1,117 |
| 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 | $20,437,000 | 4,662 |
| U.S. Government securities | $14,054,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,054,000 | 4,669 |
| Securities issued by states & political subdivisions | $6,095,000 | 2,738 |
| Other domestic debt securities | $288,000 | 3,016 |
| Privately issued residential mortgage-backed securities | $288,000 | 958 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,916,000 | 2,711 |
| Mortgage-backed securities | $2,285,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,435 |
| Issued or guaranteed by U.S. | $349,000 | 5,764 |
| Privately issued | $288,000 | 142 |
| Collaterized mortgage obligations | $1,648,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,648,000 | 2,090 |
| 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) | $1,153,000 | 3,148 |
| Available-for-sale securities (fair market value) | $19,284,000 | 4,186 |
| Total debt securities | $20,437,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,089 |
| Fair value | $3,498,000 | 1,092 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $19,940,000 | 4,717 |
| U.S. Government securities | $13,489,000 | 4,930 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,489,000 | 4,783 |
| Securities issued by states & political subdivisions | $6,157,000 | 2,733 |
| Other domestic debt securities | $294,000 | 3,054 |
| Privately issued residential mortgage-backed securities | $294,000 | 904 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,513,000 | 3,196 |
| Mortgage-backed securities | $2,391,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $673,000 | 5,430 |
| Issued or guaranteed by U.S. | $379,000 | 5,758 |
| Privately issued | $294,000 | 146 |
| Collaterized mortgage obligations | $1,718,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $1,718,000 | 2,073 |
| 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) | $782,000 | 3,452 |
| Available-for-sale securities (fair market value) | $19,158,000 | 4,182 |
| Total debt securities | $19,940,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,100 |
| Fair value | $3,513,000 | 1,099 |
| 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 | $22,424,000 | 4,474 |
| U.S. Government securities | $15,955,000 | 4,510 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,955,000 | 4,355 |
| Securities issued by states & political subdivisions | $6,171,000 | 2,713 |
| Other domestic debt securities | $298,000 | 3,153 |
| Privately issued residential mortgage-backed securities | $298,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,491,000 | 3,404 |
| Mortgage-backed securities | $2,973,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $708,000 | 5,472 |
| Issued or guaranteed by U.S. | $410,000 | 5,796 |
| Privately issued | $298,000 | 145 |
| Collaterized mortgage obligations | $2,265,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $2,265,000 | 1,918 |
| 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) | $781,000 | 3,484 |
| Available-for-sale securities (fair market value) | $21,643,000 | 3,970 |
| Total debt securities | $22,424,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,084 |
| Fair value | $3,456,000 | 1,090 |
| 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 | $25,383,000 | 4,115 |
| U.S. Government securities | $18,683,000 | 4,023 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,683,000 | 3,878 |
| Securities issued by states & political subdivisions | $6,393,000 | 2,670 |
| Other domestic debt securities | $307,000 | 3,227 |
| Privately issued residential mortgage-backed securities | $307,000 | 931 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,205,000 | 3,041 |
| Mortgage-backed securities | $3,084,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $765,000 | 5,454 |
| Issued or guaranteed by U.S. | $458,000 | 5,763 |
| Privately issued | $307,000 | 155 |
| Collaterized mortgage obligations | $2,319,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $2,319,000 | 1,944 |
| 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) | $860,000 | 3,449 |
| Available-for-sale securities (fair market value) | $24,523,000 | 3,657 |
| Total debt securities | $25,383,000 | 4,041 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 941 |
| Fair value | $3,526,000 | 951 |
| 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 | $25,878,000 | 4,118 |
| U.S. Government securities | $19,219,000 | 4,017 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,219,000 | 3,877 |
| Securities issued by states & political subdivisions | $6,323,000 | 2,728 |
| Other domestic debt securities | $336,000 | 3,263 |
| Privately issued residential mortgage-backed securities | $336,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,438,000 | 3,278 |
| Mortgage-backed securities | $3,243,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $834,000 | 5,425 |
| Issued or guaranteed by U.S. | $498,000 | 5,753 |
| Privately issued | $336,000 | 166 |
| Collaterized mortgage obligations | $2,409,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 2,018 |
| 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) | $914,000 | 3,444 |
| Available-for-sale securities (fair market value) | $24,964,000 | 3,642 |
| Total debt securities | $25,878,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 484 |
| Fair value | $6,528,000 | 483 |
| 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 | $24,450,000 | 4,206 |
| U.S. Government securities | $18,050,000 | 4,062 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,050,000 | 3,904 |
| Securities issued by states & political subdivisions | $6,060,000 | 2,765 |
| Other domestic debt securities | $340,000 | 3,391 |
| Privately issued residential mortgage-backed securities | $340,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,251,000 | 3,232 |
| Mortgage-backed securities | $3,779,000 | 4,429 |
| Certificates of participation in pools of residential mortgages | $918,000 | 5,378 |
| Issued or guaranteed by U.S. | $578,000 | 5,692 |
| Privately issued | $340,000 | 174 |
| Collaterized mortgage obligations | $2,861,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $2,861,000 | 1,936 |
| 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) | $1,113,000 | 3,335 |
