| 2023-12-31 | Rank |
| Total securities | $106,183,000 | 1,647 |
| U.S. Government securities | $69,597,000 | 1,513 |
| U.S. Treasury securities | $6,880,000 | 1,635 |
| U.S. Government agency obligations | $62,717,000 | 1,388 |
| Securities issued by states & political subdivisions | $18,089,000 | 1,885 |
| Other domestic debt securities | $18,497,000 | 739 |
| 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 | $18,497,000 | 426 |
| 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 | $30,252,000 | 1,944 |
| Mortgage-backed securities | $18,567,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,600,000 | 2,496 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,534,000 | 1,142 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $4,433,000 | 745 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $106,183,000 | 1,452 |
| Total debt securities | $106,183,000 | 1,631 |
| Structured notes |
| Amortized cost | $5,500,000 | 283 |
| Fair value | $5,293,000 | 259 |
| 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 | $100,972,000 | 1,689 |
| U.S. Government securities | $67,253,000 | 1,541 |
| U.S. Treasury securities | $6,799,000 | 1,692 |
| U.S. Government agency obligations | $60,454,000 | 1,416 |
| Securities issued by states & political subdivisions | $17,527,000 | 1,907 |
| Other domestic debt securities | $16,192,000 | 787 |
| 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 | $16,192,000 | 458 |
| 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 | $23,257,000 | 2,175 |
| Mortgage-backed securities | $17,204,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,598,000 | 2,486 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,502,000 | 1,133 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,104,000 | 817 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $100,972,000 | 1,481 |
| Total debt securities | $100,972,000 | 1,676 |
| Structured notes |
| Amortized cost | $5,500,000 | 291 |
| Fair value | $5,181,000 | 273 |
| 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 | $103,254,000 | 1,696 |
| U.S. Government securities | $69,237,000 | 1,556 |
| U.S. Treasury securities | $6,762,000 | 1,724 |
| U.S. Government agency obligations | $62,475,000 | 1,411 |
| Securities issued by states & political subdivisions | $16,745,000 | 2,013 |
| Other domestic debt securities | $17,272,000 | 757 |
| 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 | $17,272,000 | 439 |
| 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 | $15,395,000 | 2,549 |
| Mortgage-backed securities | $17,211,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,031,000 | 2,480 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,986,000 | 1,170 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,194,000 | 817 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $103,254,000 | 1,494 |
| Total debt securities | $103,254,000 | 1,680 |
| Structured notes |
| Amortized cost | $6,500,000 | 273 |
| Fair value | $6,118,000 | 259 |
| 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 | $111,441,000 | 1,675 |
| U.S. Government securities | $70,843,000 | 1,587 |
| U.S. Treasury securities | $6,807,000 | 1,785 |
| U.S. Government agency obligations | $64,036,000 | 1,404 |
| Securities issued by states & political subdivisions | $20,137,000 | 1,879 |
| Other domestic debt securities | $20,461,000 | 730 |
| 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 | $20,461,000 | 409 |
| 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 | $14,408,000 | 2,521 |
| Mortgage-backed securities | $18,217,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,391,000 | 2,492 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,392,000 | 1,179 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,434,000 | 819 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $111,441,000 | 1,471 |
| Total debt securities | $111,441,000 | 1,662 |
| Structured notes |
| Amortized cost | $7,800,000 | 260 |
| Fair value | $7,500,000 | 246 |
| 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 | $110,519,000 | 1,713 |
| U.S. Government securities | $67,179,000 | 1,653 |
| U.S. Treasury securities | $6,732,000 | 1,837 |
| U.S. Government agency obligations | $60,447,000 | 1,444 |
| Securities issued by states & political subdivisions | $22,007,000 | 1,842 |
| Other domestic debt securities | $20,400,000 | 741 |
| 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 | $20,400,000 | 424 |
| Foreign debt securities | $933,000 | 199 |
| 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 | $15,648,000 | 2,372 |
| Mortgage-backed securities | $15,338,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,585,000 | 2,497 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,706,000 | 1,497 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $4,047,000 | 776 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $110,519,000 | 1,507 |
| Total debt securities | $110,519,000 | 1,699 |
| Structured notes |
| Amortized cost | $14,800,000 | 146 |
| Fair value | $13,965,000 | 142 |
| 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 | $110,437,000 | 1,713 |
| U.S. Government securities | $67,925,000 | 1,668 |
| U.S. Treasury securities | $6,731,000 | 1,858 |
| U.S. Government agency obligations | $61,194,000 | 1,445 |
| Securities issued by states & political subdivisions | $21,129,000 | 1,878 |
| Other domestic debt securities | $20,422,000 | 720 |
| 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 | $20,422,000 | 428 |
| Foreign debt securities | $961,000 | 202 |
| 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 | $16,065,000 | 2,280 |
| Mortgage-backed securities | $16,061,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,802,000 | 2,494 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,941,000 | 1,490 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $4,318,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $110,437,000 | 1,511 |
| Total debt securities | $110,437,000 | 1,697 |
| Structured notes |
| Amortized cost | $14,800,000 | 143 |
| Fair value | $13,944,000 | 137 |
| 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 | $104,528,000 | 1,796 |
| U.S. Government securities | $58,039,000 | 1,852 |
| U.S. Treasury securities | $6,856,000 | 1,820 |
| U.S. Government agency obligations | $51,183,000 | 1,660 |
| Securities issued by states & political subdivisions | $22,708,000 | 1,849 |
| Other domestic debt securities | $22,799,000 | 642 |
| 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 | $22,799,000 | 402 |
| Foreign debt securities | $982,000 | 199 |
| 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 | $15,443,000 | 2,327 |
| Mortgage-backed securities | $12,060,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $7,358,000 | 2,538 |
| Issued or guaranteed by U.S. | $7,358,000 | 2,468 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $101,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,673 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,601,000 | 1,214 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,601,000 | 829 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $104,528,000 | 1,628 |
| Total debt securities | $104,528,000 | 1,785 |
| Structured notes |
| Amortized cost | $14,800,000 | 130 |
| Fair value | $14,259,000 | 127 |
| 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 | $98,495,000 | 1,867 |
| U.S. Government securities | $52,816,000 | 1,936 |
| U.S. Treasury securities | $6,964,000 | 1,616 |
| U.S. Government agency obligations | $45,852,000 | 1,791 |
| Securities issued by states & political subdivisions | $21,279,000 | 1,937 |
| Other domestic debt securities | $23,388,000 | 622 |
| 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 | $23,388,000 | 391 |
| Foreign debt securities | $1,012,000 | 185 |
| 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 | $16,315,000 | 2,219 |
| Mortgage-backed securities | $13,231,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $8,234,000 | 2,456 |
| Issued or guaranteed by U.S. | $8,234,000 | 2,393 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $143,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,639 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,854,000 | 1,180 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,854,000 | 803 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $98,495,000 | 1,712 |
| Total debt securities | $98,495,000 | 1,855 |
| Structured notes |
| Amortized cost | $9,500,000 | 174 |
| Fair value | $9,271,000 | 169 |
| 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 | $93,886,000 | 1,868 |
| U.S. Government securities | $45,642,000 | 1,977 |
| U.S. Treasury securities | $7,207,000 | 1,196 |
| U.S. Government agency obligations | $38,435,000 | 1,956 |
| Securities issued by states & political subdivisions | $22,453,000 | 1,926 |
| Other domestic debt securities | $24,731,000 | 580 |
| 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 | $24,731,000 | 352 |
| Foreign debt securities | $1,060,000 | 177 |
| 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 | $17,308,000 | 2,162 |
| Mortgage-backed securities | $14,490,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $9,185,000 | 2,362 |
| Issued or guaranteed by U.S. | $9,185,000 | 2,295 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $180,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 2,614 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,125,000 | 1,141 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $5,125,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $93,886,000 | 1,739 |
| Total debt securities | $93,886,000 | 1,850 |
| Structured notes |
| Amortized cost | $1,500,000 | 573 |
| Fair value | $1,495,000 | 581 |
| 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 | $79,706,000 | 1,996 |
| U.S. Government securities | $33,191,000 | 2,277 |
| U.S. Treasury securities | $1,026,000 | 1,734 |
| U.S. Government agency obligations | $32,165,000 | 2,132 |
| Securities issued by states & political subdivisions | $21,955,000 | 1,922 |
| Other domestic debt securities | $23,480,000 | 571 |
| 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 | $23,480,000 | 345 |
| Foreign debt securities | $1,080,000 | 165 |
| 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 | $19,550,000 | 2,008 |
| Mortgage-backed securities | $16,475,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $9,955,000 | 2,295 |
| Issued or guaranteed by U.S. | $9,955,000 | 2,239 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $272,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,595 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,248,000 | 1,077 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $6,248,000 | 720 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $79,706,000 | 1,877 |
