| 2017-12-31 | Rank |
| Total securities | $89,114,000 | 1,479 |
| U.S. Government securities | $44,057,000 | 1,701 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $44,057,000 | 1,620 |
| Securities issued by states & political subdivisions | $45,057,000 | 886 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $919,000 | 4,538 |
| Mortgage-backed securities | $44,057,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $24,576,000 | 1,234 |
| Issued or guaranteed by U.S. | $24,576,000 | 1,233 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,481,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $19,481,000 | 704 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $89,114,000 | 1,342 |
| Total debt securities | $89,113,000 | 1,456 |
| 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 | $89,445,000 | 1,485 |
| U.S. Government securities | $46,463,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $46,463,000 | 1,568 |
| Securities issued by states & political subdivisions | $42,982,000 | 946 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,691,000 | 4,112 |
| Mortgage-backed securities | $46,463,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $25,777,000 | 1,213 |
| Issued or guaranteed by U.S. | $25,777,000 | 1,211 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $20,686,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $20,686,000 | 677 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $89,445,000 | 1,339 |
| Total debt securities | $89,445,000 | 1,467 |
| 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 | $89,453,000 | 1,517 |
| U.S. Government securities | $46,417,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $46,417,000 | 1,596 |
| Securities issued by states & political subdivisions | $43,036,000 | 959 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,794,000 | 4,124 |
| Mortgage-backed securities | $46,417,000 | 1,171 |
| Certificates of participation in pools of residential mortgages | $26,893,000 | 1,201 |
| Issued or guaranteed by U.S. | $26,893,000 | 1,200 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,524,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $19,524,000 | 708 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $89,453,000 | 1,370 |
| Total debt securities | $89,448,000 | 1,500 |
| 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 | $86,464,000 | 1,570 |
| U.S. Government securities | $42,911,000 | 1,814 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $42,911,000 | 1,729 |
| Securities issued by states & political subdivisions | $43,553,000 | 952 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,861,000 | 4,149 |
| Mortgage-backed securities | $42,911,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $27,544,000 | 1,212 |
| Issued or guaranteed by U.S. | $27,544,000 | 1,211 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,367,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $15,367,000 | 847 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $86,464,000 | 1,416 |
| Total debt securities | $86,464,000 | 1,546 |
| 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 | $86,204,000 | 1,576 |
| U.S. Government securities | $42,439,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $42,439,000 | 1,720 |
| Securities issued by states & political subdivisions | $43,765,000 | 942 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,918,000 | 4,162 |
| Mortgage-backed securities | $42,439,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $29,751,000 | 1,145 |
| Issued or guaranteed by U.S. | $29,751,000 | 1,144 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,688,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $12,688,000 | 937 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $86,204,000 | 1,418 |
| Total debt securities | $86,204,000 | 1,550 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $89,433,000 | 1,516 |
| U.S. Government securities | $45,181,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $45,181,000 | 1,638 |
| Securities issued by states & political subdivisions | $44,252,000 | 919 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,097,000 | 4,157 |
| Mortgage-backed securities | $45,181,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $31,577,000 | 1,094 |
| Issued or guaranteed by U.S. | $31,577,000 | 1,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,604,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,604,000 | 912 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $89,433,000 | 1,356 |
| Total debt securities | $89,433,000 | 1,496 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $87,852,000 | 1,559 |
| U.S. Government securities | $45,147,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $45,147,000 | 1,675 |
| Securities issued by states & political subdivisions | $42,705,000 | 953 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,189,000 | 4,218 |
| Mortgage-backed securities | $45,147,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $29,075,000 | 1,196 |
| Issued or guaranteed by U.S. | $29,075,000 | 1,192 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,072,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $16,072,000 | 851 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $87,852,000 | 1,400 |
| Total debt securities | $87,852,000 | 1,535 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $87,654,000 | 1,576 |
| U.S. Government securities | $48,108,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $48,108,000 | 1,644 |
| Securities issued by states & political subdivisions | $39,546,000 | 1,010 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,325,000 | 4,234 |
| Mortgage-backed securities | $48,108,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $26,569,000 | 1,263 |
| Issued or guaranteed by U.S. | $26,569,000 | 1,262 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,539,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $21,539,000 | 704 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $87,654,000 | 1,406 |
| Total debt securities | $87,654,000 | 1,549 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $88,082,000 | 1,571 |
| U.S. Government securities | $49,362,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $49,362,000 | 1,631 |
| Securities issued by states & political subdivisions | $38,720,000 | 1,038 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,361,000 | 4,271 |
| Mortgage-backed securities | $49,362,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $26,204,000 | 1,293 |
| Issued or guaranteed by U.S. | $26,204,000 | 1,292 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,158,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $23,158,000 | 671 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $88,082,000 | 1,405 |
| Total debt securities | $88,082,000 | 1,555 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $88,562,000 | 1,569 |
| U.S. Government securities | $50,607,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $50,607,000 | 1,615 |
| Securities issued by states & political subdivisions | $37,451,000 | 1,060 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $504,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,495,000 | 4,305 |
| Mortgage-backed securities | $50,607,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $26,217,000 | 1,292 |
| Issued or guaranteed by U.S. | $26,217,000 | 1,292 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $24,390,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $24,390,000 | 667 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $88,562,000 | 1,395 |
| Total debt securities | $88,058,000 | 1,552 |
| 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 | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $89,798,000 | 1,576 |
| U.S. Government securities | $52,963,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $52,963,000 | 1,604 |
| Securities issued by states & political subdivisions | $36,337,000 | 1,071 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $498,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,565,000 | 4,337 |
| Mortgage-backed securities | $52,963,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $25,737,000 | 1,354 |
| Issued or guaranteed by U.S. | $25,737,000 | 1,354 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,226,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $27,226,000 | 640 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $89,798,000 | 1,402 |
| Total debt securities | $89,300,000 | 1,570 |
| 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 | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $90,086,000 | 1,581 |
| U.S. Government securities | $53,771,000 | 1,701 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $53,771,000 | 1,626 |
| Securities issued by states & political subdivisions | $36,315,000 | 1,057 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,700,000 | 4,360 |
| Mortgage-backed securities | $53,771,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $27,260,000 | 1,298 |
| Issued or guaranteed by U.S. | $27,260,000 | 1,298 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $26,511,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $26,511,000 | 672 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $90,086,000 | 1,406 |
