Home > Mizrahi Tefahot Bank, Ltd. > Securities
Mizrahi Tefahot Bank, Ltd., Securities
| 2023-12-31 | Rank | |
| Total securities | $360,607,000 | 578 |
| U.S. Government securities | $61,906,000 | 1,638 |
| U.S. Treasury securities | $61,906,000 | 384 |
| U.S. Government agency obligations | $0 | 4,259 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,531,000 | 333 |
| Foreign debt securities | NA | NA |
| 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 | $61,906,000 | 1,283 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $360,607,000 | 481 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $315,921,000 | 656 |
| U.S. Government securities | $61,691,000 | 1,630 |
| U.S. Treasury securities | $61,691,000 | 405 |
| U.S. Government agency obligations | $0 | 4,280 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,322,000 | 335 |
| Foreign debt securities | NA | NA |
| 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 | $61,691,000 | 1,237 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $315,921,000 | 542 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $283,126,000 | 731 |
| U.S. Government securities | $61,475,000 | 1,666 |
| U.S. Treasury securities | $61,475,000 | 407 |
| U.S. Government agency obligations | $0 | 4,313 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,362,000 | 335 |
| Foreign debt securities | NA | NA |
| 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 | $61,475,000 | 1,218 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $283,126,000 | 611 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $314,470,000 | 700 |
| U.S. Government securities | $51,742,000 | 1,954 |
| U.S. Treasury securities | $51,742,000 | 503 |
| U.S. Government agency obligations | $0 | 4,337 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,461,000 | 352 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,742,000 | 1,325 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $314,470,000 | 594 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $314,776,000 | 706 |
| U.S. Government securities | $51,772,000 | 1,977 |
| U.S. Treasury securities | $51,772,000 | 537 |
| U.S. Government agency obligations | $0 | 4,362 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,350,000 | 363 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,772,000 | 1,232 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $314,776,000 | 595 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $307,206,000 | 726 |
| U.S. Government securities | $44,999,000 | 2,161 |
| U.S. Treasury securities | $44,999,000 | 617 |
| U.S. Government agency obligations | $0 | 4,405 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,383,000 | 361 |
| Foreign debt securities | NA | NA |
| 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 | $44,999,000 | 1,291 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $307,206,000 | 618 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $295,945,000 | 767 |
| U.S. Government securities | $37,251,000 | 2,402 |
| U.S. Treasury securities | $37,251,000 | 695 |
| U.S. Government agency obligations | $0 | 4,450 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,848,000 | 364 |
| Foreign debt securities | NA | NA |
| 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 | $37,251,000 | 1,455 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $295,945,000 | 663 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $282,613,000 | 782 |
| U.S. Government securities | $32,918,000 | 2,510 |
| U.S. Treasury securities | $32,918,000 | 672 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,211,000 | 349 |
| Foreign debt securities | NA | NA |
| 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 | $32,918,000 | 1,525 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $282,613,000 | 698 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $289,256,000 | 760 |
| U.S. Government securities | $30,991,000 | 2,445 |
| U.S. Treasury securities | $30,991,000 | 502 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,053,000 | 337 |
| Foreign debt securities | NA | NA |
| 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 | $30,991,000 | 1,573 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $289,256,000 | 684 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $299,401,000 | 692 |
| U.S. Government securities | $28,996,000 | 2,434 |
| U.S. Treasury securities | $28,996,000 | 430 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,461,000 | 258 |
| Foreign debt securities | NA | NA |
| 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 | $28,996,000 | 1,608 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $299,401,000 | 627 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $284,752,000 | 691 |
| U.S. Government securities | $33,995,000 | 2,176 |
| U.S. Treasury securities | $33,995,000 | 320 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,704,000 | 242 |
| Foreign debt securities | NA | NA |
| 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 | $33,995,000 | 1,434 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $284,752,000 | 630 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $220,916,000 | 793 |
| U.S. Government securities | $33,997,000 | 2,057 |
| U.S. Treasury securities | $33,997,000 | 240 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,955,000 | 223 |
| Foreign debt securities | NA | NA |