| Total debt securities | $79,706,000 | 1,982 |
| Structured notes |
| Amortized cost | $1,500,000 | 509 |
| Fair value | $1,507,000 | 508 |
| 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 | $71,067,000 | 2,098 |
| U.S. Government securities | $31,330,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $31,330,000 | 2,100 |
| Securities issued by states & political subdivisions | $22,050,000 | 1,893 |
| Other domestic debt securities | $17,687,000 | 635 |
| 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 | $17,687,000 | 399 |
| 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 | $20,586,000 | 1,937 |
| Mortgage-backed securities | $15,123,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,460 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,389 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $447,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 2,488 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,710,000 | 1,025 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,710,000 | 684 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $71,067,000 | 1,969 |
| Total debt securities | $71,067,000 | 2,082 |
| Structured notes |
| Amortized cost | $2,000,000 | 366 |
| Fair value | $2,009,000 | 372 |
| 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 | $69,566,000 | 2,002 |
| U.S. Government securities | $30,405,000 | 2,174 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $30,405,000 | 2,038 |
| Securities issued by states & political subdivisions | $21,029,000 | 1,882 |
| Other domestic debt securities | $18,132,000 | 598 |
| 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 | $18,132,000 | 370 |
| 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 | $21,244,000 | 1,871 |
| Mortgage-backed securities | $16,146,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $8,456,000 | 2,352 |
| Issued or guaranteed by U.S. | $8,456,000 | 2,280 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $826,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,293 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,864,000 | 985 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $6,864,000 | 646 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $69,566,000 | 1,882 |
| Total debt securities | $69,566,000 | 1,984 |
| Structured notes |
| Amortized cost | $1,000,000 | 361 |
| Fair value | $1,008,000 | 360 |
| 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 | $56,392,000 | 2,150 |
| U.S. Government securities | $17,395,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $17,395,000 | 2,550 |
| Securities issued by states & political subdivisions | $21,946,000 | 1,795 |
| Other domestic debt securities | $17,051,000 | 586 |
| 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 | $17,051,000 | 369 |
| 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 | $20,522,000 | 1,888 |
| Mortgage-backed securities | $9,461,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $2,619,000 | 3,097 |
| Issued or guaranteed by U.S. | $2,619,000 | 3,018 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,415,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,130 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,427,000 | 1,036 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $5,427,000 | 681 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $56,392,000 | 2,017 |
| Total debt securities | $56,393,000 | 2,134 |
| Structured notes |
| Amortized cost | $1,000,000 | 195 |
| Fair value | $1,012,000 | 198 |
| 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 | $53,274,000 | 2,131 |
| U.S. Government securities | $14,082,000 | 2,884 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,082,000 | 2,744 |
| Securities issued by states & political subdivisions | $21,788,000 | 1,699 |
| Other domestic debt securities | $17,404,000 | 557 |
| 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 | $17,404,000 | 353 |
| 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 | $20,607,000 | 1,858 |
| Mortgage-backed securities | $11,132,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,152,000 | 2,887 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,250,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,250,000 | 1,946 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,730,000 | 990 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $5,730,000 | 652 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $53,274,000 | 1,992 |
| Total debt securities | $53,274,000 | 2,111 |
| Structured notes |
| Amortized cost | $1,000,000 | 190 |
| Fair value | $1,015,000 | 194 |
| 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 | $52,382,000 | 2,097 |
| U.S. Government securities | $10,570,000 | 3,197 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,570,000 | 3,049 |
| Securities issued by states & political subdivisions | $22,796,000 | 1,547 |
| Other domestic debt securities | $18,515,000 | 510 |
| 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 | $18,515,000 | 327 |
| Foreign debt securities | $501,000 | 229 |
| 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 | $18,011,000 | 2,008 |
| Mortgage-backed securities | $9,578,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $2,458,000 | 3,128 |
| Issued or guaranteed by U.S. | $2,458,000 | 3,045 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,252,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,252,000 | 1,802 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,868,000 | 1,113 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,868,000 | 719 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $52,382,000 | 1,957 |
| Total debt securities | $52,382,000 | 2,077 |
| Structured notes |
| Amortized cost | $1,000,000 | 210 |
| Fair value | $1,005,000 | 216 |
| 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 | $50,654,000 | 2,090 |
| U.S. Government securities | $13,233,000 | 3,011 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,233,000 | 2,866 |
| Securities issued by states & political subdivisions | $18,806,000 | 1,624 |
| Other domestic debt securities | $18,116,000 | 494 |
| 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 | $18,116,000 | 303 |
| Foreign debt securities | $499,000 | 234 |
| 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 | $6,941,000 | 2,901 |
| Mortgage-backed securities | $11,154,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $2,659,000 | 3,095 |
| Issued or guaranteed by U.S. | $2,659,000 | 3,002 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,521,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $4,521,000 | 1,635 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,974,000 | 1,082 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,974,000 | 698 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $50,654,000 | 1,950 |
| Total debt securities | $50,654,000 | 2,072 |
| Structured notes |
| Amortized cost | $1,500,000 | 247 |
| Fair value | $1,515,000 | 245 |
| 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 | $47,139,000 | 2,193 |
| U.S. Government securities | $12,955,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,955,000 | 2,941 |
| Securities issued by states & political subdivisions | $15,844,000 | 1,785 |
| Other domestic debt securities | $17,838,000 | 474 |
| 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 | $17,838,000 | 293 |
| Foreign debt securities | $502,000 | 206 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,394,000 | 3,010 |
| Mortgage-backed securities | $9,777,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $1,990,000 | 3,228 |
| Issued or guaranteed by U.S. | $1,990,000 | 3,133 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,041,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $4,041,000 | 1,678 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,746,000 | 1,091 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,746,000 | 679 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $47,139,000 | 2,041 |
| Total debt securities | $47,140,000 | 2,173 |
| Structured notes |
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,497,000 | 350 |
| 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 | $41,012,000 | 2,419 |
| U.S. Government securities | $12,524,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,524,000 | 3,021 |
| Securities issued by states & political subdivisions | $13,370,000 | 1,996 |
| Other domestic debt securities | $14,614,000 | 522 |
| 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 | $14,614,000 | 328 |
| Foreign debt securities | $504,000 | 215 |
| 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 | $6,596,000 | 3,046 |
| Mortgage-backed securities | $8,765,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 3,052 |
| Issued or guaranteed by U.S. | $2,699,000 | 2,957 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,641,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,641,000 | 1,945 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,425,000 | 1,114 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,425,000 | 679 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $41,012,000 | 2,241 |
| Total debt securities | $41,012,000 | 2,399 |
| Structured notes |
| Amortized cost | $1,500,000 | 436 |
| Fair value | $1,502,000 | 437 |
| 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 | $38,850,000 | 2,549 |
| U.S. Government securities | $11,742,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,742,000 | 3,158 |
| Securities issued by states & political subdivisions | $15,250,000 | 1,883 |
| Other domestic debt securities | $10,854,000 | 594 |
| 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 | $10,854,000 | 397 |
| Foreign debt securities | $1,004,000 | 178 |
| 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 | $7,185,000 | 3,020 |
| Mortgage-backed securities | $8,409,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $3,289,000 | 2,934 |
| Issued or guaranteed by U.S. | $3,289,000 | 2,854 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,921,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,921,000 | 1,863 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,199,000 | 1,258 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,199,000 | 764 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $38,850,000 | 2,357 |
| Total debt securities | $38,850,000 | 2,528 |
| Structured notes |
| Amortized cost | $1,000,000 | 545 |
| Fair value | $1,000,000 | 554 |
| 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 | $35,120,000 | 2,731 |
