| 2020-03-31 | Rank |
| Total securities | $0 | 4,976 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $0 | 4,717 |
| Total debt securities | $0 | 4,948 |
| 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 | $139,787,000 | 947 |
| U.S. Government securities | $139,487,000 | 627 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $139,487,000 | 589 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| Foreign debt securities | $300,000 | 238 |
| 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 | $16,869,000 | 2,025 |
| Mortgage-backed securities | $131,356,000 | 523 |
| Certificates of participation in pools of residential mortgages | $8,257,000 | 2,166 |
| Issued or guaranteed by U.S. | $8,257,000 | 2,109 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $68,380,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $68,380,000 | 331 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $54,719,000 | 261 |
| Commercial mortgage pass-through securities | $54,719,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $300,000 | 1,544 |
| Available-for-sale securities (fair market value) | $139,487,000 | 856 |
| Total debt securities | $139,788,000 | 932 |
| 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 | $147,124,000 | 897 |
| U.S. Government securities | $146,824,000 | 606 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $146,824,000 | 569 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $300,000 | 249 |
| 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 | $15,599,000 | 2,136 |
| Mortgage-backed securities | $138,367,000 | 494 |
| Certificates of participation in pools of residential mortgages | $8,788,000 | 2,092 |
| Issued or guaranteed by U.S. | $8,788,000 | 2,030 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $72,602,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $72,602,000 | 315 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $56,977,000 | 256 |
| Commercial mortgage pass-through securities | $56,977,000 | 121 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $300,000 | 1,613 |
| Available-for-sale securities (fair market value) | $146,824,000 | 811 |
| Total debt securities | $147,125,000 | 885 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $155,347,000 | 861 |
| U.S. Government securities | $155,047,000 | 602 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $155,047,000 | 557 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $300,000 | 262 |
| 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 | $20,949,000 | 1,845 |
| Mortgage-backed securities | $146,267,000 | 474 |
| Certificates of participation in pools of residential mortgages | $9,250,000 | 2,035 |
| Issued or guaranteed by U.S. | $9,250,000 | 1,994 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $76,383,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $76,383,000 | 303 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $60,634,000 | 250 |
| Commercial mortgage pass-through securities | $60,634,000 | 115 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $300,000 | 1,659 |
| Available-for-sale securities (fair market value) | $155,047,000 | 766 |
| Total debt securities | $155,346,000 | 851 |
| 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 | $161,468,000 | 830 |
| U.S. Government securities | $161,168,000 | 572 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $161,168,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $300,000 | 276 |
| 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 | $28,052,000 | 1,559 |
| Mortgage-backed securities | $152,423,000 | 460 |
| Certificates of participation in pools of residential mortgages | $9,687,000 | 2,017 |
| Issued or guaranteed by U.S. | $9,687,000 | 1,972 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $79,198,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $79,198,000 | 288 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $63,538,000 | 230 |
| Commercial mortgage pass-through securities | $63,538,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $300,000 | 1,681 |
| Available-for-sale securities (fair market value) | $161,168,000 | 732 |
| Total debt securities | $161,468,000 | 818 |
| 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 | $170,307,000 | 793 |
| U.S. Government securities | $170,007,000 | 547 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $170,007,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $300,000 | 280 |
| 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 | $32,548,000 | 1,414 |
| Mortgage-backed securities | $161,168,000 | 436 |
| Certificates of participation in pools of residential mortgages | $9,989,000 | 1,992 |
| Issued or guaranteed by U.S. | $9,989,000 | 1,963 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $81,900,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $81,900,000 | 280 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $69,279,000 | 214 |
| Commercial mortgage pass-through securities | $69,279,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $300,000 | 1,721 |
| Available-for-sale securities (fair market value) | $170,007,000 | 696 |
| Total debt securities | $170,308,000 | 785 |
| 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 | $174,415,000 | 778 |
| U.S. Government securities | $174,115,000 | 531 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $174,115,000 | 500 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $300,000 | 279 |
| 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 | $22,412,000 | 1,796 |
| Mortgage-backed securities | $165,232,000 | 427 |
| Certificates of participation in pools of residential mortgages | $10,381,000 | 1,986 |
| Issued or guaranteed by U.S. | $10,381,000 | 1,973 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $84,557,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $84,557,000 | 274 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $70,294,000 | 204 |
| Commercial mortgage pass-through securities | $70,294,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $300,000 | 1,760 |
| Available-for-sale securities (fair market value) | $174,115,000 | 677 |
| Total debt securities | $174,413,000 | 769 |
| 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 | $184,089,000 | 756 |
| U.S. Government securities | $183,789,000 | 512 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $183,789,000 | 478 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $300,000 | 280 |
| 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 | $37,750,000 | 1,275 |
| Mortgage-backed securities | $174,594,000 | 405 |
| Certificates of participation in pools of residential mortgages | $11,010,000 | 1,979 |
| Issued or guaranteed by U.S. | $11,010,000 | 1,896 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $89,288,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $89,288,000 | 264 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $74,296,000 | 187 |
| Commercial mortgage pass-through securities | $74,296,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $300,000 | 1,789 |
| Available-for-sale securities (fair market value) | $183,789,000 | 655 |
| Total debt securities | $184,086,000 | 743 |
| 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 | $200,824,000 | 696 |
| U.S. Government securities | $200,524,000 | 482 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $200,524,000 | 456 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $300,000 | 271 |
| 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 | $37,127,000 | 1,310 |
| Mortgage-backed securities | $190,827,000 | 388 |
| Certificates of participation in pools of residential mortgages | $12,691,000 | 1,866 |
| Issued or guaranteed by U.S. | $12,691,000 | 1,864 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $101,340,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $101,340,000 | 245 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $76,796,000 | 181 |
| Commercial mortgage pass-through securities | $76,796,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $300,000 | 1,812 |
| Available-for-sale securities (fair market value) | $200,524,000 | 603 |
| Total debt securities | $200,821,000 | 687 |
| 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 | $220,611,000 | 648 |
| U.S. Government securities | $220,311,000 | 450 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $220,311,000 | 428 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $300,000 | 269 |
| 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 | $44,170,000 | 1,172 |
| Mortgage-backed securities | $210,276,000 | 359 |
| Certificates of participation in pools of residential mortgages | $16,389,000 | 1,629 |
| Issued or guaranteed by U.S. | $16,389,000 | 1,628 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $113,576,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $113,576,000 | 231 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $80,311,000 | 170 |
| Commercial mortgage pass-through securities | $80,311,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $300,000 | 1,840 |
| Available-for-sale securities (fair market value) | $220,311,000 | 567 |
| Total debt securities | $220,611,000 | 641 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $234,166,000 | 613 |
| U.S. Government securities | $233,866,000 | 425 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $233,866,000 | 409 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $300,000 | 285 |
| 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 | $47,248,000 | 1,124 |
| Mortgage-backed securities | $223,551,000 | 344 |
| Certificates of participation in pools of residential mortgages | $17,503,000 | 1,596 |
| Issued or guaranteed by U.S. | $17,503,000 | 1,594 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $121,168,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $121,168,000 | 222 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $84,880,000 | 159 |
| Commercial mortgage pass-through securities | $84,880,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $300,000 | 1,892 |
| Available-for-sale securities (fair market value) | $233,866,000 | 536 |
| Total debt securities | $234,166,000 | 603 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $243,671,000 | 601 |
| U.S. Government securities | $243,371,000 | 421 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $243,371,000 | 405 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $300,000 | 296 |
| 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 | $39,052,000 | 1,312 |
| Mortgage-backed securities | $232,992,000 | 331 |
| Certificates of participation in pools of residential mortgages | $18,527,000 | 1,581 |
| Issued or guaranteed by U.S. | $18,527,000 | 1,579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $128,450,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $128,450,000 | 213 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $86,015,000 | 156 |
| Commercial mortgage pass-through securities | $86,015,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $300,000 | 1,917 |
| Available-for-sale securities (fair market value) | $243,371,000 | 528 |
| Total debt securities | $243,671,000 | 592 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $267,372,000 | 564 |
| U.S. Government securities | $267,072,000 | 390 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $267,072,000 | 375 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $300,000 | 295 |
| 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 | $38,847,000 | 1,319 |
| Mortgage-backed securities | $252,565,000 | 311 |
| Certificates of participation in pools of residential mortgages | $22,066,000 | 1,423 |
| Issued or guaranteed by U.S. | $22,066,000 | 1,422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $141,028,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $141,028,000 | 196 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $89,471,000 | 147 |
| Commercial mortgage pass-through securities | $89,471,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $300,000 | 1,953 |
| Available-for-sale securities (fair market value) | $267,072,000 | 487 |
| Total debt securities | $267,372,000 | 556 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $276,625,000 | 549 |
| U.S. Government securities | $276,325,000 | 374 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $276,325,000 | 359 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $300,000 | 291 |
| 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 | $35,582,000 | 1,406 |
| Mortgage-backed securities | $261,870,000 | 295 |
| Certificates of participation in pools of residential mortgages | $23,396,000 | 1,382 |
| Issued or guaranteed by U.S. | $23,396,000 | 1,382 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $148,903,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $148,903,000 | 188 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $89,571,000 | 149 |
| Commercial mortgage pass-through securities | $89,571,000 | 63 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $300,000 | 1,969 |
| Available-for-sale securities (fair market value) | $276,325,000 | 476 |
| Total debt securities | $276,625,000 | 539 |
| 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 | $264,373,000 | 566 |
| U.S. Government securities | $259,652,000 | 393 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $259,652,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $4,421,000 | 932 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $4,421,000 | 167 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $300,000 | 283 |
| 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 | $35,219,000 | 1,439 |
| Mortgage-backed securities | $247,426,000 | 308 |
| Certificates of participation in pools of residential mortgages | $19,020,000 | 1,606 |
| Issued or guaranteed by U.S. | $19,020,000 | 1,605 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $161,441,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $161,441,000 | 181 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $66,965,000 | 164 |
| Commercial mortgage pass-through securities | $66,965,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $300,000 | 1,988 |
| Available-for-sale securities (fair market value) | $264,073,000 | 495 |
| Total debt securities | $264,373,000 | 555 |
| 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 | $258,649,000 | 588 |
| U.S. Government securities | $253,938,000 | 405 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $253,938,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $4,711,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $4,411,000 | 170 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $300,000 | 1,630 |
| 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 | $28,003,000 | 1,725 |
| Mortgage-backed securities | $241,692,000 | 317 |
| Certificates of participation in pools of residential mortgages | $46,193,000 | 840 |
| Issued or guaranteed by U.S. | $46,193,000 | 836 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $195,499,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $195,499,000 | 160 |
| 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) | $300,000 | 2,037 |
| Available-for-sale securities (fair market value) | $258,349,000 | 504 |
| Total debt securities | $258,649,000 | 575 |
| 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 | $236,039,000 | 636 |
| U.S. Government securities | $231,268,000 | 447 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $231,268,000 | 425 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,471,000 | 939 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $4,471,000 | 166 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $300,000 | 279 |
| 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 | $51,472,000 | 1,109 |
| Mortgage-backed securities | $226,889,000 | 343 |
| Certificates of participation in pools of residential mortgages | $29,331,000 | 1,177 |
| Issued or guaranteed by U.S. | $29,331,000 | 1,176 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $197,558,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $197,558,000 | 168 |
| 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) | $300,000 | 2,077 |
| Available-for-sale securities (fair market value) | $235,739,000 | 557 |
| Total debt securities | $236,039,000 | 630 |
| 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 | $219,246,000 | 673 |
| U.S. Government securities | $214,348,000 | 474 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $214,348,000 | 449 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $4,598,000 | 908 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $4,598,000 | 175 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $300,000 | 269 |
| 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 | $40,134,000 | 1,315 |
| Mortgage-backed securities | $209,991,000 | 360 |
| Certificates of participation in pools of residential mortgages | $32,569,000 | 1,106 |
| Issued or guaranteed by U.S. | $32,569,000 | 1,104 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $177,422,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $177,422,000 | 180 |
| 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) | $300,000 | 2,119 |
| Available-for-sale securities (fair market value) | $218,946,000 | 594 |
| Total debt securities | $219,246,000 | 668 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $223,379,000 | 665 |
| U.S. Government securities | $218,383,000 | 474 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $218,383,000 | 453 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $4,696,000 | 903 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $4,696,000 | 175 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $300,000 | 270 |
| 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 | $87,318,000 | 701 |
| Mortgage-backed securities | $213,930,000 | 365 |
| Certificates of participation in pools of residential mortgages | $35,025,000 | 1,036 |
| Issued or guaranteed by U.S. | $35,025,000 | 1,035 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $178,905,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $178,905,000 | 178 |
| 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) | $300,000 | 2,133 |
| Available-for-sale securities (fair market value) | $223,079,000 | 582 |
| Total debt securities | $223,379,000 | 657 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $204,989,000 | 737 |
| U.S. Government securities | $199,705,000 | 524 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $199,705,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $4,984,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $4,984,000 | 176 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $300,000 | 276 |
| 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 | $64,345,000 | 927 |
| Mortgage-backed securities | $199,084,000 | 386 |
| Certificates of participation in pools of residential mortgages | $38,991,000 | 993 |
| Issued or guaranteed by U.S. | $38,991,000 | 992 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $160,093,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $160,093,000 | 202 |
| 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) | $300,000 | 2,177 |
| Available-for-sale securities (fair market value) | $204,689,000 | 644 |
| Total debt securities | $204,989,000 | 729 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $196,226,000 | 776 |
| U.S. Government securities | $190,878,000 | 556 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $190,878,000 | 536 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $5,348,000 | 836 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $5,048,000 | 181 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $300,000 | 1,687 |
| 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 | $67,373,000 | 906 |
| Mortgage-backed securities | $190,186,000 | 406 |
| Certificates of participation in pools of residential mortgages | $41,399,000 | 964 |
| Issued or guaranteed by U.S. | $41,399,000 | 964 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $148,787,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $148,787,000 | 211 |
| 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) | $300,000 | 2,174 |
| Available-for-sale securities (fair market value) | $195,926,000 | 674 |
| Total debt securities | $196,226,000 | 764 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $171,426,000 | 877 |
| U.S. Government securities | $166,063,000 | 624 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $166,063,000 | 598 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $5,063,000 | 864 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $5,063,000 | 175 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $300,000 | 260 |
| 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 | $70,357,000 | 855 |
| Mortgage-backed securities | $165,335,000 | 448 |
| Certificates of participation in pools of residential mortgages | $43,492,000 | 936 |
| Issued or guaranteed by U.S. | $43,492,000 | 933 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $121,843,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $121,843,000 | 241 |
| 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) | $300,000 | 2,203 |
| Available-for-sale securities (fair market value) | $171,126,000 | 761 |
| Total debt securities | $171,426,000 | 867 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $163,017,000 | 945 |
| U.S. Government securities | $157,455,000 | 662 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $157,455,000 | 627 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $5,262,000 | 874 |
| Privately issued residential mortgage-backed securities | $194,000 | 643 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $5,068,000 | 181 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $300,000 | 256 |
| 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 | $70,551,000 | 854 |
| Mortgage-backed securities | $156,852,000 | 466 |
| Certificates of participation in pools of residential mortgages | $41,322,000 | 995 |
| Issued or guaranteed by U.S. | $41,322,000 | 994 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $115,530,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $115,336,000 | 259 |
| Privately issued | $194,000 | 613 |
| 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) | $300,000 | 2,239 |
| Available-for-sale securities (fair market value) | $162,717,000 | 823 |
| Total debt securities | $163,017,000 | 933 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $146,227,000 | 1,038 |
| U.S. Government securities | $140,549,000 | 746 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $140,549,000 | 711 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $5,378,000 | 881 |
| Privately issued residential mortgage-backed securities | $199,000 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $5,179,000 | 194 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $300,000 | 257 |
| 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 | $70,640,000 | 864 |
| Mortgage-backed securities | $139,884,000 | 514 |
| Certificates of participation in pools of residential mortgages | $41,201,000 | 1,024 |
| Issued or guaranteed by U.S. | $41,201,000 | 1,023 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $98,683,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $98,484,000 | 284 |
| Privately issued | $199,000 | 629 |
| 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) | $300,000 | 2,255 |
| Available-for-sale securities (fair market value) | $145,927,000 | 909 |
| Total debt securities | $146,227,000 | 1,023 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $146,802,000 | 1,049 |
| U.S. Government securities | $139,954,000 | 748 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $139,954,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $6,548,000 | 815 |
| Privately issued residential mortgage-backed securities | $1,357,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $5,191,000 | 196 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $300,000 | 257 |
| 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 | $75,375,000 | 812 |
| Mortgage-backed securities | $140,366,000 | 516 |
| Certificates of participation in pools of residential mortgages | $38,113,000 | 1,084 |
| Issued or guaranteed by U.S. | $38,113,000 | 1,083 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $102,253,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $100,896,000 | 275 |
| Privately issued | $1,357,000 | 385 |
| 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) | $300,000 | 2,268 |
| Available-for-sale securities (fair market value) | $146,502,000 | 924 |
| Total debt securities | $146,802,000 | 1,036 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $138,670,000 | 1,100 |
| U.S. Government securities | $131,668,000 | 784 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $131,668,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $6,702,000 | 836 |
| Privately issued residential mortgage-backed securities | $1,396,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $5,306,000 | 191 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $300,000 | 259 |
| 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 | $78,022,000 | 791 |
| Mortgage-backed securities | $132,049,000 | 534 |
| Certificates of participation in pools of residential mortgages | $36,625,000 | 1,117 |
| Issued or guaranteed by U.S. | $36,625,000 | 1,117 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $95,424,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $94,028,000 | 285 |
| Privately issued | $1,396,000 | 405 |
| 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) | $300,000 | 2,279 |
| Available-for-sale securities (fair market value) | $138,370,000 | 970 |
| Total debt securities | $138,670,000 | 1,088 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $136,472,000 | 1,117 |
| U.S. Government securities | $128,761,000 | 795 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $128,761,000 | 767 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $7,411,000 | 815 |
| Privately issued residential mortgage-backed securities | $2,162,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $5,249,000 | 197 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $300,000 | 264 |
| 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 | $80,819,000 | 748 |
| Mortgage-backed securities | $129,830,000 | 546 |
| Certificates of participation in pools of residential mortgages | $32,980,000 | 1,214 |
| Issued or guaranteed by U.S. | $32,980,000 | 1,213 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $96,850,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $94,688,000 | 278 |
| Privately issued | $2,162,000 | 354 |
| 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) | $300,000 | 2,275 |
| Available-for-sale securities (fair market value) | $136,172,000 | 988 |
| Total debt securities | $136,472,000 | 1,105 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $127,541,000 | 1,194 |
| U.S. Government securities | $119,522,000 | 849 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $119,522,000 | 822 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,719,000 | 805 |
| Privately issued residential mortgage-backed securities | $2,364,000 | 371 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $5,355,000 | 193 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $300,000 | 255 |
| 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 | $62,751,000 | 917 |
| Mortgage-backed securities | $120,670,000 | 580 |
| Certificates of participation in pools of residential mortgages | $21,819,000 | 1,673 |
| Issued or guaranteed by U.S. | $21,819,000 | 1,671 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $98,851,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $96,487,000 | 283 |
| Privately issued | $2,364,000 | 353 |
| 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) | $300,000 | 2,218 |
| Available-for-sale securities (fair market value) | $127,241,000 | 1,074 |
| Total debt securities | $127,541,000 | 1,180 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $119,954,000 | 1,276 |
| U.S. Government securities | $111,312,000 | 938 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $111,312,000 | 910 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $8,642,000 | 780 |
| Privately issued residential mortgage-backed securities | $3,008,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $5,334,000 | 180 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $300,000 | 1,943 |
| 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 | $37,470,000 | 1,436 |
| Mortgage-backed securities | $112,969,000 | 640 |
| Certificates of participation in pools of residential mortgages | $14,919,000 | 2,176 |
| Issued or guaranteed by U.S. | $14,919,000 | 2,176 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $98,050,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $95,042,000 | 289 |
| Privately issued | $3,008,000 | 342 |
| 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) | $300,000 | 2,209 |
| Available-for-sale securities (fair market value) | $119,654,000 | 1,155 |
| Total debt securities | $119,954,000 | 1,262 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $125,638,000 | 1,208 |
| U.S. Government securities | $116,298,000 | 878 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $116,298,000 | 846 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $9,040,000 | 744 |
| Privately issued residential mortgage-backed securities | $6,007,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,033,000 | 202 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $300,000 | 255 |
| 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 | $55,014,000 | 1,038 |
| Mortgage-backed securities | $120,841,000 | 595 |
| Certificates of participation in pools of residential mortgages | $26,459,000 | 1,469 |
| Issued or guaranteed by U.S. | $26,459,000 | 1,466 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $94,382,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $88,375,000 | 321 |
| Privately issued | $6,007,000 | 251 |
| 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) | $300,000 | 2,236 |
| Available-for-sale securities (fair market value) | $125,338,000 | 1,089 |
| Total debt securities | $125,638,000 | 1,194 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $126,772,000 | 1,195 |
| U.S. Government securities | $116,303,000 | 903 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $116,303,000 | 871 |
| Securities issued by states & political subdivisions | $10,000 | 5,668 |
| Other domestic debt securities | $10,159,000 | 711 |
| Privately issued residential mortgage-backed securities | $7,059,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $3,100,000 | 192 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $300,000 | 246 |
| 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 | $46,571,000 | 1,192 |
| Mortgage-backed securities | $121,781,000 | 634 |
| Certificates of participation in pools of residential mortgages | $29,197,000 | 1,417 |
| Issued or guaranteed by U.S. | $29,197,000 | 1,415 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $92,584,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $85,525,000 | 342 |
| Privately issued | $7,059,000 | 257 |
| 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) | $300,000 | 2,285 |
| Available-for-sale securities (fair market value) | $126,472,000 | 1,083 |
| Total debt securities | $126,772,000 | 1,180 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $126,379,000 | 1,216 |
| U.S. Government securities | $115,890,000 | 917 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $115,890,000 | 884 |
| Securities issued by states & political subdivisions | $10,000 | 5,697 |
| Other domestic debt securities | $10,179,000 | 714 |
| Privately issued residential mortgage-backed securities | $7,058,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,121,000 | 179 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $300,000 | 240 |
| 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 | $49,019,000 | 1,143 |
| Mortgage-backed securities | $121,193,000 | 653 |
| Certificates of participation in pools of residential mortgages | $31,221,000 | 1,368 |
| Issued or guaranteed by U.S. | $31,221,000 | 1,367 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $89,972,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $82,914,000 | 358 |
| Privately issued | $7,058,000 | 278 |
| 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) | $300,000 | 2,309 |
| Available-for-sale securities (fair market value) | $126,079,000 | 1,101 |
| Total debt securities | $126,379,000 | 1,202 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $111,074,000 | 1,376 |
| U.S. Government securities | $99,876,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $99,876,000 | 1,038 |
| Securities issued by states & political subdivisions | $25,000 | 5,688 |
| Other domestic debt securities | $10,873,000 | 689 |
| Privately issued residential mortgage-backed securities | $7,582,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $3,291,000 | 151 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $300,000 | 174 |
| 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 | $51,969,000 | 1,096 |
| Mortgage-backed securities | $105,606,000 | 740 |
| Certificates of participation in pools of residential mortgages | $34,588,000 | 1,243 |
| Issued or guaranteed by U.S. | $34,588,000 | 1,242 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,018,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $63,436,000 | 460 |
| Privately issued | $7,582,000 | 284 |
| 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) | $300,000 | 2,362 |
| Available-for-sale securities (fair market value) | $110,774,000 | 1,254 |
| Total debt securities | $111,074,000 | 1,363 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $111,797,000 | 1,321 |
| U.S. Government securities | $100,195,000 | 1,021 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $100,195,000 | 990 |
| Securities issued by states & political subdivisions | $25,000 | 5,686 |
| Other domestic debt securities | $11,277,000 | 675 |
| Privately issued residential mortgage-backed securities | $7,853,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $3,424,000 | 110 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $300,000 | 126 |
| 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 | $20,589,000 | 2,118 |
| Mortgage-backed securities | $106,026,000 | 708 |
| Certificates of participation in pools of residential mortgages | $34,308,000 | 1,190 |
| Issued or guaranteed by U.S. | $34,308,000 | 1,188 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $71,718,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $63,865,000 | 430 |
| Privately issued | $7,853,000 | 335 |
| 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) | $300,000 | 2,460 |
| Available-for-sale securities (fair market value) | $111,497,000 | 1,202 |
| Total debt securities | $111,797,000 | 1,309 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $88,328,000 | 1,577 |
| U.S. Government securities | $74,648,000 | 1,325 |
| U.S. Treasury securities | $474,000 | 990 |
| U.S. Government agency obligations | $74,174,000 | 1,286 |
| Securities issued by states & political subdivisions | $35,000 | 5,705 |
| Other domestic debt securities | $13,345,000 | 614 |
| Privately issued residential mortgage-backed securities | $9,707,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $3,638,000 | 101 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $300,000 | 123 |
| 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 | $27,210,000 | 1,707 |
| Mortgage-backed securities | $78,750,000 | 884 |
| Certificates of participation in pools of residential mortgages | $22,228,000 | 1,588 |
| Issued or guaranteed by U.S. | $22,228,000 | 1,585 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $56,522,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $46,815,000 | 536 |
| Privately issued | $9,707,000 | 315 |
| 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) | $300,000 | 2,479 |
| Available-for-sale securities (fair market value) | $88,028,000 | 1,434 |
| Total debt securities | $88,328,000 | 1,559 |
| Structured notes |
| Amortized cost | $2,984,000 | 1,487 |
| Fair value | $3,005,000 | 1,462 |
| 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 | $87,182,000 | 1,596 |
| U.S. Government securities | $71,010,000 | 1,384 |
| U.S. Treasury securities | $479,000 | 1,079 |
| U.S. Government agency obligations | $70,531,000 | 1,355 |
| Securities issued by states & political subdivisions | $35,000 | 5,709 |
| Other domestic debt securities | $15,837,000 | 534 |
| Privately issued residential mortgage-backed securities | $11,946,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $3,891,000 | 89 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $300,000 | 116 |
| 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 | $8,806,000 | 3,414 |
| Mortgage-backed securities | $74,241,000 | 902 |
| Certificates of participation in pools of residential mortgages | $12,894,000 | 2,260 |
| Issued or guaranteed by U.S. | $12,894,000 | 2,256 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $61,347,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $49,401,000 | 509 |
| Privately issued | $11,946,000 | 294 |
| 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) | $300,000 | 2,519 |
| Available-for-sale securities (fair market value) | $86,882,000 | 1,444 |
| Total debt securities | $87,182,000 | 1,576 |
| Structured notes |
| Amortized cost | $5,975,000 | 1,050 |
| Fair value | $6,013,000 | 1,026 |
| 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 | $86,195,000 | 1,592 |
| U.S. Government securities | $65,750,000 | 1,488 |
| U.S. Treasury securities | $2,398,000 | 690 |
| U.S. Government agency obligations | $63,352,000 | 1,482 |
| Securities issued by states & political subdivisions | $81,000 | 5,705 |
| Other domestic debt securities | $20,064,000 | 470 |
| Privately issued residential mortgage-backed securities | $15,969,000 | 275 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $4,095,000 | 91 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $300,000 | 110 |
| 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 | $4,619,000 | 4,336 |
| Mortgage-backed securities | $68,028,000 | 938 |
| Certificates of participation in pools of residential mortgages | $1,806,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,806,000 | 4,403 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $66,222,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $50,253,000 | 488 |
| Privately issued | $15,969,000 | 265 |
| 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) | $300,000 | 2,515 |
| Available-for-sale securities (fair market value) | $85,895,000 | 1,440 |
| Total debt securities | $86,195,000 | 1,569 |
| Structured notes |
| Amortized cost | $8,972,000 | 802 |
| Fair value | $8,946,000 | 784 |
| 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 | $85,628,000 | 1,543 |
| U.S. Government securities | $63,028,000 | 1,453 |
| U.S. Treasury securities | $2,424,000 | 695 |
| U.S. Government agency obligations | $60,604,000 | 1,445 |
| Securities issued by states & political subdivisions | $81,000 | 5,733 |
| Other domestic debt securities | $22,219,000 | 466 |
| Privately issued residential mortgage-backed securities | $17,921,000 | 277 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $4,298,000 | 82 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $300,000 | 104 |
| 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 | $6,492,000 | 3,828 |
| Mortgage-backed securities | $67,027,000 | 910 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,260 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,254 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $65,090,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $47,169,000 | 478 |
| Privately issued | $17,921,000 | 268 |
| 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) | $300,000 | 2,544 |
| Available-for-sale securities (fair market value) | $85,328,000 | 1,383 |
| Total debt securities | $85,628,000 | 1,527 |
| Structured notes |
| Amortized cost | $8,971,000 | 735 |
| Fair value | $8,921,000 | 725 |
| 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 | $85,563,000 | 1,516 |
| U.S. Government securities | $60,882,000 | 1,472 |
| U.S. Treasury securities | $2,451,000 | 633 |
| U.S. Government agency obligations | $58,431,000 | 1,455 |
| Securities issued by states & political subdivisions | $91,000 | 5,712 |
| Other domestic debt securities | $24,290,000 | 436 |
| Privately issued residential mortgage-backed securities | $19,156,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $5,134,000 | 77 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $300,000 | 102 |
| 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 | $6,886,000 | 3,778 |
| Mortgage-backed securities | $65,861,000 | 923 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,187 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $63,789,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $44,633,000 | 499 |
| Privately issued | $19,156,000 | 267 |
| 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) | $300,000 | 2,615 |
| Available-for-sale securities (fair market value) | $85,263,000 | 1,359 |
| Total debt securities | $85,563,000 | 1,498 |
| Structured notes |
| Amortized cost | $8,970,000 | 693 |
| Fair value | $9,041,000 | 688 |
| 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 | $76,414,000 | 1,674 |
| U.S. Government securities | $49,876,000 | 1,759 |
| U.S. Treasury securities | $2,476,000 | 614 |
| U.S. Government agency obligations | $47,400,000 | 1,784 |
| Securities issued by states & political subdivisions | $91,000 | 5,702 |
| Other domestic debt securities | $26,147,000 | 417 |
| Privately issued residential mortgage-backed securities | $20,466,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $5,681,000 | 67 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $300,000 | 100 |
| 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 | $6,750,000 | 3,861 |
| Mortgage-backed securities | $61,952,000 | 948 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,573 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,567 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $52,873,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $32,407,000 | 589 |
| Privately issued | $20,466,000 | 274 |
| 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) | $300,000 | 2,682 |
| Available-for-sale securities (fair market value) | $76,114,000 | 1,492 |
| Total debt securities | $76,414,000 | 1,657 |
| Structured notes |
| Amortized cost | $2,997,000 | 1,681 |
| Fair value | $2,994,000 | 1,691 |
| 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 | $66,656,000 | 1,880 |
| U.S. Government securities | $36,036,000 | 2,358 |
| U.S. Treasury securities | $2,496,000 | 610 |
| U.S. Government agency obligations | $33,540,000 | 2,421 |
| Securities issued by states & political subdivisions | $115,000 | 5,685 |
| Other domestic debt securities | $30,205,000 | 388 |
| Privately issued residential mortgage-backed securities | $23,847,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $6,358,000 | 64 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $300,000 | 104 |
| 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 | $6,881,000 | 3,897 |
| Mortgage-backed securities | $54,318,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $9,327,000 | 2,626 |
| Issued or guaranteed by U.S. | $9,327,000 | 2,617 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $44,991,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $21,144,000 | 746 |
| Privately issued | $23,847,000 | 256 |
| 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) | $300,000 | 2,740 |
| Available-for-sale securities (fair market value) | $66,356,000 | 1,685 |
| Total debt securities | $66,656,000 | 1,860 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $72,905,000 | 1,729 |
| U.S. Government securities | $40,715,000 | 2,075 |
| U.S. Treasury securities | $4,522,000 | 430 |
| U.S. Government agency obligations | $36,193,000 | 2,236 |
| Securities issued by states & political subdivisions | $115,000 | 5,719 |
| Other domestic debt securities | $31,775,000 | 389 |
| Privately issued residential mortgage-backed securities | $24,925,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $6,850,000 | 72 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $300,000 | 100 |
| 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 | $6,479,000 | 4,017 |
| Mortgage-backed securities | $55,824,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $9,455,000 | 2,652 |
| Issued or guaranteed by U.S. | $9,455,000 | 2,644 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $46,369,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $21,444,000 | 727 |
| Privately issued | $24,925,000 | 264 |
| 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) | $300,000 | 2,796 |
| Available-for-sale securities (fair market value) | $72,605,000 | 1,533 |
| Total debt securities | $72,905,000 | 1,707 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,617 |
| Fair value | $1,996,000 | 1,548 |
| 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 | $73,701,000 | 1,710 |
| U.S. Government securities | $39,436,000 | 2,119 |
| U.S. Treasury securities | $4,554,000 | 385 |
| U.S. Government agency obligations | $34,882,000 | 2,303 |
| Securities issued by states & political subdivisions | $161,000 | 5,706 |
| Other domestic debt securities | $33,804,000 | 409 |
| Privately issued residential mortgage-backed securities | $26,569,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $7,235,000 | 77 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $300,000 | 102 |
| 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 | $6,121,000 | 4,091 |
| Mortgage-backed securities | $58,063,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $9,530,000 | 2,735 |
| Issued or guaranteed by U.S. | $9,530,000 | 2,726 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $48,533,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $21,964,000 | 689 |
| Privately issued | $26,569,000 | 282 |
| 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) | $300,000 | 2,873 |
| Available-for-sale securities (fair market value) | $73,401,000 | 1,500 |
| Total debt securities | $73,701,000 | 1,688 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $69,224,000 | 1,784 |
| U.S. Government securities | $32,851,000 | 2,433 |
| U.S. Treasury securities | $4,573,000 | 377 |
| U.S. Government agency obligations | $28,278,000 | 2,686 |
| Securities issued by states & political subdivisions | $161,000 | 5,749 |
| Other domestic debt securities | $36,012,000 | 408 |
| Privately issued residential mortgage-backed securities | $28,605,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $7,407,000 | 84 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $200,000 | 121 |
| 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 | $4,726,000 | 4,485 |
| Mortgage-backed securities | $53,342,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $13,069,000 | 2,340 |
| Issued or guaranteed by U.S. | $13,069,000 | 2,332 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $40,273,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $11,668,000 | 1,003 |
| Privately issued | $28,605,000 | 269 |
| 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) | $200,000 | 3,028 |
| Available-for-sale securities (fair market value) | $69,024,000 | 1,560 |
| Total debt securities | $69,224,000 | 1,760 |
| 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 | $70,818,000 | 1,732 |
| U.S. Government securities | $32,874,000 | 2,459 |
| U.S. Treasury securities | $5,825,000 | 284 |
| U.S. Government agency obligations | $27,049,000 | 2,810 |
| Securities issued by states & political subdivisions | $172,000 | 5,684 |
| Other domestic debt securities | $37,572,000 | 374 |
| Privately issued residential mortgage-backed securities | $28,928,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,644,000 | 90 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $200,000 | 117 |
| 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 | $5,285,000 | 4,375 |
| Mortgage-backed securities | $55,977,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $13,451,000 | 2,337 |
| Issued or guaranteed by U.S. | $9,720,000 | 2,796 |
| Privately issued | $3,731,000 | 76 |
| Collaterized mortgage obligations | $42,526,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $17,329,000 | 754 |
| Privately issued | $25,197,000 | 306 |
| 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) | $200,000 | 3,069 |
| Available-for-sale securities (fair market value) | $70,618,000 | 1,522 |
| Total debt securities | $70,818,000 | 1,707 |
| 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 | $84,692,000 | 1,429 |
| U.S. Government securities | $42,235,000 | 1,970 |
| U.S. Treasury securities | $14,426,000 | 136 |
| U.S. Government agency obligations | $27,809,000 | 2,767 |
| Securities issued by states & political subdivisions | $172,000 | 5,650 |
| Other domestic debt securities | $42,085,000 | 335 |
| Privately issued residential mortgage-backed securities | $30,848,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,237,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $200,000 | 109 |
| 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 | $11,277,000 | 3,249 |
| Mortgage-backed securities | $58,657,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $13,570,000 | 2,297 |
| Issued or guaranteed by U.S. | $9,836,000 | 2,726 |
| Privately issued | $3,734,000 | 79 |
| Collaterized mortgage obligations | $45,087,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $17,973,000 | 714 |
| Privately issued | $27,114,000 | 287 |
| 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) | $200,000 | 3,082 |
| Available-for-sale securities (fair market value) | $84,492,000 | 1,242 |
| Total debt securities | $84,692,000 | 1,407 |
| 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 | $93,164,000 | 1,280 |
| U.S. Government securities | $42,526,000 | 1,923 |
| U.S. Treasury securities | $14,262,000 | 137 |
| U.S. Government agency obligations | $28,264,000 | 2,663 |
| Securities issued by states & political subdivisions | $181,000 | 5,660 |
| Other domestic debt securities | $50,257,000 | 315 |
| Privately issued residential mortgage-backed securities | $37,119,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,138,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $200,000 | 119 |
| 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 | $11,263,000 | 3,259 |
| Mortgage-backed securities | $65,383,000 | 911 |
| Certificates of participation in pools of residential mortgages | $13,863,000 | 2,193 |
| Issued or guaranteed by U.S. | $10,036,000 | 2,649 |
| Privately issued | $3,827,000 | 80 |
| Collaterized mortgage obligations | $51,520,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $18,228,000 | 660 |
| Privately issued | $33,292,000 | 265 |
| 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) | $200,000 | 3,108 |
| Available-for-sale securities (fair market value) | $92,964,000 | 1,104 |
| Total debt securities | $93,164,000 | 1,257 |
| 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 | $100,055,000 | 1,211 |
| U.S. Government securities | $42,812,000 | 1,931 |
| U.S. Treasury securities | $14,160,000 | 132 |
| U.S. Government agency obligations | $28,652,000 | 2,672 |
| Securities issued by states & political subdivisions | $180,000 | 5,710 |
| Other domestic debt securities | $56,863,000 | 303 |
| Privately issued residential mortgage-backed securities | $40,989,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,874,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $200,000 | 126 |
| 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 | $12,172,000 | 3,058 |
| Mortgage-backed securities | $69,641,000 | 843 |
| Certificates of participation in pools of residential mortgages | $16,647,000 | 1,923 |
| Issued or guaranteed by U.S. | $12,309,000 | 2,312 |
| Privately issued | $4,338,000 | 83 |
| Collaterized mortgage obligations | $52,994,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $16,343,000 | 717 |
| Privately issued | $36,651,000 | 249 |
| 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) | $200,000 | 3,124 |
| Available-for-sale securities (fair market value) | $99,855,000 | 1,041 |
| Total debt securities | $100,055,000 | 1,181 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $116,050,000 | 1,054 |
| U.S. Government securities | $51,310,000 | 1,622 |
| U.S. Treasury securities | $21,108,000 | 113 |
| U.S. Government agency obligations | $30,202,000 | 2,550 |
| Securities issued by states & political subdivisions | $189,000 | 5,699 |
| Other domestic debt securities | $64,351,000 | 279 |
| Privately issued residential mortgage-backed securities | $44,340,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,011,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $200,000 | 136 |
| 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 | $12,226,000 | 3,014 |
| Mortgage-backed securities | $74,542,000 | 770 |
| Certificates of participation in pools of residential mortgages | $17,380,000 | 1,791 |
| Issued or guaranteed by U.S. | $12,812,000 | 2,186 |
| Privately issued | $4,568,000 | 82 |
| Collaterized mortgage obligations | $57,162,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $17,390,000 | 653 |
| Privately issued | $39,772,000 | 233 |
| 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) | $200,000 | 3,170 |
| Available-for-sale securities (fair market value) | $115,850,000 | 924 |
| Total debt securities | $116,050,000 | 1,030 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $130,103,000 | 920 |
| U.S. Government securities | $49,402,000 | 1,693 |
| U.S. Treasury securities | $19,291,000 | 130 |
| U.S. Government agency obligations | $30,111,000 | 2,602 |
| Securities issued by states & political subdivisions | $185,000 | 5,736 |
| Other domestic debt securities | $80,316,000 | 235 |
| Privately issued residential mortgage-backed securities | $56,108,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,208,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $200,000 | 143 |
| 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 | $14,567,000 | 2,723 |
| Mortgage-backed securities | $86,219,000 | 627 |
| Certificates of participation in pools of residential mortgages | $19,781,000 | 1,413 |
| Issued or guaranteed by U.S. | $12,255,000 | 2,020 |
| Privately issued | $7,526,000 | 62 |
| Collaterized mortgage obligations | $66,438,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $17,856,000 | 600 |
| Privately issued | $48,582,000 | 186 |
| 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) | $200,000 | 3,222 |
| Available-for-sale securities (fair market value) | $129,903,000 | 792 |
| Total debt securities | $130,103,000 | 893 |
| 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 | $126,888,000 | 936 |
| U.S. Government securities | $39,098,000 | 2,103 |
| U.S. Treasury securities | $13,260,000 | 175 |
| U.S. Government agency obligations | $25,838,000 | 2,968 |
| Securities issued by states & political subdivisions | $305,000 | 5,580 |
| Other domestic debt securities | $87,285,000 | 218 |
| Privately issued residential mortgage-backed securities | $60,522,000 | 174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,763,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $200,000 | 144 |
| 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 | $14,469,000 | 2,730 |
| Mortgage-backed securities | $86,360,000 | 604 |
| Certificates of participation in pools of residential mortgages | $19,944,000 | 1,337 |
| Issued or guaranteed by U.S. | $12,258,000 | 1,858 |
| Privately issued | $7,686,000 | 63 |
| Collaterized mortgage obligations | $66,416,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $13,580,000 | 701 |
| Privately issued | $52,836,000 | 175 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,293 |
| Available-for-sale securities (fair market value) | $126,688,000 | 801 |
| Total debt securities | $126,888,000 | 914 |
| 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 | $121,247,000 | 987 |
| U.S. Government securities | $39,780,000 | 2,085 |
| U.S. Treasury securities | $11,985,000 | 210 |
| U.S. Government agency obligations | $27,795,000 | 2,798 |
| Securities issued by states & political subdivisions | $529,000 | 5,334 |
| Other domestic debt securities | $80,738,000 | 227 |
| Privately issued residential mortgage-backed securities | $56,585,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,153,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $200,000 | 144 |
| 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 | $16,492,000 | 2,507 |
| Mortgage-backed securities | $84,380,000 | 608 |
| Certificates of participation in pools of residential mortgages | $21,860,000 | 1,209 |
| Issued or guaranteed by U.S. | $13,724,000 | 1,683 |
| Privately issued | $8,136,000 | 70 |
| Collaterized mortgage obligations | $62,520,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $14,071,000 | 671 |
| Privately issued | $48,449,000 | 180 |
| 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) | $200,000 | 3,325 |
| Available-for-sale securities (fair market value) | $121,047,000 | 845 |
| Total debt securities | $121,247,000 | 966 |
| 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 | $122,216,000 | 993 |
| U.S. Government securities | $46,598,000 | 1,841 |
| U.S. Treasury securities | $14,978,000 | 199 |
| U.S. Government agency obligations | $31,620,000 | 2,504 |
| Securities issued by states & political subdivisions | $544,000 | 5,370 |
| Other domestic debt securities | $74,874,000 | 233 |
| Privately issued residential mortgage-backed securities | $52,109,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,765,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $15,979,000 | 2,571 |
| Mortgage-backed securities | $83,729,000 | 609 |
| Certificates of participation in pools of residential mortgages | $21,303,000 | 1,227 |
| Issued or guaranteed by U.S. | $13,700,000 | 1,691 |
| Privately issued | $7,603,000 | 69 |
| Collaterized mortgage obligations | $62,426,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $17,920,000 | 578 |
| Privately issued | $44,506,000 | 187 |
| 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) | $200,000 | 3,394 |
| Available-for-sale securities (fair market value) | $122,016,000 | 842 |
| Total debt securities | $122,216,000 | 962 |
| 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 | $133,344,000 | 919 |
| U.S. Government securities | $48,671,000 | 1,791 |
| U.S. Treasury securities | $12,365,000 | 239 |
| U.S. Government agency obligations | $36,306,000 | 2,279 |
| Securities issued by states & political subdivisions | $817,000 | 5,148 |
| Other domestic debt securities | $83,656,000 | 220 |
| Privately issued residential mortgage-backed securities | $59,028,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,628,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $17,642,000 | 2,397 |
| Mortgage-backed securities | $95,334,000 | 566 |
| Certificates of participation in pools of residential mortgages | $22,357,000 | 1,202 |
| Issued or guaranteed by U.S. | $17,384,000 | 1,445 |
| Privately issued | $4,973,000 | 72 |
| Collaterized mortgage obligations | $72,977,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $18,922,000 | 577 |
| Privately issued | $54,055,000 | 166 |
| 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) | $200,000 | 3,479 |
| Available-for-sale securities (fair market value) | $133,144,000 | 777 |
| Total debt securities | $133,344,000 | 900 |
| 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 | $94,564,000 | 1,300 |
| U.S. Government securities | $30,280,000 | 2,749 |
| U.S. Treasury securities | $13,885,000 | 233 |
| U.S. Government agency obligations | $16,395,000 | 4,186 |
| Securities issued by states & political subdivisions | $1,906,000 | 4,365 |
| Other domestic debt securities | $62,178,000 | 254 |
| Privately issued residential mortgage-backed securities | $41,798,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,380,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $200,000 | 153 |
| 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 | $14,005,000 | 2,803 |
| Mortgage-backed securities | $58,193,000 | 828 |
| Certificates of participation in pools of residential mortgages | $11,008,000 | 1,976 |
| Issued or guaranteed by U.S. | $7,499,000 | 2,453 |
| Privately issued | $3,509,000 | 90 |
| Collaterized mortgage obligations | $47,185,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $8,896,000 | 904 |
| Privately issued | $38,289,000 | 195 |
| 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) | $200,000 | 3,551 |
| Available-for-sale securities (fair market value) | $94,364,000 | 1,127 |
| Total debt securities | $94,564,000 | 1,266 |
| 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 | $99,924,000 | 1,243 |
| U.S. Government securities | $31,781,000 | 2,629 |
| U.S. Treasury securities | $10,379,000 | 302 |
| U.S. Government agency obligations | $21,402,000 | 3,461 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,304 |
| Other domestic debt securities | $65,943,000 | 246 |
| Privately issued residential mortgage-backed securities | $43,128,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,815,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $200,000 | 161 |
| 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 | $12,697,000 | 2,984 |
| Mortgage-backed securities | $64,530,000 | 771 |
| Certificates of participation in pools of residential mortgages | $12,154,000 | 1,862 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,242 |
| Privately issued | $3,238,000 | 87 |
| Collaterized mortgage obligations | $52,376,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $12,486,000 | 737 |
| Privately issued | $39,890,000 | 192 |
| 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) | $200,000 | 3,608 |
| Available-for-sale securities (fair market value) | $99,724,000 | 1,065 |
| Total debt securities | $99,924,000 | 1,212 |
| 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 | $102,313,000 | 1,230 |
| U.S. Government securities | $31,527,000 | 2,683 |
| U.S. Treasury securities | $11,667,000 | 299 |
| U.S. Government agency obligations | $19,860,000 | 3,707 |
| Securities issued by states & political subdivisions | $3,011,000 | 3,810 |
| Other domestic debt securities | $67,375,000 | 245 |
| Privately issued residential mortgage-backed securities | $41,401,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,974,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $400,000 | 128 |
| 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 | $12,753,000 | 2,960 |
| Mortgage-backed securities | $61,261,000 | 806 |
| Certificates of participation in pools of residential mortgages | $13,152,000 | 1,806 |
| Issued or guaranteed by U.S. | $10,326,000 | 2,091 |
| Privately issued | $2,826,000 | 89 |
| Collaterized mortgage obligations | $48,109,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $9,534,000 | 862 |
| Privately issued | $38,575,000 | 196 |
| 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) | $400,000 | 3,434 |
| Available-for-sale securities (fair market value) | $101,913,000 | 1,062 |
| Total debt securities | $102,312,000 | 1,202 |
| 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 | $101,899,000 | 1,228 |
| U.S. Government securities | $28,413,000 | 2,916 |
| U.S. Treasury securities | $11,928,000 | 303 |
| U.S. Government agency obligations | $16,485,000 | 4,172 |
| Securities issued by states & political subdivisions | $3,793,000 | 3,517 |
| Other domestic debt securities | $69,293,000 | 245 |
| Privately issued residential mortgage-backed securities | $44,589,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,704,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $400,000 | 123 |
| 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 | $13,600,000 | 2,809 |
| Mortgage-backed securities | $61,074,000 | 814 |
| Certificates of participation in pools of residential mortgages | $10,857,000 | 2,057 |
| Issued or guaranteed by U.S. | $7,635,000 | 2,519 |
| Privately issued | $3,222,000 | 82 |
| Collaterized mortgage obligations | $50,217,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $8,850,000 | 907 |
| Privately issued | $41,367,000 | 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) | $400,000 | 3,511 |
| Available-for-sale securities (fair market value) | $101,499,000 | 1,051 |
| Total debt securities | $101,898,000 | 1,192 |
| 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 | $98,012,000 | 1,257 |
| U.S. Government securities | $26,185,000 | 3,073 |
| U.S. Treasury securities | $11,924,000 | 298 |
| U.S. Government agency obligations | $14,261,000 | 4,505 |
| Securities issued by states & political subdivisions | $4,836,000 | 3,124 |
| Other domestic debt securities | $66,591,000 | 246 |
| Privately issued residential mortgage-backed securities | $41,615,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,976,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $400,000 | 130 |
| 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 | $13,560,000 | 2,782 |
| Mortgage-backed securities | $55,876,000 | 864 |
| Certificates of participation in pools of residential mortgages | $9,547,000 | 2,251 |
| Issued or guaranteed by U.S. | $6,180,000 | 2,826 |
| Privately issued | $3,367,000 | 84 |
| Collaterized mortgage obligations | $46,329,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $8,081,000 | 968 |
| Privately issued | $38,248,000 | 194 |
| 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) | $400,000 | 3,554 |
| Available-for-sale securities (fair market value) | $97,612,000 | 1,071 |
| Total debt securities | $98,012,000 | 1,218 |
| 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 | $88,611,000 | 1,390 |
| U.S. Government securities | $27,635,000 | 2,989 |
| U.S. Treasury securities | $10,927,000 | 318 |
| U.S. Government agency obligations | $16,708,000 | 4,157 |
| Securities issued by states & political subdivisions | $5,247,000 | 2,962 |
| Other domestic debt securities | $55,329,000 | 275 |
| Privately issued residential mortgage-backed securities | $32,192,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,137,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $400,000 | 132 |
| 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 | $10,242,000 | 3,316 |
| Mortgage-backed securities | $48,900,000 | 997 |
| Certificates of participation in pools of residential mortgages | $8,675,000 | 2,441 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,077 |
| Privately issued | $3,194,000 | 84 |
| Collaterized mortgage obligations | $40,225,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $11,227,000 | 849 |
| Privately issued | $28,998,000 | 225 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $400,000 | 3,620 |
| Available-for-sale securities (fair market value) | $88,211,000 | 1,193 |
| Total debt securities | $88,611,000 | 1,358 |
| 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 | $84,952,000 | 1,480 |
| U.S. Government securities | $30,069,000 | 2,845 |
| U.S. Treasury securities | $14,997,000 | 276 |
| U.S. Government agency obligations | $15,072,000 | 4,468 |
| Securities issued by states & political subdivisions | $6,110,000 | 2,704 |
| Other domestic debt securities | $48,473,000 | 303 |
| Privately issued residential mortgage-backed securities | $25,419,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,054,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $300,000 | 146 |
| 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 | $7,513,000 | 3,907 |
| Mortgage-backed securities | $40,491,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $10,025,000 | 2,315 |
| Issued or guaranteed by U.S. | $5,498,000 | 3,143 |
| Privately issued | $4,527,000 | 70 |
| Collaterized mortgage obligations | $30,466,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $9,574,000 | 958 |
| Privately issued | $20,892,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 3,769 |
| Available-for-sale securities (fair market value) | $84,652,000 | 1,265 |
| Total debt securities | $84,952,000 | 1,442 |
| 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 | $78,839,000 | 1,602 |
| U.S. Government securities | $25,492,000 | 3,224 |
| U.S. Treasury securities | $13,444,000 | 316 |
| U.S. Government agency obligations | $12,048,000 | 5,074 |
| Securities issued by states & political subdivisions | $6,209,000 | 2,710 |
| Other domestic debt securities | $46,838,000 | 311 |
| Privately issued residential mortgage-backed securities | $23,880,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,958,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $300,000 | 145 |
| 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 | $9,323,000 | 3,487 |
| Mortgage-backed securities | $35,928,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $7,836,000 | 2,673 |
| Issued or guaranteed by U.S. | $1,537,000 | 4,734 |
| Privately issued | $6,299,000 | 63 |
| Collaterized mortgage obligations | $28,092,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $10,511,000 | 926 |
| Privately issued | $17,581,000 | 274 |
| 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) | $300,000 | 3,830 |
| Available-for-sale securities (fair market value) | $78,539,000 | 1,369 |
| Total debt securities | $78,839,000 | 1,558 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $73,823,000 | 1,692 |
| U.S. Government securities | $25,354,000 | 3,224 |
| U.S. Treasury securities | $10,961,000 | 350 |
| U.S. Government agency obligations | $14,393,000 | 4,590 |
| Securities issued by states & political subdivisions | $8,655,000 | 2,179 |
| Other domestic debt securities | $39,514,000 | 342 |
| Privately issued residential mortgage-backed securities | $15,333,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,181,000 | 71 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $300,000 | 148 |
| 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 | $8,392,000 | 3,668 |
| Mortgage-backed securities | $29,726,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $7,967,000 | 2,692 |
| Issued or guaranteed by U.S. | $1,712,000 | 4,664 |
| Privately issued | $6,255,000 | 61 |
| Collaterized mortgage obligations | $21,759,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $12,681,000 | 831 |
| Privately issued | $9,078,000 | 330 |
| 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) | $300,000 | 3,901 |
| Available-for-sale securities (fair market value) | $73,523,000 | 1,437 |
| Total debt securities | $73,823,000 | 1,653 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $70,568,000 | 1,790 |
| U.S. Government securities | $25,148,000 | 3,304 |
| U.S. Treasury securities | $10,511,000 | 377 |
| U.S. Government agency obligations | $14,637,000 | 4,615 |
| Securities issued by states & political subdivisions | $8,671,000 | 2,170 |
| Other domestic debt securities | $36,449,000 | 361 |
| Privately issued residential mortgage-backed securities | $15,372,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,077,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $300,000 | 151 |
| 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 | $8,608,000 | 3,592 |
| Mortgage-backed securities | $30,009,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $8,798,000 | 2,565 |
| Issued or guaranteed by U.S. | $2,191,000 | 4,440 |
| Privately issued | $6,607,000 | 58 |
| Collaterized mortgage obligations | $21,211,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $12,446,000 | 853 |
| Privately issued | $8,765,000 | 332 |
| 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) | $300,000 | 3,942 |
| Available-for-sale securities (fair market value) | $70,268,000 | 1,520 |
| Total debt securities | $70,568,000 | 1,740 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $73,254,000 | 1,738 |
| U.S. Government securities | $26,120,000 | 3,166 |
| U.S. Treasury securities | $10,596,000 | 369 |
| U.S. Government agency obligations | $15,524,000 | 4,407 |
| Securities issued by states & political subdivisions | $10,352,000 | 1,892 |
| Other domestic debt securities | $36,482,000 | 377 |
| Privately issued residential mortgage-backed securities | $12,607,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,875,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $300,000 | 158 |
| 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 | $8,587,000 | 3,529 |
| Mortgage-backed securities | $28,131,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $11,674,000 | 2,199 |
| Issued or guaranteed by U.S. | $5,390,000 | 3,318 |
| Privately issued | $6,284,000 | 58 |
| Collaterized mortgage obligations | $16,457,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $10,134,000 | 1,004 |
| Privately issued | $6,323,000 | 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) | $300,000 | 3,988 |
| Available-for-sale securities (fair market value) | $72,954,000 | 1,489 |
| Total debt securities | $73,254,000 | 1,680 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $90,390,000 | 1,484 |
| U.S. Government securities | $31,727,000 | 2,795 |
| U.S. Treasury securities | $9,670,000 | 425 |
| U.S. Government agency obligations | $22,057,000 | 3,522 |
| Securities issued by states & political subdivisions | $10,637,000 | 1,859 |
| Other domestic debt securities | $47,726,000 | 293 |
| Privately issued residential mortgage-backed securities | $14,968,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,758,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $300,000 | 166 |
| 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 | $10,729,000 | 3,045 |
| Mortgage-backed securities | $37,025,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $14,752,000 | 1,917 |
| Issued or guaranteed by U.S. | $7,723,000 | 2,794 |
| Privately issued | $7,029,000 | 65 |
| Collaterized mortgage obligations | $22,273,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $14,334,000 | 862 |
| Privately issued | $7,939,000 | 267 |
| 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) | $300,000 | 4,041 |
| Available-for-sale securities (fair market value) | $90,090,000 | 1,286 |
| Total debt securities | $90,390,000 | 1,438 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $79,293,000 | 1,653 |
| U.S. Government securities | $33,466,000 | 2,611 |
| U.S. Treasury securities | $10,892,000 | 381 |
| U.S. Government agency obligations | $22,574,000 | 3,365 |
| Securities issued by states & political subdivisions | $11,209,000 | 1,777 |
| Other domestic debt securities | $34,318,000 | 387 |
| Privately issued residential mortgage-backed securities | $10,907,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,411,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $300,000 | 174 |
| 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 | $11,878,000 | 2,758 |
| Mortgage-backed securities | $33,481,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $12,128,000 | 2,142 |
| Issued or guaranteed by U.S. | $5,034,000 | 3,388 |
| Privately issued | $7,094,000 | 62 |
| Collaterized mortgage obligations | $21,353,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $17,540,000 | 774 |
| Privately issued | $3,813,000 | 382 |
| 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) | $300,000 | 4,070 |
| Available-for-sale securities (fair market value) | $78,993,000 | 1,412 |
| Total debt securities | $79,293,000 | 1,601 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $80,791,000 | 1,558 |
| U.S. Government securities | $28,929,000 | 2,814 |
| U.S. Treasury securities | $9,561,000 | 427 |
| U.S. Government agency obligations | $19,368,000 | 3,634 |
| Securities issued by states & political subdivisions | $10,992,000 | 1,750 |
| Other domestic debt securities | $40,570,000 | 351 |
| Privately issued residential mortgage-backed securities | $12,133,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,437,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $300,000 | 173 |
| 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 | $11,996,000 | 2,716 |
| Mortgage-backed securities | $31,501,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $13,286,000 | 2,004 |
| Issued or guaranteed by U.S. | $5,402,000 | 3,311 |
| Privately issued | $7,884,000 | 58 |
| Collaterized mortgage obligations | $18,215,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $13,966,000 | 945 |
| Privately issued | $4,249,000 | 372 |
| 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) | $300,000 | 4,115 |
| Available-for-sale securities (fair market value) | $80,491,000 | 1,345 |
| Total debt securities | $80,791,000 | 1,514 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $67,481,000 | 1,816 |
| U.S. Government securities | $35,090,000 | 2,403 |
| U.S. Treasury securities | $13,808,000 | 346 |
| U.S. Government agency obligations | $21,282,000 | 3,378 |
| Securities issued by states & political subdivisions | $9,013,000 | 2,022 |
| Other domestic debt securities | $23,078,000 | 536 |
| Privately issued residential mortgage-backed securities | $11,424,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,654,000 | 101 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $300,000 | 170 |
| 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 | $14,505,000 | 2,366 |
| Mortgage-backed securities | $32,706,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $13,577,000 | 1,966 |
| Issued or guaranteed by U.S. | $5,775,000 | 3,188 |
| Privately issued | $7,802,000 | 63 |
| Collaterized mortgage obligations | $19,129,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $15,507,000 | 895 |
| Privately issued | $3,622,000 | 401 |
| 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) | $300,000 | 4,180 |
| Available-for-sale securities (fair market value) | $67,181,000 | 1,549 |
| Total debt securities | $67,481,000 | 1,753 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $63,576,000 | 1,896 |
| U.S. Government securities | $32,434,000 | 2,538 |
| U.S. Treasury securities | $14,761,000 | 334 |
| U.S. Government agency obligations | $17,673,000 | 3,854 |
| Securities issued by states & political subdivisions | $9,340,000 | 1,923 |
| Other domestic debt securities | $21,502,000 | 569 |
| Privately issued residential mortgage-backed securities | $9,283,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,219,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $300,000 | 173 |
| 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 | $17,311,000 | 2,067 |
| Mortgage-backed securities | $26,956,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $11,789,000 | 2,116 |
| Issued or guaranteed by U.S. | $6,141,000 | 3,030 |
| Privately issued | $5,648,000 | 72 |
| Collaterized mortgage obligations | $15,167,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $11,532,000 | 1,073 |
| Privately issued | $3,635,000 | 392 |
| 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) | $300,000 | 4,255 |
| Available-for-sale securities (fair market value) | $63,276,000 | 1,600 |
| Total debt securities | $63,576,000 | 1,827 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $73,556,000 | 1,522 |
| U.S. Government securities | $41,804,000 | 1,898 |
| U.S. Treasury securities | $24,314,000 | 224 |
| U.S. Government agency obligations | $17,490,000 | 3,737 |
| Securities issued by states & political subdivisions | $17,848,000 | 939 |
| Other domestic debt securities | $13,604,000 | 778 |
| Privately issued residential mortgage-backed securities | $3,809,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,795,000 | 105 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $300,000 | 183 |
| 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 | $34,762,000 | 1,084 |
| Mortgage-backed securities | $21,299,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $3,809,000 | 3,535 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $3,809,000 | 85 |
| Collaterized mortgage obligations | $17,490,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $17,490,000 | 822 |
| 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) | $300,000 | 4,519 |
| Available-for-sale securities (fair market value) | $73,256,000 | 1,280 |
| Total debt securities | $73,556,000 | 1,469 |
| 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 | $84,592,000 | 1,334 |
| U.S. Government securities | $52,022,000 | 1,540 |
| U.S. Treasury securities | $34,960,000 | 215 |
| U.S. Government agency obligations | $17,062,000 | 3,837 |
| Securities issued by states & political subdivisions | $17,723,000 | 893 |
| Other domestic debt securities | $14,547,000 | 656 |
| Privately issued residential mortgage-backed securities | $553,000 | 865 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,994,000 | 533 |
| Foreign debt securities | $300,000 | 178 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,708,000 | 1,723 |
| Mortgage-backed securities | $17,615,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $17,615,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $17,062,000 | 668 |
| Privately issued | $553,000 | 765 |
| 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) | $300,000 | 5,144 |
| Available-for-sale securities (fair market value) | $84,292,000 | 1,042 |
| Total debt securities | $84,592,000 | 1,267 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $110,360,000 | 1,033 |
| U.S. Government securities | $63,304,000 | 1,343 |
| U.S. Treasury securities | $39,704,000 | 244 |
| U.S. Government agency obligations | $23,600,000 | 3,044 |
| Securities issued by states & political subdivisions | $18,568,000 | 873 |
| Other domestic debt securities | $28,188,000 | 447 |
| Privately issued residential mortgage-backed securities | $1,778,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,410,000 | 346 |
| Foreign debt securities | $300,000 | 187 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,337,000 | 2,062 |
| Mortgage-backed securities | $25,378,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $25,378,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $23,600,000 | 589 |
| Privately issued | $1,778,000 | 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) | $300,000 | 5,575 |
| Available-for-sale securities (fair market value) | $110,060,000 | 811 |
| Total debt securities | $110,360,000 | 999 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $118,927,000 | 979 |
| U.S. Government securities | $74,039,000 | 1,200 |
| U.S. Treasury securities | $46,856,000 | 292 |
| U.S. Government agency obligations | $27,183,000 | 2,573 |
| Securities issued by states & political subdivisions | $10,449,000 | 1,612 |
| Other domestic debt securities | $34,139,000 | 339 |
| Privately issued residential mortgage-backed securities | $6,681,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,458,000 | 281 |
| Foreign debt securities | $300,000 | 189 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,604,000 | 3,687 |
| Mortgage-backed securities | $33,864,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $925,000 | 5,367 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $925,000 | 176 |
| Collaterized mortgage obligations | $32,939,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $27,183,000 | 558 |
| Privately issued | $5,756,000 | 294 |
| 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) | $300,000 | 6,112 |
| Available-for-sale securities (fair market value) | $118,627,000 | 739 |
| Total debt securities | $118,927,000 | 945 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $95,085,000 | 1,209 |
| U.S. Government securities | $67,276,000 | 1,339 |
| U.S. Treasury securities | $31,983,000 | 585 |
| U.S. Government agency obligations | $35,293,000 | 1,973 |
| Securities issued by states & political subdivisions | $3,600,000 | 3,437 |
| Other domestic debt securities | $23,909,000 | 323 |
| Privately issued residential mortgage-backed securities | $4,018,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,891,000 | 248 |
| Foreign debt securities | $300,000 | 199 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,430,000 | 3,581 |
| Mortgage-backed securities | $39,311,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 5,337 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $1,023,000 | 201 |
| Collaterized mortgage obligations | $38,288,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $35,293,000 | 440 |
| Privately issued | $2,995,000 | 287 |
| 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) | $300,000 | 6,951 |
| Available-for-sale securities (fair market value) | $94,785,000 | 870 |
| Total debt securities | $95,085,000 | 1,177 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $65,383,000 | 1,852 |
| U.S. Government securities | $44,615,000 | 2,185 |
| U.S. Treasury securities | $38,501,000 | 602 |
| U.S. Government agency obligations | $6,114,000 | 7,063 |
| Securities issued by states & political subdivisions | $5,608,000 | 2,586 |
| Other domestic debt securities | $14,860,000 | 443 |
| Privately issued residential mortgage-backed securities | $4,295,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,565,000 | 361 |
| Foreign debt securities | $300,000 | 233 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,368,000 | 5,594 |
| Mortgage-backed securities | $10,409,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 5,788 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $1,023,000 | 253 |
| Collaterized mortgage obligations | $9,386,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $6,114,000 | 1,614 |
| Privately issued | $3,272,000 | 309 |
| 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) | $300,000 | 7,616 |
| Available-for-sale securities (fair market value) | $65,083,000 | 1,258 |
| Total debt securities | $65,383,000 | 1,793 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $56,428,000 | 2,231 |
| U.S. Government securities | $32,507,000 | 3,119 |
| U.S. Treasury securities | $32,507,000 | 861 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $8,923,000 | 1,650 |
| Other domestic debt securities | $14,698,000 | 533 |
| 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 | $14,698,000 | 358 |
| Foreign debt securities | $300,000 | 271 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,034,000 | 5,214 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $300,000 | 8,022 |
| Available-for-sale securities (fair market value) | $56,128,000 | 1,507 |
| Total debt securities | $56,428,000 | 2,161 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $55,641,000 | 2,354 |
| U.S. Government securities | $38,959,000 | 2,681 |
| U.S. Treasury securities | $38,056,000 | 912 |
| U.S. Government agency obligations | $903,000 | 10,988 |
| Securities issued by states & political subdivisions | $10,025,000 | 1,489 |
| Other domestic debt securities | $6,357,000 | 998 |
| 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 | $6,357,000 | 735 |
| Foreign debt securities | $300,000 | 297 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,006,000 | 4,742 |
| Mortgage-backed securities | $903,000 | 7,899 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $903,000 | 4,699 |
| CMOs issued by government agencies or sponsored agencies | $903,000 | 4,513 |
| 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) | $300,000 | 11,247 |
| Available-for-sale securities (fair market value) | $55,341,000 | 1,021 |
| Total debt securities | $55,641,000 | 2,307 |
| 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 | $51,931,000 | 2,663 |
| U.S. Government securities | $38,686,000 | 2,824 |
| U.S. Treasury securities | $37,674,000 | 1,002 |
| U.S. Government agency obligations | $1,012,000 | 11,177 |
| Securities issued by states & political subdivisions | $12,945,000 | 1,112 |
| 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 | $300,000 | 312 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,926,000 | 6,065 |
| Mortgage-backed securities | $1,012,000 | 8,427 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,012,000 | 4,925 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 4,710 |
| 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 | $51,931,000 | 2,595 |
| 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 | $50,418,000 | 2,713 |
| U.S. Government securities | $37,901,000 | 2,844 |
| U.S. Treasury securities | $37,901,000 | 980 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $12,217,000 | 1,073 |
| 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 | $300,000 | 310 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,047,000 | 5,104 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $50,418,000 | 2,647 |
| 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 |