| 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 | $33,997,000 | 1,398 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $220,916,000 | 720 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $191,778,000 | 828 |
| U.S. Government securities | $33,993,000 | 1,912 |
| U.S. Treasury securities | $33,993,000 | 186 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,160,000 | 211 |
| Foreign debt securities | NA | NA |
| 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 | $33,993,000 | 1,385 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $191,778,000 | 753 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $192,157,000 | 761 |
| U.S. Government securities | $33,989,000 | 1,852 |
| U.S. Treasury securities | $33,989,000 | 180 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,312,000 | 201 |
| Foreign debt securities | NA | NA |
| 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 | $33,989,000 | 1,367 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $192,157,000 | 699 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $191,884,000 | 741 |
| U.S. Government securities | $33,991,000 | 1,844 |
| U.S. Treasury securities | $33,991,000 | 200 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,382,000 | 201 |
| Foreign debt securities | NA | NA |
| 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 | $33,991,000 | 1,377 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $191,884,000 | 680 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $186,092,000 | 746 |
| U.S. Government securities | $33,995,000 | 1,870 |
| U.S. Treasury securities | $33,995,000 | 193 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,903,000 | 189 |
| Foreign debt securities | NA | NA |
| 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 | $33,995,000 | 1,299 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $186,092,000 | 683 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $186,927,000 | 725 |
| U.S. Government securities | $33,861,000 | 1,916 |
| U.S. Treasury securities | $33,861,000 | 202 |
| U.S. Government agency obligations | $0 | 4,779 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,577,000 | 167 |
| Foreign debt securities | NA | NA |
| 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 | $33,861,000 | 1,304 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $186,927,000 | 662 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $177,261,000 | 762 |
| U.S. Government securities | $33,846,000 | 1,926 |
| U.S. Treasury securities | $33,846,000 | 193 |
| U.S. Government agency obligations | $0 | 4,859 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,081,000 | 221 |
| Foreign debt securities | NA | NA |
| 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 | $33,846,000 | 1,309 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $177,263,000 | 683 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $155,179,000 | 864 |
| U.S. Government securities | $33,870,000 | 1,966 |
| U.S. Treasury securities | $33,870,000 | 200 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,855,000 | 628 |
| Foreign debt securities | NA | NA |
| 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 | $33,870,000 | 1,348 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $155,179,000 | 765 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $152,060,000 | 878 |
| U.S. Government securities | $33,759,000 | 1,979 |
| U.S. Treasury securities | $33,759,000 | 204 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,825,000 | 630 |
| Foreign debt securities | NA | NA |
| 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 | $33,759,000 | 1,363 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $152,060,000 | 778 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $240,821,000 | 583 |
| U.S. Government securities | $31,750,000 | 2,078 |
| U.S. Treasury securities | $31,750,000 | 211 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,789,000 | 619 |
| Foreign debt securities | NA | NA |
| 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 | $31,750,000 | 1,437 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $240,822,000 | 513 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $241,524,000 | 579 |
| U.S. Government securities | $31,823,000 | 2,091 |
| U.S. Treasury securities | $31,823,000 | 200 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,763,000 | 617 |
| Foreign debt securities | NA | NA |
| 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 | $31,823,000 | 1,419 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $241,524,000 | 507 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $237,310,000 | 591 |
| U.S. Government securities | $26,335,000 | 2,327 |
| U.S. Treasury securities | $26,335,000 | 229 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,789,000 | 621 |
| Foreign debt securities | NA | NA |
| 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 | $26,335,000 | 1,652 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $237,310,000 | 521 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $236,897,000 | 599 |
| U.S. Government securities | $26,364,000 | 2,400 |
| U.S. Treasury securities | $26,364,000 | 224 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,811,000 | 634 |
| Foreign debt securities | NA | NA |
| 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 | $26,364,000 | 1,660 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $236,897,000 | 528 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $288,807,000 | 508 |