| U.S. Government securities | $10,139,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,139,000 | 3,352 |
| Securities issued by states & political subdivisions | $14,127,000 | 2,035 |
| Other domestic debt securities | $9,860,000 | 632 |
| 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 | $9,860,000 | 432 |
| Foreign debt securities | $994,000 | 197 |
| 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 | $10,044,000 | 2,727 |
| Mortgage-backed securities | $6,777,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $2,440,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,440,000 | 3,046 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,121,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,121,000 | 1,830 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,216,000 | 1,404 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,216,000 | 828 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $35,120,000 | 2,533 |
| Total debt securities | $35,120,000 | 2,711 |
| Structured notes |
| Amortized cost | $500,000 | 744 |
| Fair value | $494,000 | 789 |
| 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 | $32,989,000 | 2,856 |
| U.S. Government securities | $9,315,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,315,000 | 3,493 |
| Securities issued by states & political subdivisions | $13,466,000 | 2,139 |
| Other domestic debt securities | $9,216,000 | 637 |
| 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 | $9,216,000 | 441 |
| Foreign debt securities | $992,000 | 197 |
| 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 | $10,186,000 | 2,724 |
| Mortgage-backed securities | $5,433,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $909,000 | 3,649 |
| Issued or guaranteed by U.S. | $909,000 | 3,575 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,298,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,298,000 | 1,801 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,226,000 | 1,374 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,226,000 | 799 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $32,989,000 | 2,642 |
| Total debt securities | $32,989,000 | 2,840 |
| Structured notes |
| Amortized cost | $500,000 | 771 |
| Fair value | $492,000 | 808 |
| 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 | $31,101,000 | 2,962 |
| U.S. Government securities | $9,131,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,131,000 | 3,579 |
| Securities issued by states & political subdivisions | $10,591,000 | 2,442 |
| Other domestic debt securities | $10,391,000 | 566 |
| 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 | $10,391,000 | 404 |
| Foreign debt securities | $988,000 | 194 |
| 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 | $10,541,000 | 2,685 |
| Mortgage-backed securities | $5,712,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $941,000 | 3,681 |
| Issued or guaranteed by U.S. | $941,000 | 3,651 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,540,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $3,540,000 | 1,726 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,231,000 | 1,356 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,231,000 | 792 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $31,101,000 | 2,743 |
| Total debt securities | $31,101,000 | 2,946 |
| Structured notes |
| Amortized cost | $500,000 | 750 |
| Fair value | $489,000 | 781 |
| 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 | $30,172,000 | 3,034 |
| U.S. Government securities | $9,667,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,667,000 | 3,519 |
| Securities issued by states & political subdivisions | $10,160,000 | 2,544 |
| Other domestic debt securities | $9,357,000 | 694 |
| 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 | $9,357,000 | 439 |
| Foreign debt securities | $988,000 | 195 |
| 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 | $9,076,000 | 2,894 |
| Mortgage-backed securities | $6,196,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $1,032,000 | 3,701 |
| Issued or guaranteed by U.S. | $1,032,000 | 3,523 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,923,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $3,923,000 | 1,683 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,241,000 | 1,325 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,241,000 | 777 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $30,172,000 | 2,800 |
| Total debt securities | $30,172,000 | 3,017 |
| Structured notes |
| Amortized cost | $500,000 | 749 |
| Fair value | $489,000 | 785 |
| 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 | $27,208,000 | 3,214 |
| U.S. Government securities | $9,713,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,713,000 | 3,587 |
| Securities issued by states & political subdivisions | $10,178,000 | 2,587 |
| Other domestic debt securities | $6,328,000 | 731 |
| 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 | $6,328,000 | 551 |
| Foreign debt securities | $989,000 | 192 |
| 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 | $8,463,000 | 3,014 |
| Mortgage-backed securities | $6,675,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 3,734 |
| Issued or guaranteed by U.S. | $1,087,000 | 3,727 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,346,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,346,000 | 1,593 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,242,000 | 1,168 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,242,000 | 762 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $27,208,000 | 2,963 |
| Total debt securities | $27,200,000 | 3,194 |
| Structured notes |
| Amortized cost | $500,000 | 718 |
| Fair value | $490,000 | 750 |
| 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 | $23,998,000 | 3,461 |
| U.S. Government securities | $8,680,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,680,000 | 3,741 |
| Securities issued by states & political subdivisions | $9,867,000 | 2,688 |
| Other domestic debt securities | $4,459,000 | 871 |
| 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 | $4,459,000 | 667 |
| Foreign debt securities | $992,000 | 195 |
| 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 | $8,484,000 | 3,047 |
| Mortgage-backed securities | $6,707,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 3,742 |
| Issued or guaranteed by U.S. | $1,187,000 | 3,736 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,773,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $4,773,000 | 1,535 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $747,000 | 1,298 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $747,000 | 854 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,998,000 | 3,187 |
| Total debt securities | $23,998,000 | 3,438 |
| Structured notes |
| Amortized cost | $500,000 | 725 |
| Fair value | $493,000 | 761 |
| 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 | $22,080,000 | 3,634 |
| U.S. Government securities | $7,593,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,593,000 | 3,932 |
| Securities issued by states & political subdivisions | $8,428,000 | 2,901 |
| Other domestic debt securities | $5,060,000 | 832 |
| 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 | $5,060,000 | 635 |
| Foreign debt securities | $999,000 | 199 |
| 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 | $8,711,000 | 3,067 |
| Mortgage-backed securities | $6,108,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 3,777 |
| Issued or guaranteed by U.S. | $1,244,000 | 3,772 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,118,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,630 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $746,000 | 1,286 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $746,000 | 843 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,080,000 | 3,342 |
| Total debt securities | $22,080,000 | 3,609 |
| Structured notes |
| Amortized cost | $1,000,000 | 587 |
| Fair value | $999,000 | 599 |
| 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 | $20,193,000 | 3,798 |
| U.S. Government securities | $8,543,000 | 4,002 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,543,000 | 3,859 |
| Securities issued by states & political subdivisions | $5,552,000 | 3,359 |
| Other domestic debt securities | $5,069,000 | 847 |
| 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 | $5,069,000 | 645 |
| Foreign debt securities | $1,029,000 | 184 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,754,000 | 3,221 |
| Mortgage-backed securities | $7,555,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 3,798 |
| Issued or guaranteed by U.S. | $1,301,000 | 3,792 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,624,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,624,000 | 1,591 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,630,000 | 1,046 |
| Commercial mortgage pass-through securities | $882,000 | 861 |
| Other commercial mortgage-backed securities | $748,000 | 806 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,193,000 | 3,502 |
| Total debt securities | $20,193,000 | 3,774 |
| Structured notes |
| Amortized cost | $500,000 | 804 |
| Fair value | $499,000 | 826 |
| 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 | $19,883,000 | 3,872 |
| U.S. Government securities | $9,900,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,900,000 | 3,708 |
| Securities issued by states & political subdivisions | $4,380,000 | 3,604 |
| Other domestic debt securities | $4,573,000 | 910 |
| 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 | $4,573,000 | 701 |
| Foreign debt securities | $1,030,000 | 186 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,941,000 | 3,236 |
| Mortgage-backed securities | $7,927,000 | 2,996 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 3,851 |
| Issued or guaranteed by U.S. | $1,343,000 | 3,847 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,947,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,947,000 | 1,549 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,637,000 | 1,018 |
| Commercial mortgage pass-through securities | $890,000 | 824 |
| Other commercial mortgage-backed securities | $747,000 | 794 |
| Held to maturity securities (book value) | $500,000 | 1,862 |
| Available-for-sale securities (fair market value) | $19,383,000 | 3,596 |
| Total debt securities | $19,884,000 | 3,844 |
| Structured notes |
| Amortized cost | $1,000,000 | 638 |
| Fair value | $998,000 | 664 |
| 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 | $18,108,000 | 3,993 |
| U.S. Government securities | $9,611,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,611,000 | 3,745 |