| Available-for-sale securities (fair market value) | $23,337,000 | 3,748 |
| Total debt securities | $24,450,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 421 |
| Fair value | $6,021,000 | 422 |
| 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 | $25,164,000 | 4,025 |
| U.S. Government securities | $19,566,000 | 3,748 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,566,000 | 3,600 |
| Securities issued by states & political subdivisions | $5,252,000 | 2,951 |
| Other domestic debt securities | $346,000 | 3,432 |
| Privately issued residential mortgage-backed securities | $346,000 | 898 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,279,000 | 2,811 |
| Mortgage-backed securities | $5,685,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,329 |
| Issued or guaranteed by U.S. | $685,000 | 5,632 |
| Privately issued | $346,000 | 167 |
| Collaterized mortgage obligations | $4,654,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $4,654,000 | 1,687 |
| 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) | $1,112,000 | 3,362 |
| Available-for-sale securities (fair market value) | $24,052,000 | 3,589 |
| Total debt securities | $25,134,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 391 |
| Fair value | $5,014,000 | 406 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $20,139,000 | 4,651 |
| U.S. Government securities | $15,919,000 | 4,364 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,919,000 | 4,190 |
| Securities issued by states & political subdivisions | $3,869,000 | 3,386 |
| Other domestic debt securities | $351,000 | 3,468 |
| Privately issued residential mortgage-backed securities | $351,000 | 926 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,295,000 | 2,834 |
| Mortgage-backed securities | $6,011,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 5,213 |
| Issued or guaranteed by U.S. | $825,000 | 5,513 |
| Privately issued | $351,000 | 167 |
| Collaterized mortgage obligations | $4,835,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $4,835,000 | 1,719 |
| 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) | $1,142,000 | 3,405 |
| Available-for-sale securities (fair market value) | $18,997,000 | 4,171 |
| Total debt securities | $20,109,000 | 4,561 |
| 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 | $20,192,000 | 4,623 |
| U.S. Government securities | $15,999,000 | 4,291 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,999,000 | 4,122 |
| Securities issued by states & political subdivisions | $3,878,000 | 3,356 |
| Other domestic debt securities | $315,000 | 3,550 |
| Privately issued residential mortgage-backed securities | $315,000 | 979 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,597,000 | 2,954 |
| Mortgage-backed securities | $6,480,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $1,302,000 | 5,110 |
| Issued or guaranteed by U.S. | $987,000 | 5,343 |
| Privately issued | $315,000 | 165 |
| Collaterized mortgage obligations | $5,178,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,698 |
| 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) | $1,142,000 | 3,487 |
| Available-for-sale securities (fair market value) | $19,050,000 | 4,130 |
| Total debt securities | $20,162,000 | 4,532 |
| 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 | $14,218,000 | 5,531 |
| U.S. Government securities | $9,127,000 | 5,751 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,127,000 | 5,520 |
| Securities issued by states & political subdivisions | $5,026,000 | 2,848 |
| Other domestic debt securities | $65,000 | 4,006 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,826,000 | 2,665 |
| Mortgage-backed securities | $4,310,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 4,799 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,819 |
| Privately issued | $65,000 | 225 |
| Collaterized mortgage obligations | $2,742,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $2,742,000 | 2,295 |
| 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) | $2,610,000 | 2,937 |
| Available-for-sale securities (fair market value) | $11,608,000 | 5,231 |
| Total debt securities | $14,188,000 | 5,447 |
| 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 | $23,924,000 | 4,073 |
| U.S. Government securities | $18,090,000 | 3,960 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $18,090,000 | 3,695 |
| Securities issued by states & political subdivisions | $5,469,000 | 2,650 |
| Other domestic debt securities | $80,000 | 3,687 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,208 |
| 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 | $285,000 | 5,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,575,000 | 3,272 |
| Mortgage-backed securities | $4,080,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 3,996 |
| Issued or guaranteed by U.S. | $1,963,000 | 3,971 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,117,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 2,132 |
| Privately issued | $80,000 | 1,045 |
| 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) | $4,941,000 | 2,794 |
| Available-for-sale securities (fair market value) | $18,983,000 | 3,945 |
| Total debt securities | $23,609,000 | 3,996 |
| 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 | $24,254,000 | 4,226 |
| U.S. Government securities | $17,894,000 | 4,207 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,894,000 | 3,797 |
| Securities issued by states & political subdivisions | $5,953,000 | 2,599 |
| Other domestic debt securities | $143,000 | 3,436 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,162 |
| 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 | $13,403,000 | 2,553 |
| Mortgage-backed securities | $4,627,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,710 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,308,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $3,165,000 | 1,878 |
| Privately issued | $143,000 | 1,018 |
| 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) | $5,953,000 | 2,827 |
| Available-for-sale securities (fair market value) | $18,301,000 | 4,149 |
| Total debt securities | $23,990,000 | 4,146 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $20,711,000 | 4,732 |
