Home > First Federal of Northern Michigan > Securities
First Federal of Northern Michigan, Securities
| 2018-03-31 | Rank | |
| Total securities | $95,787,000 | 1,371 |
| U.S. Government securities | $57,836,000 | 1,361 |
| U.S. Treasury securities | $2,703,000 | 838 |
| U.S. Government agency obligations | $55,133,000 | 1,346 |
| Securities issued by states & political subdivisions | $37,801,000 | 1,007 |
| Other domestic debt securities | $147,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $147,000 | 1,563 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,367,000 | 913 |
| Mortgage-backed securities | $39,363,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $21,514,000 | 1,331 |
| Issued or guaranteed by U.S. | $21,514,000 | 1,327 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,849,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $17,849,000 | 757 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $650,000 | 1,684 |
| Available-for-sale securities (fair market value) | $95,137,000 | 1,248 |
| Total debt securities | $95,784,000 | 1,350 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $99,489,000 | 1,335 |
| U.S. Government securities | $61,089,000 | 1,317 |
| U.S. Treasury securities | $2,727,000 | 784 |
| U.S. Government agency obligations | $58,362,000 | 1,295 |
| Securities issued by states & political subdivisions | $38,245,000 | 1,035 |
| Other domestic debt securities | $149,000 | 1,921 |
| 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 | $149,000 | 1,575 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,447,000 | 889 |
| Mortgage-backed securities | $42,403,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $23,293,000 | 1,281 |
| Issued or guaranteed by U.S. | $23,293,000 | 1,280 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,110,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $19,110,000 | 715 |
| 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) | $650,000 | 1,707 |
| Available-for-sale securities (fair market value) | $98,839,000 | 1,208 |
| Total debt securities | $99,482,000 | 1,315 |
| 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 | $114,237,000 | 1,194 |
| U.S. Government securities | $72,824,000 | 1,151 |
| U.S. Treasury securities | $2,752,000 | 752 |
| U.S. Government agency obligations | $70,072,000 | 1,146 |
| Securities issued by states & political subdivisions | $41,255,000 | 988 |
| Other domestic debt securities | $151,000 | 1,943 |
| 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 | $151,000 | 1,608 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,000 | 1,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,001,000 | 813 |
| Mortgage-backed securities | $47,157,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $26,659,000 | 1,182 |
| Issued or guaranteed by U.S. | $26,659,000 | 1,180 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $20,498,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $20,498,000 | 684 |
| 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) | $650,000 | 1,766 |
| Available-for-sale securities (fair market value) | $113,587,000 | 1,064 |
| Total debt securities | $114,230,000 | 1,174 |
| 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 | $119,346,000 | 1,165 |
| U.S. Government securities | $77,003,000 | 1,137 |
| U.S. Treasury securities | $2,758,000 | 768 |
| U.S. Government agency obligations | $74,245,000 | 1,118 |
| Securities issued by states & political subdivisions | $42,187,000 | 972 |
| Other domestic debt securities | $151,000 | 1,984 |
| 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 | $151,000 | 1,639 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $5,000 | 1,039 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,667,000 | 811 |
| Mortgage-backed securities | $50,288,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $28,446,000 | 1,152 |
| Issued or guaranteed by U.S. | $28,446,000 | 1,151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,842,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $21,842,000 | 654 |
| 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) | $650,000 | 1,792 |
| Available-for-sale securities (fair market value) | $118,696,000 | 1,028 |
| Total debt securities | $119,341,000 | 1,149 |
| 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 | $128,609,000 | 1,101 |
| U.S. Government securities | $81,663,000 | 1,088 |
| U.S. Treasury securities | $2,748,000 | 800 |
| U.S. Government agency obligations | $78,915,000 | 1,073 |
| Securities issued by states & political subdivisions | $46,929,000 | 883 |
| 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 | $17,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,531,000 | 1,623 |
| Mortgage-backed securities | $53,323,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $30,331,000 | 1,130 |
| Issued or guaranteed by U.S. | $30,331,000 | 1,129 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,992,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $22,992,000 | 646 |
| 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) | $700,000 | 1,816 |
| Available-for-sale securities (fair market value) | $127,909,000 | 971 |
| Total debt securities | $128,592,000 | 1,090 |
| 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 | $128,834,000 | 1,095 |
| U.S. Government securities | $82,979,000 | 1,062 |
| U.S. Treasury securities | $2,746,000 | 778 |
| U.S. Government agency obligations | $80,233,000 | 1,041 |
| Securities issued by states & political subdivisions | $45,817,000 | 900 |
| 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 | $38,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,907,000 | 1,486 |
| Mortgage-backed securities | $56,369,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $32,128,000 | 1,069 |
| Issued or guaranteed by U.S. | $32,128,000 | 1,068 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,241,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $24,241,000 | 625 |
| 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) | $700,000 | 1,836 |
| Available-for-sale securities (fair market value) | $128,134,000 | 964 |
| Total debt securities | $128,796,000 | 1,080 |
| 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 | $123,243,000 | 1,136 |
| U.S. Government securities | $83,226,000 | 1,048 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $83,226,000 | 1,002 |
| Securities issued by states & political subdivisions | $39,993,000 | 1,018 |
| 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 | $24,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,354,000 | 1,380 |
| Mortgage-backed securities | $59,676,000 | 980 |
| Certificates of participation in pools of residential mortgages | $38,619,000 | 954 |
| Issued or guaranteed by U.S. | $38,619,000 | 954 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,057,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $21,057,000 | 695 |
| 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) | $700,000 | 1,843 |
| Available-for-sale securities (fair market value) | $122,543,000 | 1,007 |
| Total debt securities | $123,220,000 | 1,121 |
| 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 | $116,743,000 | 1,195 |
| U.S. Government securities | $87,644,000 | 1,025 |
| U.S. Treasury securities | $1,273,000 | 903 |
| U.S. Government agency obligations | $86,371,000 | 984 |
| Securities issued by states & political subdivisions | $29,077,000 | 1,375 |
| 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 | $22,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,597,000 | 1,305 |
| Mortgage-backed securities | $58,482,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $39,122,000 | 955 |
| Issued or guaranteed by U.S. | $39,122,000 | 951 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,360,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $19,360,000 | 746 |
| 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) | $700,000 | 1,888 |
| Available-for-sale securities (fair market value) | $116,043,000 | 1,061 |
| Total debt securities | $116,721,000 | 1,177 |
| 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 | $124,073,000 | 1,139 |
| U.S. Government securities | $94,539,000 | 983 |
| U.S. Treasury securities | $1,273,000 | 929 |
| U.S. Government agency obligations | $93,266,000 | 943 |
| Securities issued by states & political subdivisions | $29,512,000 | 1,343 |
| 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 | $22,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,756,000 | 1,241 |
| Mortgage-backed securities | $61,835,000 | 960 |
| Certificates of participation in pools of residential mortgages | $41,416,000 | 913 |
| Issued or guaranteed by U.S. | $41,416,000 | 913 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,419,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $20,419,000 | 723 |
| 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) | $745,000 | 1,911 |
| Available-for-sale securities (fair market value) | $123,328,000 | 1,010 |
| Total debt securities | $124,052,000 | 1,126 |
| 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 | $129,163,000 | 1,112 |
| U.S. Government securities | $99,884,000 | 939 |
| U.S. Treasury securities | $1,272,000 | 979 |
| U.S. Government agency obligations | $98,612,000 | 906 |
| Securities issued by states & political subdivisions | $29,275,000 | 1,369 |
| 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 | $4,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,198,000 | 1,905 |
| Mortgage-backed securities | $64,910,000 | 915 |
| Certificates of participation in pools of residential mortgages | $43,569,000 | 881 |
| Issued or guaranteed by U.S. | $43,569,000 | 880 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,341,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $21,341,000 | 709 |
| 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) | $745,000 | 1,945 |
| Available-for-sale securities (fair market value) | $128,418,000 | 981 |
| Total debt securities | $129,159,000 | 1,099 |
| 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 | $131,668,000 | 1,092 |
| U.S. Government securities | $102,298,000 | 928 |
| U.S. Treasury securities | $1,281,000 | 917 |
| U.S. Government agency obligations | $101,017,000 | 897 |
| Securities issued by states & political subdivisions | $29,364,000 | 1,356 |
| 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 | $6,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,297,000 | 1,868 |
| Mortgage-backed securities | $67,698,000 | 869 |
| Certificates of participation in pools of residential mortgages | $45,142,000 | 851 |
| Issued or guaranteed by U.S. | $45,142,000 | 851 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $22,556,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $22,556,000 | 706 |
| 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) | $745,000 | 1,959 |
| Available-for-sale securities (fair market value) | $130,923,000 | 967 |
| Total debt securities | $131,660,000 | 1,086 |
| 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 | $126,329,000 | 1,155 |
| U.S. Government securities | $96,177,000 | 1,017 |
| U.S. Treasury securities | $1,282,000 | 945 |
| U.S. Government agency obligations | $94,895,000 | 975 |
| Securities issued by states & political subdivisions | $28,627,000 | 1,359 |
| Other domestic debt securities | $1,519,000 | 1,441 |
| 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 | $1,519,000 | 1,147 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,844,000 | 1,710 |
| Mortgage-backed securities | $62,860,000 | 965 |
| Certificates of participation in pools of residential mortgages | $43,037,000 | 923 |
| Issued or guaranteed by U.S. | $43,037,000 | 922 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,823,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $19,823,000 | 788 |
| 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) | $745,000 | 1,990 |
| Available-for-sale securities (fair market value) | $125,584,000 | 1,024 |
| Total debt securities | $126,323,000 | 1,139 |
| 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 | $127,094,000 | 1,155 |
| U.S. Government securities | $99,843,000 | 984 |
| U.S. Treasury securities | $1,286,000 | 933 |
| U.S. Government agency obligations | $98,557,000 | 946 |
| Securities issued by states & political subdivisions | $25,706,000 | 1,475 |
| Other domestic debt securities | $1,542,000 | 1,469 |
| 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 | $1,542,000 | 1,156 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,840,000 | 1,548 |
| Mortgage-backed securities | $62,797,000 | 970 |
| Certificates of participation in pools of residential mortgages | $45,971,000 | 888 |
| Issued or guaranteed by U.S. | $45,971,000 | 888 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,826,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $16,826,000 | 907 |
| 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) | $790,000 | 1,986 |
| Available-for-sale securities (fair market value) | $126,304,000 | 1,020 |
| Total debt securities | $127,087,000 | 1,141 |
| 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 | $120,758,000 | 1,221 |
| U.S. Government securities | $95,269,000 | 1,031 |
| U.S. Treasury securities | $1,279,000 | 952 |
| U.S. Government agency obligations | $93,990,000 | 996 |
| Securities issued by states & political subdivisions | $23,923,000 | 1,579 |
| Other domestic debt securities | $1,561,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,561,000 | 1,152 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,493,000 | 1,526 |
| Mortgage-backed securities | $64,046,000 | 970 |
| Certificates of participation in pools of residential mortgages | $48,408,000 | 861 |
| Issued or guaranteed by U.S. | $48,408,000 | 859 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,638,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $15,638,000 | 980 |
| 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) | $790,000 | 2,006 |
| Available-for-sale securities (fair market value) | $119,968,000 | 1,080 |
| Total debt securities | $120,751,000 | 1,199 |
| 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 | $114,251,000 | 1,277 |
| U.S. Government securities | $87,402,000 | 1,139 |
| U.S. Treasury securities | $1,277,000 | 950 |
| U.S. Government agency obligations | $86,125,000 | 1,098 |
| Securities issued by states & political subdivisions | $25,260,000 | 1,518 |
| Other domestic debt securities | $1,582,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,582,000 | 1,169 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,000 | 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 | $36,424,000 | 1,465 |
| Mortgage-backed securities | $61,840,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $45,421,000 | 918 |
| Issued or guaranteed by U.S. | $45,421,000 | 918 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,419,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $16,419,000 | 963 |
| 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) | $2,215,000 | 1,729 |
| Available-for-sale securities (fair market value) | $112,036,000 | 1,148 |
| Total debt securities | $114,244,000 | 1,260 |
| 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 | $63,681,000 | 2,203 |
| U.S. Government securities | $45,095,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,095,000 | 1,970 |
| Securities issued by states & political subdivisions | $17,499,000 | 2,061 |
| Other domestic debt securities | $1,077,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,077,000 | 1,347 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $10,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,731,000 | 1,439 |
| Mortgage-backed securities | $32,290,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $24,818,000 | 1,512 |
| Issued or guaranteed by U.S. | $24,818,000 | 1,512 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,472,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $7,472,000 | 1,479 |
| 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) | $2,215,000 | 1,749 |
| Available-for-sale securities (fair market value) | $61,466,000 | 2,038 |
| Total debt securities | $63,672,000 | 2,189 |
| 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 | $58,697,000 | 2,372 |
| U.S. Government securities | $40,705,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $40,705,000 | 2,173 |
| Securities issued by states & political subdivisions | $16,900,000 | 2,112 |
| Other domestic debt securities | $1,082,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,082,000 | 1,383 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $10,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,005,000 | 1,590 |
| Mortgage-backed securities | $30,420,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $22,411,000 | 1,644 |
| Issued or guaranteed by U.S. | $22,411,000 | 1,644 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,009,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $8,009,000 | 1,444 |
| 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) | $2,255,000 | 1,744 |
| Available-for-sale securities (fair market value) | $56,442,000 | 2,218 |
| Total debt securities | $58,688,000 | 2,352 |
| 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 | $52,613,000 | 2,571 |
| U.S. Government securities | $35,645,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,645,000 | 2,380 |
| Securities issued by states & political subdivisions | $15,864,000 | 2,208 |
| Other domestic debt securities | $1,097,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,097,000 | 1,400 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $7,000 | 1,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,967,000 | 1,517 |
| Mortgage-backed securities | $28,603,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $20,256,000 | 1,746 |
| Issued or guaranteed by U.S. | $20,256,000 | 1,745 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,347,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $8,347,000 | 1,422 |
| 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) | $2,255,000 | 1,732 |
| Available-for-sale securities (fair market value) | $50,358,000 | 2,426 |
| Total debt securities | $52,608,000 | 2,550 |
| 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 | $52,586,000 | 2,598 |
| U.S. Government securities | $37,373,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,373,000 | 2,315 |
| Securities issued by states & political subdivisions | $14,099,000 | 2,375 |
| Other domestic debt securities | $1,111,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,111,000 | 1,432 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,593,000 | 1,454 |
| Mortgage-backed securities | $30,298,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $21,295,000 | 1,703 |
| Issued or guaranteed by U.S. | $21,295,000 | 1,700 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,003,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $9,003,000 | 1,382 |
| 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) | $2,305,000 | 1,697 |
| Available-for-sale securities (fair market value) | $50,281,000 | 2,448 |
| Total debt securities | $52,580,000 | 2,576 |
| 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 | $50,698,000 | 2,644 |
| U.S. Government securities | $35,199,000 | 2,473 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $35,199,000 | 2,408 |
| Securities issued by states & political subdivisions | $14,374,000 | 2,338 |
| Other domestic debt securities | $1,122,000 | 1,892 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,122,000 | 1,455 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 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 | $35,022,000 | 1,490 |
| Mortgage-backed securities | $30,074,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $20,140,000 | 1,774 |
| Issued or guaranteed by U.S. | $20,140,000 | 1,772 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,934,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $9,934,000 | 1,330 |
| 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) | $2,305,000 | 1,639 |
| Available-for-sale securities (fair market value) | $48,393,000 | 2,507 |
| Total debt securities | $50,693,000 | 2,614 |
| 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 | $54,248,000 | 2,527 |
| U.S. Government securities | $38,948,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $38,948,000 | 2,252 |
| Securities issued by states & political subdivisions | $14,159,000 | 2,347 |
| Other domestic debt securities | $1,139,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,139,000 | 1,443 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,771,000 | 1,395 |
| Mortgage-backed securities | $31,238,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $19,962,000 | 1,823 |
| Issued or guaranteed by U.S. | $19,962,000 | 1,822 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,276,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $11,276,000 | 1,277 |
| 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) | $2,345,000 | 1,595 |
| Available-for-sale securities (fair market value) | $51,903,000 | 2,424 |
| Total debt securities | $54,246,000 | 2,503 |
| 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 | $53,109,000 | 2,526 |
| U.S. Government securities | $38,855,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $38,855,000 | 2,216 |
| Securities issued by states & political subdivisions | $13,103,000 | 2,428 |
| Other domestic debt securities | $1,150,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,150,000 | 1,401 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,002,000 | 1,306 |
| Mortgage-backed securities | $29,608,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $19,433,000 | 1,803 |
| Issued or guaranteed by U.S. | $19,433,000 | 1,801 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,175,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $10,175,000 | 1,400 |
| 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) | $2,345,000 | 1,615 |
| Available-for-sale securities (fair market value) | $50,764,000 | 2,407 |
| Total debt securities | $53,109,000 | 2,500 |
| 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 | $54,879,000 | 2,489 |
| U.S. Government securities | $43,153,000 | 2,152 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $43,153,000 | 2,102 |
| Securities issued by states & political subdivisions | $10,566,000 | 2,718 |
| Other domestic debt securities | $1,159,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,159,000 | 1,444 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,833,000 | 1,295 |
| Mortgage-backed securities | $32,376,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $21,061,000 | 1,787 |
| Issued or guaranteed by U.S. | $21,061,000 | 1,786 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,315,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $11,315,000 | 1,375 |
| 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) | $2,395,000 | 1,634 |
| Available-for-sale securities (fair market value) | $52,484,000 | 2,347 |
| Total debt securities | $54,877,000 | 2,466 |
| 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 | $54,669,000 | 2,498 |
| U.S. Government securities | $42,824,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $42,824,000 | 2,121 |
| Securities issued by states & political subdivisions | $10,684,000 | 2,655 |
| Other domestic debt securities | $1,160,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,160,000 | 1,443 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,956,000 | 1,287 |
| Mortgage-backed securities | $28,521,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $19,132,000 | 1,952 |
| Issued or guaranteed by U.S. | $19,132,000 | 1,952 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,389,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $9,389,000 | 1,552 |
| 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) | $2,395,000 | 1,638 |
| Available-for-sale securities (fair market value) | $52,274,000 | 2,372 |
| Total debt securities | $54,665,000 | 2,475 |
| 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 | $55,285,000 | 2,482 |
| U.S. Government securities | $45,572,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $45,572,000 | 2,057 |
| Securities issued by states & political subdivisions | $9,712,000 | 2,719 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,872,000 | 1,770 |
| Mortgage-backed securities | $30,250,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $20,199,000 | 1,875 |
| Issued or guaranteed by U.S. | $20,199,000 | 1,873 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,051,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $10,051,000 | 1,512 |
| 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) | $2,435,000 | 1,649 |
| Available-for-sale securities (fair market value) | $52,850,000 | 2,346 |
| Total debt securities | $55,284,000 | 2,467 |
| 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 | $55,484,000 | 2,415 |
| U.S. Government securities | $45,772,000 | 2,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,772,000 | 1,976 |
| Securities issued by states & political subdivisions | $9,711,000 | 2,687 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,909,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $20,071,000 | 1,777 |
| Issued or guaranteed by U.S. | $20,071,000 | 1,774 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,838,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $10,838,000 | 1,371 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,016,000 | 2,086 |
| Available-for-sale securities (fair market value) | $54,468,000 | 2,220 |
| Total debt securities | $55,483,000 | 2,396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $52,573,000 | 2,448 |
| U.S. Government securities | $42,739,000 | 2,077 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,739,000 | 2,019 |
| Securities issued by states & political subdivisions | $9,833,000 | 2,603 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,823,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $19,407,000 | 1,764 |
| Issued or guaranteed by U.S. | $19,407,000 | 1,760 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,416,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $11,416,000 | 1,318 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,485,000 | 1,716 |
| Available-for-sale securities (fair market value) | $50,088,000 | 2,292 |
| Total debt securities | $52,572,000 | 2,426 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $50,157,000 | 2,554 |
| U.S. Government securities | $39,407,000 | 2,263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,407,000 | 2,194 |
| Securities issued by states & political subdivisions | $10,749,000 | 2,412 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,926,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $13,141,000 | 2,235 |
| Issued or guaranteed by U.S. | $13,141,000 | 2,231 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,785,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $11,785,000 | 1,263 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,222,000 | 1,627 |
| Available-for-sale securities (fair market value) | $46,935,000 | 2,430 |
| Total debt securities | $50,156,000 | 2,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $41,329,000 | 2,905 |
| U.S. Government securities | $33,746,000 | 2,530 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,746,000 | 2,458 |
| Securities issued by states & political subdivisions | $7,582,000 | 2,862 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,596,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $13,639,000 | 2,127 |
| Issued or guaranteed by U.S. | $13,639,000 | 2,123 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,957,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $11,957,000 | 1,201 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,831,000 | 1,698 |
| Available-for-sale securities (fair market value) | $38,498,000 | 2,783 |
| Total debt securities | $41,328,000 | 2,882 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $37,821,000 | 3,016 |
| U.S. Government securities | $30,254,000 | 2,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,254,000 | 2,543 |
| Securities issued by states & political subdivisions | $7,566,000 | 2,873 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,692,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $13,251,000 | 2,076 |
| Issued or guaranteed by U.S. | $13,251,000 | 2,070 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,441,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $12,441,000 | 1,140 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $224,000 | 2,639 |
| Available-for-sale securities (fair market value) | $37,597,000 | 2,756 |
| Total debt securities | $37,820,000 | 2,995 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $37,320,000 | 3,007 |
| U.S. Government securities | $28,571,000 | 2,727 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,571,000 | 2,641 |
| Securities issued by states & political subdivisions | $7,734,000 | 2,757 |
| Other domestic debt securities | $1,014,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,014,000 | 1,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,938,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $17,182,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,182,000 | 1,709 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,756,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $3,756,000 | 1,945 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $713,000 | 2,343 |
| Available-for-sale securities (fair market value) | $36,607,000 | 2,759 |
| Total debt securities | $37,319,000 | 2,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $36,845,000 | 3,032 |
| U.S. Government securities | $28,256,000 | 2,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,256,000 | 2,706 |
| Securities issued by states & political subdivisions | $7,566,000 | 2,670 |
| Other domestic debt securities | $1,022,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,022,000 | 1,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,981,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $17,003,000 | 1,741 |
| Issued or guaranteed by U.S. | $17,003,000 | 1,734 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,978,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $2,978,000 | 2,007 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,872,000 | 1,645 |
| Available-for-sale securities (fair market value) | $32,973,000 | 2,957 |
| Total debt securities | $36,844,000 | 3,003 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $36,963,000 | 3,039 |
| U.S. Government securities | $25,029,000 | 3,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,029,000 | 3,001 |
| Securities issued by states & political subdivisions | $10,918,000 | 2,115 |
| Other domestic debt securities | $1,013,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,013,000 | 1,370 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,291,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $18,291,000 | 1,739 |
| Issued or guaranteed by U.S. | $18,291,000 | 1,737 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,502,000 | 1,591 |
| Available-for-sale securities (fair market value) | $32,461,000 | 3,006 |
| Total debt securities | $36,960,000 | 3,009 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $37,639,000 | 2,987 |
| U.S. Government securities | $24,653,000 | 3,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,653,000 | 2,998 |
| Securities issued by states & political subdivisions | $11,981,000 | 1,997 |
| Other domestic debt securities | $1,002,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,002,000 | 1,408 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,397,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $16,397,000 | 1,946 |
| Issued or guaranteed by U.S. | $16,397,000 | 1,939 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,553,000 | 1,584 |
| Available-for-sale securities (fair market value) | $33,086,000 | 2,953 |
| Total debt securities | $37,636,000 | 2,963 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $36,860,000 | 3,036 |
| U.S. Government securities | $23,825,000 | 3,120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,825,000 | 3,052 |
| Securities issued by states & political subdivisions | $12,017,000 | 2,004 |
| Other domestic debt securities | $1,013,000 | 2,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,013,000 | 1,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,564,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $15,564,000 | 2,068 |
| Issued or guaranteed by U.S. | $15,564,000 | 2,059 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,559,000 | 1,633 |
| Available-for-sale securities (fair market value) | $32,301,000 | 2,990 |
| Total debt securities | $36,855,000 | 3,011 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $31,624,000 | 3,326 |
| U.S. Government securities | $18,700,000 | 3,612 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,700,000 | 3,543 |
| Securities issued by states & political subdivisions | $11,910,000 | 1,965 |
| Other domestic debt securities | $1,012,000 | 2,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,012,000 | 1,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,939,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $12,939,000 | 2,355 |
| Issued or guaranteed by U.S. | $12,939,000 | 2,347 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,326,000 | 1,698 |
| Available-for-sale securities (fair market value) | $27,298,000 | 3,303 |
| Total debt securities | $31,622,000 | 3,290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $33,385,000 | 3,210 |
| U.S. Government securities | $23,161,000 | 3,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,161,000 | 3,126 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,261 |
| Other domestic debt securities | $994,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $994,000 | 1,565 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,428,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $14,428,000 | 2,237 |
| Issued or guaranteed by U.S. | $14,428,000 | 2,223 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,495,000 | 1,700 |
| Available-for-sale securities (fair market value) | $28,890,000 | 3,191 |
| Total debt securities | $33,383,000 | 3,177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $29,687,000 | 3,486 |
| U.S. Government securities | $20,183,000 | 3,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,183,000 | 3,479 |
| Securities issued by states & political subdivisions | $7,998,000 | 2,420 |
| Other domestic debt securities | $1,504,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,504,000 | 1,285 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,416,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $14,416,000 | 2,203 |
| Issued or guaranteed by U.S. | $14,416,000 | 2,191 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,407,000 | 1,707 |
| Available-for-sale securities (fair market value) | $25,280,000 | 3,455 |
| Total debt securities | $29,685,000 | 3,451 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $28,292,000 | 3,534 |
| U.S. Government securities | $19,305,000 | 3,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,305,000 | 3,518 |
| Securities issued by states & political subdivisions | $8,021,000 | 2,385 |
| Other domestic debt securities | $962,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $962,000 | 1,520 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,798 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,577,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $12,577,000 | 2,334 |
| Issued or guaranteed by U.S. | $12,577,000 | 2,318 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,130,000 | 1,760 |
| Available-for-sale securities (fair market value) | $24,162,000 | 3,471 |
| Total debt securities | $28,288,000 | 3,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $27,012,000 | 3,698 |
| U.S. Government securities | $18,017,000 | 3,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,017,000 | 3,730 |
| Securities issued by states & political subdivisions | $7,943,000 | 2,426 |
| Other domestic debt securities | $1,008,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 1,518 |
| Foreign debt securities | NA | NA |
| Equity securities | $44,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,983,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $10,983,000 | 2,520 |
| Issued or guaranteed by U.S. | $10,983,000 | 2,504 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,958,000 | 1,795 |
| Available-for-sale securities (fair market value) | $23,054,000 | 3,634 |
| Total debt securities | $26,968,000 | 3,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $23,253,000 | 4,030 |
| U.S. Government securities | $17,234,000 | 3,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,234,000 | 3,833 |
| Securities issued by states & political subdivisions | $5,955,000 | 2,878 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $64,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,076,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $9,076,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,076,000 | 2,666 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,770,000 | 2,057 |
| Available-for-sale securities (fair market value) | $20,483,000 | 3,911 |
| Total debt securities | $23,189,000 | 3,986 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $23,451,000 | 4,042 |
| U.S. Government securities | $19,765,000 | 3,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,765,000 | 3,545 |
| Securities issued by states & political subdivisions | $3,599,000 | 3,551 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $87,000 | 1,635 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,251,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,251,000 | 4,746 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,869,000 | 2,091 |
| Available-for-sale securities (fair market value) | $20,582,000 | 3,890 |
| Total debt securities | $23,364,000 | 4,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $30,561,000 | 3,416 |
| U.S. Government securities | $27,619,000 | 2,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,619,000 | 2,824 |
| Securities issued by states & political subdivisions | $2,795,000 | 3,883 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 1,506 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,294,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 4,600 |
| Issued or guaranteed by U.S. | $1,294,000 | 4,587 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,759,000 | 2,158 |
| Available-for-sale securities (fair market value) | $27,802,000 | 3,194 |
| Total debt securities | $30,414,000 | 3,387 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $34,445,000 | 3,115 |
| U.S. Government securities | $30,492,000 | 2,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,492,000 | 2,579 |
| Securities issued by states & political subdivisions | $3,800,000 | 3,469 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $153,000 | 1,516 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,341,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,540 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,573,000 | 2,224 |
| Available-for-sale securities (fair market value) | $31,872,000 | 2,879 |
| Total debt securities | $34,292,000 | 3,091 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $35,984,000 | 3,032 |
| U.S. Government securities | $37,833,000 | 2,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,833,000 | 2,151 |
| Securities issued by states & political subdivisions | $2,757,000 | 3,906 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | $4,756,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,850,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $4,850,000 | 3,041 |
| Issued or guaranteed by U.S. | $4,850,000 | 3,026 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,563,000 | 2,563 |
| Available-for-sale securities (fair market value) | $34,421,000 | 2,714 |
| Total debt securities | $40,590,000 | 2,707 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,756,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $44,850,000 | 2,553 |
| U.S. Government securities | $40,924,000 | 2,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,924,000 | 2,023 |
| Securities issued by states & political subdivisions | $3,756,000 | 3,513 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $170,000 | 1,560 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,021,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 2,989 |
| Issued or guaranteed by U.S. | $5,021,000 | 2,974 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,350,000 | 2,696 |
| Available-for-sale securities (fair market value) | $43,500,000 | 2,267 |
| Total debt securities | $44,680,000 | 2,520 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $48,355,000 | 2,411 |
| U.S. Government securities | $42,987,000 | 2,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,987,000 | 1,967 |
| Securities issued by states & political subdivisions | $5,206,000 | 3,024 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,201,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $5,201,000 | 2,951 |
| Issued or guaranteed by U.S. | $5,201,000 | 2,937 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,183,000 | 2,832 |
| Available-for-sale securities (fair market value) | $47,172,000 | 2,126 |
| Total debt securities | $48,193,000 | 2,376 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $48,242,000 | 2,409 |
| U.S. Government securities | $42,913,000 | 2,041 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,913,000 | 1,971 |
| Securities issued by states & political subdivisions | $5,187,000 | 3,021 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 1,657 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,462,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $5,462,000 | 2,898 |
| Issued or guaranteed by U.S. | $5,462,000 | 2,887 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,775,000 | 2,638 |
| Available-for-sale securities (fair market value) | $46,467,000 | 2,129 |
| Total debt securities | $48,100,000 | 2,374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $56,461,000 | 2,118 |
| U.S. Government securities | $51,123,000 | 1,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,123,000 | 1,711 |
| Securities issued by states & political subdivisions | $5,183,000 | 3,012 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 1,670 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,949,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $5,949,000 | 2,836 |
| Issued or guaranteed by U.S. | $5,949,000 | 2,822 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,776,000 | 2,685 |
| Available-for-sale securities (fair market value) | $54,685,000 | 1,852 |
| Total debt securities | $56,306,000 | 2,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $55,186,000 | 2,185 |
| U.S. Government securities | $49,510,000 | 1,834 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,510,000 | 1,767 |
| Securities issued by states & political subdivisions | $5,513,000 | 2,911 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $163,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,250,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $6,250,000 | 2,799 |
| Issued or guaranteed by U.S. | $6,250,000 | 2,789 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,080,000 | 3,016 |
| Available-for-sale securities (fair market value) | $54,106,000 | 1,870 |
| Total debt securities | $55,023,000 | 2,142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $48,975,000 | 2,400 |
| U.S. Government securities | $43,287,000 | 2,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,287,000 | 1,952 |
| Securities issued by states & political subdivisions | $5,548,000 | 2,896 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,714 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,790,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $6,790,000 | 2,717 |
| Issued or guaranteed by U.S. | $6,790,000 | 2,705 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,366,000 | 2,931 |
| Available-for-sale securities (fair market value) | $47,609,000 | 2,069 |
| Total debt securities | $48,835,000 | 2,358 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $45,709,000 | 2,553 |
| U.S. Government securities | $39,991,000 | 2,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,991,000 | 2,129 |
| Securities issued by states & political subdivisions | $5,555,000 | 2,856 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $163,000 | 1,714 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,355,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,655 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,643 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,533,000 | 2,915 |
| Available-for-sale securities (fair market value) | $44,176,000 | 2,218 |
| Total debt securities | $45,546,000 | 2,508 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $41,314,000 | 2,809 |
| U.S. Government securities | $35,258,000 | 2,485 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,258,000 | 2,397 |
| Securities issued by states & political subdivisions | $5,896,000 | 2,770 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 1,749 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,704,000 | 3,246 |
| Certificates of participation in pools of residential mortgages | $7,704,000 | 2,659 |
| Issued or guaranteed by U.S. | $7,704,000 | 2,650 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,359,000 | 3,023 |
| Available-for-sale securities (fair market value) | $39,955,000 | 2,464 |
| Total debt securities | $41,154,000 | 2,764 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $42,034,000 | 2,776 |
| U.S. Government securities | $35,908,000 | 2,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,908,000 | 2,369 |
| Securities issued by states & political subdivisions | $5,941,000 | 2,774 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $185,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,046,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $8,046,000 | 2,634 |
| Issued or guaranteed by U.S. | $8,046,000 | 2,628 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,759,000 | 2,877 |
| Available-for-sale securities (fair market value) | $40,275,000 | 2,481 |
| Total debt securities | $41,849,000 | 2,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $42,880,000 | 2,733 |
| U.S. Government securities | $36,480,000 | 2,398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,480,000 | 2,319 |
| Securities issued by states & political subdivisions | $6,233,000 | 2,714 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $167,000 | 1,792 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,380,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $8,380,000 | 2,608 |
| Issued or guaranteed by U.S. | $8,380,000 | 2,598 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,828,000 | 2,892 |
| Available-for-sale securities (fair market value) | $41,052,000 | 2,424 |
| Total debt securities | $42,713,000 | 2,691 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $47,289,000 | 2,571 |
| U.S. Government securities | $35,007,000 | 2,527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,007,000 | 2,427 |
| Securities issued by states & political subdivisions | $4,869,000 | 3,117 |
| Other domestic debt securities | $7,255,000 | 967 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,255,000 | 694 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 1,849 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,453,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,453,000 | 3,030 |
| Issued or guaranteed by U.S. | $6,453,000 | 3,023 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $565,000 | 3,630 |
| Available-for-sale securities (fair market value) | $46,724,000 | 2,210 |
| Total debt securities | $47,131,000 | 2,517 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $37,893,000 | 3,064 |
| U.S. Government securities | $26,044,000 | 3,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,044,000 | 3,068 |
| Securities issued by states & political subdivisions | $4,746,000 | 3,173 |
| Other domestic debt securities | $6,942,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,942,000 | 786 |
| Foreign debt securities | NA | NA |
| Equity securities | $161,000 | 1,880 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,151,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $7,151,000 | 2,893 |
| Issued or guaranteed by U.S. | $7,151,000 | 2,883 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,534,000 | 3,010 |
| Available-for-sale securities (fair market value) | $36,359,000 | 2,733 |
| Total debt securities | $37,732,000 | 2,998 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $34,671,000 | 3,343 |
| U.S. Government securities | $24,402,000 | 3,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,402,000 | 3,274 |
| Securities issued by states & political subdivisions | $3,960,000 | 3,446 |
| Other domestic debt securities | $6,148,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,148,000 | 907 |
| Foreign debt securities | NA | NA |
| Equity securities | $161,000 | 1,909 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,335,000 | 3,481 |
| Certificates of participation in pools of residential mortgages | $7,335,000 | 2,891 |
| Issued or guaranteed by U.S. | $7,335,000 | 2,877 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,040,000 | 3,341 |
| Available-for-sale securities (fair market value) | $33,631,000 | 2,938 |
| Total debt securities | $34,510,000 | 3,305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $44,312,000 | 2,687 |
| U.S. Government securities | $30,052,000 | 2,823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,052,000 | 2,719 |
| Securities issued by states & political subdivisions | $5,770,000 | 2,835 |
| Other domestic debt securities | $7,697,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,697,000 | 834 |
| Foreign debt securities | NA | NA |
| Equity securities | $793,000 | 1,494 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,747,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $7,747,000 | 2,781 |
| Issued or guaranteed by U.S. | $7,747,000 | 2,767 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,545,000 | 3,094 |
| Available-for-sale securities (fair market value) | $42,767,000 | 2,374 |
| Total debt securities | $43,519,000 | 2,663 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $50,971,000 | 2,356 |
| U.S. Government securities | $34,559,000 | 2,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,559,000 | 2,344 |
| Securities issued by states & political subdivisions | $7,161,000 | 2,457 |
| Other domestic debt securities | $7,731,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,731,000 | 828 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,520,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,212,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $8,212,000 | 2,671 |
| Issued or guaranteed by U.S. | $8,212,000 | 2,658 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,364,000 | 2,763 |
| Available-for-sale securities (fair market value) | $48,607,000 | 2,088 |
| Total debt securities | $49,451,000 | 2,350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $44,359,000 | 2,596 |
| U.S. Government securities | $35,361,000 | 2,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,361,000 | 2,297 |
| Securities issued by states & political subdivisions | $3,496,000 | 3,544 |
| Other domestic debt securities | $3,982,000 | 1,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,982,000 | 1,330 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,520,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,960,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $5,960,000 | 3,145 |
| Issued or guaranteed by U.S. | $5,960,000 | 3,132 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,978,000 | 2,980 |
| Available-for-sale securities (fair market value) | $42,381,000 | 2,328 |
| Total debt securities | $42,839,000 | 2,609 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $46,945,000 | 2,465 |
| U.S. Government securities | $37,648,000 | 2,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,648,000 | 2,161 |
| Securities issued by states & political subdivisions | $3,171,000 | 3,670 |
| Other domestic debt securities | $4,488,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,488,000 | 1,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,638,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,708,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $6,708,000 | 2,915 |
| Issued or guaranteed by U.S. | $6,708,000 | 2,905 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,778,000 | 2,725 |
| Available-for-sale securities (fair market value) | $44,167,000 | 2,188 |
| Total debt securities | $45,307,000 | 2,461 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $23,212,000 | 4,076 |
| U.S. Government securities | $15,548,000 | 4,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,548,000 | 4,061 |
| Securities issued by states & political subdivisions | $3,686,000 | 3,384 |
| Other domestic debt securities | $3,403,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,403,000 | 1,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $575,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,934,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,934,000 | 4,512 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,000 | 5,027 |
| Available-for-sale securities (fair market value) | $23,194,000 | 3,443 |
| Total debt securities | $22,637,000 | 4,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $15,425,000 | 5,483 |
| U.S. Government securities | $13,401,000 | 4,910 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,401,000 | 4,599 |
| Securities issued by states & political subdivisions | $721,000 | 5,739 |
| Other domestic debt securities | $947,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $947,000 | 2,246 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,405,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,402 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $360,000 | 5,084 |
| Available-for-sale securities (fair market value) | $15,065,000 | 4,590 |
| Total debt securities | $15,069,000 | 5,421 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $14,755,000 | 5,850 |
| U.S. Government securities | $12,645,000 | 5,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,645,000 | 4,835 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,110,000 | 1,479 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,646,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,646,000 | 4,439 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,645,000 | 1,816 |
| Available-for-sale securities (fair market value) | $2,110,000 | 8,377 |
| Total debt securities | $12,645,000 | 6,262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $13,164,000 | 6,231 |
| U.S. Government securities | $13,105,000 | 5,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,105,000 | 4,478 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 7,010 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,106,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $2,106,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,106,000 | 4,289 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,105,000 | 1,934 |
| Available-for-sale securities (fair market value) | $59,000 | 9,596 |
| Total debt securities | $13,105,000 | 6,128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $19,109,000 | 5,085 |
| U.S. Government securities | $19,052,000 | 4,240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,052,000 | 3,335 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,932 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,657,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,657,000 | 3,931 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,052,000 | 1,723 |
| Available-for-sale securities (fair market value) | $57,000 | 9,960 |
| Total debt securities | $19,052,000 | 4,972 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $9,554,000 | 8,088 |
| U.S. Government securities | $9,478,000 | 7,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,478,000 | 5,689 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,000 | 6,978 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 855 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,084,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $3,084,000 | 4,041 |
| Issued or guaranteed by U.S. | $3,084,000 | 4,020 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,554,000 | 3,277 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $9,478,000 | 8,004 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,781,000 | 9,090 |
| U.S. Government securities | $7,658,000 | 8,337 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $7,658,000 | 6,396 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 6,218 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-24,000 | 922 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,658,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $3,658,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,658,000 | 3,814 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,682,000 | 4,004 |
| Available-for-sale securities (fair market value) | $99,000 | 10,683 |
| Total debt securities | $7,658,000 | 9,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $10,008,000 | 8,754 |
| U.S. Government securities | $9,831,000 | 7,810 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,831,000 | 5,442 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $150,000 | 4,810 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 3,835 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-27,000 | 996 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,129,000 | 5,136 |
| Certificates of participation in pools of residential mortgages | $4,129,000 | 3,751 |
| Issued or guaranteed by U.S. | $4,129,000 | 3,725 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,008,000 | 5,669 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,981,000 | 8,651 |
| 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 | $10,809,000 | 8,792 |
| U.S. Government securities | $10,776,000 | 7,691 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $10,776,000 | 5,314 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-33,000 | 1,079 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,052,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $5,052,000 | 3,754 |
| Issued or guaranteed by U.S. | $5,052,000 | 3,721 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,776,000 | 8,665 |
| 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 | $11,981,000 | 8,403 |
| U.S. Government securities | $11,742,000 | 7,345 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $11,742,000 | 4,948 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $200,000 | 6,170 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-39,000 | 1,330 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,177,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $6,137,000 | 3,528 |
| Issued or guaranteed by U.S. | $6,137,000 | 3,479 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $40,000 | 7,173 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 6,529 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,942,000 | 8,281 |
| 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 |