| Securities issued by states & political subdivisions | $2,930,000 | 3,924 |
| Other domestic debt securities | $4,538,000 | 912 |
| 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 | $4,538,000 | 685 |
| Foreign debt securities | $1,029,000 | 184 |
| 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 | $6,599,000 | 3,430 |
| Mortgage-backed securities | $8,131,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $723,000 | 4,101 |
| Issued or guaranteed by U.S. | $723,000 | 4,095 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,770,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $5,770,000 | 1,416 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,638,000 | 985 |
| Commercial mortgage pass-through securities | $899,000 | 799 |
| Other commercial mortgage-backed securities | $739,000 | 771 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,108,000 | 3,681 |
| Total debt securities | $18,108,000 | 3,962 |
| Structured notes |
| Amortized cost | $1,000,000 | 635 |
| Fair value | $999,000 | 646 |
| 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 | $16,030,000 | 4,161 |
| U.S. Government securities | $9,073,000 | 3,979 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,073,000 | 3,853 |
| Securities issued by states & political subdivisions | $1,367,000 | 4,362 |
| Other domestic debt securities | $4,560,000 | 921 |
| 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 | $4,560,000 | 697 |
| Foreign debt securities | $1,030,000 | 185 |
| 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 | $6,704,000 | 3,456 |
| Mortgage-backed securities | $8,072,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $250,000 | 4,387 |
| Issued or guaranteed by U.S. | $250,000 | 4,384 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,171,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $6,171,000 | 1,381 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,651,000 | 931 |
| Commercial mortgage pass-through securities | $908,000 | 734 |
| Other commercial mortgage-backed securities | $743,000 | 744 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,030,000 | 3,847 |
| Total debt securities | $16,030,000 | 4,134 |
| Structured notes |
| Amortized cost | $500,000 | 832 |
| Fair value | $500,000 | 845 |
| 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 | $14,393,000 | 4,370 |
| U.S. Government securities | $8,899,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,899,000 | 3,973 |
| Securities issued by states & political subdivisions | $786,000 | 4,609 |
| Other domestic debt securities | $3,677,000 | 1,027 |
| 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 | $3,677,000 | 780 |
| Foreign debt securities | $1,031,000 | 183 |
| 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 | $4,623,000 | 3,913 |
| Mortgage-backed securities | $7,899,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $844,000 | 4,148 |
| Issued or guaranteed by U.S. | $844,000 | 4,143 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,136,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $6,136,000 | 1,407 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $919,000 | 1,048 |
| Commercial mortgage pass-through securities | $919,000 | 692 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $14,393,000 | 4,039 |
| Total debt securities | $14,393,000 | 4,349 |
| Structured notes |
| Amortized cost | $500,000 | 968 |
| Fair value | $500,000 | 993 |
| 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 | $14,521,000 | 4,410 |
| U.S. Government securities | $9,067,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,067,000 | 4,059 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,425,000 | 946 |
| 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 | $4,425,000 | 704 |
| Foreign debt securities | $1,029,000 | 184 |
| 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 | $6,589,000 | 3,590 |
| Mortgage-backed securities | $8,066,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $954,000 | 4,134 |
| Issued or guaranteed by U.S. | $954,000 | 4,130 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,186,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $6,186,000 | 1,428 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $926,000 | 1,018 |
| Commercial mortgage pass-through securities | $926,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,521,000 | 4,066 |
| Total debt securities | $14,519,000 | 4,392 |
| Structured notes |
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| 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 | $20,195,000 | 4,016 |
| U.S. Government securities | $14,485,000 | 3,587 |
| U.S. Treasury securities | $1,004,000 | 1,036 |
| U.S. Government agency obligations | $13,481,000 | 3,552 |
| Securities issued by states & political subdivisions | $500,000 | 4,818 |
| Other domestic debt securities | $4,182,000 | 942 |
| 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 | $4,182,000 | 709 |
| Foreign debt securities | $1,028,000 | 174 |
| 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 | $8,727,000 | 3,283 |
| Mortgage-backed securities | $10,489,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $1,074,000 | 4,105 |
| Issued or guaranteed by U.S. | $1,074,000 | 4,102 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,482,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $8,482,000 | 1,235 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $933,000 | 970 |
| Commercial mortgage pass-through securities | $933,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,195,000 | 3,678 |
| Total debt securities | $20,195,000 | 3,992 |
| Structured notes |
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,000,000 | 1,022 |
| 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 | $22,907,000 | 3,880 |
| U.S. Government securities | $17,141,000 | 3,396 |
| U.S. Treasury securities | $511,000 | 1,127 |
| U.S. Government agency obligations | $16,630,000 | 3,347 |
| Securities issued by states & political subdivisions | $504,000 | 4,860 |
| Other domestic debt securities | $4,233,000 | 947 |
| 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 | $4,233,000 | 706 |
| Foreign debt securities | $1,029,000 | 178 |
| 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 | $10,580,000 | 3,062 |
| Mortgage-backed securities | $12,621,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $1,171,000 | 4,124 |
| Issued or guaranteed by U.S. | $1,171,000 | 4,118 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,504,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $10,504,000 | 1,098 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $946,000 | 929 |
| Commercial mortgage pass-through securities | $946,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,907,000 | 3,542 |
| Total debt securities | $22,907,000 | 3,853 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,000 |
| Fair value | $1,503,000 | 1,002 |
| 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 | $21,475,000 | 4,081 |
| U.S. Government securities | $16,194,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,194,000 | 3,461 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $4,249,000 | 955 |
| 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 | $4,249,000 | 715 |
| Foreign debt securities | $1,032,000 | 180 |
| 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 | $8,281,000 | 3,399 |
| Mortgage-backed securities | $11,697,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 4,177 |
| Issued or guaranteed by U.S. | $1,260,000 | 4,173 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,486,000 | 1,290 |
| CMOs issued by government agencies or sponsored agencies | $9,486,000 | 1,226 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $951,000 | 885 |
| Commercial mortgage pass-through securities | $951,000 | 578 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,475,000 | 3,730 |
| Total debt securities | $21,475,000 | 4,058 |
| Structured notes |
| Amortized cost | $3,000,000 | 763 |
| Fair value | $2,999,000 | 770 |
| 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 | $19,793,000 | 4,239 |
| U.S. Government securities | $14,561,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,561,000 | 3,705 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $4,201,000 | 958 |
| 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 | $4,201,000 | 709 |
| Foreign debt securities | $1,031,000 | 191 |
| 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 | $8,192,000 | 3,478 |
| Mortgage-backed securities | $11,557,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $1,369,000 | 4,205 |
| Issued or guaranteed by U.S. | $1,369,000 | 4,198 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,225,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $9,225,000 | 1,286 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $963,000 | 865 |
| Commercial mortgage pass-through securities | $963,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $19,793,000 | 3,880 |
| Total debt securities | $19,794,000 | 4,210 |
| Structured notes |
| Amortized cost | $2,000,000 | 987 |
| Fair value | $2,002,000 | 1,012 |
| 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 | $20,620,000 | 4,239 |
| U.S. Government securities | $15,368,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,368,000 | 3,666 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $4,224,000 | 960 |
| 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 | $4,224,000 | 720 |
| Foreign debt securities | $1,028,000 | 176 |
| 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 | $8,086,000 | 3,515 |
| Mortgage-backed securities | $11,368,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 4,252 |
| Issued or guaranteed by U.S. | $1,451,000 | 4,244 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,917,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $9,917,000 | 1,268 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,620,000 | 3,883 |
| Total debt securities | $20,620,000 | 4,219 |
| Structured notes |
| Amortized cost | $500,000 | 1,752 |
| Fair value | $499,000 | 1,784 |
| 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 | $22,361,000 | 4,196 |
| U.S. Government securities | $17,586,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,586,000 | 3,528 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,745,000 | 1,049 |
| 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 | $3,745,000 | 780 |
| Foreign debt securities | $1,030,000 | 173 |
| 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 | $8,341,000 | 3,503 |
| Mortgage-backed securities | $12,589,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,319 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,082,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $11,082,000 | 1,205 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,361,000 | 3,840 |
| Total debt securities | $22,361,000 | 4,172 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $2,001,000 | 1,144 |
| 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 | $22,767,000 | 4,206 |
| U.S. Government securities | $18,516,000 | 3,602 |
| U.S. Treasury securities | $991,000 | 1,028 |
| U.S. Government agency obligations | $17,525,000 | 3,598 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $3,723,000 | 1,085 |
| 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 | $3,723,000 | 805 |
| Foreign debt securities | $528,000 | 220 |
| 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 | $8,316,000 | 3,536 |
| Mortgage-backed securities | $12,528,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $513,000 | 4,766 |
| Issued or guaranteed by U.S. | $513,000 | 4,764 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,015,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $12,015,000 | 1,174 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $22,767,000 | 3,847 |
| Total debt securities | $22,767,000 | 4,186 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $2,002,000 | 1,193 |
| 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 | $23,163,000 | 4,204 |
| U.S. Government securities | $19,203,000 | 3,567 |
| U.S. Treasury securities | $969,000 | 930 |
| U.S. Government agency obligations | $18,234,000 | 3,565 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,435,000 | 1,169 |
| 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 | $3,435,000 | 874 |
| Foreign debt securities | $525,000 | 220 |
| 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 | $7,296,000 | 3,764 |
| Mortgage-backed securities | $12,247,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $536,000 | 4,797 |
| Issued or guaranteed by U.S. | $536,000 | 4,793 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,711,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $11,711,000 | 1,191 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,163,000 | 3,833 |
| Total debt securities | $23,162,000 | 4,176 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,044 |
| Fair value | $2,995,000 | 998 |
| 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 | $22,102,000 | 4,281 |
| U.S. Government securities | $18,669,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,669,000 | 3,518 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $3,433,000 | 1,201 |
| 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 | $3,433,000 | 895 |
| 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 | $1,111,000 | 5,356 |
| Mortgage-backed securities | $11,382,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,814 |
| Issued or guaranteed by U.S. | $568,000 | 4,810 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,814,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $10,814,000 | 1,242 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,102,000 | 3,919 |
| Total debt securities | $22,102,000 | 4,254 |
| Structured notes |
| Amortized cost | $3,497,000 | 921 |
| Fair value | $3,445,000 | 908 |
| 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 | $16,021,000 | 4,899 |
| U.S. Government securities | $13,578,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,578,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,443,000 | 1,425 |
| 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 | $2,443,000 | 1,090 |
| 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 | $1,173,000 | 5,394 |
| Mortgage-backed securities | $8,230,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $606,000 | 4,832 |
| Issued or guaranteed by U.S. | $606,000 | 4,827 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,624,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $7,624,000 | 1,485 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,021,000 | 4,500 |
| Total debt securities | $16,021,000 | 4,862 |
| Structured notes |
| Amortized cost | $3,000,000 | 972 |
| Fair value | $2,980,000 | 967 |
| 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 | $6,473,000 | 5,891 |
| U.S. Government securities | $4,469,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,469,000 | 5,482 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,004,000 | 1,590 |
| 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 | $2,004,000 | 1,222 |
| 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 | $1,239,000 | 5,385 |
| Mortgage-backed securities | $2,479,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $648,000 | 4,792 |
| Issued or guaranteed by U.S. | $648,000 | 4,788 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,831,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 2,505 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,473,000 | 5,520 |
| Total debt securities | $6,473,000 | 5,862 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,490,000 | 1,364 |
| 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 | $4,942,000 | 6,135 |
| U.S. Government securities | $3,854,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,854,000 | 5,659 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,088,000 | 1,916 |
| 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 | $1,088,000 | 1,460 |
| 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 | $2,023,000 | 5,174 |
| Mortgage-backed securities | $1,854,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,185 |
| Issued or guaranteed by U.S. | $146,000 | 5,181 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,708,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,597 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,942,000 | 5,763 |
| Total debt securities | $4,942,000 | 6,110 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $3,905,000 | 6,311 |
| U.S. Government securities | $2,902,000 | 5,972 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,902,000 | 5,866 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $502,000 | 2,308 |
| 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 | $502,000 | 1,766 |
| Foreign debt securities | $501,000 | 228 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,514,000 | 5,370 |
| Mortgage-backed securities | $1,401,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,214 |
| Issued or guaranteed by U.S. | $156,000 | 5,211 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,245,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,819 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,905,000 | 5,916 |
| Total debt securities | $3,905,000 | 6,283 |
| Structured notes |
| Amortized cost | $1,501,000 | 1,436 |
| Fair value | $1,501,000 | 1,468 |
| 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 | $4,790,000 | 6,294 |
| U.S. Government securities | $3,779,000 | 5,906 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,779,000 | 5,812 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $508,000 | 2,370 |
| 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 | $508,000 | 1,823 |
| Foreign debt securities | $503,000 | 226 |
| 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 | $1,681,000 | 5,391 |
| Mortgage-backed securities | $1,702,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,312 |
| Issued or guaranteed by U.S. | $165,000 | 5,305 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,537,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,795 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,790,000 | 5,889 |
| Total debt securities | $4,786,000 | 6,266 |
| Structured notes |
| Amortized cost | $2,078,000 | 1,289 |
| Fair value | $2,077,000 | 1,292 |
| 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 | $6,358,000 | 6,157 |
| U.S. Government securities | $4,342,000 | 5,900 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,342,000 | 5,803 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,512,000 | 1,795 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,512,000 | 1,349 |
| Foreign debt securities | $504,000 | 212 |
| 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 | $1,851,000 | 5,383 |
| Mortgage-backed securities | $2,252,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,333 |
| Issued or guaranteed by U.S. | $180,000 | 5,324 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,072,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 2,619 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,358,000 | 5,743 |
| Total debt securities | $6,358,000 | 6,129 |
| Structured notes |
| Amortized cost | $2,087,000 | 1,456 |
| Fair value | $2,090,000 | 1,459 |
| 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 | $5,026,000 | 6,382 |
| U.S. Government securities | $3,507,000 | 6,150 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,507,000 | 6,047 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,519,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,519,000 | 1,330 |
| 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 | $2,065,000 | 5,324 |
| Mortgage-backed securities | $2,655,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,344 |
| Issued or guaranteed by U.S. | $192,000 | 5,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,463,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $2,463,000 | 2,543 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,026,000 | 5,964 |
| Total debt securities | $5,026,000 | 6,351 |
| Structured notes |
| Amortized cost | $597,000 | 2,634 |
| Fair value | $601,000 | 2,628 |
| 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 | $5,936,000 | 6,269 |
| U.S. Government securities | $4,412,000 | 5,972 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,412,000 | 5,877 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,524,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,524,000 | 1,235 |
| 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 | $2,199,000 | 5,032 |
| Mortgage-backed securities | $3,046,000 | 4,641 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,316 |
| Issued or guaranteed by U.S. | $204,000 | 5,303 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,842,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 2,350 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,936,000 | 5,828 |
| Total debt securities | $5,936,000 | 6,239 |
| Structured notes |
| Amortized cost | $1,107,000 | 2,087 |
| Fair value | $1,113,000 | 2,086 |
| 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 | $5,221,000 | 6,417 |
| U.S. Government securities | $3,988,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,988,000 | 5,999 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,233,000 | 1,863 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $203,000 | 206 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,030,000 | 1,392 |