| Total debt securities | $90,086,000 | 1,564 |
| 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 | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $88,889,000 | 1,610 |
| U.S. Government securities | $53,055,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,055,000 | 1,637 |
| Securities issued by states & political subdivisions | $35,348,000 | 1,086 |
| Other domestic debt securities | $1,000 | 2,394 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,000 | 396 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $485,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,699,000 | 4,425 |
| Mortgage-backed securities | $53,055,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $25,868,000 | 1,398 |
| Issued or guaranteed by U.S. | $25,868,000 | 1,396 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,187,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $27,187,000 | 684 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $88,889,000 | 1,422 |
| Total debt securities | $88,404,000 | 1,597 |
| 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 | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $88,176,000 | 1,663 |
| U.S. Government securities | $52,495,000 | 1,784 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,495,000 | 1,715 |
| Securities issued by states & political subdivisions | $35,199,000 | 1,092 |
| Other domestic debt securities | $1,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,000 | 402 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $481,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,790,000 | 4,457 |
| Mortgage-backed securities | $52,495,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $13,683,000 | 2,208 |
| Issued or guaranteed by U.S. | $13,683,000 | 2,207 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $38,812,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $38,812,000 | 534 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $88,176,000 | 1,472 |
| Total debt securities | $87,695,000 | 1,655 |
| 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 | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $87,517,000 | 1,682 |
| U.S. Government securities | $54,243,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $54,243,000 | 1,684 |
| Securities issued by states & political subdivisions | $32,791,000 | 1,190 |
| Other domestic debt securities | $1,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,000 | 426 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $482,000 | 748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,402,000 | 2,225 |
| Mortgage-backed securities | $54,243,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $12,545,000 | 2,345 |
| Issued or guaranteed by U.S. | $12,545,000 | 2,344 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $41,698,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $41,698,000 | 517 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $87,517,000 | 1,502 |
| Total debt securities | $87,035,000 | 1,669 |
| 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 | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $86,459,000 | 1,717 |
| U.S. Government securities | $54,053,000 | 1,754 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,053,000 | 1,697 |
| Securities issued by states & political subdivisions | $31,928,000 | 1,218 |
| Other domestic debt securities | $2,000 | 2,576 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,000 | 441 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $476,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,026,000 | 2,176 |
| Mortgage-backed securities | $54,053,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $12,825,000 | 2,331 |
| Issued or guaranteed by U.S. | $12,825,000 | 2,329 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $41,228,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $41,228,000 | 518 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $86,459,000 | 1,523 |
| Total debt securities | $85,983,000 | 1,705 |
| 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 | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $84,777,000 | 1,739 |
| U.S. Government securities | $54,175,000 | 1,748 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,175,000 | 1,693 |
| Securities issued by states & political subdivisions | $29,316,000 | 1,327 |
| Other domestic debt securities | $813,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,000 | 442 |
| Structured financial products - Total | $810,000 | 192 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $473,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,459,000 | 2,138 |
| Mortgage-backed securities | $54,175,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $13,096,000 | 2,304 |
| Issued or guaranteed by U.S. | $13,096,000 | 2,303 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $41,079,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $41,079,000 | 520 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $84,777,000 | 1,551 |
| Total debt securities | $84,303,000 | 1,728 |
| 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 | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $84,827,000 | 1,772 |
| U.S. Government securities | $55,684,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,684,000 | 1,666 |
| Securities issued by states & political subdivisions | $27,951,000 | 1,367 |
| Other domestic debt securities | $698,000 | 2,128 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,000 | 455 |
| Structured financial products - Total | $695,000 | 214 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $494,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,144,000 | 1,866 |
| Mortgage-backed securities | $55,684,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $13,938,000 | 2,245 |
| Issued or guaranteed by U.S. | $13,938,000 | 2,242 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $41,746,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $41,746,000 | 517 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $84,827,000 | 1,585 |
| Total debt securities | $84,333,000 | 1,752 |
| 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 | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $84,277,000 | 1,761 |
| U.S. Government securities | $57,821,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $57,821,000 | 1,606 |
| Securities issued by states & political subdivisions | $25,402,000 | 1,475 |
| Other domestic debt securities | $572,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $3,000 | 465 |
| Structured financial products - Total | $569,000 | 228 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $482,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,966,000 | 1,748 |
| Mortgage-backed securities | $57,821,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $15,246,000 | 2,116 |
| Issued or guaranteed by U.S. | $15,246,000 | 2,113 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,575,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $42,575,000 | 511 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $84,277,000 | 1,581 |
| Total debt securities | $83,795,000 | 1,747 |
| 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 | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $96,034,000 | 1,577 |
| U.S. Government securities | $67,305,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,305,000 | 1,434 |
| Securities issued by states & political subdivisions | $27,744,000 | 1,338 |
| Other domestic debt securities | $486,000 | 2,368 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $3,000 | 461 |
| Structured financial products - Total | $483,000 | 231 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $499,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,020,000 | 1,609 |
| Mortgage-backed securities | $67,305,000 | 998 |
| Certificates of participation in pools of residential mortgages | $22,821,000 | 1,660 |
| Issued or guaranteed by U.S. | $22,821,000 | 1,659 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,484,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $44,484,000 | 516 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $96,034,000 | 1,423 |
| Total debt securities | $95,535,000 | 1,571 |
| 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 | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $90,364,000 | 1,628 |
| U.S. Government securities | $62,559,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $62,559,000 | 1,514 |
| Securities issued by states & political subdivisions | $26,946,000 | 1,343 |
| Other domestic debt securities | $357,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,000 | 435 |
| Structured financial products - Total | $354,000 | 254 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $502,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,514,000 | 1,578 |
| Mortgage-backed securities | $62,559,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $23,562,000 | 1,595 |
| Issued or guaranteed by U.S. | $23,562,000 | 1,593 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $38,997,000 | 618 |
| CMOs issued by government agencies or sponsored agencies | $38,997,000 | 574 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $90,364,000 | 1,482 |