| U.S. Government securities | $15,617,000 | 4,653 |
| U.S. Treasury securities | $756,000 | 5,499 |
| U.S. Government agency obligations | $14,861,000 | 4,150 |
| Securities issued by states & political subdivisions | $4,837,000 | 3,034 |
| Other domestic debt securities | $257,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $257,000 | 2,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,100,000 | 2,152 |
| Mortgage-backed securities | $3,945,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 5,068 |
| Issued or guaranteed by U.S. | $1,176,000 | 5,052 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,769,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $2,769,000 | 2,181 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,837,000 | 3,465 |
| Available-for-sale securities (fair market value) | $15,874,000 | 4,486 |
| Total debt securities | $20,711,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $28,129,000 | 3,829 |
| U.S. Government securities | $25,419,000 | 3,389 |
| U.S. Treasury securities | $1,761,000 | 5,439 |
| U.S. Government agency obligations | $23,658,000 | 2,811 |
| Securities issued by states & political subdivisions | $2,683,000 | 4,062 |
| Other domestic debt securities | $27,000 | 3,642 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000 | 2,824 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,595,000 | 3,260 |
| Mortgage-backed securities | $4,759,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,585 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,025,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 2,126 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,683,000 | 5,213 |
| Available-for-sale securities (fair market value) | $25,446,000 | 3,012 |
| Total debt securities | $28,129,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $478,000 | 2,164 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,918,000 | 5,156 |
| U.S. Government securities | $19,790,000 | 4,482 |
| U.S. Treasury securities | $4,309,000 | 4,153 |
| U.S. Government agency obligations | $15,481,000 | 4,094 |
| Securities issued by states & political subdivisions | $1,101,000 | 5,926 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,720,000 | 3,898 |
| Mortgage-backed securities | $4,803,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,438 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,413,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $2,413,000 | 2,709 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,101,000 | 6,911 |
| Available-for-sale securities (fair market value) | $19,817,000 | 3,856 |
| Total debt securities | $20,891,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $499,000 | 2,545 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $25,602,000 | 4,626 |
| U.S. Government securities | $24,722,000 | 3,909 |
| U.S. Treasury securities | $8,112,000 | 3,187 |
| U.S. Government agency obligations | $16,610,000 | 3,863 |
| Securities issued by states & political subdivisions | $720,000 | 6,863 |
| Other domestic debt securities | $133,000 | 4,261 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,000 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,725,000 | 4,854 |
| Mortgage-backed securities | $2,086,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 5,753 |
| Issued or guaranteed by U.S. | $1,241,000 | 5,721 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $845,000 | 4,455 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 4,282 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,860,000 | 6,103 |
| Available-for-sale securities (fair market value) | $22,742,000 | 3,562 |
| Total debt securities | $25,575,000 | 4,530 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $26,686,000 | 4,724 |
| U.S. Government securities | $25,264,000 | 4,052 |
| U.S. Treasury securities | $6,778,000 | 4,553 |
| U.S. Government agency obligations | $18,486,000 | 3,400 |
| Securities issued by states & political subdivisions | $1,195,000 | 6,297 |
| Other domestic debt securities | $200,000 | 4,578 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,654 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,840,000 | 4,852 |
| Mortgage-backed securities | $2,778,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 5,942 |
| Issued or guaranteed by U.S. | $1,338,000 | 5,915 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,440,000 | 4,086 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 3,906 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,896,000 | 10,117 |
| Available-for-sale securities (fair market value) | $24,790,000 | 2,300 |
| Total debt securities | $26,659,000 | 4,644 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $24,391,000 | 5,328 |
| U.S. Government securities | $22,699,000 | 4,606 |
| U.S. Treasury securities | $11,190,000 | 3,191 |
| U.S. Government agency obligations | $11,509,000 | 5,038 |
| Securities issued by states & political subdivisions | $1,565,000 | 5,899 |
| Other domestic debt securities | $100,000 | 5,775 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,867,000 | 4,166 |
| Mortgage-backed securities | $3,459,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $917,000 | 7,245 |
| Issued or guaranteed by U.S. | $917,000 | 7,194 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,542,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 3,487 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $24,364,000 | 5,208 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $23,838,000 | 5,367 |
| U.S. Government securities | $21,318,000 | 4,815 |
| U.S. Treasury securities | $9,688,000 | 3,608 |
| U.S. Government agency obligations | $11,630,000 | 4,990 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,504 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,301,000 | 2,807 |
| Mortgage-backed securities | $3,562,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $998,000 | 7,526 |
| Issued or guaranteed by U.S. | $998,000 | 7,471 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,564,000 | 3,702 |
| CMOs issued by government agencies or sponsored agencies | $2,564,000 | 3,381 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $23,811,000 | 5,268 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |