| 2023-12-31 | Rank |
| Total securities | $60,403,000 | 2,355 |
| U.S. Government securities | $26,778,000 | 2,608 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $26,778,000 | 2,274 |
| Securities issued by states & political subdivisions | $30,670,000 | 1,342 |
| Other domestic debt securities | $2,955,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,955,000 | 1,185 |
| 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 | $49,833,000 | 1,487 |
| Mortgage-backed securities | $22,479,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,479,000 | 1,404 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,955,000 | 1,302 |
| Available-for-sale securities (fair market value) | $57,448,000 | 2,203 |
| Total debt securities | $60,404,000 | 2,335 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $57,939,000 | 2,390 |
| U.S. Government securities | $26,714,000 | 2,608 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $26,714,000 | 2,251 |
| Securities issued by states & political subdivisions | $27,870,000 | 1,419 |
| Other domestic debt securities | $3,355,000 | 1,525 |
| 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 | $3,355,000 | 1,125 |
| 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 | $47,538,000 | 1,462 |
| Mortgage-backed securities | $22,453,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,453,000 | 1,383 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,355,000 | 1,291 |
| Available-for-sale securities (fair market value) | $54,584,000 | 2,245 |
| Total debt securities | $57,937,000 | 2,371 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $62,466,000 | 2,358 |
| U.S. Government securities | $28,744,000 | 2,577 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $28,744,000 | 2,217 |
| Securities issued by states & political subdivisions | $30,067,000 | 1,395 |
| Other domestic debt securities | $3,655,000 | 1,494 |
| 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 | $3,655,000 | 1,104 |
| 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 | $51,260,000 | 1,390 |
| Mortgage-backed securities | $24,209,000 | 1,881 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,209,000 | 1,373 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,655,000 | 1,287 |
| Available-for-sale securities (fair market value) | $58,811,000 | 2,211 |
| Total debt securities | $62,468,000 | 2,342 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $65,225,000 | 2,384 |
| U.S. Government securities | $30,522,000 | 2,579 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $30,522,000 | 2,154 |
| Securities issued by states & political subdivisions | $30,548,000 | 1,423 |
| Other domestic debt securities | $4,155,000 | 1,478 |
| 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 | $4,155,000 | 1,093 |
| 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 | $47,570,000 | 1,407 |
| Mortgage-backed securities | $25,739,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,739,000 | 1,370 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,655,000 | 1,322 |
| Available-for-sale securities (fair market value) | $61,570,000 | 2,223 |
| Total debt securities | $65,224,000 | 2,367 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $66,003,000 | 2,410 |
| U.S. Government securities | $31,620,000 | 2,538 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $31,620,000 | 2,125 |
| Securities issued by states & political subdivisions | $29,728,000 | 1,494 |
| Other domestic debt securities | $4,655,000 | 1,454 |
| 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 | $4,655,000 | 1,049 |
| 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 | $22,667,000 | 2,027 |
| Mortgage-backed securities | $26,703,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,703,000 | 1,351 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,655,000 | 1,343 |
| Available-for-sale securities (fair market value) | $62,348,000 | 2,242 |
| Total debt securities | $66,005,000 | 2,393 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $65,759,000 | 2,407 |
| U.S. Government securities | $32,903,000 | 2,523 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $32,903,000 | 2,117 |
| Securities issued by states & political subdivisions | $28,203,000 | 1,555 |
| Other domestic debt securities | $4,653,000 | 1,414 |
| 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 | $4,653,000 | 1,048 |
| 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 | $25,563,000 | 1,840 |
| Mortgage-backed securities | $27,665,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,665,000 | 1,335 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,655,000 | 1,323 |
| Available-for-sale securities (fair market value) | $62,104,000 | 2,249 |
| Total debt securities | $65,759,000 | 2,388 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $70,987,000 | 2,313 |
| U.S. Government securities | $36,151,000 | 2,438 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $36,151,000 | 2,055 |
| Securities issued by states & political subdivisions | $30,183,000 | 1,541 |
| Other domestic debt securities | $4,653,000 | 1,350 |
| 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 | $4,653,000 | 1,063 |
| 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 | $25,764,000 | 1,835 |
| Mortgage-backed securities | $30,381,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $30,381,000 | 1,323 |
| Issued or guaranteed by U.S. | $30,381,000 | 1,295 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,655,000 | 1,259 |
| Available-for-sale securities (fair market value) | $67,332,000 | 2,199 |
| Total debt securities | $70,987,000 | 2,302 |
| 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 | $75,533,000 | 2,196 |
| U.S. Government securities | $38,185,000 | 2,317 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $38,185,000 | 2,003 |
| Securities issued by states & political subdivisions | $32,695,000 | 1,483 |
| Other domestic debt securities | $4,653,000 | 1,350 |
| 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 | $4,653,000 | 1,056 |
| 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 | $7,472,000 | 2,867 |
| Mortgage-backed securities | $31,878,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $31,878,000 | 1,323 |
| Issued or guaranteed by U.S. | $31,878,000 | 1,302 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,655,000 | 1,156 |
| Available-for-sale securities (fair market value) | $71,878,000 | 2,101 |
| Total debt securities | $75,533,000 | 2,185 |
| 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 | $82,120,000 | 2,023 |
| U.S. Government securities | $39,374,000 | 2,133 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $39,374,000 | 1,922 |
| Securities issued by states & political subdivisions | $37,087,000 | 1,386 |
| Other domestic debt securities | $5,659,000 | 1,221 |
| 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 | $5,659,000 | 910 |
| 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 | $8,453,000 | 2,790 |
| Mortgage-backed securities | $32,365,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $32,365,000 | 1,279 |
| Issued or guaranteed by U.S. | $32,365,000 | 1,250 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $4,655,000 | 995 |
| Available-for-sale securities (fair market value) | $77,465,000 | 1,961 |
| Total debt securities | $82,120,000 | 2,005 |
| 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 | $71,958,000 | 2,125 |
| U.S. Government securities | $34,676,000 | 2,219 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $34,676,000 | 2,051 |
| Securities issued by states & political subdivisions | $31,618,000 | 1,524 |
| Other domestic debt securities | $5,664,000 | 1,177 |
| 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 | $5,664,000 | 859 |
| 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 | $9,297,000 | 2,716 |
| Mortgage-backed securities | $28,474,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $28,474,000 | 1,366 |
| Issued or guaranteed by U.S. | $28,474,000 | 1,333 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $4,655,000 | 967 |
| Available-for-sale securities (fair market value) | $67,303,000 | 2,086 |
| Total debt securities | $71,958,000 | 2,112 |
| 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 | $62,433,000 | 2,261 |
| U.S. Government securities | $26,109,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $26,109,000 | 2,324 |
| Securities issued by states & political subdivisions | $30,625,000 | 1,521 |
| Other domestic debt securities | $5,699,000 | 1,130 |
| 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 | $5,699,000 | 809 |
| 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 | $10,234,000 | 2,611 |
| Mortgage-backed securities | $23,952,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $23,952,000 | 1,475 |
| Issued or guaranteed by U.S. | $23,952,000 | 1,442 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $4,690,000 | 935 |
| Available-for-sale securities (fair market value) | $57,743,000 | 2,221 |
| Total debt securities | $62,433,000 | 2,245 |
| 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 | $61,526,000 | 2,154 |
| U.S. Government securities | $25,383,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $25,383,000 | 2,235 |
| Securities issued by states & political subdivisions | $30,445,000 | 1,466 |
| Other domestic debt securities | $5,698,000 | 1,083 |
| 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 | $5,698,000 | 737 |
| 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 | $11,198,000 | 2,516 |
| Mortgage-backed securities | $23,112,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $23,112,000 | 1,441 |
| Issued or guaranteed by U.S. | $23,112,000 | 1,402 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $4,690,000 | 909 |
| Available-for-sale securities (fair market value) | $56,836,000 | 2,122 |
| Total debt securities | $61,526,000 | 2,134 |
| 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 | $58,127,000 | 2,107 |
| U.S. Government securities | $24,247,000 | 2,311 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $24,247,000 | 2,194 |
| Securities issued by states & political subdivisions | $28,186,000 | 1,511 |
| Other domestic debt securities | $5,694,000 | 1,020 |
| 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 | $5,694,000 | 697 |
| 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 | $12,301,000 | 2,416 |
| Mortgage-backed securities | $21,755,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $21,755,000 | 1,382 |
| Issued or guaranteed by U.S. | $21,755,000 | 1,351 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $4,690,000 | 887 |
| Available-for-sale securities (fair market value) | $53,437,000 | 2,095 |
| Total debt securities | $58,127,000 | 2,089 |
| 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 | $43,489,000 | 2,434 |
| U.S. Government securities | $16,478,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,478,000 | 2,572 |
| Securities issued by states & political subdivisions | $21,322,000 | 1,724 |
| Other domestic debt securities | $5,689,000 | 973 |
| 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 | $5,689,000 | 662 |
| 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 | $13,400,000 | 2,324 |
| Mortgage-backed securities | $13,845,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $13,845,000 | 1,769 |
| Issued or guaranteed by U.S. | $13,845,000 | 1,723 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $4,690,000 | 891 |
| Available-for-sale securities (fair market value) | $38,799,000 | 2,411 |
| Total debt securities | $43,489,000 | 2,408 |
| 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 | $38,675,000 | 2,550 |
| U.S. Government securities | $14,986,000 | 2,824 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,986,000 | 2,690 |
| Securities issued by states & political subdivisions | $18,014,000 | 1,811 |
| Other domestic debt securities | $5,675,000 | 930 |
| 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 | $5,675,000 | 639 |
| 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 | $14,463,000 | 2,247 |
| Mortgage-backed securities | $12,198,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $12,198,000 | 1,857 |
| Issued or guaranteed by U.S. | $12,198,000 | 1,809 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $4,690,000 | 901 |
| Available-for-sale securities (fair market value) | $33,985,000 | 2,526 |
| Total debt securities | $38,675,000 | 2,527 |
| 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 | $37,888,000 | 2,499 |
| U.S. Government securities | $15,391,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,391,000 | 2,665 |
| Securities issued by states & political subdivisions | $16,686,000 | 1,762 |
| Other domestic debt securities | $5,811,000 | 892 |
| 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 | $5,811,000 | 588 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $12,506,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $12,506,000 | 1,823 |
| Issued or guaranteed by U.S. | $12,506,000 | 1,772 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $4,890,000 | 899 |
| Available-for-sale securities (fair market value) | $32,998,000 | 2,537 |
| Total debt securities | $37,888,000 | 2,481 |
| 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 | $38,525,000 | 2,498 |
| U.S. Government securities | $16,058,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,058,000 | 2,676 |
| Securities issued by states & political subdivisions | $16,573,000 | 1,743 |
| Other domestic debt securities | $5,894,000 | 835 |
| 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 | $5,894,000 | 558 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $13,000,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $13,000,000 | 1,735 |
| Issued or guaranteed by U.S. | $13,000,000 | 1,689 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $4,890,000 | 944 |
| Available-for-sale securities (fair market value) | $33,635,000 | 2,522 |
| Total debt securities | $38,525,000 | 2,479 |
| 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 | $39,054,000 | 2,484 |
| U.S. Government securities | $15,939,000 | 2,898 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,939,000 | 2,739 |
| Securities issued by states & political subdivisions | $17,231,000 | 1,691 |
| Other domestic debt securities | $5,884,000 | 832 |
| 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 | $5,884,000 | 562 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $12,706,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $12,706,000 | 1,763 |
| Issued or guaranteed by U.S. | $12,706,000 | 1,710 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $4,890,000 | 992 |
| Available-for-sale securities (fair market value) | $34,164,000 | 2,503 |
| Total debt securities | $39,054,000 | 2,465 |
| 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 | $39,860,000 | 2,492 |
| U.S. Government securities | $16,848,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,848,000 | 2,713 |
| Securities issued by states & political subdivisions | $17,066,000 | 1,754 |
| Other domestic debt securities | $5,946,000 | 814 |
| 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 | $5,946,000 | 566 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $13,437,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $13,437,000 | 1,698 |
| Issued or guaranteed by U.S. | $13,437,000 | 1,668 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $4,950,000 | 1,025 |
| Available-for-sale securities (fair market value) | $34,910,000 | 2,513 |
| Total debt securities | $39,860,000 | 2,474 |
| 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 | $36,418,000 | 2,673 |
| U.S. Government securities | $16,601,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,601,000 | 2,758 |
| Securities issued by states & political subdivisions | $13,879,000 | 2,055 |
| Other domestic debt securities | $5,938,000 | 812 |
| 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 | $5,938,000 | 570 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $13,050,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $13,050,000 | 1,717 |
| Issued or guaranteed by U.S. | $13,050,000 | 1,685 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $4,950,000 | 1,042 |
| Available-for-sale securities (fair market value) | $31,468,000 | 2,684 |
| Total debt securities | $36,418,000 | 2,655 |
| 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 | $36,354,000 | 2,696 |
| U.S. Government securities | $16,748,000 | 2,918 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,748,000 | 2,760 |
| Securities issued by states & political subdivisions | $13,705,000 | 2,121 |
| Other domestic debt securities | $5,901,000 | 788 |
| 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 | $5,901,000 | 560 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $13,474,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $13,474,000 | 1,685 |
| Issued or guaranteed by U.S. | $13,474,000 | 1,665 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $4,950,000 | 1,080 |
| Available-for-sale securities (fair market value) | $31,404,000 | 2,711 |
| Total debt securities | $36,354,000 | 2,679 |
| 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 | $35,235,000 | 2,768 |
| U.S. Government securities | $16,442,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,442,000 | 2,821 |
| Securities issued by states & political subdivisions | $12,442,000 | 2,268 |
| Other domestic debt securities | $6,351,000 | 735 |
| 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 | $6,351,000 | 537 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $13,076,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $13,076,000 | 1,745 |
| Issued or guaranteed by U.S. | $13,076,000 | 1,735 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,350,000 | 1,075 |
| Available-for-sale securities (fair market value) | $29,885,000 | 2,788 |
| Total debt securities | $35,235,000 | 2,752 |
| 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 | $34,930,000 | 2,824 |
| U.S. Government securities | $15,995,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,995,000 | 2,869 |
| Securities issued by states & political subdivisions | $12,584,000 | 2,308 |
| Other domestic debt securities | $6,351,000 | 833 |
| 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 | $6,351,000 | 542 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $13,183,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $13,183,000 | 1,773 |
| Issued or guaranteed by U.S. | $13,183,000 | 1,696 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,350,000 | 1,094 |
| Available-for-sale securities (fair market value) | $29,580,000 | 2,833 |
| Total debt securities | $34,930,000 | 2,808 |
| Structured notes |
| Amortized cost | $400,000 | 834 |
| Fair value | $400,000 | 834 |
| 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 | $35,969,000 | 2,788 |
| U.S. Government securities | $17,009,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,009,000 | 2,870 |
| Securities issued by states & political subdivisions | $12,617,000 | 2,335 |
| Other domestic debt securities | $6,343,000 | 729 |
| 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 | $6,343,000 | 549 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $14,042,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $14,042,000 | 1,747 |
| Issued or guaranteed by U.S. | $14,042,000 | 1,745 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,350,000 | 1,108 |
| Available-for-sale securities (fair market value) | $30,619,000 | 2,822 |
| Total debt securities | $35,969,000 | 2,771 |
| Structured notes |
| Amortized cost | $400,000 | 801 |
| Fair value | $400,000 | 802 |
| 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 | $38,007,000 | 2,726 |
| U.S. Government securities | $18,126,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $18,126,000 | 2,801 |
| Securities issued by states & political subdivisions | $13,528,000 | 2,312 |
| Other domestic debt securities | $6,353,000 | 730 |
| 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 | $6,353,000 | 542 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $14,966,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $14,966,000 | 1,722 |
| Issued or guaranteed by U.S. | $14,966,000 | 1,722 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,350,000 | 1,138 |
| Available-for-sale securities (fair market value) | $32,657,000 | 2,758 |
| Total debt securities | $38,007,000 | 2,705 |
| Structured notes |
| Amortized cost | $400,000 | 813 |
| Fair value | $400,000 | 815 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $39,427,000 | 2,697 |
| U.S. Government securities | $19,281,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,281,000 | 2,765 |
| Securities issued by states & political subdivisions | $13,789,000 | 2,322 |
| Other domestic debt securities | $6,357,000 | 739 |
| 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 | $6,357,000 | 564 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $15,923,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $15,923,000 | 1,689 |
| Issued or guaranteed by U.S. | $15,923,000 | 1,687 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $5,350,000 | 1,180 |
| Available-for-sale securities (fair market value) | $34,077,000 | 2,722 |
| Total debt securities | $39,427,000 | 2,678 |
| Structured notes |
| Amortized cost | $400,000 | 846 |
| Fair value | $400,000 | 847 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $40,302,000 | 2,710 |
| U.S. Government securities | $20,309,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,309,000 | 2,729 |
| Securities issued by states & political subdivisions | $13,634,000 | 2,359 |
| Other domestic debt securities | $6,359,000 | 753 |
| 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 | $6,359,000 | 567 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $16,814,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $16,814,000 | 1,681 |
| Issued or guaranteed by U.S. | $16,814,000 | 1,680 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,350,000 | 1,197 |
| Available-for-sale securities (fair market value) | $34,952,000 | 2,726 |
| Total debt securities | $40,302,000 | 2,689 |
| Structured notes |
| Amortized cost | $400,000 | 906 |
| Fair value | $400,000 | 908 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $37,620,000 | 2,876 |
| U.S. Government securities | $18,360,000 | 3,047 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,360,000 | 2,921 |
| Securities issued by states & political subdivisions | $12,709,000 | 2,469 |
| Other domestic debt securities | $6,551,000 | 756 |
| 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 | $6,551,000 | 571 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $14,714,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $14,714,000 | 1,840 |
| Issued or guaranteed by U.S. | $14,714,000 | 1,840 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $5,550,000 | 1,205 |
| Available-for-sale securities (fair market value) | $32,070,000 | 2,866 |
| Total debt securities | $37,617,000 | 2,856 |
| Structured notes |
| Amortized cost | $400,000 | 958 |
| Fair value | $400,000 | 958 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $35,188,000 | 2,960 |
| U.S. Government securities | $17,202,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,202,000 | 2,982 |
| Securities issued by states & political subdivisions | $11,454,000 | 2,610 |
| Other domestic debt securities | $6,532,000 | 752 |
| 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 | $6,532,000 | 556 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $13,395,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $13,395,000 | 1,945 |
| Issued or guaranteed by U.S. | $13,395,000 | 1,943 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,550,000 | 1,215 |
| Available-for-sale securities (fair market value) | $29,638,000 | 2,962 |
| Total debt securities | $35,188,000 | 2,942 |
| Structured notes |
| Amortized cost | $400,000 | 955 |
| Fair value | $400,000 | 955 |
| 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 | $33,868,000 | 3,002 |
| U.S. Government securities | $16,375,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,375,000 | 3,070 |
| Securities issued by states & political subdivisions | $10,368,000 | 2,750 |
| Other domestic debt securities | $7,125,000 | 723 |
| 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 | $7,125,000 | 536 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $12,249,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $12,249,000 | 2,056 |
| Issued or guaranteed by U.S. | $12,249,000 | 2,056 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,150,000 | 1,181 |
| Available-for-sale securities (fair market value) | $27,718,000 | 3,079 |
| Total debt securities | $33,868,000 | 2,984 |
| Structured notes |
| Amortized cost | $400,000 | 933 |
| Fair value | $400,000 | 935 |
| 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 | $32,980,000 | 3,115 |
| U.S. Government securities | $15,301,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,301,000 | 3,256 |
| Securities issued by states & political subdivisions | $10,560,000 | 2,734 |
| Other domestic debt securities | $7,119,000 | 735 |
| 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 | $7,119,000 | 535 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $11,025,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $11,025,000 | 2,208 |
| Issued or guaranteed by U.S. | $11,025,000 | 2,202 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,150,000 | 1,208 |
| Available-for-sale securities (fair market value) | $26,830,000 | 3,186 |
| Total debt securities | $32,980,000 | 3,093 |
| Structured notes |
| Amortized cost | $400,000 | 1,078 |
| Fair value | $400,000 | 1,082 |
| 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 | $32,323,000 | 3,224 |
| U.S. Government securities | $15,020,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,020,000 | 3,347 |
| Securities issued by states & political subdivisions | $10,186,000 | 2,757 |
| Other domestic debt securities | $7,117,000 | 724 |
| 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 | $7,117,000 | 534 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $10,572,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $10,572,000 | 2,283 |
| Issued or guaranteed by U.S. | $10,572,000 | 2,282 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $6,150,000 | 1,246 |
| Available-for-sale securities (fair market value) | $26,173,000 | 3,269 |
| Total debt securities | $32,323,000 | 3,195 |
| Structured notes |
| Amortized cost | $400,000 | 1,265 |
| Fair value | $400,000 | 1,266 |
| 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 | $30,251,000 | 3,343 |
| U.S. Government securities | $12,905,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,905,000 | 3,619 |
| Securities issued by states & political subdivisions | $10,233,000 | 2,784 |
| Other domestic debt securities | $7,113,000 | 712 |
| 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 | $7,113,000 | 519 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $8,350,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $8,350,000 | 2,534 |
| Issued or guaranteed by U.S. | $8,350,000 | 2,531 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $6,150,000 | 1,255 |
| Available-for-sale securities (fair market value) | $24,101,000 | 3,402 |
| Total debt securities | $30,251,000 | 3,318 |
| Structured notes |
| Amortized cost | $400,000 | 1,409 |
| Fair value | $400,000 | 1,411 |
| 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 | $30,309,000 | 3,395 |
| U.S. Government securities | $12,861,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,861,000 | 3,709 |
| Securities issued by states & political subdivisions | $10,297,000 | 2,801 |
| Other domestic debt securities | $7,151,000 | 714 |
| 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 | $7,151,000 | 519 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $8,051,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $8,051,000 | 2,610 |
| Issued or guaranteed by U.S. | $8,051,000 | 2,607 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $6,150,000 | 1,256 |
| Available-for-sale securities (fair market value) | $24,159,000 | 3,457 |
| Total debt securities | $30,309,000 | 3,369 |
| Structured notes |
| Amortized cost | $400,000 | 1,581 |
| Fair value | $400,000 | 1,583 |
| 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 | $30,036,000 | 3,476 |
| U.S. Government securities | $11,523,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,523,000 | 3,983 |
| Securities issued by states & political subdivisions | $10,856,000 | 2,730 |
| Other domestic debt securities | $7,657,000 | 687 |
| 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 | $7,657,000 | 491 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $6,614,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $6,614,000 | 2,898 |
| Issued or guaranteed by U.S. | $6,614,000 | 2,896 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $6,150,000 | 1,277 |
| Available-for-sale securities (fair market value) | $23,886,000 | 3,568 |
| Total debt securities | $30,036,000 | 3,446 |
| Structured notes |
| Amortized cost | $400,000 | 1,726 |
| Fair value | $400,000 | 1,727 |
| 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 | $29,383,000 | 3,573 |
| U.S. Government securities | $11,101,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,101,000 | 4,105 |
| Securities issued by states & political subdivisions | $10,619,000 | 2,736 |
| Other domestic debt securities | $7,663,000 | 683 |
| 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 | $7,663,000 | 492 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $5,950,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $5,950,000 | 3,051 |
| Issued or guaranteed by U.S. | $5,950,000 | 3,048 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $6,150,000 | 1,298 |
| Available-for-sale securities (fair market value) | $23,233,000 | 3,637 |
| Total debt securities | $29,383,000 | 3,548 |
| Structured notes |
| Amortized cost | $400,000 | 1,833 |
| Fair value | $400,000 | 1,838 |
| 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 | $29,572,000 | 3,585 |
| U.S. Government securities | $10,678,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,678,000 | 4,237 |
| Securities issued by states & political subdivisions | $11,232,000 | 2,676 |
| Other domestic debt securities | $7,662,000 | 687 |
| 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 | $7,662,000 | 492 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $5,387,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $5,387,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,387,000 | 3,202 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $6,150,000 | 1,318 |
| Available-for-sale securities (fair market value) | $23,422,000 | 3,666 |
| Total debt securities | $29,572,000 | 3,561 |
| Structured notes |
| Amortized cost | $400,000 | 1,937 |
| Fair value | $400,000 | 1,938 |
| 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 | $28,955,000 | 3,704 |
| U.S. Government securities | $10,289,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,289,000 | 4,390 |
| Securities issued by states & political subdivisions | $11,007,000 | 2,735 |
| Other domestic debt securities | $7,659,000 | 709 |
| 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 | $7,659,000 | 496 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $4,845,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $4,845,000 | 3,404 |
| Issued or guaranteed by U.S. | $4,845,000 | 3,402 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $6,150,000 | 1,328 |
| Available-for-sale securities (fair market value) | $22,805,000 | 3,800 |
| Total debt securities | $28,955,000 | 3,680 |
| Structured notes |
| Amortized cost | $400,000 | 2,038 |
| Fair value | $400,000 | 2,039 |
| 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 | $26,285,000 | 3,931 |
| U.S. Government securities | $8,345,000 | 4,834 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,345,000 | 4,725 |
| Securities issued by states & political subdivisions | $10,277,000 | 2,850 |
| Other domestic debt securities | $7,663,000 | 730 |
| 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 | $7,663,000 | 506 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $2,769,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 3,980 |
| Issued or guaranteed by U.S. | $2,769,000 | 3,978 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $6,150,000 | 1,351 |
| Available-for-sale securities (fair market value) | $20,135,000 | 4,044 |
| Total debt securities | $26,285,000 | 3,901 |
| Structured notes |
| Amortized cost | $400,000 | 2,081 |
| Fair value | $400,000 | 2,083 |
| 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 | $26,115,000 | 3,973 |
| U.S. Government securities | $8,681,000 | 4,834 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,681,000 | 4,732 |
| Securities issued by states & political subdivisions | $9,787,000 | 2,928 |
| Other domestic debt securities | $7,647,000 | 753 |
| 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 | $7,647,000 | 524 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $2,954,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $2,954,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,954,000 | 3,967 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,150,000 | 1,348 |
| Available-for-sale securities (fair market value) | $19,965,000 | 4,089 |
| Total debt securities | $26,115,000 | 3,946 |
| Structured notes |
| Amortized cost | $400,000 | 2,128 |
| Fair value | $400,000 | 2,128 |
| 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 | $26,271,000 | 3,966 |
| U.S. Government securities | $9,109,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,109,000 | 4,662 |
| Securities issued by states & political subdivisions | $9,506,000 | 2,966 |
| Other domestic debt securities | $7,656,000 | 780 |
| 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 | $7,656,000 | 532 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $3,100,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $3,100,000 | 3,947 |
| Issued or guaranteed by U.S. | $3,100,000 | 3,941 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $6,150,000 | 1,336 |
| Available-for-sale securities (fair market value) | $20,121,000 | 4,079 |
| Total debt securities | $26,271,000 | 3,939 |
| Structured notes |
| Amortized cost | $400,000 | 2,128 |
| Fair value | $400,000 | 2,125 |
| 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 | $26,647,000 | 3,958 |
| U.S. Government securities | $9,589,000 | 4,733 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,589,000 | 4,635 |
| Securities issued by states & political subdivisions | $9,402,000 | 2,994 |
| Other domestic debt securities | $7,656,000 | 798 |
| 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 | $7,656,000 | 547 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $3,285,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,285,000 | 3,905 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $6,150,000 | 1,304 |
| Available-for-sale securities (fair market value) | $20,497,000 | 4,078 |
| Total debt securities | $26,646,000 | 3,932 |
| Structured notes |
| Amortized cost | $400,000 | 2,113 |
| Fair value | $400,000 | 2,111 |
| 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 | $26,215,000 | 3,976 |
| U.S. Government securities | $9,135,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,135,000 | 4,693 |
| Securities issued by states & political subdivisions | $9,428,000 | 2,978 |
| Other domestic debt securities | $7,652,000 | 812 |
| 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 | $7,652,000 | 562 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $2,574,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $2,574,000 | 4,105 |
| Issued or guaranteed by U.S. | $2,574,000 | 4,099 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $6,150,000 | 1,230 |
| Available-for-sale securities (fair market value) | $20,065,000 | 4,151 |
| Total debt securities | $26,215,000 | 3,944 |
| Structured notes |
| Amortized cost | $400,000 | 2,113 |
| Fair value | $400,000 | 2,110 |
| 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 | $26,606,000 | 3,951 |
| U.S. Government securities | $9,313,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,313,000 | 4,721 |
| Securities issued by states & political subdivisions | $10,141,000 | 2,831 |
| Other domestic debt securities | $7,152,000 | 862 |
| 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 | $7,152,000 | 586 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $2,848,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 4,060 |
| Issued or guaranteed by U.S. | $2,848,000 | 4,056 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $6,150,000 | 1,198 |
| Available-for-sale securities (fair market value) | $20,456,000 | 4,137 |
| Total debt securities | $26,602,000 | 3,924 |
| Structured notes |
| Amortized cost | $400,000 | 2,154 |
| Fair value | $400,000 | 2,158 |
| 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 | $27,132,000 | 3,880 |
| U.S. Government securities | $10,202,000 | 4,665 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,202,000 | 4,565 |
| Securities issued by states & political subdivisions | $10,288,000 | 2,794 |
| Other domestic debt securities | $6,642,000 | 877 |
| 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 | $6,642,000 | 588 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $3,050,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 4,013 |
| Issued or guaranteed by U.S. | $3,050,000 | 4,010 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $6,150,000 | 1,191 |
| Available-for-sale securities (fair market value) | $20,982,000 | 4,046 |
| Total debt securities | $27,122,000 | 3,847 |
| Structured notes |
| Amortized cost | $400,000 | 2,196 |
| Fair value | $400,000 | 2,200 |
| 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 | $26,859,000 | 3,931 |
| U.S. Government securities | $9,786,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,786,000 | 4,735 |
| Securities issued by states & political subdivisions | $10,434,000 | 2,741 |
| Other domestic debt securities | $6,639,000 | 900 |
| 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 | $6,639,000 | 614 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $3,267,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $3,267,000 | 4,085 |
| Issued or guaranteed by U.S. | $3,267,000 | 4,083 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $6,150,000 | 1,222 |
| Available-for-sale securities (fair market value) | $20,709,000 | 4,130 |
| Total debt securities | $26,859,000 | 3,901 |
| Structured notes |
| Amortized cost | $899,000 | 1,968 |
| Fair value | $889,000 | 1,967 |
| 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 | $25,481,000 | 4,072 |
| U.S. Government securities | $8,145,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,145,000 | 5,084 |
| Securities issued by states & political subdivisions | $10,699,000 | 2,649 |
| Other domestic debt securities | $6,637,000 | 913 |
| 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 | $6,637,000 | 626 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,420,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 4,078 |
| Issued or guaranteed by U.S. | $3,420,000 | 4,076 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $6,150,000 | 1,207 |
| Available-for-sale securities (fair market value) | $19,331,000 | 4,276 |
| Total debt securities | $25,482,000 | 4,031 |
| Structured notes |
| Amortized cost | $899,000 | 2,216 |
| Fair value | $887,000 | 2,213 |
| 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 | $26,002,000 | 4,050 |
| U.S. Government securities | $7,393,000 | 5,431 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,393,000 | 5,330 |
| Securities issued by states & political subdivisions | $11,972,000 | 2,410 |
| Other domestic debt securities | $6,637,000 | 911 |
| 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 | $6,637,000 | 626 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,594,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $3,594,000 | 4,043 |
| Issued or guaranteed by U.S. | $3,594,000 | 4,039 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $6,150,000 | 1,232 |
| Available-for-sale securities (fair market value) | $19,852,000 | 4,245 |
| Total debt securities | $25,994,000 | 4,017 |
| Structured notes |
| Amortized cost | $899,000 | 2,476 |
| Fair value | $887,000 | 2,472 |
| 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 | $27,255,000 | 3,902 |
| U.S. Government securities | $8,103,000 | 5,278 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,103,000 | 5,182 |
| Securities issued by states & political subdivisions | $12,515,000 | 2,315 |
| Other domestic debt securities | $6,637,000 | 909 |
| 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 | $6,637,000 | 573 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $3,750,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $3,750,000 | 3,918 |
| Issued or guaranteed by U.S. | $3,750,000 | 3,913 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $6,150,000 | 1,256 |
| Available-for-sale securities (fair market value) | $21,105,000 | 4,089 |
| Total debt securities | $27,255,000 | 3,875 |
| Structured notes |
| Amortized cost | $1,199,000 | 2,061 |
| Fair value | $1,187,000 | 2,062 |
| 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 | $25,964,000 | 3,925 |
| U.S. Government securities | $5,679,000 | 5,747 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,679,000 | 5,639 |
| Securities issued by states & political subdivisions | $13,116,000 | 2,173 |
| Other domestic debt securities | $7,169,000 | 875 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $521,000 | 175 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,648,000 | 548 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $2,871,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 4,128 |
| Issued or guaranteed by U.S. | $2,871,000 | 4,113 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $6,150,000 | 1,255 |
| Available-for-sale securities (fair market value) | $19,814,000 | 4,151 |
| Total debt securities | $25,964,000 | 3,887 |
| Structured notes |
| Amortized cost | $799,000 | 2,501 |
| Fair value | $797,000 | 2,506 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $22,901,000 | 4,263 |
| U.S. Government securities | $4,043,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,043,000 | 6,108 |
| Securities issued by states & political subdivisions | $12,708,000 | 2,157 |
| Other domestic debt securities | $6,150,000 | 905 |
| 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 | $6,150,000 | 533 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $1,736,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,482 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,472 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $6,150,000 | 1,291 |
| Available-for-sale securities (fair market value) | $16,751,000 | 4,525 |
| Total debt securities | $22,901,000 | 4,228 |
| Structured notes |
| Amortized cost | $300,000 | 3,033 |
| Fair value | $300,000 | 3,038 |
| 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 | $23,463,000 | 4,175 |
| U.S. Government securities | $4,157,000 | 6,209 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,157,000 | 6,081 |
| Securities issued by states & political subdivisions | $12,956,000 | 2,088 |
| Other domestic debt securities | $6,350,000 | 926 |
| 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 | $6,350,000 | 522 |
| 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 | $2,679,000 | 4,943 |
| Mortgage-backed securities | $1,804,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 4,414 |
| Issued or guaranteed by U.S. | $1,804,000 | 4,405 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $6,350,000 | 1,274 |
| Available-for-sale securities (fair market value) | $17,113,000 | 4,479 |
| Total debt securities | $23,463,000 | 4,139 |
| Structured notes |
| Amortized cost | $300,000 | 3,077 |
| Fair value | $301,000 | 3,079 |
| 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 | $23,362,000 | 4,057 |
| U.S. Government securities | $3,989,000 | 6,163 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,989,000 | 6,035 |
| Securities issued by states & political subdivisions | $13,023,000 | 2,061 |
| Other domestic debt securities | $6,350,000 | 990 |
| 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 | $6,350,000 | 511 |
| 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 | $2,780,000 | 4,938 |
| Mortgage-backed securities | $1,900,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,900,000 | 4,271 |
| Issued or guaranteed by U.S. | $1,900,000 | 4,266 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $6,350,000 | 1,281 |
| Available-for-sale securities (fair market value) | $17,012,000 | 4,377 |
| Total debt securities | $23,354,000 | 4,019 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $24,226,000 | 3,938 |
| U.S. Government securities | $4,475,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,475,000 | 5,913 |
| Securities issued by states & political subdivisions | $13,101,000 | 1,976 |
| Other domestic debt securities | $6,650,000 | 982 |
| 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 | $6,650,000 | 497 |
| 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 | $2,924,000 | 4,940 |
| Mortgage-backed securities | $2,046,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,206 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $6,650,000 | 1,292 |
| Available-for-sale securities (fair market value) | $17,576,000 | 4,241 |
| Total debt securities | $24,226,000 | 3,900 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $24,979,000 | 3,886 |
| U.S. Government securities | $5,270,000 | 5,956 |
| U.S. Treasury securities | $500,000 | 951 |
| U.S. Government agency obligations | $4,770,000 | 5,970 |
| Securities issued by states & political subdivisions | $13,059,000 | 1,883 |
| Other domestic debt securities | $6,650,000 | 985 |
| 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 | $6,650,000 | 470 |
| 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 | $3,775,000 | 4,694 |
| Mortgage-backed securities | $1,796,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $1,796,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,796,000 | 4,376 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $6,650,000 | 1,335 |
| Available-for-sale securities (fair market value) | $18,329,000 | 4,176 |
| Total debt securities | $24,979,000 | 3,850 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $25,805,000 | 3,847 |
| U.S. Government securities | $6,043,000 | 5,855 |
| U.S. Treasury securities | $500,000 | 962 |
| U.S. Government agency obligations | $5,543,000 | 5,868 |
| Securities issued by states & political subdivisions | $13,112,000 | 1,856 |
| Other domestic debt securities | $6,650,000 | 1,023 |
| 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 | $6,650,000 | 488 |
| 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 | $3,781,000 | 4,750 |
| Mortgage-backed securities | $1,829,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,481 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $6,650,000 | 1,343 |
| Available-for-sale securities (fair market value) | $19,155,000 | 4,127 |
| Total debt securities | $25,805,000 | 3,811 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $996,000 | 2,398 |
| 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 | $24,213,000 | 3,957 |
| U.S. Government securities | $4,555,000 | 6,222 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,555,000 | 6,119 |
| Securities issued by states & political subdivisions | $13,408,000 | 1,828 |
| Other domestic debt securities | $6,250,000 | 1,103 |
| 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 | $6,250,000 | 517 |
| 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 | $3,908,000 | 4,737 |
| Mortgage-backed securities | $312,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,451 |
| Issued or guaranteed by U.S. | $312,000 | 5,438 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $6,250,000 | 1,388 |
| Available-for-sale securities (fair market value) | $17,963,000 | 4,216 |
| Total debt securities | $24,213,000 | 3,925 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,462,000 | 1,379 |
| 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 | $26,812,000 | 3,756 |
| U.S. Government securities | $6,682,000 | 5,716 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,682,000 | 5,625 |
| Securities issued by states & political subdivisions | $13,880,000 | 1,773 |
| Other domestic debt securities | $6,250,000 | 1,155 |
| 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 | $6,250,000 | 535 |
| 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 | $5,015,000 | 4,394 |
| Mortgage-backed securities | $345,000 | 5,847 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,491 |
| Issued or guaranteed by U.S. | $345,000 | 5,475 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $6,250,000 | 1,439 |
| Available-for-sale securities (fair market value) | $20,562,000 | 3,954 |
| Total debt securities | $26,812,000 | 3,720 |
| Structured notes |
| Amortized cost | $2,300,000 | 1,018 |
| Fair value | $2,286,000 | 1,023 |
| 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 | $25,159,000 | 3,861 |
| U.S. Government securities | $4,196,000 | 6,384 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,196,000 | 6,293 |
| Securities issued by states & political subdivisions | $14,713,000 | 1,634 |
| Other domestic debt securities | $6,250,000 | 1,175 |
| 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 | $6,250,000 | 553 |
| 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 | $3,529,000 | 4,903 |
| Mortgage-backed securities | $369,000 | 5,898 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,533 |
| Issued or guaranteed by U.S. | $369,000 | 5,515 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $6,250,000 | 1,449 |
| Available-for-sale securities (fair market value) | $18,909,000 | 4,117 |
| Total debt securities | $25,159,000 | 3,824 |
| Structured notes |
| Amortized cost | $800,000 | 1,370 |
| Fair value | $785,000 | 1,376 |
| 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 | $21,390,000 | 4,272 |
| U.S. Government securities | $1,954,000 | 7,201 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,954,000 | 7,114 |
| Securities issued by states & political subdivisions | $13,186,000 | 1,721 |
| Other domestic debt securities | $6,250,000 | 1,118 |
| 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 | $6,250,000 | 567 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $412,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,563 |
| Issued or guaranteed by U.S. | $412,000 | 5,548 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $6,250,000 | 1,482 |
| Available-for-sale securities (fair market value) | $15,140,000 | 4,589 |
| Total debt securities | $21,390,000 | 4,238 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $22,934,000 | 4,097 |
| U.S. Government securities | $4,514,000 | 6,546 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,514,000 | 6,454 |
| Securities issued by states & political subdivisions | $12,170,000 | 1,787 |
| Other domestic debt securities | $6,250,000 | 1,076 |
| 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 | $6,250,000 | 554 |
| 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 | $1,156,000 | 5,958 |
| Mortgage-backed securities | $447,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,544 |
| Issued or guaranteed by U.S. | $447,000 | 5,528 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $6,250,000 | 1,481 |
| Available-for-sale securities (fair market value) | $16,684,000 | 4,380 |
| Total debt securities | $22,935,000 | 4,061 |
| Structured notes |
| Amortized cost | $750,000 | 1,192 |
| Fair value | $753,000 | 1,194 |
| 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 | $18,194,000 | 4,600 |
| U.S. Government securities | $4,312,000 | 6,597 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,312,000 | 6,501 |
| Securities issued by states & political subdivisions | $8,132,000 | 2,359 |
| Other domestic debt securities | $5,750,000 | 1,109 |
| 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 | $5,750,000 | 569 |
| 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 | $1,142,000 | 5,994 |
| Mortgage-backed securities | $479,000 | 5,871 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,520 |
| Issued or guaranteed by U.S. | $479,000 | 5,504 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $5,750,000 | 1,544 |
| Available-for-sale securities (fair market value) | $12,444,000 | 4,936 |
| Total debt securities | $18,194,000 | 4,563 |
| Structured notes |
| Amortized cost | $750,000 | 1,164 |
| Fair value | $734,000 | 1,175 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $16,517,000 | 4,904 |
| U.S. Government securities | $4,359,000 | 6,636 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,359,000 | 6,538 |
| Securities issued by states & political subdivisions | $7,408,000 | 2,555 |
| Other domestic debt securities | $4,750,000 | 1,267 |
| 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 | $4,750,000 | 726 |
| 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 | $1,150,000 | 6,002 |
| Mortgage-backed securities | $511,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $511,000 | 5,511 |
| Issued or guaranteed by U.S. | $511,000 | 5,490 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $4,750,000 | 1,677 |
| Available-for-sale securities (fair market value) | $11,767,000 | 5,111 |
| Total debt securities | $16,517,000 | 4,852 |
| Structured notes |
| Amortized cost | $750,000 | 1,215 |
| Fair value | $738,000 | 1,222 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $16,660,000 | 4,873 |
| U.S. Government securities | $5,398,000 | 6,351 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,398,000 | 6,255 |
| Securities issued by states & political subdivisions | $6,912,000 | 2,658 |
| Other domestic debt securities | $4,350,000 | 1,282 |
| 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 | $4,350,000 | 768 |
| 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 | $157,000 | 6,554 |
| Mortgage-backed securities | $564,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $564,000 | 5,423 |
| Issued or guaranteed by U.S. | $564,000 | 5,397 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $4,350,000 | 1,750 |
| Available-for-sale securities (fair market value) | $12,310,000 | 5,042 |
| Total debt securities | $16,657,000 | 4,818 |
| Structured notes |
| Amortized cost | $1,249,000 | 970 |
| Fair value | $1,260,000 | 967 |
| 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 | $13,815,000 | 5,359 |
| U.S. Government securities | $3,620,000 | 7,015 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,620,000 | 6,902 |
| Securities issued by states & political subdivisions | $6,595,000 | 2,710 |
| Other domestic debt securities | $3,600,000 | 1,300 |
| 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 | $3,600,000 | 806 |
| 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 | $762,000 | 6,279 |
| Mortgage-backed securities | $588,000 | 5,644 |
| Certificates of participation in pools of residential mortgages | $588,000 | 5,237 |
| Issued or guaranteed by U.S. | $588,000 | 5,217 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $3,600,000 | 1,935 |
| Available-for-sale securities (fair market value) | $10,215,000 | 5,408 |
| Total debt securities | $13,815,000 | 5,303 |
| Structured notes |
| Amortized cost | $999,000 | 1,629 |
| Fair value | $1,000,000 | 1,579 |
| 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 | $14,269,000 | 5,319 |
| U.S. Government securities | $3,523,000 | 7,097 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,523,000 | 6,979 |
| Securities issued by states & political subdivisions | $6,146,000 | 2,782 |
| Other domestic debt securities | $4,600,000 | 1,119 |
| 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 | $4,600,000 | 680 |
| 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 | $150,000 | 6,626 |
| Mortgage-backed securities | $622,000 | 5,558 |
| Certificates of participation in pools of residential mortgages | $622,000 | 5,122 |
| Issued or guaranteed by U.S. | $622,000 | 5,105 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,600,000 | 1,809 |
| Available-for-sale securities (fair market value) | $9,669,000 | 5,530 |
| Total debt securities | $14,269,000 | 5,270 |
| Structured notes |
| Amortized cost | $999,000 | 1,830 |
| Fair value | $993,000 | 1,867 |
| 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 | $14,414,000 | 5,304 |
| U.S. Government securities | $3,825,000 | 7,064 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,825,000 | 6,941 |
| Securities issued by states & political subdivisions | $5,489,000 | 2,942 |
| Other domestic debt securities | $5,100,000 | 1,003 |
| 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 | $5,100,000 | 605 |
| 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 | $3,030,000 | 5,271 |
| Mortgage-backed securities | $665,000 | 5,524 |
| Certificates of participation in pools of residential mortgages | $665,000 | 5,089 |
| Issued or guaranteed by U.S. | $665,000 | 5,073 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,100,000 | 1,738 |
| Available-for-sale securities (fair market value) | $9,314,000 | 5,617 |
| Total debt securities | $14,414,000 | 5,259 |
| Structured notes |
| Amortized cost | $800,000 | 2,078 |
| Fair value | $789,000 | 2,090 |
| 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 | $13,175,000 | 5,543 |
| U.S. Government securities | $2,606,000 | 7,475 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,606,000 | 7,349 |
| Securities issued by states & political subdivisions | $5,269,000 | 3,009 |
| Other domestic debt securities | $5,300,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,300,000 | 613 |
| 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 | $7,084,000 | 4,010 |
| Mortgage-backed securities | $722,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $722,000 | 5,051 |
| Issued or guaranteed by U.S. | $722,000 | 5,032 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,300,000 | 1,746 |
| Available-for-sale securities (fair market value) | $7,875,000 | 5,913 |
| Total debt securities | $13,175,000 | 5,498 |
| Structured notes |
| Amortized cost | $800,000 | 2,146 |
| Fair value | $790,000 | 2,165 |
| 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 | $16,695,000 | 5,035 |
| U.S. Government securities | $5,827,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,827,000 | 6,436 |
| Securities issued by states & political subdivisions | $5,318,000 | 3,025 |
| Other domestic debt securities | $5,550,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,550,000 | 609 |
| 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 | $7,323,000 | 3,965 |
| Mortgage-backed securities | $760,000 | 5,473 |
| Certificates of participation in pools of residential mortgages | $760,000 | 5,016 |
| Issued or guaranteed by U.S. | $760,000 | 4,999 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,550,000 | 1,757 |
| Available-for-sale securities (fair market value) | $11,145,000 | 5,324 |
| Total debt securities | $16,695,000 | 4,991 |
| Structured notes |
| Amortized cost | $800,000 | 2,249 |
| Fair value | $787,000 | 2,267 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $14,472,000 | 5,393 |
| U.S. Government securities | $3,372,000 | 7,366 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,372,000 | 7,230 |
| Securities issued by states & political subdivisions | $5,550,000 | 2,924 |
| Other domestic debt securities | $5,550,000 | 990 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,550,000 | 618 |
| 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 | $8,012,000 | 3,801 |
| Mortgage-backed securities | $801,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $801,000 | 4,980 |
| Issued or guaranteed by U.S. | $801,000 | 4,957 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $5,550,000 | 1,812 |
| Available-for-sale securities (fair market value) | $8,922,000 | 5,759 |
| Total debt securities | $14,472,000 | 5,345 |
| Structured notes |
| Amortized cost | $800,000 | 2,369 |
| Fair value | $785,000 | 2,388 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $14,330,000 | 5,424 |
| U.S. Government securities | $3,373,000 | 7,397 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,373,000 | 7,257 |
| Securities issued by states & political subdivisions | $5,407,000 | 2,950 |
| Other domestic debt securities | $5,550,000 | 975 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,550,000 | 627 |
| 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 | $7,259,000 | 3,977 |
| Mortgage-backed securities | $843,000 | 5,436 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,990 |
| Issued or guaranteed by U.S. | $843,000 | 4,969 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $5,550,000 | 1,835 |
| Available-for-sale securities (fair market value) | $8,780,000 | 5,802 |
| Total debt securities | $14,330,000 | 5,371 |
| Structured notes |
| Amortized cost | $800,000 | 2,439 |
| Fair value | $772,000 | 2,456 |
| 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 | $14,104,000 | 5,510 |
| U.S. Government securities | $3,456,000 | 7,425 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,456,000 | 7,280 |
| Securities issued by states & political subdivisions | $5,098,000 | 3,046 |
| Other domestic debt securities | $5,550,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,550,000 | 654 |
| 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 | $7,392,000 | 3,944 |
| Mortgage-backed securities | $910,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,963 |
| Issued or guaranteed by U.S. | $910,000 | 4,944 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $5,550,000 | 1,848 |
| Available-for-sale securities (fair market value) | $8,554,000 | 5,893 |
| Total debt securities | $14,104,000 | 5,461 |
| Structured notes |
| Amortized cost | $800,000 | 2,427 |
| Fair value | $777,000 | 2,446 |
| 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 | $15,755,000 | 5,248 |
| U.S. Government securities | $5,732,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,732,000 | 6,595 |
| Securities issued by states & political subdivisions | $4,873,000 | 3,122 |
| Other domestic debt securities | $5,150,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,150,000 | 707 |
| 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 | $7,675,000 | 3,856 |
| Mortgage-backed securities | $970,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $970,000 | 4,951 |
| Issued or guaranteed by U.S. | $970,000 | 4,932 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $5,150,000 | 1,945 |
| Available-for-sale securities (fair market value) | $10,605,000 | 5,487 |
| Total debt securities | $15,755,000 | 5,196 |
| Structured notes |
| Amortized cost | $800,000 | 2,417 |
| Fair value | $782,000 | 2,432 |
| 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 | $14,063,000 | 5,526 |
| U.S. Government securities | $3,814,000 | 7,347 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,814,000 | 7,204 |
| Securities issued by states & political subdivisions | $4,849,000 | 3,120 |
| Other domestic debt securities | $5,400,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,400,000 | 701 |
| 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 | $6,447,000 | 4,163 |
| Mortgage-backed securities | $1,036,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,927 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,909 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $5,150,000 | 1,946 |
| Available-for-sale securities (fair market value) | $8,913,000 | 5,837 |
| Total debt securities | $14,062,000 | 5,471 |
| Structured notes |
| Amortized cost | $800,000 | 2,377 |
| Fair value | $788,000 | 2,394 |
| 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 | $13,915,000 | 5,591 |
| U.S. Government securities | $3,955,000 | 7,349 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,955,000 | 7,197 |
| Securities issued by states & political subdivisions | $4,557,000 | 3,189 |
| Other domestic debt securities | $5,403,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,403,000 | 722 |
| 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 | $5,826,000 | 4,324 |
| Mortgage-backed securities | $1,147,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 4,914 |
| Issued or guaranteed by U.S. | $1,147,000 | 4,895 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $5,150,000 | 1,966 |
| Available-for-sale securities (fair market value) | $8,765,000 | 5,906 |
| Total debt securities | $13,916,000 | 5,525 |
| Structured notes |
| Amortized cost | $800,000 | 2,366 |
| Fair value | $795,000 | 2,378 |
| 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 | $12,731,000 | 5,887 |
| U.S. Government securities | $4,474,000 | 7,242 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,474,000 | 7,074 |
| Securities issued by states & political subdivisions | $2,601,000 | 4,007 |
| Other domestic debt securities | $5,656,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,656,000 | 747 |
| 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 | $4,621,000 | 4,743 |
| Mortgage-backed securities | $1,223,000 | 5,445 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,922 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,908 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $5,150,000 | 1,979 |
| Available-for-sale securities (fair market value) | $7,581,000 | 6,208 |
| Total debt securities | $12,731,000 | 5,826 |
| Structured notes |
| Amortized cost | $800,000 | 2,353 |
| Fair value | $781,000 | 2,373 |
| 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 | $12,281,000 | 6,015 |
| U.S. Government securities | $4,612,000 | 7,224 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,612,000 | 7,069 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,536 |
| Other domestic debt securities | $5,916,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,916,000 | 755 |
| 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 | $4,674,000 | 4,713 |
| Mortgage-backed securities | $1,316,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,889 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,875 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $5,150,000 | 2,003 |
| Available-for-sale securities (fair market value) | $7,131,000 | 6,313 |
| Total debt securities | $12,281,000 | 5,941 |
| Structured notes |
| Amortized cost | $800,000 | 2,295 |
| Fair value | $791,000 | 2,312 |
| 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 | $11,891,000 | 6,123 |
| U.S. Government securities | $5,213,000 | 7,063 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,213,000 | 6,905 |
| Securities issued by states & political subdivisions | $752,000 | 5,382 |
| Other domestic debt securities | $5,926,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,926,000 | 779 |
| 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 | $5,573,000 | 4,401 |
| Mortgage-backed securities | $997,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $997,000 | 5,136 |
| Issued or guaranteed by U.S. | $997,000 | 5,124 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $5,150,000 | 2,023 |
| Available-for-sale securities (fair market value) | $6,741,000 | 6,445 |
| Total debt securities | $11,891,000 | 6,055 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,848 |
| Fair value | $1,301,000 | 1,855 |
| 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 | $11,159,000 | 6,327 |
| U.S. Government securities | $4,994,000 | 7,209 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,994,000 | 7,053 |
| Securities issued by states & political subdivisions | $233,000 | 6,180 |
| Other domestic debt securities | $5,932,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,932,000 | 809 |
| 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 | $4,953,000 | 4,608 |
| Mortgage-backed securities | $1,073,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 5,147 |
| Issued or guaranteed by U.S. | $1,073,000 | 5,133 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $5,150,000 | 2,036 |
| Available-for-sale securities (fair market value) | $6,009,000 | 6,688 |
| Total debt securities | $11,160,000 | 6,249 |
| Structured notes |
| Amortized cost | $1,549,000 | 1,688 |
| Fair value | $1,548,000 | 1,683 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $11,047,000 | 6,352 |
| U.S. Government securities | $4,752,000 | 7,244 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,752,000 | 7,087 |
| Securities issued by states & political subdivisions | $347,000 | 5,978 |
| Other domestic debt securities | $5,948,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,948,000 | 869 |
| 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 | $3,244,000 | 5,220 |
| Mortgage-backed securities | $1,247,000 | 5,602 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 5,069 |
| Issued or guaranteed by U.S. | $1,247,000 | 5,054 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $5,150,000 | 2,022 |
| Available-for-sale securities (fair market value) | $5,897,000 | 6,729 |
| Total debt securities | $11,047,000 | 6,269 |
| Structured notes |
| Amortized cost | $1,549,000 | 1,495 |
| Fair value | $1,560,000 | 1,496 |
| 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 | $12,157,000 | 6,181 |
| U.S. Government securities | $5,921,000 | 6,956 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,921,000 | 6,778 |
| Securities issued by states & political subdivisions | $287,000 | 6,155 |
| Other domestic debt securities | $5,949,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,949,000 | 928 |
| 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 | $4,375,000 | 4,716 |
| Mortgage-backed securities | $1,352,000 | 5,540 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 5,007 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,989 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $5,150,000 | 2,051 |
| Available-for-sale securities (fair market value) | $7,007,000 | 6,489 |
| Total debt securities | $12,157,000 | 6,096 |
| Structured notes |
| Amortized cost | $2,549,000 | 1,055 |
| Fair value | $2,566,000 | 1,052 |
| 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 | $11,120,000 | 6,308 |
| U.S. Government securities | $6,272,000 | 6,710 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,272,000 | 6,528 |
| Securities issued by states & political subdivisions | $298,000 | 6,172 |
| Other domestic debt securities | $4,550,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,550,000 | 1,170 |
| 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 | $5,504,000 | 4,251 |
| Mortgage-backed securities | $1,481,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,921 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,900 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,750,000 | 2,323 |
| Available-for-sale securities (fair market value) | $7,370,000 | 6,356 |
| Total debt securities | $11,118,000 | 6,215 |
| Structured notes |
| Amortized cost | $2,249,000 | 965 |
| Fair value | $2,275,000 | 956 |
| 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 | $11,838,000 | 6,085 |
| U.S. Government securities | $6,478,000 | 6,579 |
| U.S. Treasury securities | $499,000 | 1,934 |
| U.S. Government agency obligations | $5,979,000 | 6,557 |
| Securities issued by states & political subdivisions | $555,000 | 5,750 |
| Other domestic debt securities | $4,805,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,805,000 | 1,167 |
| 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 | $4,272,000 | 4,686 |
| Mortgage-backed securities | $1,503,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $1,503,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,955 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,750,000 | 2,343 |
| Available-for-sale securities (fair market value) | $8,088,000 | 6,161 |
| Total debt securities | $11,838,000 | 5,993 |
| Structured notes |
| Amortized cost | $3,119,000 | 593 |
| Fair value | $3,155,000 | 594 |
| 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 | $10,741,000 | 6,351 |
| U.S. Government securities | $5,769,000 | 6,875 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,769,000 | 6,677 |
| Securities issued by states & political subdivisions | $683,000 | 5,550 |
| Other domestic debt securities | $4,289,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,289,000 | 1,261 |
| 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 | $5,953,000 | 4,084 |
| Mortgage-backed securities | $1,893,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,699 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,741,000 | 5,576 |
| Total debt securities | $10,740,000 | 6,257 |
| Structured notes |
| Amortized cost | $3,020,000 | 445 |
| Fair value | $3,056,000 | 452 |
| 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 | $9,751,000 | 6,568 |
| U.S. Government securities | $8,022,000 | 6,154 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,022,000 | 5,961 |
| Securities issued by states & political subdivisions | $688,000 | 5,548 |
| Other domestic debt securities | $1,041,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 2,429 |
| 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 | $7,662,000 | 3,571 |
| Mortgage-backed securities | $2,734,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $2,183,000 | 4,553 |
| Issued or guaranteed by U.S. | $2,183,000 | 4,537 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $551,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $551,000 | 3,378 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,751,000 | 5,777 |
| Total debt securities | $9,754,000 | 6,463 |
| Structured notes |
| Amortized cost | $2,019,000 | 467 |
| Fair value | $2,064,000 | 471 |
| 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 | $5,967,000 | 7,632 |
| U.S. Government securities | $4,256,000 | 7,535 |
| U.S. Treasury securities | $257,000 | 2,821 |
| U.S. Government agency obligations | $3,999,000 | 7,408 |
| Securities issued by states & political subdivisions | $685,000 | 5,657 |
| Other domestic debt securities | $1,026,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 2,469 |
| 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 | $4,955,000 | 4,418 |
| Mortgage-backed securities | $2,051,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,449 |
| Issued or guaranteed by U.S. | $2,051,000 | 4,431 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,967,000 | 6,692 |
| Total debt securities | $5,967,000 | 7,526 |
| 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 | $1,210,000 | 9,471 |
| U.S. Government securities | $1,210,000 | 9,242 |
| U.S. Treasury securities | $250,000 | 3,826 |
| U.S. Government agency obligations | $960,000 | 9,121 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,000 | 7,719 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,210,000 | 8,450 |
| Total debt securities | $1,210,000 | 9,366 |
| 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 |