| Total debt securities | $89,862,000 | 1,612 |
| 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 | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $95,890,000 | 1,543 |
| U.S. Government securities | $71,745,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $71,745,000 | 1,365 |
| Securities issued by states & political subdivisions | $23,250,000 | 1,521 |
| Other domestic debt securities | $387,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $3,000 | 427 |
| Structured financial products - Total | $384,000 | 242 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $508,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,229,000 | 2,205 |
| Mortgage-backed securities | $71,745,000 | 993 |
| Certificates of participation in pools of residential mortgages | $28,373,000 | 1,451 |
| Issued or guaranteed by U.S. | $28,373,000 | 1,449 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $43,372,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $43,372,000 | 558 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $95,890,000 | 1,396 |
| Total debt securities | $95,388,000 | 1,533 |
| 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 | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $96,863,000 | 1,530 |
| U.S. Government securities | $74,558,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $74,558,000 | 1,341 |
| Securities issued by states & political subdivisions | $21,520,000 | 1,601 |
| Other domestic debt securities | $281,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,000 | 382 |
| Structured financial products - Total | $278,000 | 267 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $504,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,503,000 | 2,033 |
| Mortgage-backed securities | $74,558,000 | 982 |
| Certificates of participation in pools of residential mortgages | $30,649,000 | 1,390 |
| Issued or guaranteed by U.S. | $30,649,000 | 1,389 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,909,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $43,909,000 | 558 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $96,863,000 | 1,385 |
| Total debt securities | $96,359,000 | 1,517 |
| 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 | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $98,651,000 | 1,519 |
| U.S. Government securities | $78,145,000 | 1,372 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,145,000 | 1,331 |
| Securities issued by states & political subdivisions | $19,794,000 | 1,664 |
| Other domestic debt securities | $214,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $3,000 | 336 |
| Structured financial products - Total | $211,000 | 284 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $498,000 | 745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,780,000 | 1,639 |
| Mortgage-backed securities | $78,145,000 | 948 |
| Certificates of participation in pools of residential mortgages | $32,598,000 | 1,309 |
| Issued or guaranteed by U.S. | $32,598,000 | 1,308 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $45,547,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $45,547,000 | 570 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $98,651,000 | 1,382 |
| Total debt securities | $98,153,000 | 1,506 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $96,898,000 | 1,493 |
| U.S. Government securities | $78,081,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $78,081,000 | 1,267 |
| Securities issued by states & political subdivisions | $18,614,000 | 1,713 |
| Other domestic debt securities | $203,000 | 2,641 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $3,000 | 262 |
| Structured financial products - Total | $200,000 | 264 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,726,000 | 1,498 |
| Mortgage-backed securities | $78,081,000 | 917 |
| Certificates of participation in pools of residential mortgages | $33,403,000 | 1,224 |
| Issued or guaranteed by U.S. | $33,403,000 | 1,222 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $44,678,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $44,678,000 | 543 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $96,898,000 | 1,358 |
| Total debt securities | $96,889,000 | 1,474 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $92,942,000 | 1,515 |
| U.S. Government securities | $75,530,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $75,530,000 | 1,259 |
| Securities issued by states & political subdivisions | $17,212,000 | 1,761 |
| Other domestic debt securities | $200,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $3,000 | 251 |
| Structured financial products - Total | $197,000 | 268 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,417,000 | 1,476 |
| Mortgage-backed securities | $75,530,000 | 913 |
| Certificates of participation in pools of residential mortgages | $26,146,000 | 1,400 |
| Issued or guaranteed by U.S. | $26,146,000 | 1,396 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $49,384,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $49,384,000 | 512 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $92,942,000 | 1,368 |
| Total debt securities | $92,936,000 | 1,494 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $85,664,000 | 1,618 |
| U.S. Government securities | $70,183,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $70,183,000 | 1,363 |
| Securities issued by states & political subdivisions | $15,281,000 | 1,904 |
| Other domestic debt securities | $200,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $4,000 | 248 |
| Structured financial products - Total | $196,000 | 278 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,375,000 | 1,635 |
| Mortgage-backed securities | $70,183,000 | 945 |
| Certificates of participation in pools of residential mortgages | $24,775,000 | 1,425 |
| Issued or guaranteed by U.S. | $24,775,000 | 1,420 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $45,408,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $45,408,000 | 543 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $85,664,000 | 1,462 |
| Total debt securities | $85,658,000 | 1,600 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $81,587,000 | 1,675 |
| U.S. Government securities | $66,315,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $66,315,000 | 1,422 |
| Securities issued by states & political subdivisions | $14,573,000 | 1,929 |
| Other domestic debt securities | $699,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $4,000 | 249 |
| Structured financial products - Total | $186,000 | 275 |
| Other domestic debt securities - All other | $509,000 | 1,645 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,116,000 | 1,688 |
| Mortgage-backed securities | $66,315,000 | 966 |
| Certificates of participation in pools of residential mortgages | $27,902,000 | 1,269 |
| Issued or guaranteed by U.S. | $27,902,000 | 1,261 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $38,413,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $38,413,000 | 587 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $81,587,000 | 1,510 |
| Total debt securities | $81,587,000 | 1,661 |
| 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 | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $77,135,000 | 1,668 |
| U.S. Government securities | $59,532,000 | 1,523 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $59,532,000 | 1,466 |
| Securities issued by states & political subdivisions | $16,737,000 | 1,680 |
| Other domestic debt securities | $866,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $159,000 | 1,245 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $4,000 | 231 |
| Structured financial products - Total | $198,000 | 271 |
| Other domestic debt securities - All other | $505,000 | 1,658 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,796,000 | 4,261 |
| Mortgage-backed securities | $59,691,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $25,673,000 | 1,305 |
| Issued or guaranteed by U.S. | $25,673,000 | 1,294 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $34,018,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $33,859,000 | 612 |
| Privately issued | $159,000 | 1,186 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $77,135,000 | 1,499 |
| Total debt securities | $77,113,000 | 1,651 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $81,628,000 | 1,577 |
| U.S. Government securities | $50,763,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $50,763,000 | 1,650 |
| Securities issued by states & political subdivisions | $29,147,000 | 931 |
| Other domestic debt securities | $1,718,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $655,000 | 1,088 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $4,000 | 223 |
| Structured financial products - Total | $549,000 | 241 |
| Other domestic debt securities - All other | $510,000 | 1,671 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,477,000 | 4,405 |
| Mortgage-backed securities | $51,418,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $21,870,000 | 1,433 |
| Issued or guaranteed by U.S. | $21,870,000 | 1,429 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $29,548,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $28,893,000 | 677 |
| Privately issued | $655,000 | 1,038 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $81,628,000 | 1,412 |
| Total debt securities | $81,606,000 | 1,559 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $79,172,000 | 1,627 |
| U.S. Government securities | $45,129,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $45,129,000 | 1,859 |
| Securities issued by states & political subdivisions | $32,030,000 | 774 |
| Other domestic debt securities | $2,013,000 | 1,721 |
| Privately issued residential mortgage-backed securities | $908,000 | 1,043 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $4,000 | 226 |
| Structured financial products - Total | $611,000 | 240 |
| Other domestic debt securities - All other | $490,000 | 1,712 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,988,000 | 4,324 |
| Mortgage-backed securities | $46,037,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $23,347,000 | 1,370 |
| Issued or guaranteed by U.S. | $23,347,000 | 1,364 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $22,690,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $21,782,000 | 770 |
| Privately issued | $908,000 | 1,006 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $79,172,000 | 1,441 |
| Total debt securities | $78,959,000 | 1,614 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $76,297,000 | 1,681 |
| U.S. Government securities | $39,928,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $39,928,000 | 2,089 |
| Securities issued by states & political subdivisions | $34,178,000 | 695 |
| Other domestic debt securities | $2,191,000 | 1,697 |
| Privately issued residential mortgage-backed securities | $1,023,000 | 1,060 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $4,000 | 232 |
| Structured financial products - Total | $661,000 | 239 |
| Other domestic debt securities - All other | $503,000 | 1,672 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,046,000 | 4,365 |
| Mortgage-backed securities | $40,951,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $26,243,000 | 1,320 |
| Issued or guaranteed by U.S. | $26,243,000 | 1,316 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,708,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $13,685,000 | 987 |
| Privately issued | $1,023,000 | 1,019 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $76,297,000 | 1,487 |
| Total debt securities | $76,011,000 | 1,665 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $73,491,000 | 1,716 |
| U.S. Government securities | $36,888,000 | 2,265 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $36,888,000 | 2,200 |
| Securities issued by states & political subdivisions | $33,496,000 | 703 |
| Other domestic debt securities | $3,107,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $1,033,000 | 1,089 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $4,000 | 256 |
| Structured financial products - Total | $677,000 | 246 |
| Other domestic debt securities - All other | $1,393,000 | 1,219 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,294,000 | 4,325 |
| Mortgage-backed securities | $37,921,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $25,356,000 | 1,399 |
| Issued or guaranteed by U.S. | $25,356,000 | 1,392 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,565,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $11,532,000 | 1,045 |
| Privately issued | $1,033,000 | 1,048 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $73,491,000 | 1,514 |
| Total debt securities | $73,127,000 | 1,703 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $71,201,000 | 1,760 |
| U.S. Government securities | $34,081,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,081,000 | 2,360 |
| Securities issued by states & political subdivisions | $33,872,000 | 702 |
| Other domestic debt securities | $3,248,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $1,043,000 | 1,153 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $4,000 | 262 |
| Structured financial products - Total | $800,000 | 249 |
| Other domestic debt securities - All other | $1,401,000 | 1,310 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,525,000 | 4,243 |
| Mortgage-backed securities | $35,124,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $20,443,000 | 1,703 |
| Issued or guaranteed by U.S. | $20,443,000 | 1,697 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $14,681,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $13,638,000 | 933 |
| Privately issued | $1,043,000 | 1,105 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $71,201,000 | 1,543 |
| Total debt securities | $70,762,000 | 1,750 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $68,216,000 | 1,803 |
| U.S. Government securities | $34,029,000 | 2,348 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $34,029,000 | 2,298 |
| Securities issued by states & political subdivisions | $30,317,000 | 751 |
| Other domestic debt securities | $2,897,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 1,181 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $4,000 | 285 |
| Structured financial products - Total | $586,000 | 297 |
| Other domestic debt securities - All other | $1,265,000 | 1,385 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $973,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,611,000 | 4,229 |
| Mortgage-backed securities | $35,071,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $20,979,000 | 1,705 |
| Issued or guaranteed by U.S. | $20,979,000 | 1,696 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,092,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $13,050,000 | 927 |
| Privately issued | $1,042,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $68,216,000 | 1,575 |
| Total debt securities | $67,242,000 | 1,802 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $63,349,000 | 1,911 |
| U.S. Government securities | $36,307,000 | 2,254 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $36,307,000 | 2,203 |
| Securities issued by states & political subdivisions | $23,637,000 | 947 |
| Other domestic debt securities | $2,429,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $1,030,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,394,000 | 1,363 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $976,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,739,000 | 5,659 |
| Mortgage-backed securities | $37,337,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $21,417,000 | 1,728 |
| Issued or guaranteed by U.S. | $21,417,000 | 1,718 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,920,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $14,890,000 | 845 |
| Privately issued | $1,030,000 | 1,158 |
| 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) | $63,349,000 | 1,678 |
| Total debt securities | $62,372,000 | 1,913 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $64,055,000 | 1,858 |
| U.S. Government securities | $40,026,000 | 2,087 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $40,026,000 | 2,039 |
| Securities issued by states & political subdivisions | $20,051,000 | 1,099 |
| Other domestic debt securities | $3,012,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,977,000 | 1,136 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $966,000 | 751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,807,000 | 5,309 |
| Mortgage-backed securities | $41,055,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $26,537,000 | 1,428 |
| Issued or guaranteed by U.S. | $26,537,000 | 1,420 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,518,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $13,489,000 | 880 |
| Privately issued | $1,029,000 | 1,107 |
| 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) | $64,055,000 | 1,625 |
| Total debt securities | $63,089,000 | 1,866 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $63,756,000 | 1,828 |
| U.S. Government securities | $41,293,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $41,293,000 | 1,925 |
| Securities issued by states & political subdivisions | $18,561,000 | 1,162 |
| Other domestic debt securities | $2,948,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 305 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,913,000 | 1,135 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $954,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,851,000 | 5,301 |
| Mortgage-backed securities | $41,821,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $32,019,000 | 1,164 |
| Issued or guaranteed by U.S. | $32,019,000 | 1,151 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,802,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $8,773,000 | 1,067 |
| Privately issued | $1,029,000 | 1,084 |
| 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) | $63,756,000 | 1,606 |
| Total debt securities | $62,801,000 | 1,830 |
| Structured notes |
| Amortized cost | $500,000 | 1,321 |
| Fair value | $501,000 | 1,343 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $64,606,000 | 1,845 |
| U.S. Government securities | $41,180,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $41,180,000 | 1,964 |
| Securities issued by states & political subdivisions | $18,907,000 | 1,161 |
| Other domestic debt securities | $3,572,000 | 1,454 |
| Privately issued residential mortgage-backed securities | $1,022,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,544,000 | 1,042 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $947,000 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,883,000 | 5,280 |
| Mortgage-backed securities | $41,700,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $31,473,000 | 1,166 |
| Issued or guaranteed by U.S. | $31,473,000 | 1,152 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,227,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $9,205,000 | 1,035 |
| Privately issued | $1,022,000 | 1,056 |
| 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) | $64,606,000 | 1,612 |
| Total debt securities | $63,659,000 | 1,840 |
| Structured notes |
| Amortized cost | $1,992,000 | 712 |
| Fair value | $1,575,000 | 779 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $66,384,000 | 1,779 |
| U.S. Government securities | $45,441,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $45,441,000 | 1,780 |
| Securities issued by states & political subdivisions | $17,659,000 | 1,272 |
| Other domestic debt securities | $2,316,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $1,041,000 | 1,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 284 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,268,000 | 1,382 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $968,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,582,000 | 4,613 |
| Mortgage-backed securities | $43,974,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | $32,832,000 | 1,075 |
| Issued or guaranteed by U.S. | $32,832,000 | 1,063 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,142,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $10,101,000 | 972 |
| Privately issued | $1,041,000 | 1,033 |
| 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) | $66,384,000 | 1,571 |
| Total debt securities | $65,417,000 | 1,776 |
| Structured notes |
| Amortized cost | $500,000 | 1,489 |
| Fair value | $505,000 | 1,519 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $64,500,000 | 1,812 |
| U.S. Government securities | $45,070,000 | 1,823 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $45,070,000 | 1,783 |
| Securities issued by states & political subdivisions | $16,086,000 | 1,370 |
| Other domestic debt securities | $2,380,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $1,018,000 | 999 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 268 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,266 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $964,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,012,000 | 4,836 |
| Mortgage-backed securities | $41,076,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $29,626,000 | 1,050 |
| Issued or guaranteed by U.S. | $29,626,000 | 1,042 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,450,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $10,432,000 | 904 |
| Privately issued | $1,018,000 | 948 |
| 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) | $64,500,000 | 1,585 |
| Total debt securities | $63,535,000 | 1,793 |
| Structured notes |
| Amortized cost | $500,000 | 1,948 |
| Fair value | $499,000 | 2,077 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $64,627,000 | 1,812 |
| U.S. Government securities | $45,102,000 | 1,862 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,102,000 | 1,823 |
| Securities issued by states & political subdivisions | $16,105,000 | 1,326 |
| Other domestic debt securities | $2,471,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $1,007,000 | 974 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,457,000 | 1,225 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $949,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,475,000 | 5,482 |
| Mortgage-backed securities | $41,155,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $29,301,000 | 990 |
| Issued or guaranteed by U.S. | $29,301,000 | 984 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,854,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $10,847,000 | 839 |
| Privately issued | $1,007,000 | 925 |
| 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) | $64,627,000 | 1,567 |
| Total debt securities | $63,679,000 | 1,798 |
| Structured notes |
| Amortized cost | $500,000 | 2,161 |
| Fair value | $499,000 | 2,252 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $62,537,000 | 1,851 |
| U.S. Government securities | $43,048,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $43,048,000 | 1,902 |
| Securities issued by states & political subdivisions | $16,054,000 | 1,309 |
| Other domestic debt securities | $2,497,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $995,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,000 | 263 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000 | 1,155 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $938,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,452,000 | 5,531 |
| Mortgage-backed securities | $39,154,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $26,589,000 | 1,051 |
| Issued or guaranteed by U.S. | $26,589,000 | 1,044 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,565,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $11,570,000 | 771 |
| Privately issued | $995,000 | 876 |
| 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) | $62,537,000 | 1,600 |
| Total debt securities | $61,601,000 | 1,830 |
| Structured notes |
| Amortized cost | $500,000 | 2,252 |
| Fair value | $497,000 | 2,319 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $64,047,000 | 1,827 |
| U.S. Government securities | $44,727,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $44,727,000 | 1,857 |
| Securities issued by states & political subdivisions | $15,850,000 | 1,319 |
| Other domestic debt securities | $2,515,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 1,185 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $955,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,451,000 | 5,543 |
| Mortgage-backed securities | $40,830,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $26,709,000 | 1,033 |
| Issued or guaranteed by U.S. | $26,709,000 | 1,025 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,121,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $13,107,000 | 710 |
| Privately issued | $1,014,000 | 831 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $64,047,000 | 1,570 |
| Total debt securities | $63,093,000 | 1,817 |
| Structured notes |
| Amortized cost | $500,000 | 2,315 |
| Fair value | $493,000 | 2,484 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $63,912,000 | 1,857 |
| U.S. Government securities | $44,693,000 | 1,940 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,693,000 | 1,876 |
| Securities issued by states & political subdivisions | $15,758,000 | 1,324 |
| Other domestic debt securities | $2,509,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $1,012,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,489,000 | 1,213 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $952,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,445,000 | 5,561 |
| Mortgage-backed securities | $40,808,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $26,799,000 | 1,045 |
| Issued or guaranteed by U.S. | $26,799,000 | 1,036 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,009,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $12,997,000 | 730 |
| Privately issued | $1,012,000 | 820 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $63,912,000 | 1,590 |
| Total debt securities | $62,960,000 | 1,848 |
| Structured notes |
| Amortized cost | $500,000 | 2,419 |
| Fair value | $494,000 | 2,547 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $63,917,000 | 1,858 |
| U.S. Government securities | $44,703,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,703,000 | 1,896 |
| Securities issued by states & political subdivisions | $15,762,000 | 1,291 |
| Other domestic debt securities | $2,499,000 | 1,398 |
| Privately issued residential mortgage-backed securities | $1,009,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000 | 300 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,480,000 | 1,225 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $953,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,438,000 | 5,604 |
| Mortgage-backed securities | $40,832,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $27,832,000 | 1,020 |
| Issued or guaranteed by U.S. | $27,832,000 | 1,009 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,000,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $11,991,000 | 758 |
| Privately issued | $1,009,000 | 799 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $63,917,000 | 1,593 |
| Total debt securities | $62,964,000 | 1,853 |
| Structured notes |
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $63,311,000 | 1,897 |
| U.S. Government securities | $45,617,000 | 1,925 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $45,617,000 | 1,862 |
| Securities issued by states & political subdivisions | $15,279,000 | 1,309 |
| Other domestic debt securities | $1,485,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,000 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,473,000 | 1,252 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $930,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $496,000 | 6,666 |
| Mortgage-backed securities | $39,823,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $26,386,000 | 1,083 |
| Issued or guaranteed by U.S. | $26,386,000 | 1,075 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,437,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $13,436,000 | 708 |
| Privately issued | $1,000 | 1,259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $63,311,000 | 1,618 |
| Total debt securities | $62,381,000 | 1,892 |
| Structured notes |
| Amortized cost | $500,000 | 2,594 |
| Fair value | $496,000 | 2,607 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $63,125,000 | 1,921 |
| U.S. Government securities | $46,357,000 | 1,933 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $46,357,000 | 1,870 |
| Securities issued by states & political subdivisions | $14,314,000 | 1,411 |
| Other domestic debt securities | $1,509,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,000 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000 | 1,294 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $945,000 | 1,113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $497,000 | 6,709 |
| Mortgage-backed securities | $41,002,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $26,034,000 | 1,115 |
| Issued or guaranteed by U.S. | $26,034,000 | 1,107 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,968,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $14,967,000 | 666 |
| Privately issued | $1,000 | 1,255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $63,125,000 | 1,641 |
| Total debt securities | $62,178,000 | 1,900 |
| Structured notes |
| Amortized cost | $500,000 | 2,585 |
| Fair value | $497,000 | 2,604 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $64,256,000 | 1,885 |
| U.S. Government securities | $47,486,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $47,486,000 | 1,834 |
| Securities issued by states & political subdivisions | $14,090,000 | 1,426 |
| Other domestic debt securities | $1,717,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,000 | 309 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,697,000 | 1,300 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $963,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $499,000 | 6,736 |
| Mortgage-backed securities | $42,114,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $26,943,000 | 1,111 |
| Issued or guaranteed by U.S. | $26,943,000 | 1,101 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,171,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $15,170,000 | 656 |
| Privately issued | $1,000 | 1,241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $64,256,000 | 1,599 |
| Total debt securities | $63,292,000 | 1,871 |
| Structured notes |
| Amortized cost | $500,000 | 2,581 |
| Fair value | $499,000 | 2,584 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $63,849,000 | 1,883 |
| U.S. Government securities | $47,266,000 | 1,884 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $47,266,000 | 1,822 |
| Securities issued by states & political subdivisions | $13,885,000 | 1,440 |
| Other domestic debt securities | $1,730,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,283 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,000 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,705,000 | 1,342 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $968,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $499,000 | 6,773 |
| Mortgage-backed securities | $42,321,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $25,706,000 | 1,174 |
| Issued or guaranteed by U.S. | $25,706,000 | 1,165 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,615,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $16,611,000 | 625 |
| Privately issued | $4,000 | 1,175 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $63,849,000 | 1,589 |
| Total debt securities | $62,882,000 | 1,869 |
| Structured notes |
| Amortized cost | $500,000 | 2,532 |
| Fair value | $499,000 | 2,543 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $64,588,000 | 1,874 |
| U.S. Government securities | $49,224,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $49,224,000 | 1,761 |
| Securities issued by states & political subdivisions | $12,643,000 | 1,563 |
| Other domestic debt securities | $1,734,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,000 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,706,000 | 1,399 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $987,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $526,000 | 6,729 |
| Mortgage-backed securities | $43,303,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $25,292,000 | 1,213 |
| Issued or guaranteed by U.S. | $25,292,000 | 1,201 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,011,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $18,006,000 | 618 |
| Privately issued | $5,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $64,588,000 | 1,586 |
| Total debt securities | $63,601,000 | 1,856 |
| Structured notes |
| Amortized cost | $500,000 | 2,519 |
| Fair value | $524,000 | 2,506 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $63,765,000 | 1,939 |
| U.S. Government securities | $48,364,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,364,000 | 1,823 |
| Securities issued by states & political subdivisions | $12,703,000 | 1,547 |
| Other domestic debt securities | $1,731,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,702,000 | 1,477 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $967,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $794,000 | 6,626 |
| Mortgage-backed securities | $42,437,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $21,597,000 | 1,389 |
| Issued or guaranteed by U.S. | $21,597,000 | 1,378 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,840,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $20,835,000 | 576 |
| Privately issued | $5,000 | 1,133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $63,765,000 | 1,636 |
| Total debt securities | $62,797,000 | 1,911 |
| Structured notes |
| Amortized cost | $500,000 | 2,494 |
| Fair value | $531,000 | 2,484 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $64,436,000 | 1,928 |
| U.S. Government securities | $48,432,000 | 1,899 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,432,000 | 1,828 |
| Securities issued by states & political subdivisions | $13,279,000 | 1,488 |
| Other domestic debt securities | $1,745,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,000 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,713,000 | 1,532 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $980,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,025,000 | 6,460 |
| Mortgage-backed securities | $41,751,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $18,645,000 | 1,560 |
| Issued or guaranteed by U.S. | $18,645,000 | 1,547 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $23,106,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $23,100,000 | 563 |
| Privately issued | $6,000 | 1,122 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $64,436,000 | 1,619 |
| Total debt securities | $63,456,000 | 1,908 |
| Structured notes |
| Amortized cost | $500,000 | 2,430 |
| Fair value | $511,000 | 2,422 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $64,618,000 | 1,913 |
| U.S. Government securities | $48,217,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $48,217,000 | 1,817 |
| Securities issued by states & political subdivisions | $13,648,000 | 1,446 |
| Other domestic debt securities | $1,763,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,000 | 339 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,710,000 | 1,575 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $990,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,337,000 | 6,306 |
| Mortgage-backed securities | $45,707,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $21,073,000 | 1,430 |
| Issued or guaranteed by U.S. | $21,073,000 | 1,420 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,634,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $24,613,000 | 531 |
| Privately issued | $21,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $64,618,000 | 1,606 |
| Total debt securities | $63,555,000 | 1,886 |
| Structured notes |
| Amortized cost | $500,000 | 2,417 |
| Fair value | $518,000 | 2,408 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $64,670,000 | 1,934 |
| U.S. Government securities | $44,942,000 | 2,041 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $44,942,000 | 1,970 |
| Securities issued by states & political subdivisions | $16,952,000 | 1,123 |
| Other domestic debt securities | $1,776,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,000 | 346 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,718,000 | 1,652 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,000,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,520,000 | 6,212 |
| Mortgage-backed securities | $43,465,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $19,736,000 | 1,521 |
| Issued or guaranteed by U.S. | $19,736,000 | 1,509 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,729,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $23,707,000 | 556 |
| Privately issued | $22,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $64,670,000 | 1,630 |
| Total debt securities | $63,670,000 | 1,910 |
| Structured notes |
| Amortized cost | $500,000 | 2,383 |
| Fair value | $512,000 | 2,378 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $63,180,000 | 1,984 |
| U.S. Government securities | $45,553,000 | 2,019 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $45,553,000 | 1,945 |
| Securities issued by states & political subdivisions | $14,465,000 | 1,355 |
| Other domestic debt securities | $2,162,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,000 | 356 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,098,000 | 1,595 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,544,000 | 6,170 |
| Mortgage-backed securities | $45,044,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $21,715,000 | 1,447 |
| Issued or guaranteed by U.S. | $21,715,000 | 1,436 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $23,329,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $23,307,000 | 580 |
| Privately issued | $22,000 | 1,088 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $63,180,000 | 1,688 |
| Total debt securities | $62,179,000 | 1,947 |
| Structured notes |
| Amortized cost | $500,000 | 2,158 |
| Fair value | $531,000 | 2,146 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $61,116,000 | 2,096 |
| U.S. Government securities | $40,032,000 | 2,302 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $40,032,000 | 2,220 |
| Securities issued by states & political subdivisions | $14,339,000 | 1,375 |
| Other domestic debt securities | $5,745,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,060 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,000 | 382 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,675,000 | 955 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,000,000 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,538,000 | 6,142 |
| Mortgage-backed securities | $39,174,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $17,224,000 | 1,724 |
| Issued or guaranteed by U.S. | $17,224,000 | 1,712 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,950,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $21,927,000 | 664 |
| Privately issued | $23,000 | 915 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $61,116,000 | 1,765 |
| Total debt securities | $60,116,000 | 2,066 |
| Structured notes |
| Amortized cost | $500,000 | 2,031 |
| Fair value | $531,000 | 2,017 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $62,952,000 | 2,013 |
| U.S. Government securities | $39,913,000 | 2,256 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $39,913,000 | 2,177 |
| Securities issued by states & political subdivisions | $14,427,000 | 1,363 |
| Other domestic debt securities | $7,612,000 | 1,058 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,000 | 394 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,539,000 | 841 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,000,000 | 1,361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 6,554 |
| Mortgage-backed securities | $36,654,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $12,978,000 | 2,063 |
| Issued or guaranteed by U.S. | $12,978,000 | 2,053 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $23,676,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $23,652,000 | 639 |
| Privately issued | $24,000 | 987 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $62,952,000 | 1,698 |
| Total debt securities | $61,952,000 | 1,983 |
| Structured notes |
| Amortized cost | $500,000 | 1,773 |
| Fair value | $531,000 | 1,752 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $69,945,000 | 1,785 |
| U.S. Government securities | $46,430,000 | 1,898 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $46,430,000 | 1,826 |
| Securities issued by states & political subdivisions | $16,416,000 | 1,156 |
| Other domestic debt securities | $6,099,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,000 | 412 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,021,000 | 991 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $39,387,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $11,100,000 | 2,258 |
| Issued or guaranteed by U.S. | $11,100,000 | 2,248 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $28,287,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $28,262,000 | 602 |
| Privately issued | $25,000 | 1,040 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $69,945,000 | 1,520 |
| Total debt securities | $68,945,000 | 1,752 |
| Structured notes |
| Amortized cost | $1,500,000 | 1,008 |
| Fair value | $1,543,000 | 1,006 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $67,723,000 | 1,810 |
| U.S. Government securities | $46,444,000 | 1,889 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $46,444,000 | 1,809 |
| Securities issued by states & political subdivisions | $15,825,000 | 1,153 |
| Other domestic debt securities | $4,454,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,000 | 419 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,367,000 | 1,245 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,000,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $40,374,000 | 1,225 |
| Certificates of participation in pools of residential mortgages | $11,255,000 | 2,203 |
| Issued or guaranteed by U.S. | $11,255,000 | 2,193 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $29,119,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $29,093,000 | 618 |
| Privately issued | $26,000 | 1,064 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $67,723,000 | 1,537 |
| Total debt securities | $66,723,000 | 1,772 |
| Structured notes |
| Amortized cost | $1,500,000 | 756 |
| Fair value | $1,551,000 | 749 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $65,040,000 | 1,852 |
| U.S. Government securities | $46,195,000 | 1,862 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $46,195,000 | 1,785 |
| Securities issued by states & political subdivisions | $16,005,000 | 1,116 |
| Other domestic debt securities | $2,840,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,000 | 434 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,749,000 | 1,644 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $36,403,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | $11,550,000 | 2,149 |
| Issued or guaranteed by U.S. | $11,550,000 | 2,138 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $24,853,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $24,826,000 | 666 |
| Privately issued | $27,000 | 1,098 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $65,040,000 | 1,562 |
| Total debt securities | $65,050,000 | 1,784 |
| Structured notes |
| Amortized cost | $1,500,000 | 609 |
| Fair value | $1,548,000 | 608 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $59,109,000 | 1,897 |
| U.S. Government securities | $43,500,000 | 1,837 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $43,500,000 | 1,737 |
| Securities issued by states & political subdivisions | $14,030,000 | 1,202 |
| Other domestic debt securities | $1,579,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $846,000 | 860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $733,000 | 2,709 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $20,954,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $10,597,000 | 2,030 |
| Issued or guaranteed by U.S. | $10,597,000 | 2,016 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,357,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $9,511,000 | 1,241 |
| Privately issued | $846,000 | 779 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $59,109,000 | 1,566 |
| Total debt securities | $59,109,000 | 1,829 |
| Structured notes |
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,053,000 | 313 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $63,931,000 | 1,721 |
| U.S. Government securities | $49,216,000 | 1,615 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $49,216,000 | 1,498 |
| Securities issued by states & political subdivisions | $10,469,000 | 1,605 |
| Other domestic debt securities | $2,589,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $1,707,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $882,000 | 2,286 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,657,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $726,000 | 7,317 |
| Mortgage-backed securities | $4,191,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,076 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,050 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,350,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 3,020 |
| Privately issued | $1,707,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $63,931,000 | 1,345 |
| Total debt securities | $62,274,000 | 1,681 |
| Structured notes |
| Amortized cost | $1,000,000 | 317 |
| Fair value | $860,000 | 441 |
| 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 | $67,354,000 | 1,701 |
| U.S. Government securities | $50,523,000 | 1,670 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $50,523,000 | 1,485 |
| Securities issued by states & political subdivisions | $12,082,000 | 1,392 |
| Other domestic debt securities | $3,683,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $2,686,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $997,000 | 1,988 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,066,000 | 2,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $771,000 | 7,424 |
| Mortgage-backed securities | $6,174,000 | 3,259 |
| Certificates of participation in pools of residential mortgages | $2,526,000 | 3,856 |
| Issued or guaranteed by U.S. | $2,526,000 | 3,839 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,648,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $962,000 | 2,928 |
| Privately issued | $2,686,000 | 461 |
| 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) | $22,350,000 | 1,143 |
| Available-for-sale securities (fair market value) | $45,004,000 | 1,921 |
| Total debt securities | $66,288,000 | 1,659 |
| Structured notes |
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,348,000 | 389 |
| 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 | $59,624,000 | 1,945 |
| U.S. Government securities | $42,385,000 | 2,065 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $42,385,000 | 1,746 |
| Securities issued by states & political subdivisions | $12,691,000 | 1,312 |
| Other domestic debt securities | $3,482,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $2,167,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,315,000 | 1,635 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,066,000 | 2,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $7,258,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,556 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,540 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,728,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $1,561,000 | 2,735 |
| Privately issued | $2,167,000 | 450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,593,000 | 1,155 |
| Available-for-sale securities (fair market value) | $35,031,000 | 2,404 |
| Total debt securities | $58,558,000 | 1,915 |
| Structured notes |
| Amortized cost | $1,500,000 | 454 |
| Fair value | $1,374,000 | 513 |
| 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 | $60,967,000 | 1,893 |
| U.S. Government securities | $47,386,000 | 1,921 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $47,386,000 | 1,508 |
| Securities issued by states & political subdivisions | $10,030,000 | 1,467 |
| Other domestic debt securities | $2,485,000 | 1,219 |
| Privately issued residential mortgage-backed securities | $985,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,227 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,066,000 | 2,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $2,817,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 4,940 |
| Issued or guaranteed by U.S. | $1,374,000 | 4,921 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,443,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 3,964 |
| Privately issued | $985,000 | 473 |
| 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) | $26,913,000 | 1,305 |
| Available-for-sale securities (fair market value) | $34,054,000 | 2,346 |
| Total debt securities | $59,901,000 | 1,866 |
| Structured notes |
| Amortized cost | $5,499,000 | 255 |
| Fair value | $5,211,000 | 266 |
| 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 | $55,216,000 | 2,209 |
| U.S. Government securities | $40,975,000 | 2,369 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $40,975,000 | 1,778 |
| Securities issued by states & political subdivisions | $8,590,000 | 1,704 |
| Other domestic debt securities | $4,876,000 | 921 |
| Privately issued residential mortgage-backed securities | $1,164,000 | 687 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,712,000 | 767 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $775,000 | 2,717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $4,431,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 5,211 |
| Issued or guaranteed by U.S. | $1,487,000 | 5,195 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,944,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $1,780,000 | 3,091 |
| Privately issued | $1,164,000 | 513 |
| 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) | $27,944,000 | 1,432 |
| Available-for-sale securities (fair market value) | $27,272,000 | 2,972 |
| Total debt securities | $54,441,000 | 2,168 |
| Structured notes |
| Amortized cost | $5,000,000 | 377 |
| Fair value | $4,599,000 | 420 |
| 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 | $45,501,000 | 2,778 |
| U.S. Government securities | $30,663,000 | 3,272 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $30,663,000 | 2,278 |
| Securities issued by states & political subdivisions | $7,908,000 | 1,862 |
| Other domestic debt securities | $6,379,000 | 922 |
| Privately issued residential mortgage-backed securities | $542,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,837,000 | 715 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $551,000 | 3,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,000,000 | 8,116 |
| Mortgage-backed securities | $4,128,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $1,823,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,823,000 | 5,053 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,305,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $1,763,000 | 3,469 |
| Privately issued | $542,000 | 878 |
| 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) | $24,298,000 | 1,682 |
| Available-for-sale securities (fair market value) | $21,203,000 | 3,768 |
| Total debt securities | $44,950,000 | 2,730 |
| Structured notes |
| Amortized cost | $5,999,000 | 556 |
| Fair value | $5,566,000 | 582 |
| 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 | $36,941,000 | 3,558 |
| U.S. Government securities | $22,368,000 | 4,515 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $22,368,000 | 2,925 |
| Securities issued by states & political subdivisions | $6,983,000 | 2,190 |
| Other domestic debt securities | $7,178,000 | 930 |
| Privately issued residential mortgage-backed securities | $830,000 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,348,000 | 737 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $412,000 | 3,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $3,812,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 5,902 |
| Issued or guaranteed by U.S. | $1,372,000 | 5,875 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,440,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $1,610,000 | 3,780 |
| Privately issued | $830,000 | 799 |
| 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) | $27,991,000 | 2,600 |
| Available-for-sale securities (fair market value) | $8,950,000 | 5,104 |
| Total debt securities | $36,529,000 | 3,513 |
| 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 | $36,345,000 | 3,779 |
| U.S. Government securities | $18,941,000 | 5,340 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $18,941,000 | 3,465 |
| Securities issued by states & political subdivisions | $7,782,000 | 1,990 |
| Other domestic debt securities | $9,221,000 | 934 |
| Privately issued residential mortgage-backed securities | $1,923,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,298,000 | 780 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $401,000 | 3,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,000,000 | 5,995 |
| Mortgage-backed securities | $4,786,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 5,796 |
| Issued or guaranteed by U.S. | $1,956,000 | 5,750 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,830,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 4,917 |
| Privately issued | $1,923,000 | 620 |
| 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 | $35,944,000 | 3,739 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $42,756,000 | 3,187 |
| U.S. Government securities | $23,012,000 | 4,519 |
| U.S. Treasury securities | $500,000 | 11,335 |
| U.S. Government agency obligations | $22,512,000 | 2,925 |
| Securities issued by states & political subdivisions | $8,081,000 | 1,698 |
| Other domestic debt securities | $11,296,000 | 956 |
| Privately issued residential mortgage-backed securities | $1,314,000 | 1,540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,982,000 | 715 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $367,000 | 3,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $7,203,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 4,364 |
| Issued or guaranteed by U.S. | $4,155,000 | 4,310 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,048,000 | 3,403 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 3,936 |
| Privately issued | $1,314,000 | 1,225 |
| 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 | $42,389,000 | 3,134 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
