| 2021-03-31 | Rank |
| Total securities | $171,109,000 | 999 |
| U.S. Government securities | $85,748,000 | 1,086 |
| U.S. Treasury securities | $501,000 | 1,519 |
| U.S. Government agency obligations | $85,247,000 | 1,022 |
| Securities issued by states & political subdivisions | $66,568,000 | 758 |
| Other domestic debt securities | $18,793,000 | 587 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $18,793,000 | 360 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $87,887,000 | 687 |
| Mortgage-backed securities | $83,642,000 | 867 |
| Certificates of participation in pools of residential mortgages | $83,642,000 | 575 |
| Issued or guaranteed by U.S. | $83,642,000 | 563 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $171,109,000 | 923 |
| Total debt securities | $171,110,000 | 989 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $146,631,000 | 1,050 |
| U.S. Government securities | $59,299,000 | 1,323 |
| U.S. Treasury securities | $503,000 | 1,102 |
| U.S. Government agency obligations | $58,796,000 | 1,251 |
| Securities issued by states & political subdivisions | $68,516,000 | 705 |
| Other domestic debt securities | $18,816,000 | 559 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $18,816,000 | 351 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,459,000 | 646 |
| Mortgage-backed securities | $56,999,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $56,716,000 | 716 |
| Issued or guaranteed by U.S. | $56,716,000 | 704 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $283,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,575 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $146,631,000 | 970 |
| Total debt securities | $146,630,000 | 1,039 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $143,693,000 | 1,011 |
| U.S. Government securities | $59,458,000 | 1,273 |
| U.S. Treasury securities | $506,000 | 1,107 |
| U.S. Government agency obligations | $58,952,000 | 1,206 |
| Securities issued by states & political subdivisions | $64,477,000 | 676 |
| Other domestic debt securities | $19,758,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $19,758,000 | 328 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $89,886,000 | 652 |
| Mortgage-backed securities | $57,112,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $56,752,000 | 664 |
| Issued or guaranteed by U.S. | $56,752,000 | 651 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $360,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,561 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $143,693,000 | 926 |
| Total debt securities | $143,694,000 | 998 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $130,378,000 | 1,064 |
| U.S. Government securities | $55,052,000 | 1,326 |
| U.S. Treasury securities | $509,000 | 1,146 |
| U.S. Government agency obligations | $54,543,000 | 1,256 |
| Securities issued by states & political subdivisions | $59,430,000 | 676 |
| Other domestic debt securities | $15,896,000 | 558 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,896,000 | 361 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,271,000 | 688 |
| Mortgage-backed securities | $52,577,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $52,121,000 | 684 |
| Issued or guaranteed by U.S. | $52,121,000 | 669 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $456,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,536 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $130,378,000 | 968 |
| Total debt securities | $130,377,000 | 1,044 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $113,709,000 | 1,155 |
| U.S. Government securities | $51,218,000 | 1,408 |
| U.S. Treasury securities | $511,000 | 1,186 |
| U.S. Government agency obligations | $50,707,000 | 1,340 |
| Securities issued by states & political subdivisions | $54,438,000 | 659 |
| Other domestic debt securities | $8,053,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $8,053,000 | 500 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,299,000 | 704 |
| Mortgage-backed securities | $48,708,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $48,188,000 | 722 |
| Issued or guaranteed by U.S. | $48,188,000 | 705 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $520,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,509 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $113,709,000 | 1,050 |
| Total debt securities | $113,711,000 | 1,138 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $108,582,000 | 1,182 |
| U.S. Government securities | $48,409,000 | 1,495 |
| U.S. Treasury securities | $505,000 | 1,223 |
| U.S. Government agency obligations | $47,904,000 | 1,425 |
| Securities issued by states & political subdivisions | $52,716,000 | 635 |
| Other domestic debt securities | $7,457,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $7,457,000 | 495 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,470,000 | 746 |
| Mortgage-backed securities | $45,776,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $45,226,000 | 734 |
| Issued or guaranteed by U.S. | $45,226,000 | 718 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $550,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,506 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $108,582,000 | 1,065 |
| Total debt securities | $108,583,000 | 1,156 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $101,286,000 | 1,253 |
| U.S. Government securities | $6,916,000 | 3,805 |
| U.S. Treasury securities | $505,000 | 1,268 |
| U.S. Government agency obligations | $6,411,000 | 3,697 |
| Securities issued by states & political subdivisions | $47,614,000 | 698 |
| Other domestic debt securities | $46,756,000 | 275 |
| Privately issued residential mortgage-backed securities | $46,267,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $489,000 | 1,337 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,368,000 | 814 |
| Mortgage-backed securities | $48,469,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $47,868,000 | 683 |
| Issued or guaranteed by U.S. | $1,601,000 | 3,249 |
| Privately issued | $46,267,000 | 22 |
| Collaterized mortgage obligations | $601,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,508 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $101,286,000 | 1,136 |
| Total debt securities | $101,286,000 | 1,232 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $86,715,000 | 1,427 |
| U.S. Government securities | $43,471,000 | 1,649 |
| U.S. Treasury securities | $505,000 | 1,302 |
| U.S. Government agency obligations | $42,966,000 | 1,573 |
| Securities issued by states & political subdivisions | $43,244,000 | 774 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,505,000 | 779 |
| Mortgage-backed securities | $37,111,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $35,962,000 | 845 |
| Issued or guaranteed by U.S. | $35,962,000 | 838 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,149,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,266 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $86,715,000 | 1,303 |
| Total debt securities | $86,714,000 | 1,414 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $87,607,000 | 1,437 |
| U.S. Government securities | $9,273,000 | 3,617 |
| U.S. Treasury securities | $500,000 | 1,345 |
| U.S. Government agency obligations | $8,773,000 | 3,523 |
| Securities issued by states & political subdivisions | $42,944,000 | 811 |
| Other domestic debt securities | $35,390,000 | 293 |
| Privately issued residential mortgage-backed securities | $35,390,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,270,000 | 889 |
| Mortgage-backed securities | $38,350,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $37,126,000 | 832 |
| Issued or guaranteed by U.S. | $1,736,000 | 3,248 |
| Privately issued | $35,390,000 | 14 |
| Collaterized mortgage obligations | $1,224,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,224,000 | 2,246 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $87,607,000 | 1,308 |
| Total debt securities | $87,605,000 | 1,423 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $88,421,000 | 1,434 |
| U.S. Government securities | $8,963,000 | 3,697 |
| U.S. Treasury securities | $499,000 | 1,357 |
| U.S. Government agency obligations | $8,464,000 | 3,596 |
| Securities issued by states & political subdivisions | $43,035,000 | 828 |
| Other domestic debt securities | $36,423,000 | 280 |
| Privately issued residential mortgage-backed securities | $36,423,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,073,000 | 905 |
| Mortgage-backed securities | $38,466,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $37,174,000 | 838 |
| Issued or guaranteed by U.S. | $751,000 | 3,653 |
| Privately issued | $36,423,000 | 13 |
| Collaterized mortgage obligations | $1,292,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,237 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $88,421,000 | 1,315 |
| Total debt securities | $88,422,000 | 1,417 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $79,467,000 | 1,552 |
| U.S. Government securities | $42,493,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $42,493,000 | 1,601 |
| Securities issued by states & political subdivisions | $36,974,000 | 959 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,000,000 | 924 |
| Mortgage-backed securities | $37,109,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $36,833,000 | 853 |
| Issued or guaranteed by U.S. | $36,833,000 | 849 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $276,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,678 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $79,467,000 | 1,417 |
| Total debt securities | $79,469,000 | 1,533 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $78,378,000 | 1,584 |
| U.S. Government securities | $41,681,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $41,681,000 | 1,618 |
| Securities issued by states & political subdivisions | $36,697,000 | 1,013 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,061,000 | 967 |
| Mortgage-backed securities | $36,151,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $35,844,000 | 890 |
| Issued or guaranteed by U.S. | $35,844,000 | 873 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $307,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,681 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $78,378,000 | 1,448 |
| Total debt securities | $78,378,000 | 1,566 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $79,474,000 | 1,589 |
| U.S. Government securities | $43,037,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $43,037,000 | 1,622 |
| Securities issued by states & political subdivisions | $36,437,000 | 1,033 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,361,000 | 991 |
| Mortgage-backed securities | $36,930,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $36,589,000 | 901 |
| Issued or guaranteed by U.S. | $36,589,000 | 900 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $341,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,656 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $79,474,000 | 1,442 |
| Total debt securities | $79,474,000 | 1,569 |
| 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 | $79,321,000 | 1,621 |
| U.S. Government securities | $42,554,000 | 1,735 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $42,554,000 | 1,657 |
| Securities issued by states & political subdivisions | $36,767,000 | 1,064 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,487,000 | 1,071 |
| Mortgage-backed securities | $36,312,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $35,937,000 | 937 |
| Issued or guaranteed by U.S. | $35,937,000 | 937 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $375,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,635 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $79,321,000 | 1,478 |
| Total debt securities | $79,321,000 | 1,602 |
| 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 | $90,803,000 | 1,465 |
| U.S. Government securities | $53,156,000 | 1,480 |
| U.S. Treasury securities | $2,395,000 | 788 |
| U.S. Government agency obligations | $50,761,000 | 1,475 |
| Securities issued by states & political subdivisions | $37,647,000 | 1,065 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,904,000 | 1,064 |
| Mortgage-backed securities | $42,009,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $41,582,000 | 865 |
| Issued or guaranteed by U.S. | $41,582,000 | 865 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $427,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,623 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $90,803,000 | 1,321 |
| Total debt securities | $90,804,000 | 1,447 |
| 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 | $72,510,000 | 1,792 |
| U.S. Government securities | $33,419,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $33,419,000 | 2,024 |
| Securities issued by states & political subdivisions | $39,091,000 | 1,043 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,705,000 | 1,557 |
| Mortgage-backed securities | $30,028,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $30,028,000 | 1,111 |
| Issued or guaranteed by U.S. | $30,028,000 | 1,110 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $72,510,000 | 1,647 |
| Total debt securities | $72,511,000 | 1,777 |
| 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 | $74,856,000 | 1,756 |
| U.S. Government securities | $34,505,000 | 2,107 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $34,505,000 | 2,011 |
| Securities issued by states & political subdivisions | $40,351,000 | 1,028 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,294,000 | 1,465 |
| Mortgage-backed securities | $31,081,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $31,081,000 | 1,104 |
| Issued or guaranteed by U.S. | $31,081,000 | 1,103 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $74,856,000 | 1,612 |
| Total debt securities | $74,856,000 | 1,739 |
| 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 | $76,831,000 | 1,719 |
| U.S. Government securities | $35,891,000 | 2,031 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,891,000 | 1,932 |
| Securities issued by states & political subdivisions | $40,940,000 | 1,004 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,296,000 | 1,514 |
| Mortgage-backed securities | $32,433,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $32,433,000 | 1,064 |
| Issued or guaranteed by U.S. | $32,433,000 | 1,063 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $76,831,000 | 1,569 |
| Total debt securities | $76,833,000 | 1,694 |
| 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 | $84,217,000 | 1,590 |
| U.S. Government securities | $40,351,000 | 1,864 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $40,351,000 | 1,780 |
| Securities issued by states & political subdivisions | $43,866,000 | 928 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,326,000 | 1,524 |
| Mortgage-backed securities | $36,791,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $36,791,000 | 988 |
| Issued or guaranteed by U.S. | $36,791,000 | 987 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $84,217,000 | 1,434 |
| Total debt securities | $84,218,000 | 1,561 |
| 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 | $89,952,000 | 1,518 |
| U.S. Government securities | $44,121,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $44,121,000 | 1,704 |
| Securities issued by states & political subdivisions | $45,831,000 | 901 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,841,000 | 1,499 |
| Mortgage-backed securities | $40,550,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $40,550,000 | 924 |
| Issued or guaranteed by U.S. | $40,550,000 | 921 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $89,952,000 | 1,354 |
| Total debt securities | $89,952,000 | 1,495 |
| 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 | $91,767,000 | 1,514 |
| U.S. Government securities | $46,227,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $46,227,000 | 1,694 |
| Securities issued by states & political subdivisions | $45,540,000 | 887 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,453,000 | 1,554 |
| Mortgage-backed securities | $42,124,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $42,124,000 | 894 |
| Issued or guaranteed by U.S. | $42,124,000 | 894 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $91,767,000 | 1,345 |
| Total debt securities | $91,767,000 | 1,490 |
| 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 | $94,996,000 | 1,475 |
| U.S. Government securities | $48,829,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $48,829,000 | 1,646 |
| Securities issued by states & political subdivisions | $46,167,000 | 876 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,762,000 | 1,624 |
| Mortgage-backed securities | $43,256,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $43,256,000 | 887 |
| Issued or guaranteed by U.S. | $43,256,000 | 886 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $94,996,000 | 1,304 |
| Total debt securities | $94,997,000 | 1,451 |
| Structured notes |
| Amortized cost | $1,525,000 | 869 |
| Fair value | $1,513,000 | 870 |
| 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 | $98,921,000 | 1,424 |
| U.S. Government securities | $52,039,000 | 1,644 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $52,039,000 | 1,578 |
| Securities issued by states & political subdivisions | $46,882,000 | 849 |
| 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 | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,516,000 | 1,490 |
| Mortgage-backed securities | $45,416,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $45,416,000 | 848 |
| Issued or guaranteed by U.S. | $45,416,000 | 848 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $98,921,000 | 1,256 |
| Total debt securities | $98,920,000 | 1,404 |
| Structured notes |
| Amortized cost | $2,525,000 | 756 |
| Fair value | $2,505,000 | 761 |
| 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 | $102,344,000 | 1,410 |
| U.S. Government securities | $59,425,000 | 1,519 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $59,425,000 | 1,453 |
| Securities issued by states & political subdivisions | $42,919,000 | 909 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,761,000 | 1,461 |
| Mortgage-backed securities | $52,896,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $52,896,000 | 777 |
| Issued or guaranteed by U.S. | $52,896,000 | 777 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $102,344,000 | 1,240 |
| Total debt securities | $102,345,000 | 1,387 |
| Structured notes |
| Amortized cost | $2,525,000 | 850 |
| Fair value | $2,455,000 | 878 |
| 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 | $98,967,000 | 1,453 |
| U.S. Government securities | $55,743,000 | 1,647 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $55,743,000 | 1,566 |
| Securities issued by states & political subdivisions | $43,224,000 | 898 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,862,000 | 1,393 |
| Mortgage-backed securities | $50,230,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $50,230,000 | 826 |
| Issued or guaranteed by U.S. | $50,230,000 | 826 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $98,967,000 | 1,288 |
| Total debt securities | $98,968,000 | 1,439 |
| Structured notes |
| Amortized cost | $3,525,000 | 757 |
| Fair value | $3,521,000 | 757 |
| 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 | $98,395,000 | 1,459 |
| U.S. Government securities | $54,331,000 | 1,679 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $54,331,000 | 1,607 |
| Securities issued by states & political subdivisions | $44,064,000 | 882 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,620,000 | 1,360 |
| Mortgage-backed securities | $48,859,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $48,859,000 | 854 |
| Issued or guaranteed by U.S. | $48,859,000 | 852 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $98,395,000 | 1,290 |
| Total debt securities | $98,395,000 | 1,446 |
| Structured notes |
| Amortized cost | $4,525,000 | 682 |
| Fair value | $4,492,000 | 682 |
| 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 | $97,093,000 | 1,512 |
| U.S. Government securities | $53,784,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $53,784,000 | 1,679 |
| Securities issued by states & political subdivisions | $43,309,000 | 892 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,296,000 | 1,368 |
| Mortgage-backed securities | $48,408,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $48,408,000 | 870 |
| Issued or guaranteed by U.S. | $48,408,000 | 870 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $97,093,000 | 1,336 |
| Total debt securities | $97,093,000 | 1,495 |
| Structured notes |
| Amortized cost | $4,525,000 | 756 |
| Fair value | $4,408,000 | 771 |
| 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 | $96,100,000 | 1,547 |
| U.S. Government securities | $53,013,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $53,013,000 | 1,714 |
| Securities issued by states & political subdivisions | $43,087,000 | 897 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,780,000 | 1,389 |
| Mortgage-backed securities | $47,174,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $47,174,000 | 899 |
| Issued or guaranteed by U.S. | $47,174,000 | 899 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $96,100,000 | 1,378 |
| Total debt securities | $96,100,000 | 1,524 |
| Structured notes |
| Amortized cost | $4,525,000 | 782 |
| Fair value | $4,366,000 | 796 |
| 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 | $95,762,000 | 1,561 |
| U.S. Government securities | $53,704,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $53,704,000 | 1,709 |
| Securities issued by states & political subdivisions | $42,058,000 | 922 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,126,000 | 1,409 |
| Mortgage-backed securities | $47,959,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | $47,837,000 | 901 |
| Issued or guaranteed by U.S. | $47,837,000 | 900 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $122,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,282 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $95,762,000 | 1,381 |
| Total debt securities | $95,761,000 | 1,544 |
| Structured notes |
| Amortized cost | $4,525,000 | 799 |
| Fair value | $4,280,000 | 816 |
| 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 | $95,132,000 | 1,560 |
| U.S. Government securities | $54,270,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,270,000 | 1,688 |
| Securities issued by states & political subdivisions | $40,862,000 | 945 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,444,000 | 1,421 |
| Mortgage-backed securities | $48,668,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $48,534,000 | 881 |
| Issued or guaranteed by U.S. | $48,534,000 | 880 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $134,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,274 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $95,132,000 | 1,382 |
| Total debt securities | $95,132,000 | 1,538 |
| Structured notes |
| Amortized cost | $4,525,000 | 785 |
| Fair value | $4,148,000 | 808 |
| 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 | $96,403,000 | 1,555 |
| U.S. Government securities | $56,676,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,676,000 | 1,635 |
| Securities issued by states & political subdivisions | $39,727,000 | 961 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,837,000 | 1,398 |
| Mortgage-backed securities | $50,994,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $50,841,000 | 851 |
| Issued or guaranteed by U.S. | $50,841,000 | 851 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $153,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 3,289 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $96,403,000 | 1,388 |
| Total debt securities | $96,403,000 | 1,533 |
| Structured notes |
| Amortized cost | $4,525,000 | 779 |
| Fair value | $4,217,000 | 793 |
| 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 | $101,390,000 | 1,477 |
| U.S. Government securities | $61,110,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $61,110,000 | 1,526 |
| Securities issued by states & political subdivisions | $40,280,000 | 934 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,285,000 | 1,410 |
| Mortgage-backed securities | $52,244,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $52,074,000 | 823 |
| Issued or guaranteed by U.S. | $52,074,000 | 823 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $170,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,291 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $101,390,000 | 1,326 |
| Total debt securities | $101,392,000 | 1,460 |
| Structured notes |
| Amortized cost | $4,525,000 | 770 |
| Fair value | $4,367,000 | 779 |
| 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 | $95,676,000 | 1,588 |
| U.S. Government securities | $54,585,000 | 1,764 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $54,585,000 | 1,709 |
| Securities issued by states & political subdivisions | $41,091,000 | 905 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,345,000 | 1,441 |
| Mortgage-backed securities | $47,526,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $47,320,000 | 921 |
| Issued or guaranteed by U.S. | $47,320,000 | 921 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $206,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,293 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $95,676,000 | 1,432 |
| Total debt securities | $95,675,000 | 1,568 |
| Structured notes |
| Amortized cost | $3,025,000 | 966 |
| Fair value | $3,004,000 | 979 |
| 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 | $94,204,000 | 1,577 |
| U.S. Government securities | $55,501,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $55,501,000 | 1,659 |
| Securities issued by states & political subdivisions | $38,703,000 | 941 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,495,000 | 1,480 |
| Mortgage-backed securities | $45,565,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $45,319,000 | 923 |
| Issued or guaranteed by U.S. | $45,319,000 | 922 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $246,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,309 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $94,204,000 | 1,424 |
| Total debt securities | $94,204,000 | 1,556 |
| Structured notes |
| Amortized cost | $6,376,000 | 621 |
| Fair value | $6,370,000 | 623 |
| 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 | $91,930,000 | 1,605 |
| U.S. Government securities | $54,287,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $54,287,000 | 1,739 |
| Securities issued by states & political subdivisions | $37,643,000 | 936 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,720,000 | 1,576 |
| Mortgage-backed securities | $44,841,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $44,552,000 | 1,002 |
| Issued or guaranteed by U.S. | $44,552,000 | 1,001 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $289,000 | 3,505 |
| CMOs issued by government agencies or sponsored agencies | $289,000 | 3,351 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $91,930,000 | 1,457 |
| Total debt securities | $91,930,000 | 1,582 |
| Structured notes |
| Amortized cost | $5,852,000 | 693 |
| Fair value | $5,859,000 | 690 |
| 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 | $89,143,000 | 1,653 |
| U.S. Government securities | $54,587,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $54,587,000 | 1,735 |
| Securities issued by states & political subdivisions | $34,556,000 | 1,000 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,517,000 | 1,546 |
| Mortgage-backed securities | $46,470,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $46,133,000 | 988 |
| Issued or guaranteed by U.S. | $46,133,000 | 987 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $337,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,325 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $89,143,000 | 1,502 |
| Total debt securities | $89,143,000 | 1,634 |
| Structured notes |
| Amortized cost | $4,502,000 | 962 |
| Fair value | $4,518,000 | 961 |
| 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 | $92,297,000 | 1,605 |
| U.S. Government securities | $61,556,000 | 1,676 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,556,000 | 1,635 |
| Securities issued by states & political subdivisions | $30,741,000 | 1,083 |
| 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 | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,683,000 | 1,512 |
| Mortgage-backed securities | $47,973,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $47,585,000 | 958 |
| Issued or guaranteed by U.S. | $47,585,000 | 957 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $388,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,318 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $92,297,000 | 1,455 |
| Total debt securities | $92,297,000 | 1,588 |
| Structured notes |
| Amortized cost | $8,502,000 | 693 |
| Fair value | $8,470,000 | 696 |
| 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 | $91,454,000 | 1,565 |
| U.S. Government securities | $61,327,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $61,327,000 | 1,566 |
| Securities issued by states & political subdivisions | $30,127,000 | 1,070 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,630,000 | 1,403 |
| Mortgage-backed securities | $39,433,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $38,994,000 | 1,063 |
| Issued or guaranteed by U.S. | $38,994,000 | 1,063 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $439,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 3,162 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $91,454,000 | 1,416 |
| Total debt securities | $91,454,000 | 1,545 |
| Structured notes |
| Amortized cost | $16,705,000 | 338 |
| Fair value | $16,742,000 | 335 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $90,874,000 | 1,545 |
| U.S. Government securities | $63,951,000 | 1,501 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $63,951,000 | 1,452 |
| Securities issued by states & political subdivisions | $26,923,000 | 1,141 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,687,000 | 1,292 |
| Mortgage-backed securities | $35,374,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $34,886,000 | 1,129 |
| Issued or guaranteed by U.S. | $34,886,000 | 1,127 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $488,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 3,105 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $90,874,000 | 1,395 |
| Total debt securities | $90,875,000 | 1,521 |
| Structured notes |
| Amortized cost | $17,955,000 | 312 |
| Fair value | $18,058,000 | 313 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $77,867,000 | 1,748 |
| U.S. Government securities | $53,668,000 | 1,746 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $53,668,000 | 1,696 |
| Securities issued by states & political subdivisions | $24,199,000 | 1,224 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,638,000 | 1,292 |
| Mortgage-backed securities | $21,811,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $21,273,000 | 1,586 |
| Issued or guaranteed by U.S. | $21,273,000 | 1,583 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $538,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 3,026 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $77,867,000 | 1,585 |
| Total debt securities | $77,866,000 | 1,727 |
| Structured notes |
| Amortized cost | $17,252,000 | 403 |
| Fair value | $17,314,000 | 403 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $80,802,000 | 1,687 |
| U.S. Government securities | $59,215,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $59,215,000 | 1,561 |
| Securities issued by states & political subdivisions | $21,587,000 | 1,356 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,428,000 | 1,418 |
| Mortgage-backed securities | $15,736,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $15,154,000 | 1,991 |
| Issued or guaranteed by U.S. | $15,154,000 | 1,988 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $582,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,960 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $80,802,000 | 1,523 |
| Total debt securities | $80,802,000 | 1,672 |
| Structured notes |
| Amortized cost | $28,257,000 | 230 |
| Fair value | $28,055,000 | 227 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $78,834,000 | 1,633 |
| U.S. Government securities | $57,091,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $57,091,000 | 1,516 |
| Securities issued by states & political subdivisions | $21,743,000 | 1,319 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,480,000 | 1,571 |
| Mortgage-backed securities | $17,013,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $16,343,000 | 1,820 |
| Issued or guaranteed by U.S. | $16,343,000 | 1,816 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $670,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,904 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $78,834,000 | 1,467 |
| Total debt securities | $78,834,000 | 1,616 |
| Structured notes |
| Amortized cost | $25,762,000 | 230 |
| Fair value | $25,666,000 | 227 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $38,951,000 | 2,912 |
| U.S. Government securities | $17,264,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,264,000 | 3,637 |
| Securities issued by states & political subdivisions | $21,687,000 | 1,271 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,356,000 | 1,545 |
| Mortgage-backed securities | $7,280,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $6,513,000 | 2,975 |
| Issued or guaranteed by U.S. | $6,513,000 | 2,965 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $767,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,818 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $38,951,000 | 2,632 |
| Total debt securities | $38,951,000 | 2,889 |
| Structured notes |
| Amortized cost | $6,525,000 | 898 |
| Fair value | $6,559,000 | 904 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $38,011,000 | 2,941 |
| U.S. Government securities | $16,857,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,857,000 | 3,741 |
| Securities issued by states & political subdivisions | $21,154,000 | 1,223 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,846,000 | 1,529 |
| Mortgage-backed securities | $7,901,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $7,080,000 | 2,904 |
| Issued or guaranteed by U.S. | $7,080,000 | 2,894 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $821,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $821,000 | 2,698 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $38,011,000 | 2,648 |
| Total debt securities | $38,011,000 | 2,913 |
| Structured notes |
| Amortized cost | $6,029,000 | 1,013 |
| Fair value | $6,046,000 | 1,025 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $35,378,000 | 3,140 |
| U.S. Government securities | $14,236,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,236,000 | 4,153 |
| Securities issued by states & political subdivisions | $21,142,000 | 1,193 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,631,000 | 1,640 |
| Mortgage-backed securities | $8,356,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $7,490,000 | 2,906 |
| Issued or guaranteed by U.S. | $7,490,000 | 2,898 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $866,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,632 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $35,378,000 | 2,816 |
| Total debt securities | $35,378,000 | 3,109 |
| Structured notes |
| Amortized cost | $1,499,000 | 2,097 |
| Fair value | $1,498,000 | 2,072 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $38,566,000 | 2,925 |
| U.S. Government securities | $17,247,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,247,000 | 3,750 |
| Securities issued by states & political subdivisions | $21,319,000 | 1,174 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,952,000 | 1,985 |
| Mortgage-backed securities | $8,839,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $7,913,000 | 2,898 |
| Issued or guaranteed by U.S. | $7,913,000 | 2,890 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $926,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,580 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $38,566,000 | 2,605 |
| Total debt securities | $38,566,000 | 2,905 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,992,000 | 1,564 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $45,440,000 | 2,578 |
| U.S. Government securities | $23,310,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,310,000 | 3,107 |
| Securities issued by states & political subdivisions | $22,130,000 | 1,116 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,895,000 | 1,916 |
| Mortgage-backed securities | $11,796,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $10,813,000 | 2,559 |
| Issued or guaranteed by U.S. | $10,813,000 | 2,550 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $983,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $983,000 | 2,538 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $45,440,000 | 2,278 |
| Total debt securities | $45,440,000 | 2,545 |
| Structured notes |
| Amortized cost | $2,500,000 | 957 |
| Fair value | $2,522,000 | 959 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $36,163,000 | 3,022 |
| U.S. Government securities | $15,882,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,882,000 | 3,904 |
| Securities issued by states & political subdivisions | $20,281,000 | 1,187 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,826,000 | 2,346 |
| Mortgage-backed securities | $12,831,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $12,044,000 | 2,455 |
| Issued or guaranteed by U.S. | $12,044,000 | 2,446 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $787,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 2,660 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,163,000 | 2,699 |
| Total debt securities | $36,163,000 | 2,989 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $37,136,000 | 2,971 |
| U.S. Government securities | $17,343,000 | 3,850 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,343,000 | 3,775 |
| Securities issued by states & political subdivisions | $19,793,000 | 1,145 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,715,000 | 2,294 |
| Mortgage-backed securities | $14,262,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $13,414,000 | 2,342 |
| Issued or guaranteed by U.S. | $13,414,000 | 2,331 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $848,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,655 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $37,136,000 | 2,651 |
| Total debt securities | $37,136,000 | 2,935 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $39,208,000 | 2,825 |
| U.S. Government securities | $19,962,000 | 3,572 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,962,000 | 3,501 |
| Securities issued by states & political subdivisions | $19,246,000 | 1,148 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,016,000 | 2,289 |
| Mortgage-backed securities | $15,344,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $14,319,000 | 2,214 |
| Issued or guaranteed by U.S. | $14,319,000 | 2,203 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,025,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,497 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $39,208,000 | 2,516 |
| Total debt securities | $39,208,000 | 2,791 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $42,148,000 | 2,612 |
| U.S. Government securities | $22,460,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,460,000 | 3,145 |
| Securities issued by states & political subdivisions | $19,688,000 | 1,085 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,235,000 | 2,161 |
| Mortgage-backed securities | $15,880,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $14,809,000 | 2,089 |
| Issued or guaranteed by U.S. | $14,809,000 | 2,079 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,071,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $1,071,000 | 2,376 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $42,148,000 | 2,301 |
| Total debt securities | $42,148,000 | 2,584 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $44,649,000 | 2,542 |
| U.S. Government securities | $25,624,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $25,624,000 | 2,904 |
| Securities issued by states & political subdivisions | $19,025,000 | 1,153 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,124,000 | 2,227 |
| Mortgage-backed securities | $18,125,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $16,946,000 | 1,896 |
| Issued or guaranteed by U.S. | $16,946,000 | 1,886 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,179,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,334 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $44,649,000 | 2,250 |
| Total debt securities | $44,648,000 | 2,493 |
| Structured notes |
| Amortized cost | $1,000,000 | 979 |
| Fair value | $969,000 | 1,120 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $46,076,000 | 2,472 |
| U.S. Government securities | $28,700,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,700,000 | 2,663 |
| Securities issued by states & political subdivisions | $17,376,000 | 1,295 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,707,000 | 2,401 |
| Mortgage-backed securities | $20,525,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $19,140,000 | 1,678 |
| Issued or guaranteed by U.S. | $19,140,000 | 1,669 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,385,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $1,385,000 | 2,247 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $46,076,000 | 2,187 |
| Total debt securities | $46,075,000 | 2,422 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,000,000 | 1,194 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $43,989,000 | 2,568 |
| U.S. Government securities | $27,499,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,499,000 | 2,798 |
| Securities issued by states & political subdivisions | $16,490,000 | 1,337 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,319,000 | 2,366 |
| Mortgage-backed securities | $21,414,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $19,933,000 | 1,401 |
| Issued or guaranteed by U.S. | $19,933,000 | 1,394 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,481,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,117 |
| 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) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $43,988,000 | 2,259 |
| Total debt securities | $43,989,000 | 2,517 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $47,585,000 | 2,392 |
| U.S. Government securities | $30,739,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,739,000 | 2,587 |
| Securities issued by states & political subdivisions | $16,846,000 | 1,273 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,833,000 | 2,285 |
| Mortgage-backed securities | $22,220,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $20,673,000 | 1,286 |
| Issued or guaranteed by U.S. | $20,673,000 | 1,277 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,547,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,041 |
| 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) | $1,000 | 3,717 |
| Available-for-sale securities (fair market value) | $47,584,000 | 2,074 |
| Total debt securities | $47,585,000 | 2,350 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $49,198,000 | 2,323 |
| U.S. Government securities | $33,365,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $33,365,000 | 2,385 |
| Securities issued by states & political subdivisions | $15,833,000 | 1,325 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,309,000 | 2,253 |
| Mortgage-backed securities | $23,013,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $21,348,000 | 1,230 |
| Issued or guaranteed by U.S. | $21,348,000 | 1,221 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,665,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 1,985 |
| 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) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $49,197,000 | 2,005 |
| Total debt securities | $49,198,000 | 2,285 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $47,646,000 | 2,400 |
| U.S. Government securities | $32,108,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $32,108,000 | 2,472 |
| Securities issued by states & political subdivisions | $15,538,000 | 1,344 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,899,000 | 2,281 |
| Mortgage-backed securities | $24,621,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $22,756,000 | 1,167 |
| Issued or guaranteed by U.S. | $22,756,000 | 1,158 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,865,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,865,000 | 1,885 |
| 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) | $2,000 | 3,821 |
| Available-for-sale securities (fair market value) | $47,644,000 | 2,076 |
| Total debt securities | $47,519,000 | 2,358 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $44,659,000 | 2,564 |
| U.S. Government securities | $31,671,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,671,000 | 2,551 |
| Securities issued by states & political subdivisions | $12,988,000 | 1,610 |
| 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 | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,571,000 | 2,244 |
| Mortgage-backed securities | $25,711,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $23,701,000 | 1,153 |
| Issued or guaranteed by U.S. | $23,701,000 | 1,144 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,010,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 1,835 |
| 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) | $2,000 | 3,907 |
| Available-for-sale securities (fair market value) | $44,657,000 | 2,224 |
| Total debt securities | $44,534,000 | 2,531 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $42,539,000 | 2,683 |
| U.S. Government securities | $29,609,000 | 2,799 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,609,000 | 2,716 |
| Securities issued by states & political subdivisions | $12,930,000 | 1,590 |
| 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 | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,136,000 | 2,180 |
| Mortgage-backed securities | $26,678,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $24,539,000 | 1,135 |
| Issued or guaranteed by U.S. | $24,539,000 | 1,126 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,139,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,139,000 | 1,781 |
| 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) | $3,000 | 3,990 |
| Available-for-sale securities (fair market value) | $42,536,000 | 2,308 |
| Total debt securities | $42,414,000 | 2,648 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $40,961,000 | 2,763 |
| U.S. Government securities | $29,566,000 | 2,785 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,566,000 | 2,701 |
| Securities issued by states & political subdivisions | $11,395,000 | 1,733 |
| 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 | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,711,000 | 2,105 |
| Mortgage-backed securities | $27,673,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $25,497,000 | 1,115 |
| Issued or guaranteed by U.S. | $25,497,000 | 1,108 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,176,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 1,773 |
| 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) | $3,000 | 4,042 |
| Available-for-sale securities (fair market value) | $40,958,000 | 2,374 |
| Total debt securities | $40,835,000 | 2,735 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $43,337,000 | 2,677 |
| U.S. Government securities | $31,151,000 | 2,708 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,151,000 | 2,623 |
| Securities issued by states & political subdivisions | $11,436,000 | 1,734 |
| Other domestic debt securities | $750,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,687 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,338,000 | 1,840 |
| Mortgage-backed securities | $29,255,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $26,999,000 | 1,077 |
| Issued or guaranteed by U.S. | $26,999,000 | 1,069 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,256,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 1,753 |
| 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) | $4,000 | 4,101 |
| Available-for-sale securities (fair market value) | $43,333,000 | 2,296 |
| Total debt securities | $43,212,000 | 2,639 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $45,389,000 | 2,573 |
| U.S. Government securities | $32,666,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,666,000 | 2,509 |
| Securities issued by states & political subdivisions | $11,973,000 | 1,666 |
| Other domestic debt securities | $750,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,794 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,789,000 | 1,566 |
| Mortgage-backed securities | $30,768,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $27,870,000 | 1,070 |
| Issued or guaranteed by U.S. | $27,870,000 | 1,061 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,898,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,607 |
| 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) | $4,000 | 4,187 |
| Available-for-sale securities (fair market value) | $45,385,000 | 2,217 |
| Total debt securities | $45,264,000 | 2,533 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $89,581,000 | 1,377 |
| U.S. Government securities | $60,203,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $60,203,000 | 1,445 |
| Securities issued by states & political subdivisions | $27,619,000 | 666 |
| Other domestic debt securities | $1,759,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,759,000 | 1,325 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,057,000 | 1,571 |
| Mortgage-backed securities | $46,451,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $43,009,000 | 795 |
| Issued or guaranteed by U.S. | $43,009,000 | 790 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,442,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $3,442,000 | 1,499 |
| 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) | $6,000 | 4,233 |
| Available-for-sale securities (fair market value) | $89,575,000 | 1,173 |
| Total debt securities | $89,456,000 | 1,346 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $104,122,000 | 1,202 |
| U.S. Government securities | $71,490,000 | 1,267 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $71,490,000 | 1,221 |
| Securities issued by states & political subdivisions | $29,858,000 | 604 |
| Other domestic debt securities | $2,774,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,774,000 | 1,076 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,159,000 | 1,390 |
| Mortgage-backed securities | $54,744,000 | 899 |
| Certificates of participation in pools of residential mortgages | $50,755,000 | 701 |
| Issued or guaranteed by U.S. | $50,755,000 | 693 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,989,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $3,989,000 | 1,442 |
| 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) | $14,000 | 4,253 |
| Available-for-sale securities (fair market value) | $104,108,000 | 1,032 |
| Total debt securities | $103,997,000 | 1,167 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $130,904,000 | 958 |
| U.S. Government securities | $96,363,000 | 972 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $96,363,000 | 936 |
| Securities issued by states & political subdivisions | $29,680,000 | 598 |
| Other domestic debt securities | $4,861,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,861,000 | 825 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,615,000 | 1,350 |
| Mortgage-backed securities | $68,503,000 | 781 |
| Certificates of participation in pools of residential mortgages | $64,437,000 | 609 |
| Issued or guaranteed by U.S. | $64,437,000 | 604 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,066,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $4,066,000 | 1,464 |
| 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) | $22,000 | 4,288 |
| Available-for-sale securities (fair market value) | $130,882,000 | 804 |
| Total debt securities | $130,779,000 | 927 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $145,314,000 | 890 |
| U.S. Government securities | $110,695,000 | 873 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $110,695,000 | 834 |
| Securities issued by states & political subdivisions | $29,702,000 | 603 |
| Other domestic debt securities | $4,917,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,917,000 | 853 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,340,000 | 1,317 |
| Mortgage-backed securities | $72,851,000 | 774 |
| Certificates of participation in pools of residential mortgages | $68,632,000 | 599 |
| Issued or guaranteed by U.S. | $68,632,000 | 595 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,219,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,219,000 | 1,474 |
| 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) | $35,000 | 4,310 |
| Available-for-sale securities (fair market value) | $145,279,000 | 752 |
| Total debt securities | $145,189,000 | 866 |
| Structured notes |
| Amortized cost | $502,000 | 2,427 |
| Fair value | $502,000 | 2,434 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $140,329,000 | 914 |
| U.S. Government securities | $105,740,000 | 884 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $105,740,000 | 856 |
| Securities issued by states & political subdivisions | $29,608,000 | 606 |
| Other domestic debt securities | $4,981,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,981,000 | 865 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,387,000 | 1,263 |
| Mortgage-backed securities | $76,961,000 | 744 |
| Certificates of participation in pools of residential mortgages | $72,602,000 | 581 |
| Issued or guaranteed by U.S. | $72,602,000 | 578 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,359,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,359,000 | 1,439 |
| 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) | $43,000 | 4,353 |
| Available-for-sale securities (fair market value) | $140,286,000 | 783 |
| Total debt securities | $140,204,000 | 890 |
| Structured notes |
| Amortized cost | $505,000 | 2,411 |
| Fair value | $505,000 | 2,418 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $157,409,000 | 831 |
| U.S. Government securities | $124,366,000 | 790 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $124,366,000 | 756 |
| Securities issued by states & political subdivisions | $28,054,000 | 632 |
| Other domestic debt securities | $4,989,000 | 1,202 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,989,000 | 901 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,060,000 | 1,657 |
| Mortgage-backed securities | $51,849,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $47,534,000 | 790 |
| Issued or guaranteed by U.S. | $47,534,000 | 786 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,315,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,315,000 | 1,465 |
| 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) | $50,000 | 4,389 |
| Available-for-sale securities (fair market value) | $157,359,000 | 710 |
| Total debt securities | $157,284,000 | 807 |
| Structured notes |
| Amortized cost | $2,507,000 | 1,330 |
| Fair value | $2,440,000 | 1,360 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $172,448,000 | 764 |
| U.S. Government securities | $137,201,000 | 730 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $137,201,000 | 704 |
| Securities issued by states & political subdivisions | $30,124,000 | 586 |
| Other domestic debt securities | $5,123,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,123,000 | 951 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,027,000 | 1,261 |
| Mortgage-backed securities | $56,407,000 | 980 |
| Certificates of participation in pools of residential mortgages | $51,632,000 | 747 |
| Issued or guaranteed by U.S. | $51,632,000 | 740 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,775,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $4,775,000 | 1,439 |
| 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) | $313,000 | 3,972 |
| Available-for-sale securities (fair market value) | $172,135,000 | 665 |
| Total debt securities | $172,323,000 | 749 |
| Structured notes |
| Amortized cost | $2,509,000 | 1,172 |
| Fair value | $2,525,000 | 1,181 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $173,500,000 | 780 |
| U.S. Government securities | $139,218,000 | 745 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $139,218,000 | 719 |
| Securities issued by states & political subdivisions | $29,143,000 | 616 |
| Other domestic debt securities | $5,139,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,139,000 | 1,022 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,311,000 | 1,222 |
| Mortgage-backed securities | $56,795,000 | 976 |
| Certificates of participation in pools of residential mortgages | $51,968,000 | 756 |
| Issued or guaranteed by U.S. | $51,968,000 | 745 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,827,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $4,827,000 | 1,525 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,000 | 4,012 |
| Available-for-sale securities (fair market value) | $173,175,000 | 671 |
| Total debt securities | $173,375,000 | 760 |
| Structured notes |
| Amortized cost | $2,511,000 | 1,062 |
| Fair value | $2,491,000 | 1,083 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $169,380,000 | 795 |
| U.S. Government securities | $135,883,000 | 753 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $135,883,000 | 722 |
| Securities issued by states & political subdivisions | $28,289,000 | 629 |
| Other domestic debt securities | $5,208,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,185,000 | 1,078 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,483,000 | 1,105 |
| Mortgage-backed securities | $55,724,000 | 979 |
| Certificates of participation in pools of residential mortgages | $50,752,000 | 775 |
| Issued or guaranteed by U.S. | $50,752,000 | 771 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,972,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,949,000 | 1,515 |
| Privately issued | $23,000 | 988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $333,000 | 4,023 |
| Available-for-sale securities (fair market value) | $169,047,000 | 685 |
| Total debt securities | $169,255,000 | 774 |
| Structured notes |
| Amortized cost | $2,514,000 | 890 |
| Fair value | $2,478,000 | 918 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $170,526,000 | 781 |
| U.S. Government securities | $135,413,000 | 729 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $135,413,000 | 705 |
| Securities issued by states & political subdivisions | $29,735,000 | 582 |
| Other domestic debt securities | $5,378,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $92,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,286,000 | 1,080 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,776,000 | 777 |
| Mortgage-backed securities | $55,162,000 | 991 |
| Certificates of participation in pools of residential mortgages | $48,953,000 | 771 |
| Issued or guaranteed by U.S. | $48,953,000 | 768 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,209,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $6,117,000 | 1,474 |
| Privately issued | $92,000 | 959 |
| 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) | $342,000 | 4,061 |
| Available-for-sale securities (fair market value) | $170,184,000 | 669 |
| Total debt securities | $170,401,000 | 758 |
| Structured notes |
| Amortized cost | $2,516,000 | 710 |
| Fair value | $2,524,000 | 723 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $155,783,000 | 829 |
| U.S. Government securities | $119,706,000 | 798 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $119,706,000 | 767 |
| Securities issued by states & political subdivisions | $30,666,000 | 539 |
| Other domestic debt securities | $5,411,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,044 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,245,000 | 1,102 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,190,000 | 761 |
| Mortgage-backed securities | $54,077,000 | 989 |
| Certificates of participation in pools of residential mortgages | $51,025,000 | 731 |
| Issued or guaranteed by U.S. | $51,025,000 | 728 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,052,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $2,886,000 | 2,159 |
| Privately issued | $166,000 | 927 |
| 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) | $2,104,000 | 2,898 |
| Available-for-sale securities (fair market value) | $153,679,000 | 719 |
| Total debt securities | $155,783,000 | 797 |
| Structured notes |
| Amortized cost | $518,000 | 1,288 |
| Fair value | $522,000 | 1,299 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $146,325,000 | 867 |
| U.S. Government securities | $107,644,000 | 859 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $107,644,000 | 814 |
| Securities issued by states & political subdivisions | $32,226,000 | 489 |
| Other domestic debt securities | $6,455,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $1,248,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,207,000 | 1,103 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,847,000 | 739 |
| Mortgage-backed securities | $52,645,000 | 981 |
| Certificates of participation in pools of residential mortgages | $38,783,000 | 870 |
| Issued or guaranteed by U.S. | $38,783,000 | 866 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $13,862,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $12,614,000 | 1,018 |
| Privately issued | $1,248,000 | 584 |
| 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) | $2,222,000 | 2,926 |
| Available-for-sale securities (fair market value) | $144,103,000 | 739 |
| Total debt securities | $146,325,000 | 831 |
| Structured notes |
| Amortized cost | $521,000 | 1,126 |
| Fair value | $520,000 | 1,147 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $134,482,000 | 856 |
| U.S. Government securities | $92,920,000 | 871 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $92,920,000 | 829 |
| Securities issued by states & political subdivisions | $36,557,000 | 389 |
| Other domestic debt securities | $5,005,000 | 1,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,005,000 | 1,138 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,065,000 | 1,074 |
| Mortgage-backed securities | $59,338,000 | 832 |
| Certificates of participation in pools of residential mortgages | $40,850,000 | 744 |
| Issued or guaranteed by U.S. | $40,850,000 | 737 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $18,488,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $18,488,000 | 796 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,366,000 | 2,210 |
| Available-for-sale securities (fair market value) | $129,116,000 | 742 |
| Total debt securities | $134,482,000 | 832 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $125,180,000 | 917 |
| U.S. Government securities | $107,287,000 | 780 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $107,287,000 | 731 |
| Securities issued by states & political subdivisions | $15,188,000 | 1,078 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,705,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,545,000 | 694 |
| Mortgage-backed securities | $68,014,000 | 627 |
| Certificates of participation in pools of residential mortgages | $41,607,000 | 627 |
| Issued or guaranteed by U.S. | $41,607,000 | 622 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $26,407,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $26,407,000 | 497 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,724,000 | 1,723 |
| Available-for-sale securities (fair market value) | $113,456,000 | 762 |
| Total debt securities | $122,475,000 | 889 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $134,113,000 | 875 |
| U.S. Government securities | $111,886,000 | 810 |
| U.S. Treasury securities | $2,002,000 | 2,697 |
| U.S. Government agency obligations | $109,884,000 | 744 |
| Securities issued by states & political subdivisions | $19,518,000 | 823 |
| 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 | $0 | 343 |
| Equity securities | $2,709,000 | 1,251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,644,000 | 719 |
| Mortgage-backed securities | $73,899,000 | 658 |
| Certificates of participation in pools of residential mortgages | $46,626,000 | 640 |
| Issued or guaranteed by U.S. | $46,626,000 | 632 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $27,273,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $27,273,000 | 534 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,518,000 | 1,481 |
| Available-for-sale securities (fair market value) | $117,595,000 | 765 |
| Total debt securities | $131,404,000 | 859 |
| Structured notes |
| Amortized cost | $499,000 | 926 |
| Fair value | $497,000 | 840 |
| 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 | $127,770,000 | 914 |
| U.S. Government securities | $107,220,000 | 849 |
| U.S. Treasury securities | $2,008,000 | 3,980 |
| U.S. Government agency obligations | $105,212,000 | 742 |
| Securities issued by states & political subdivisions | $18,590,000 | 854 |
| 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 | $0 | 363 |
| Equity securities | $1,960,000 | 1,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,585,000 | 567 |
| Mortgage-backed securities | $71,508,000 | 695 |
| Certificates of participation in pools of residential mortgages | $51,622,000 | 620 |
| Issued or guaranteed by U.S. | $51,622,000 | 614 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $19,886,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $19,886,000 | 690 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,304,000 | 1,094 |
| Available-for-sale securities (fair market value) | $101,466,000 | 859 |
| Total debt securities | $125,810,000 | 895 |
| Structured notes |
| Amortized cost | $5,421,000 | 129 |
| Fair value | $5,386,000 | 128 |
| 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 | $98,463,000 | 1,174 |
| U.S. Government securities | $74,255,000 | 1,231 |
| U.S. Treasury securities | $5,513,000 | 2,967 |
| U.S. Government agency obligations | $68,742,000 | 1,059 |
| Securities issued by states & political subdivisions | $22,264,000 | 575 |
| 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 | $0 | 390 |
| Equity securities | $1,944,000 | 1,522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,044,000 | 828 |
| Mortgage-backed securities | $34,106,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $10,827,000 | 1,848 |
| Issued or guaranteed by U.S. | $10,827,000 | 1,832 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $23,279,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $23,279,000 | 581 |
| Privately issued | $0 | 1,491 |
| 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) | $48,744,000 | 729 |
| Available-for-sale securities (fair market value) | $49,719,000 | 1,613 |
| Total debt securities | $96,519,000 | 1,163 |
| Structured notes |
| Amortized cost | $11,541,000 | 105 |
| Fair value | $11,439,000 | 106 |
| 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 | $81,377,000 | 1,487 |
| U.S. Government securities | $67,501,000 | 1,439 |
| U.S. Treasury securities | $9,048,000 | 2,421 |
| U.S. Government agency obligations | $58,453,000 | 1,252 |
| Securities issued by states & political subdivisions | $13,816,000 | 1,013 |
| 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 | $0 | 466 |
| Equity securities | $60,000 | 6,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,908,000 | 2,537 |
| Mortgage-backed securities | $16,476,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $15,618,000 | 1,597 |
| Issued or guaranteed by U.S. | $15,618,000 | 1,583 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $858,000 | 4,002 |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 3,853 |
| Privately issued | $0 | 1,788 |
| 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) | $56,449,000 | 703 |
| Available-for-sale securities (fair market value) | $24,928,000 | 3,192 |
| Total debt securities | $81,317,000 | 1,439 |
| Structured notes |
| Amortized cost | $18,988,000 | 69 |
| Fair value | $18,756,000 | 68 |
| 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 | $80,028,000 | 1,574 |
| U.S. Government securities | $65,799,000 | 1,551 |
| U.S. Treasury securities | $11,054,000 | 2,445 |
| U.S. Government agency obligations | $54,745,000 | 1,320 |
| Securities issued by states & political subdivisions | $14,169,000 | 969 |
| 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 | $0 | 553 |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,899,000 | 2,396 |
| Mortgage-backed securities | $17,678,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $13,627,000 | 1,764 |
| Issued or guaranteed by U.S. | $13,627,000 | 1,742 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,051,000 | 2,448 |
| CMOs issued by government agencies or sponsored agencies | $4,051,000 | 2,316 |
| Privately issued | $0 | 2,213 |
| 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) | $52,792,000 | 786 |
| Available-for-sale securities (fair market value) | $27,236,000 | 3,054 |
| Total debt securities | $79,968,000 | 1,543 |
| Structured notes |
| Amortized cost | $10,214,000 | 264 |
| Fair value | $10,078,000 | 263 |
| 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 | $76,685,000 | 1,703 |
| U.S. Government securities | $61,892,000 | 1,726 |
| U.S. Treasury securities | $16,305,000 | 2,154 |
| U.S. Government agency obligations | $45,587,000 | 1,512 |
| Securities issued by states & political subdivisions | $14,733,000 | 916 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,998,000 | 2,731 |
| Mortgage-backed securities | $15,423,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $8,869,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,869,000 | 2,415 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,554,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $6,554,000 | 1,837 |
| Privately issued | $0 | 2,507 |
| 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) | $51,173,000 | 1,445 |
| Available-for-sale securities (fair market value) | $25,512,000 | 2,237 |
| Total debt securities | $76,625,000 | 1,660 |
| 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 | $68,801,000 | 1,999 |
| U.S. Government securities | $55,937,000 | 1,950 |
| U.S. Treasury securities | $17,156,000 | 2,143 |
| U.S. Government agency obligations | $38,781,000 | 1,814 |
| Securities issued by states & political subdivisions | $12,804,000 | 1,137 |
| 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 | $0 | 649 |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,441,000 | 2,655 |
| Mortgage-backed securities | $11,983,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $8,069,000 | 2,826 |
| Issued or guaranteed by U.S. | $8,069,000 | 2,794 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,914,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $3,914,000 | 2,858 |
| Privately issued | $0 | 2,902 |
| 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 | $68,741,000 | 1,943 |
| 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 | $66,974,000 | 2,010 |
| U.S. Government securities | $57,372,000 | 1,865 |
| U.S. Treasury securities | $16,321,000 | 2,279 |
| U.S. Government agency obligations | $41,051,000 | 1,646 |
| Securities issued by states & political subdivisions | $9,542,000 | 1,421 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $60,000 | 6,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,996,000 | 1,802 |
| Mortgage-backed securities | $6,968,000 | 4,606 |
| Certificates of participation in pools of residential mortgages | $4,018,000 | 4,439 |
| Issued or guaranteed by U.S. | $4,018,000 | 4,386 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,950,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $2,950,000 | 3,193 |
| Privately issued | $0 | 3,547 |
| 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 | $66,914,000 | 1,967 |
| 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 |