| 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 | $2,120,000 | 5,084 |
| Mortgage-backed securities | $2,606,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $218,000 | 5,300 |
| Issued or guaranteed by U.S. | $218,000 | 5,285 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,388,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 2,439 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $5,221,000 | 5,961 |
| Total debt securities | $5,221,000 | 6,384 |
| Structured notes |
| Amortized cost | $1,117,000 | 2,168 |
| Fair value | $1,125,000 | 2,167 |
| 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 | $6,219,000 | 6,343 |
| U.S. Government securities | $4,713,000 | 6,086 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,713,000 | 5,963 |
| Securities issued by states & political subdivisions | $778,000 | 5,054 |
| Other domestic debt securities | $728,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $220,000 | 197 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $508,000 | 1,600 |
| 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 | $1,405,000 | 5,370 |
| Mortgage-backed securities | $2,677,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,308 |
| Issued or guaranteed by U.S. | $234,000 | 5,293 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,443,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 2,372 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,219,000 | 5,887 |
| Total debt securities | $6,220,000 | 6,312 |
| Structured notes |
| Amortized cost | $1,770,000 | 2,110 |
| Fair value | $1,776,000 | 2,111 |
| 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 | $6,582,000 | 6,320 |
| U.S. Government securities | $5,083,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,083,000 | 5,887 |
| Securities issued by states & political subdivisions | $750,000 | 5,076 |
| Other domestic debt securities | $749,000 | 2,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $239,000 | 195 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $510,000 | 1,640 |
| 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 | $2,326,000 | 5,068 |
| Mortgage-backed securities | $2,590,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $247,000 | 5,276 |
| Issued or guaranteed by U.S. | $247,000 | 5,265 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,343,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $2,343,000 | 2,334 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,582,000 | 5,849 |
| Total debt securities | $6,581,000 | 6,287 |
| Structured notes |
| Amortized cost | $1,979,000 | 2,115 |
| Fair value | $1,983,000 | 2,064 |
| 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 | $3,903,000 | 6,731 |
| U.S. Government securities | $3,145,000 | 6,349 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,145,000 | 6,225 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $758,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $248,000 | 180 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $510,000 | 1,644 |
| 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 | $1,354,000 | 5,475 |
| Mortgage-backed securities | $1,734,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $263,000 | 5,233 |
| Issued or guaranteed by U.S. | $263,000 | 5,220 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,471,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,546 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,903,000 | 6,232 |
| Total debt securities | $3,897,000 | 6,699 |
| Structured notes |
| Amortized cost | $893,000 | 2,561 |
| Fair value | $898,000 | 2,554 |
| 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 | $2,648,000 | 6,997 |
| U.S. Government securities | $2,135,000 | 6,663 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,135,000 | 6,539 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $513,000 | 2,525 |
| 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 | $513,000 | 1,665 |
| 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 | $1,445,000 | 5,520 |
| Mortgage-backed securities | $1,199,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,241 |
| Issued or guaranteed by U.S. | $278,000 | 5,230 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $921,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,744 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $2,648,000 | 6,475 |
| Total debt securities | $2,648,000 | 6,962 |
| Structured notes |
| Amortized cost | $660,000 | 2,724 |
| Fair value | $669,000 | 2,722 |
| 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 | $3,372,000 | 6,965 |
| U.S. Government securities | $2,860,000 | 6,608 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,860,000 | 6,489 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $512,000 | 2,531 |
| 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 | $512,000 | 1,630 |
| 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 | $1,261,000 | 5,645 |
| Mortgage-backed securities | $926,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,285 |
| Issued or guaranteed by U.S. | $296,000 | 5,274 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $630,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,797 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,372,000 | 6,435 |
| Total debt securities | $3,373,000 | 6,925 |
| Structured notes |
| Amortized cost | $1,922,000 | 2,131 |
| Fair value | $1,934,000 | 2,129 |
| 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 | $7,275,000 | 6,290 |
| U.S. Government securities | $6,592,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,592,000 | 5,615 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $683,000 | 2,449 |
| Privately issued residential mortgage-backed securities | $175,000 | 1,378 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $508,000 | 1,652 |
| 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 | $3,241,000 | 4,936 |
| Mortgage-backed securities | $4,779,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $953,000 | 4,913 |
| Issued or guaranteed by U.S. | $953,000 | 4,904 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,826,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $3,651,000 | 1,813 |
| Privately issued | $175,000 | 1,322 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,275,000 | 5,782 |
| Total debt securities | $7,275,000 | 6,244 |
| Structured notes |
| Amortized cost | $1,985,000 | 1,907 |
| Fair value | $1,988,000 | 1,872 |
| 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 | $7,747,000 | 6,190 |
| U.S. Government securities | $6,800,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,800,000 | 5,551 |
| Securities issued by states & political subdivisions | $255,000 | 5,547 |
| Other domestic debt securities | $692,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,413 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $505,000 | 1,705 |
| 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 | $3,824,000 | 4,767 |
| Mortgage-backed securities | $4,833,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,971 |
| Issued or guaranteed by U.S. | $985,000 | 4,962 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,848,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $3,661,000 | 1,787 |
| Privately issued | $187,000 | 1,347 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,747,000 | 5,702 |
| Total debt securities | $7,748,000 | 6,148 |
| Structured notes |
| Amortized cost | $2,152,000 | 1,454 |
| Fair value | $2,154,000 | 1,451 |
| 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 | $7,486,000 | 6,280 |
| U.S. Government securities | $7,041,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,041,000 | 5,538 |
| Securities issued by states & political subdivisions | $258,000 | 5,571 |
| Other domestic debt securities | $187,000 | 3,093 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,466 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,515,000 | 4,894 |
| Mortgage-backed securities | $5,305,000 | 4,168 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,189 |
| Issued or guaranteed by U.S. | $783,000 | 5,174 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,522,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $4,335,000 | 1,643 |
| Privately issued | $187,000 | 1,398 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,486,000 | 5,771 |
| Total debt securities | $7,486,000 | 6,240 |
| Structured notes |
| Amortized cost | $1,912,000 | 1,227 |
| Fair value | $1,923,000 | 1,221 |
| 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 | $7,434,000 | 6,295 |
| U.S. Government securities | $6,738,000 | 5,703 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,738,000 | 5,620 |
| Securities issued by states & political subdivisions | $255,000 | 5,610 |
| Other domestic debt securities | $441,000 | 2,905 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,482 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $254,000 | 2,095 |
| 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 | $3,796,000 | 4,819 |
| Mortgage-backed securities | $5,801,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $813,000 | 5,226 |
| Issued or guaranteed by U.S. | $813,000 | 5,207 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,988,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $4,801,000 | 1,553 |
| Privately issued | $187,000 | 1,413 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,434,000 | 5,798 |
| Total debt securities | $7,434,000 | 6,251 |
| Structured notes |
| Amortized cost | $1,131,000 | 1,078 |
| Fair value | $1,124,000 | 1,077 |
| 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 | $8,512,000 | 6,174 |
| U.S. Government securities | $7,304,000 | 5,693 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,304,000 | 5,607 |
| Securities issued by states & political subdivisions | $516,000 | 5,253 |
| Other domestic debt securities | $692,000 | 2,574 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,912 |
| 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 | $4,782,000 | 4,545 |
| Mortgage-backed securities | $7,017,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 5,049 |
| Issued or guaranteed by U.S. | $1,251,000 | 5,031 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,766,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $5,574,000 | 1,440 |
| Privately issued | $192,000 | 1,438 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,512,000 | 5,648 |
| Total debt securities | $8,513,000 | 6,122 |
| Structured notes |
| Amortized cost | $255,000 | 1,565 |
| Fair value | $254,000 | 1,566 |
| 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 | $7,656,000 | 6,373 |
| U.S. Government securities | $6,639,000 | 5,944 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,639,000 | 5,863 |
| Securities issued by states & political subdivisions | $512,000 | 5,213 |
| Other domestic debt securities | $505,000 | 2,654 |
| 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 | $505,000 | 1,856 |
| 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 | $7,199,000 | 3,960 |
| Mortgage-backed securities | $5,737,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,677 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,663 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,589,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $3,589,000 | 1,726 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,656,000 | 5,833 |
| Total debt securities | $7,655,000 | 6,334 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $6,610,000 | 6,573 |
| U.S. Government securities | $6,353,000 | 6,006 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,353,000 | 5,918 |
| Securities issued by states & political subdivisions | $257,000 | 5,518 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,597,000 | 4,360 |
| Mortgage-backed securities | $5,474,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $2,167,000 | 4,624 |
| Issued or guaranteed by U.S. | $2,167,000 | 4,610 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,307,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,307,000 | 1,702 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $6,610,000 | 5,991 |
| Total debt securities | $6,610,000 | 6,531 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $7,730,000 | 6,383 |
| U.S. Government securities | $7,730,000 | 5,664 |
| U.S. Treasury securities | $995,000 | 690 |
| U.S. Government agency obligations | $6,735,000 | 5,863 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,844,000 | 4,283 |
| Mortgage-backed securities | $5,515,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $2,239,000 | 4,598 |
| Issued or guaranteed by U.S. | $2,239,000 | 4,579 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,276,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $3,276,000 | 1,710 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,730,000 | 5,823 |
| Total debt securities | $7,730,000 | 6,322 |
| Structured notes |
| Amortized cost | $338,000 | 1,572 |
| Fair value | $331,000 | 1,575 |
| 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 | $7,605,000 | 6,427 |
| U.S. Government securities | $7,517,000 | 5,743 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,517,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $88,000 | 3,039 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,333,000 | 4,373 |
| Mortgage-backed securities | $6,319,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,395 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,378 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,828,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $3,740,000 | 1,600 |
| Privately issued | $88,000 | 1,351 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $7,605,000 | 5,870 |
| Total debt securities | $7,606,000 | 6,360 |
| Structured notes |
| Amortized cost | $351,000 | 1,711 |
| Fair value | $378,000 | 1,706 |
| 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 | $7,349,000 | 6,572 |
| U.S. Government securities | $7,164,000 | 5,965 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,164,000 | 5,855 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $185,000 | 2,761 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,416,000 | 4,689 |
| Mortgage-backed securities | $6,191,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $2,590,000 | 4,080 |
| Issued or guaranteed by U.S. | $2,590,000 | 4,064 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,601,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,416,000 | 1,578 |
| Privately issued | $185,000 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,349,000 | 5,958 |
| Total debt securities | $7,350,000 | 6,511 |
| Structured notes |
| Amortized cost | $358,000 | 2,200 |
| Fair value | $356,000 | 2,202 |
| 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 | $5,183,000 | 7,106 |
| U.S. Government securities | $4,924,000 | 6,726 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,924,000 | 6,606 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $259,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,681,000 | 4,639 |
| Mortgage-backed securities | $3,636,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 4,624 |
| Issued or guaranteed by U.S. | $1,254,000 | 4,611 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,382,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,123,000 | 1,849 |
| Privately issued | $259,000 | 1,154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,183,000 | 6,453 |
| Total debt securities | $5,183,000 | 7,052 |
| Structured notes |
| Amortized cost | $250,000 | 2,510 |
| Fair value | $250,000 | 2,513 |
| 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 | $6,069,000 | 6,948 |
| U.S. Government securities | $5,713,000 | 6,507 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,713,000 | 6,385 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $356,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $356,000 | 1,131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,391,000 | 4,769 |
| Mortgage-backed securities | $4,036,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,499 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,622,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,266,000 | 1,798 |
| Privately issued | $356,000 | 1,068 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,069,000 | 6,292 |
| Total debt securities | $6,069,000 | 6,898 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $997,000 | 1,807 |
| 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 | $6,515,000 | 6,885 |
| U.S. Government securities | $6,060,000 | 6,443 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,060,000 | 6,324 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $455,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $455,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,287,000 | 4,484 |
| Mortgage-backed securities | $4,070,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,447 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,430 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,535,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $2,080,000 | 1,827 |
| Privately issued | $455,000 | 988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,515,000 | 6,210 |
| Total debt securities | $6,515,000 | 6,839 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $995,000 | 1,923 |
| 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 | $7,375,000 | 6,717 |
| U.S. Government securities | $6,879,000 | 6,256 |
| U.S. Treasury securities | $498,000 | 1,210 |
| U.S. Government agency obligations | $6,381,000 | 6,283 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $496,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $496,000 | 1,009 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,165,000 | 4,234 |
| Mortgage-backed securities | $3,737,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 4,381 |
| Issued or guaranteed by U.S. | $1,624,000 | 4,366 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,113,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $1,617,000 | 1,960 |
| Privately issued | $496,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,375,000 | 6,049 |
| Total debt securities | $7,375,000 | 6,659 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,832 |
| Fair value | $1,292,000 | 1,831 |
| 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 | $7,785,000 | 6,701 |
| U.S. Government securities | $7,290,000 | 6,185 |
| U.S. Treasury securities | $494,000 | 1,312 |
| U.S. Government agency obligations | $6,796,000 | 6,200 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $495,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $495,000 | 990 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,651,000 | 4,131 |
| Mortgage-backed securities | $3,961,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,332 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,309 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,215,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $1,720,000 | 1,905 |
| Privately issued | $495,000 | 922 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $7,785,000 | 6,006 |
| Total debt securities | $7,786,000 | 6,640 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,937 |
| Fair value | $1,290,000 | 1,935 |
| 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 | $8,082,000 | 6,652 |
| U.S. Government securities | $7,590,000 | 6,113 |
| U.S. Treasury securities | $988,000 | 1,101 |
| U.S. Government agency obligations | $6,602,000 | 6,266 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $492,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $492,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,597,000 | 3,902 |
| Mortgage-backed securities | $2,589,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $1,252,000 | 4,652 |
| Issued or guaranteed by U.S. | $1,252,000 | 4,628 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,337,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $845,000 | 2,315 |
| Privately issued | $492,000 | 913 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,082,000 | 5,950 |
| Total debt securities | $8,084,000 | 6,593 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,991 |
| Fair value | $1,281,000 | 1,989 |
| 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 | $9,123,000 | 6,496 |
| U.S. Government securities | $8,620,000 | 5,930 |
| U.S. Treasury securities | $984,000 | 1,215 |
| U.S. Government agency obligations | $7,636,000 | 6,016 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $503,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $503,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,864,000 | 4,060 |
| Mortgage-backed securities | $2,296,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,567 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $905,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 2,636 |
| Privately issued | $503,000 | 899 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,123,000 | 5,782 |
| Total debt securities | $9,123,000 | 6,434 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,988 |
| Fair value | $1,284,000 | 1,985 |
| 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 | $9,371,000 | 6,481 |
| U.S. Government securities | $8,865,000 | 5,866 |
| U.S. Treasury securities | $981,000 | 1,247 |
| U.S. Government agency obligations | $7,884,000 | 5,961 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $506,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $506,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,599,000 | 5,115 |
| Mortgage-backed securities | $2,468,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,491,000 | 4,540 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $977,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,587 |
| Privately issued | $506,000 | 859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $9,371,000 | 5,749 |
| Total debt securities | $9,371,000 | 6,420 |
| Structured notes |
| Amortized cost | $1,550,000 | 1,816 |
| Fair value | $1,532,000 | 1,818 |
| 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 | $9,675,000 | 6,405 |
| U.S. Government securities | $9,180,000 | 5,755 |
| U.S. Treasury securities | $982,000 | 1,238 |
| U.S. Government agency obligations | $8,198,000 | 5,870 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $495,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $495,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,346,000 | 5,226 |
| Mortgage-backed securities | $2,764,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,499 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,483 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,091,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,502 |
| Privately issued | $495,000 | 848 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $9,675,000 | 5,675 |
| Total debt securities | $9,674,000 | 6,345 |
| Structured notes |
| Amortized cost | $1,550,000 | 1,781 |
| Fair value | $1,536,000 | 1,783 |
| 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 | $10,009,000 | 6,364 |
| U.S. Government securities | $9,512,000 | 5,715 |
| U.S. Treasury securities | $983,000 | 1,298 |
| U.S. Government agency obligations | $8,529,000 | 5,832 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $497,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $497,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,538,000 | 6,096 |
| Mortgage-backed securities | $3,062,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,444 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,426 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,189,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,509 |
| Privately issued | $497,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,009,000 | 5,633 |
| Total debt securities | $10,009,000 | 6,299 |
| Structured notes |
| Amortized cost | $1,550,000 | 1,771 |
| Fair value | $1,543,000 | 1,773 |
| 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 | $7,814,000 | 6,926 |
| U.S. Government securities | $7,814,000 | 6,234 |
| U.S. Treasury securities | $977,000 | 1,382 |
| U.S. Government agency obligations | $6,837,000 | 6,373 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,516,000 | 6,151 |
| Mortgage-backed securities | $1,051,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $993,000 | 5,098 |
| Issued or guaranteed by U.S. | $993,000 | 5,084 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $58,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,212 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,814,000 | 6,151 |
| Total debt securities | $7,814,000 | 6,871 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,470,000 | 1,820 |
| 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 | $8,686,000 | 6,735 |
| U.S. Government securities | $8,468,000 | 6,055 |
| U.S. Treasury securities | $986,000 | 1,417 |
| U.S. Government agency obligations | $7,482,000 | 6,186 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $218,000 | 3,129 |
| Privately issued residential mortgage-backed securities | $218,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,779,000 | 6,026 |
| Mortgage-backed securities | $1,371,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 5,118 |
| Issued or guaranteed by U.S. | $1,007,000 | 5,105 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $364,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,100 |
| Privately issued | $218,000 | 912 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,686,000 | 5,979 |
| Total debt securities | $8,691,000 | 6,676 |
| Structured notes |
| Amortized cost | $1,750,000 | 1,652 |
| Fair value | $1,737,000 | 1,659 |
| 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 | $9,689,000 | 6,568 |
| U.S. Government securities | $9,203,000 | 5,884 |
| U.S. Treasury securities | $1,489,000 | 1,164 |
| U.S. Government agency obligations | $7,714,000 | 6,142 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $486,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $236,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,690 |
| 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 | $1,786,000 | 6,043 |
| Mortgage-backed securities | $538,000 | 6,036 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $538,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,933 |
| Privately issued | $236,000 | 853 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,689,000 | 5,814 |
| Total debt securities | $9,689,000 | 6,502 |
| Structured notes |
| Amortized cost | $2,300,000 | 1,421 |
| Fair value | $2,289,000 | 1,428 |
| 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 | $6,281,000 | 7,444 |
| U.S. Government securities | $5,831,000 | 6,944 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,831,000 | 6,783 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $450,000 | 2,992 |
| 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 | $450,000 | 2,600 |
| 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 | $1,754,000 | 6,079 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,281,000 | 6,620 |
| Total debt securities | $6,281,000 | 7,366 |
| Structured notes |
| Amortized cost | $1,800,000 | 1,622 |
| Fair value | $1,756,000 | 1,626 |
| 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 | $4,906,000 | 7,771 |
| U.S. Government securities | $4,204,000 | 7,418 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,204,000 | 7,265 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $702,000 | 2,773 |
| 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 | $702,000 | 2,375 |
| 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 | $2,400,000 | 5,669 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,906,000 | 6,975 |
| Total debt securities | $4,906,000 | 7,690 |
| Structured notes |
| Amortized cost | $1,250,000 | 1,641 |
| Fair value | $1,250,000 | 1,660 |
| 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 | $3,397,000 | 8,216 |
| U.S. Government securities | $2,691,000 | 8,011 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,691,000 | 7,826 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $706,000 | 2,826 |
| 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 | $706,000 | 2,504 |
| 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 | $2,341,000 | 5,645 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,397,000 | 7,378 |
| Total debt securities | $3,397,000 | 8,139 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $4,183,000 | 7,969 |
| U.S. Government securities | $2,586,000 | 7,991 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,586,000 | 7,816 |
| Securities issued by states & political subdivisions | $304,000 | 6,146 |
| Other domestic debt securities | $1,293,000 | 2,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,293,000 | 2,164 |
| 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 | $2,586,000 | 5,497 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,183,000 | 7,151 |
| Total debt securities | $4,183,000 | 7,884 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $3,580,000 | 8,147 |
| U.S. Government securities | $1,978,000 | 8,231 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,978,000 | 8,057 |
| Securities issued by states & political subdivisions | $304,000 | 6,152 |
| Other domestic debt securities | $1,298,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,298,000 | 2,221 |
| 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 | $1,972,000 | 5,868 |
| Mortgage-backed securities | $137,000 | 6,787 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $137,000 | 3,898 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 3,711 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,580,000 | 7,305 |
| Total debt securities | $3,580,000 | 8,064 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $3,335,000 | 8,275 |
| U.S. Government securities | $1,337,000 | 8,514 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,337,000 | 8,354 |
| Securities issued by states & political subdivisions | $304,000 | 6,151 |
| Other domestic debt securities | $1,694,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,694,000 | 2,037 |
| 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 | $1,337,000 | 6,318 |
| Mortgage-backed securities | $484,000 | 6,366 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $484,000 | 3,586 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,421 |
| 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) | $3,335,000 | 7,394 |
| Total debt securities | $3,335,000 | 8,200 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $4,494,000 | 7,970 |
| U.S. Government securities | $2,291,000 | 8,207 |
| U.S. Treasury securities | $269,000 | 2,261 |
| U.S. Government agency obligations | $2,022,000 | 8,134 |
| Securities issued by states & political subdivisions | $305,000 | 6,149 |
| Other domestic debt securities | $1,898,000 | 2,270 |
| 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 | $1,898,000 | 1,978 |
| 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 | $1,287,000 | 6,379 |
| Mortgage-backed securities | $767,000 | 6,109 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $767,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 3,213 |
| 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) | $4,494,000 | 7,097 |
| Total debt securities | $4,494,000 | 7,891 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $5,430,000 | 7,806 |
| U.S. Government securities | $4,249,000 | 7,538 |
| U.S. Treasury securities | $265,000 | 2,791 |
| U.S. Government agency obligations | $3,984,000 | 7,413 |
| Securities issued by states & political subdivisions | $307,000 | 6,276 |
| Other domestic debt securities | $874,000 | 3,049 |
| 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 | $874,000 | 2,629 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $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) | $5,430,000 | 6,852 |
| Total debt securities | $5,430,000 | 7,702 |
| 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 |