| U.S. Government securities | $26,383,000 | 2,413 |
| U.S. Treasury securities | $26,383,000 | 209 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,856,000 | 637 |
| Foreign debt securities | NA | NA |
| 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 | $26,383,000 | 1,693 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $288,807,000 | 446 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $295,468,000 | 504 |
| U.S. Government securities | $25,418,000 | 2,482 |
| U.S. Treasury securities | $25,418,000 | 209 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,876,000 | 440 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,418,000 | 1,756 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $295,468,000 | 436 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $293,565,000 | 519 |
| U.S. Government securities | $23,423,000 | 2,639 |
| U.S. Treasury securities | $23,423,000 | 234 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,873,000 | 450 |
| Foreign debt securities | NA | NA |
| 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 | $23,423,000 | 1,880 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $293,565,000 | 446 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $293,341,000 | 517 |
| U.S. Government securities | $23,449,000 | 2,675 |
| U.S. Treasury securities | $23,449,000 | 238 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,838,000 | 452 |
| Foreign debt securities | NA | NA |
| 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 | $23,449,000 | 1,892 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $293,341,000 | 446 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $292,499,000 | 519 |
| U.S. Government securities | $21,472,000 | 2,799 |
| U.S. Treasury securities | $21,472,000 | 252 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,838,000 | 439 |
| Foreign debt securities | NA | NA |
| 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 | $21,472,000 | 2,007 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $292,499,000 | 446 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-09-30 | Rank | |
| Total securities | $293,901,000 | 519 |
| U.S. Government securities | $20,475,000 | 2,868 |
| U.S. Treasury securities | $20,475,000 | 237 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,938,000 | 437 |
| Foreign debt securities | NA | NA |
| 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 | $20,475,000 | 2,061 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $293,901,000 | 439 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-06-30 | Rank | |
| Total securities | $314,342,000 | 492 |
| U.S. Government securities | $20,487,000 | 2,918 |
| U.S. Treasury securities | $20,487,000 | 240 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,949,000 | 201 |
| Foreign debt securities | NA | NA |
| 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 | $20,487,000 | 2,107 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $314,342,000 | 419 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-03-31 | Rank | |
| Total securities | $311,644,000 | 498 |
| U.S. Government securities | $18,477,000 | 3,164 |
| U.S. Treasury securities | $18,477,000 | 264 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,906,000 | 203 |
| Foreign debt securities | NA | NA |
| 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 | $18,477,000 | 2,275 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $311,644,000 | 422 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-12-31 | Rank | |
| Total securities | $274,499,000 | 564 |
| U.S. Government securities | $14,493,000 | 3,585 |
| U.S. Treasury securities | $14,493,000 | 321 |
| U.S. Government agency obligations | $0 | 5,821 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,884,000 | 154 |
| Foreign debt securities | NA | NA |
| 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 | $14,493,000 | 2,611 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $274,499,000 | 485 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-09-30 | Rank | |
| Total securities | $282,973,000 | 542 |
| U.S. Government securities | $14,499,000 | 3,662 |
| U.S. Treasury securities | $14,499,000 | 302 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,925,000 | 142 |
| Foreign debt securities | NA | NA |
| 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 | $14,499,000 | 2,638 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $282,973,000 | 462 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-06-30 | Rank | |
| Total securities | $291,166,000 | 541 |
| U.S. Government securities | $14,500,000 | 3,750 |
| U.S. Treasury securities | $14,500,000 | 294 |
| U.S. Government agency obligations | $0 | 5,998 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,942,000 | 121 |
| Foreign debt securities | NA | NA |
| 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 | $14,500,000 | 2,651 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $291,166,000 | 455 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2015-03-31 | Rank | |
| Total securities | $295,299,000 | 529 |
| U.S. Government securities | $14,496,000 | 3,825 |
| U.S. Treasury securities | $14,496,000 | 303 |
| U.S. Government agency obligations | $0 | 6,061 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,048,000 | 125 |
| Foreign debt securities | NA | NA |
| 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 | $14,496,000 | 2,686 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $295,299,000 | 444 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-12-31 | Rank | |
| Total securities | $295,773,000 | 526 |
| U.S. Government securities | $14,499,000 | 3,880 |
| U.S. Treasury securities | $14,499,000 | 304 |
| U.S. Government agency obligations | $0 | 6,153 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,077,000 | 123 |
| Foreign debt securities | NA | NA |
| 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 | $14,499,000 | 2,710 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $295,773,000 | 447 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-09-30 | Rank | |
| Total securities | $295,822,000 | 521 |
| U.S. Government securities | $14,499,000 | 4,010 |
| U.S. Treasury securities | $14,499,000 | 291 |
| U.S. Government agency obligations | $0 | 6,239 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,124,000 | 126 |
| Foreign debt securities | NA | NA |
| 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 | $14,499,000 | 2,710 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $295,822,000 | 443 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-06-30 | Rank | |
| Total securities | $300,005,000 | 511 |
| U.S. Government securities | $14,499,000 | 4,047 |
| U.S. Treasury securities | $14,499,000 | 270 |
| U.S. Government agency obligations | $0 | 6,304 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,199,000 | 120 |
| Foreign debt securities | NA | NA |
| 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 | $14,499,000 | 2,708 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $300,005,000 | 437 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2014-03-31 | Rank | |
| Total securities | $299,784,000 | 516 |
| U.S. Government securities | $14,497,000 | 4,072 |
| U.S. Treasury securities | $14,497,000 | 260 |
| U.S. Government agency obligations | $0 | 6,370 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,217,000 | 121 |
| Foreign debt securities | NA | NA |
| 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 | $14,497,000 | 2,726 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $299,784,000 | 441 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-12-31 | Rank | |
| Total securities | $315,340,000 | 489 |
| U.S. Government securities | $17,498,000 | 3,729 |
| U.S. Treasury securities | $17,498,000 | 212 |
| U.S. Government agency obligations | $0 | 6,445 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,243,000 | 123 |
| Foreign debt securities | NA | NA |
| 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 | $17,498,000 | 2,441 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $315,340,000 | 423 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-09-30 | Rank | |
| Total securities | $319,166,000 | 482 |
| U.S. Government securities | $17,499,000 | 3,767 |
| U.S. Treasury securities | $17,499,000 | 198 |
| U.S. Government agency obligations | $0 | 6,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,326,000 | 129 |
| Foreign debt securities | NA | NA |
| 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 | $17,499,000 | 2,416 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $319,166,000 | 410 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-06-30 | Rank | |
| Total securities | $318,835,000 | 478 |
| U.S. Government securities | $17,498,000 | 3,757 |
| U.S. Treasury securities | $17,498,000 | 196 |
| U.S. Government agency obligations | $0 | 6,558 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,351,000 | 128 |
| Foreign debt securities | NA | NA |
| 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 | $17,498,000 | 2,400 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $318,835,000 | 420 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2013-03-31 | Rank | |
| Total securities | $369,159,000 | 414 |
| U.S. Government securities | $17,494,000 | 3,786 |
| U.S. Treasury securities | $17,494,000 | 202 |
| U.S. Government agency obligations | $0 | 6,616 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,118,000 | 112 |
| Foreign debt securities | NA | NA |
| 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 | $17,494,000 | 2,422 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $369,159,000 | 360 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-12-31 | Rank | |
| Total securities | $328,831,000 | 471 |
| U.S. Government securities | $25,496,000 | 3,032 |
| U.S. Treasury securities | $25,496,000 | 151 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,202,000 | 105 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,496,000 | 1,883 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $328,831,000 | 413 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-09-30 | Rank | |
| Total securities | $385,905,000 | 398 |
| U.S. Government securities | $25,490,000 | 3,094 |
| U.S. Treasury securities | $25,490,000 | 134 |
| U.S. Government agency obligations | $0 | 6,788 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,296,000 | 92 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,490,000 | 1,885 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $385,905,000 | 350 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-06-30 | Rank | |
| Total securities | $403,172,000 | 379 |
| U.S. Government securities | $25,494,000 | 3,147 |
| U.S. Treasury securities | $25,494,000 | 136 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,104,000 | 86 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,494,000 | 1,905 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $403,172,000 | 340 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2012-03-31 | Rank | |
| Total securities | $393,972,000 | 398 |
| U.S. Government securities | $23,992,000 | 3,330 |
| U.S. Treasury securities | $23,992,000 | 146 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,014,000 | 87 |
| Foreign debt securities | NA | NA |
| 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 | $23,992,000 | 2,021 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $393,972,000 | 355 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-12-31 | Rank | |
| Total securities | $324,105,000 | 462 |
| U.S. Government securities | $22,498,000 | 3,387 |
| U.S. Treasury securities | $22,498,000 | 146 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,620,000 | 91 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,498,000 | 1,981 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $324,105,000 | 413 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $347,863,000 | 415 |
| U.S. Government securities | $17,498,000 | 3,863 |
| U.S. Treasury securities | $17,498,000 | 194 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $128,387,000 | 76 |
| Foreign debt securities | NA | NA |
| 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 | $17,498,000 | 2,320 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $347,863,000 | 360 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $290,631,000 | 509 |
| U.S. Government securities | $23,999,000 | 3,260 |
| U.S. Treasury securities | $23,999,000 | 172 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,819,000 | 104 |
| Foreign debt securities | NA | NA |
| 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 | $23,998,000 | 1,911 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $290,631,000 | 457 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $271,069,000 | 543 |
| U.S. Government securities | $28,996,000 | 2,846 |
| U.S. Treasury securities | $28,996,000 | 164 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,864,000 | 92 |
| Foreign debt securities | NA | NA |
| 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 | $19,522,000 | 2,187 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $271,069,000 | 485 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $269,808,000 | 521 |
| U.S. Government securities | $28,995,000 | 2,723 |
| U.S. Treasury securities | $28,995,000 | 172 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,810,000 | 128 |
| Foreign debt securities | NA | NA |
| 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 | $27,822,000 | 1,681 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $269,808,000 | 473 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $343,134,000 | 388 |
| U.S. Government securities | $48,085,000 | 1,798 |
| U.S. Treasury securities | $48,085,000 | 111 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,085,000 | 108 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,760,000 | 1,066 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $343,134,000 | 347 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $225,850,000 | 583 |
| U.S. Government securities | $35,070,000 | 2,374 |
| U.S. Treasury securities | $35,070,000 | 138 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,121,000 | 109 |
| Foreign debt securities | NA | NA |
| 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 | $35,070,000 | 1,425 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $225,850,000 | 508 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $247,402,000 | 532 |
| U.S. Government securities | $35,990,000 | 2,359 |
| U.S. Treasury securities | $35,990,000 | 125 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,707,000 | 122 |
| Foreign debt securities | NA | NA |
| 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 | $35,794,000 | 1,460 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $247,402,000 | 471 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $211,919,000 | 605 |
| U.S. Government securities | $31,997,000 | 2,547 |
| U.S. Treasury securities | $31,997,000 | 119 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,590,000 | 121 |
| Foreign debt securities | NA | NA |
| 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 | $31,997,000 | 1,580 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $211,919,000 | 526 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $244,422,000 | 534 |
| U.S. Government securities | $31,990,000 | 2,548 |
| U.S. Treasury securities | $31,990,000 | 111 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,224,000 | 118 |
| Foreign debt securities | NA | NA |
| 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 | $31,990,000 | 1,566 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $244,422,000 | 463 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $275,371,000 | 467 |
| U.S. Government securities | $27,988,000 | 2,768 |
| U.S. Treasury securities | $27,988,000 | 122 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,046,000 | 79 |
| Foreign debt securities | NA | NA |
| 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 | $27,988,000 | 1,757 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $275,371,000 | 405 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $317,520,000 | 419 |
| U.S. Government securities | $21,975,000 | 3,314 |
| U.S. Treasury securities | $21,975,000 | 123 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,375,000 | 57 |
| Foreign debt securities | NA | NA |
| 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 | $21,975,000 | 2,116 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $317,520,000 | 359 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $202,601,000 | 607 |
| U.S. Government securities | $6,200,000 | 6,069 |
| U.S. Treasury securities | $6,200,000 | 237 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $104,325,000 | 64 |
| Foreign debt securities | NA | NA |
| 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 | $6,200,000 | 4,198 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $202,601,000 | 518 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $126,898,000 | 949 |
| U.S. Government securities | $199,000 | 7,843 |
| U.S. Treasury securities | $199,000 | 948 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $64,525,000 | 98 |
| Foreign debt securities | NA | NA |
| 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 | $199,000 | 6,492 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $126,898,000 | 806 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $64,498,000 | 1,847 |
| U.S. Government securities | $199,000 | 7,899 |
| U.S. Treasury securities | $199,000 | 943 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $40,000,000 | 140 |
| Foreign debt securities | NA | NA |
| 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 | $199,000 | 6,524 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $64,498,000 | 1,613 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $70,420,000 | 1,678 |
| U.S. Government securities | $6,191,000 | 6,098 |
| U.S. Treasury securities | $6,191,000 | 249 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000,000 | 146 |
| Foreign debt securities | NA | NA |
| 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 | $6,191,000 | 4,146 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $70,420,000 | 1,476 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $62,468,000 | 1,878 |
| U.S. Government securities | $17,909,000 | 3,867 |
| U.S. Treasury securities | $17,909,000 | 136 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000,000 | 153 |
| Foreign debt securities | NA | NA |
| 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 | $15,051,000 | 2,678 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $62,468,000 | 1,635 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $83,251,000 | 1,431 |
| U.S. Government securities | $17,880,000 | 3,931 |
| U.S. Treasury securities | $17,880,000 | 142 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,925,000 | 119 |
| Foreign debt securities | NA | NA |
| 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 | $13,159,000 | 2,906 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $83,251,000 | 1,243 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $25,000,000 | 86 |
| Fair value | $17,425,000 | 127 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $93,822,000 | 1,278 |
| U.S. Government securities | $17,716,000 | 3,974 |
| U.S. Treasury securities | $17,716,000 | 160 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,718,000 | 103 |
| Foreign debt securities | NA | NA |
| 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 | $13,206,000 | 2,901 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $93,822,000 | 1,114 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $25,000,000 | 94 |
| Fair value | $25,348,000 | 91 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $93,164,000 | 1,292 |
| U.S. Government securities | $14,076,000 | 4,583 |
| U.S. Treasury securities | $14,076,000 | 213 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,586,000 | 98 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,920,000 | 2,963 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $14,076,000 | 1,051 |
| Available-for-sale securities (fair market value) | $79,088,000 | 1,305 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $25,000,000 | 98 |
| Fair value | $26,053,000 | 91 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $84,418,000 | 1,439 |
| U.S. Government securities | $13,927,000 | 4,674 |
| U.S. Treasury securities | $13,927,000 | 224 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,965,000 | 111 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,911,000 | 2,964 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $13,927,000 | 1,087 |
| Available-for-sale securities (fair market value) | $70,491,000 | 1,456 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $25,000,000 | 105 |
| Fair value | $25,965,000 | 101 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $75,131,000 | 1,609 |
| U.S. Government securities | $13,084,000 | 4,884 |
| U.S. Treasury securities | $13,084,000 | 243 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,534,000 | 123 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,641,000 | 3,150 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $13,084,000 | 1,152 |
| Available-for-sale securities (fair market value) | $62,047,000 | 1,650 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $17,000,000 | 205 |
| Fair value | $17,534,000 | 193 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $38,860,000 | 2,892 |
| U.S. Government securities | $11,957,000 | 5,118 |
| U.S. Treasury securities | $11,957,000 | 275 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,573,000 | 240 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,881,000 | 3,443 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $11,957,000 | 1,226 |
| Available-for-sale securities (fair market value) | $26,903,000 | 3,286 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $22,000,000 | 157 |
| Fair value | $22,573,000 | 145 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $41,708,000 | 2,758 |
| U.S. Government securities | $12,117,000 | 5,106 |
| U.S. Treasury securities | $12,117,000 | 288 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,100,000 | 223 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,820,000 | 3,426 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $12,117,000 | 1,255 |
| Available-for-sale securities (fair market value) | $29,591,000 | 3,117 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $24,500,000 | 140 |
| Fair value | $25,100,000 | 130 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $41,924,000 | 2,734 |
| U.S. Government securities | $12,132,000 | 5,087 |
| U.S. Treasury securities | $12,132,000 | 302 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,179,000 | 230 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,236,000 | 3,741 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $12,132,000 | 1,287 |
| Available-for-sale securities (fair market value) | $29,792,000 | 3,092 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $24,500,000 | 137 |
| Fair value | $25,178,000 | 129 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $16,740,000 | 5,088 |
| U.S. Government securities | $12,139,000 | 5,066 |
| U.S. Treasury securities | $12,139,000 | 295 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,139,000 | 2,991 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $12,139,000 | 1,292 |
| Available-for-sale securities (fair market value) | $4,601,000 | 6,804 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $13,413,000 | 5,682 |
| U.S. Government securities | $11,143,000 | 5,342 |
| U.S. Treasury securities | $11,143,000 | 310 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,142,000 | 3,164 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $7,450,000 | 1,687 |
| Available-for-sale securities (fair market value) | $5,963,000 | 6,514 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $12,389,000 | 5,961 |
| U.S. Government securities | $10,157,000 | 5,634 |
| U.S. Treasury securities | $10,157,000 | 365 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,157,000 | 3,333 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,473,000 | 1,812 |
| Available-for-sale securities (fair market value) | $5,916,000 | 6,605 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $12,447,000 | 5,984 |
| U.S. Government securities | $10,161,000 | 5,658 |
| U.S. Treasury securities | $10,161,000 | 375 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,160,000 | 3,324 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,475,000 | 1,828 |
| Available-for-sale securities (fair market value) | $5,972,000 | 6,602 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $12,536,000 | 5,969 |
| U.S. Government securities | $10,207,000 | 5,655 |
| U.S. Treasury securities | $10,207,000 | 365 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,207,000 | 3,259 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,513,000 | 1,842 |
| Available-for-sale securities (fair market value) | $6,023,000 | 6,617 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $12,511,000 | 6,054 |
| U.S. Government securities | $10,250,000 | 5,707 |
| U.S. Treasury securities | $10,250,000 | 380 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,250,000 | 3,233 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $10,250,000 | 1,469 |
| Available-for-sale securities (fair market value) | $2,261,000 | 7,603 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $12,677,000 | 5,990 |
| U.S. Government securities | $10,293,000 | 5,666 |
| U.S. Treasury securities | $10,293,000 | 380 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,293,000 | 3,209 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $10,293,000 | 1,426 |
| Available-for-sale securities (fair market value) | $2,384,000 | 7,576 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $11,588,000 | 6,283 |
| U.S. Government securities | $9,242,000 | 5,974 |
| U.S. Treasury securities | $9,242,000 | 435 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,242,000 | 3,324 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $9,242,000 | 1,536 |
| Available-for-sale securities (fair market value) | $2,346,000 | 7,637 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $11,634,000 | 6,200 |
| U.S. Government securities | $9,244,000 | 5,817 |
| U.S. Treasury securities | $9,244,000 | 435 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,244,000 | 3,236 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $9,244,000 | 1,530 |
| Available-for-sale securities (fair market value) | $2,390,000 | 7,632 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $9,195,000 | 6,680 |
| U.S. Government securities | $8,195,000 | 6,054 |
| U.S. Treasury securities | $8,195,000 | 468 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $1,000,000 | 2,465 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,195,000 | 3,436 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $8,195,000 | 1,614 |
| Available-for-sale securities (fair market value) | $1,000,000 | 8,046 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $9,931,000 | 6,517 |
| U.S. Government securities | $8,230,000 | 6,056 |
| U.S. Treasury securities | $8,230,000 | 487 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $1,001,000 | 2,485 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,230,000 | 3,447 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $7,727,000 | 1,705 |
| Available-for-sale securities (fair market value) | $2,204,000 | 7,743 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $11,488,000 | 6,184 |
| U.S. Government securities | $9,787,000 | 5,638 |
| U.S. Treasury securities | $9,787,000 | 464 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $1,001,000 | 2,504 |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,787,000 | 3,108 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,562,000 | 1,918 |
| Available-for-sale securities (fair market value) | $4,926,000 | 6,976 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $10,283,000 | 6,441 |
| U.S. Government securities | $6,837,000 | 6,517 |
| U.S. Treasury securities | $6,837,000 | 617 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| 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 | $2,746,000 | 1,665 |
| Foreign debt securities | NA | NA |
| 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 | $6,837,000 | 3,740 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,776,000 | 2,112 |
| Available-for-sale securities (fair market value) | $4,507,000 | 7,128 |
| Total debt securities | NA | NA |
| 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 | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $16,086,000 | 5,355 |
| U.S. Government securities | $7,684,000 | 6,636 |
| U.S. Treasury securities | $7,684,000 | 782 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,684,000 | 3,732 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $11,640,000 | 1,735 |
| Available-for-sale securities (fair market value) | $4,446,000 | 7,417 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,305,000 | 6,707 |
| U.S. Government securities | $8,636,000 | 6,565 |
| U.S. Treasury securities | $7,900,000 | 1,086 |
| U.S. Government agency obligations | $736,000 | 9,463 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,900,000 | 3,697 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $8,879,000 | 2,267 |
| Available-for-sale securities (fair market value) | $2,426,000 | 8,271 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,755,000 | 6,871 |
| U.S. Government securities | $10,055,000 | 6,092 |
| U.S. Treasury securities | $7,906,000 | 1,614 |
| U.S. Government agency obligations | $2,149,000 | 8,654 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,906,000 | 3,308 |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $7,906,000 | 2,692 |
| Available-for-sale securities (fair market value) | $2,849,000 | 8,162 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $12,269,000 | 6,727 |
| U.S. Government securities | $5,507,000 | 8,308 |
| U.S. Treasury securities | $199,000 | 7,786 |
| U.S. Government agency obligations | $5,308,000 | 7,131 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,466,000 | 4,370 |
| Available-for-sale securities (fair market value) | $7,803,000 | 6,420 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $21,004,000 | 5,143 |
| U.S. Government securities | $6,774,000 | 8,351 |
| U.S. Treasury securities | $3,207,000 | 4,878 |
| U.S. Government agency obligations | $3,567,000 | 8,470 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,202,000 | 4,218 |
| Available-for-sale securities (fair market value) | $14,802,000 | 4,757 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,642,000 | 6,284 |
| U.S. Government securities | $8,162,000 | 8,104 |
| U.S. Treasury securities | $199,000 | 10,017 |
| U.S. Government agency obligations | $7,963,000 | 6,273 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $11,231,000 | 3,129 |
| Available-for-sale securities (fair market value) | $5,411,000 | 7,819 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,084,000 | 8,369 |
| U.S. Government securities | $5,206,000 | 10,048 |
| U.S. Treasury securities | $5,206,000 | 5,397 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| 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) | $11,084,000 | 5,320 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $11,732,000 | 8,448 |
| U.S. Government securities | $7,625,000 | 9,082 |
| U.S. Treasury securities | $7,625,000 | 4,319 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | NA | NA |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $15,620,000 | 7,176 |
| U.S. Government securities | $7,002,000 | 9,583 |
| U.S. Treasury securities | $7,002,000 | 4,638 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | NA | NA |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | NA | NA |
| 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 | NA | NA |
| Mortgage-backed securities | NA | NA |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | NA | NA |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | NA | NA |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | NA | NA |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |