| 2023-12-31 | Rank |
| Total securities | $192,335,000 | 1,006 |
| U.S. Government securities | $134,642,000 | 898 |
| U.S. Treasury securities | $26,508,000 | 765 |
| U.S. Government agency obligations | $108,134,000 | 917 |
| Securities issued by states & political subdivisions | $34,783,000 | 1,225 |
| Other domestic debt securities | $20,557,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,691,000 | 364 |
| Structured financial products - Total | $4,424,000 | 371 |
| Other domestic debt securities - All other | $12,442,000 | 560 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $123,767,000 | 760 |
| Mortgage-backed securities | $49,761,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,068,000 | 1,183 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,426,000 | 766 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,267,000 | 1,051 |
| Held to maturity securities (book value) | $11,004,000 | 963 |
| Available-for-sale securities (fair market value) | $178,978,000 | 910 |
| Total debt securities | $189,982,000 | 1,002 |
| Structured notes |
| Amortized cost | $11,767,000 | 134 |
| Fair value | $10,815,000 | 136 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $185,864,000 | 1,025 |
| U.S. Government securities | $130,509,000 | 921 |
| U.S. Treasury securities | $25,876,000 | 807 |
| U.S. Government agency obligations | $104,633,000 | 937 |
| Securities issued by states & political subdivisions | $32,780,000 | 1,261 |
| Other domestic debt securities | $20,453,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,831,000 | 344 |
| Structured financial products - Total | $4,205,000 | 377 |
| Other domestic debt securities - All other | $12,417,000 | 560 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,700,000 | 938 |
| Mortgage-backed securities | $48,449,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,048,000 | 1,194 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,173,000 | 751 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,228,000 | 1,043 |
| Held to maturity securities (book value) | $11,005,000 | 981 |
| Available-for-sale securities (fair market value) | $172,737,000 | 928 |
| Total debt securities | $183,742,000 | 1,021 |
| Structured notes |
| Amortized cost | $11,737,000 | 136 |
| Fair value | $10,343,000 | 137 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $193,218,000 | 1,020 |
| U.S. Government securities | $134,995,000 | 926 |
| U.S. Treasury securities | $25,958,000 | 807 |
| U.S. Government agency obligations | $109,037,000 | 930 |
| Securities issued by states & political subdivisions | $34,327,000 | 1,266 |
| Other domestic debt securities | $21,717,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,922,000 | 342 |
| Structured financial products - Total | $4,355,000 | 354 |
| Other domestic debt securities - All other | $13,440,000 | 534 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $93,553,000 | 918 |
| Mortgage-backed securities | $51,907,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,511,000 | 1,171 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,991,000 | 743 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,405,000 | 1,025 |
| Held to maturity securities (book value) | $11,007,000 | 984 |
| Available-for-sale securities (fair market value) | $180,032,000 | 934 |
| Total debt securities | $191,039,000 | 1,012 |
| Structured notes |
| Amortized cost | $11,706,000 | 148 |
| Fair value | $10,506,000 | 150 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $203,186,000 | 1,032 |
| U.S. Government securities | $140,423,000 | 939 |
| U.S. Treasury securities | $26,276,000 | 843 |
| U.S. Government agency obligations | $114,147,000 | 900 |
| Securities issued by states & political subdivisions | $35,643,000 | 1,266 |
| Other domestic debt securities | $24,930,000 | 664 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,037,000 | 346 |
| Structured financial products - Total | $4,441,000 | 347 |
| Other domestic debt securities - All other | $16,452,000 | 475 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,462,000 | 1,013 |
| Mortgage-backed securities | $54,422,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,924,000 | 1,171 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,002,000 | 755 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,496,000 | 1,030 |
| Held to maturity securities (book value) | $11,008,000 | 1,018 |
| Available-for-sale securities (fair market value) | $189,988,000 | 930 |
| Total debt securities | $200,996,000 | 1,026 |
| Structured notes |
| Amortized cost | $11,676,000 | 164 |
| Fair value | $10,585,000 | 173 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $168,685,000 | 1,239 |
| U.S. Government securities | $101,881,000 | 1,247 |
| U.S. Treasury securities | $19,133,000 | 1,091 |
| U.S. Government agency obligations | $82,748,000 | 1,175 |
| Securities issued by states & political subdivisions | $34,277,000 | 1,345 |
| Other domestic debt securities | $29,915,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,344,000 | 338 |
| Structured financial products - Total | $8,355,000 | 288 |
| Other domestic debt securities - All other | $17,216,000 | 468 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,917,000 | 965 |
| Mortgage-backed securities | $39,740,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,589,000 | 1,390 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,704,000 | 1,012 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $883,000 | 1,255 |
| Other commercial mortgage-backed securities | $1,564,000 | 1,015 |
| Held to maturity securities (book value) | $10,764,000 | 1,030 |
| Available-for-sale securities (fair market value) | $155,309,000 | 1,147 |
| Total debt securities | $166,073,000 | 1,242 |
| Structured notes |
| Amortized cost | $8,000,000 | 268 |
| Fair value | $6,778,000 | 280 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $172,237,000 | 1,232 |
| U.S. Government securities | $104,672,000 | 1,229 |
| U.S. Treasury securities | $18,997,000 | 1,125 |
| U.S. Government agency obligations | $85,675,000 | 1,145 |
| Securities issued by states & political subdivisions | $34,352,000 | 1,344 |
| Other domestic debt securities | $30,714,000 | 569 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,693,000 | 323 |
| Structured financial products - Total | $8,316,000 | 218 |
| Other domestic debt securities - All other | $17,705,000 | 466 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $102,422,000 | 696 |
| Mortgage-backed securities | $40,590,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,608,000 | 1,426 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,138,000 | 1,008 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,687,000 | 1,079 |
| Other commercial mortgage-backed securities | $2,157,000 | 967 |
| Held to maturity securities (book value) | $10,765,000 | 1,016 |
| Available-for-sale securities (fair market value) | $158,973,000 | 1,155 |
| Total debt securities | $169,739,000 | 1,228 |
| Structured notes |
| Amortized cost | $8,000,000 | 264 |
| Fair value | $6,699,000 | 280 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $182,774,000 | 1,179 |
| U.S. Government securities | $122,081,000 | 1,101 |
| U.S. Treasury securities | $18,770,000 | 1,134 |
| U.S. Government agency obligations | $103,311,000 | 1,010 |
| Securities issued by states & political subdivisions | $36,790,000 | 1,314 |
| Other domestic debt securities | $21,592,000 | 660 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,841,000 | 330 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $16,751,000 | 493 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,568,000 | 644 |
| Mortgage-backed securities | $55,897,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $27,295,000 | 1,407 |
| Issued or guaranteed by U.S. | $27,295,000 | 1,378 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,649,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $13,649,000 | 970 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $14,953,000 | 726 |
| Commercial mortgage pass-through securities | $2,707,000 | 909 |
| Other commercial mortgage-backed securities | $12,246,000 | 536 |
| Held to maturity securities (book value) | $9,766,000 | 976 |
| Available-for-sale securities (fair market value) | $170,697,000 | 1,107 |
| Total debt securities | $180,463,000 | 1,182 |
| Structured notes |
| Amortized cost | $8,000,000 | 246 |
| Fair value | $7,157,000 | 253 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $198,505,000 | 1,077 |
| U.S. Government securities | $131,881,000 | 1,015 |
| U.S. Treasury securities | $21,218,000 | 912 |
| U.S. Government agency obligations | $110,663,000 | 967 |
| Securities issued by states & political subdivisions | $40,314,000 | 1,255 |
| Other domestic debt securities | $23,900,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,080,000 | 328 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $18,820,000 | 451 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $123,568,000 | 561 |
| Mortgage-backed securities | $60,734,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $29,763,000 | 1,367 |
| Issued or guaranteed by U.S. | $29,763,000 | 1,346 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,305,000 | 994 |
| CMOs issued by government agencies or sponsored agencies | $15,305,000 | 922 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $15,666,000 | 710 |
| Commercial mortgage pass-through securities | $2,729,000 | 909 |
| Other commercial mortgage-backed securities | $12,937,000 | 529 |
| Held to maturity securities (book value) | $10,771,000 | 856 |
| Available-for-sale securities (fair market value) | $185,324,000 | 1,037 |
| Total debt securities | $196,095,000 | 1,079 |
| Structured notes |
| Amortized cost | $8,000,000 | 211 |
| Fair value | $7,410,000 | 222 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $190,913,000 | 1,085 |
| U.S. Government securities | $122,110,000 | 1,005 |
| U.S. Treasury securities | $4,926,000 | 1,423 |
| U.S. Government agency obligations | $117,184,000 | 909 |
| Securities issued by states & political subdivisions | $42,583,000 | 1,254 |
| Other domestic debt securities | $23,832,000 | 593 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,369,000 | 336 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,463,000 | 440 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,106,000 | 521 |
| Mortgage-backed securities | $64,561,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $29,883,000 | 1,360 |
| Issued or guaranteed by U.S. | $29,883,000 | 1,331 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,657,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $17,657,000 | 836 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $17,021,000 | 669 |
| Commercial mortgage pass-through securities | $2,774,000 | 906 |
| Other commercial mortgage-backed securities | $14,247,000 | 495 |
| Held to maturity securities (book value) | $9,778,000 | 785 |
| Available-for-sale securities (fair market value) | $178,747,000 | 1,049 |
| Total debt securities | $188,526,000 | 1,082 |
| Structured notes |
| Amortized cost | $6,000,000 | 226 |
| Fair value | $5,808,000 | 244 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $182,900,000 | 1,067 |
| U.S. Government securities | $114,947,000 | 996 |
| U.S. Treasury securities | $4,924,000 | 1,204 |
| U.S. Government agency obligations | $110,023,000 | 929 |
| Securities issued by states & political subdivisions | $41,198,000 | 1,243 |
| Other domestic debt securities | $24,350,000 | 560 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,550,000 | 329 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,800,000 | 405 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $137,348,000 | 503 |
| Mortgage-backed securities | $59,840,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $21,169,000 | 1,632 |
| Issued or guaranteed by U.S. | $21,169,000 | 1,595 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $17,806,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $17,806,000 | 819 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $20,865,000 | 587 |
| Commercial mortgage pass-through securities | $4,639,000 | 722 |
| Other commercial mortgage-backed securities | $16,226,000 | 447 |
| Held to maturity securities (book value) | $10,034,000 | 739 |
| Available-for-sale securities (fair market value) | $170,461,000 | 1,046 |
| Total debt securities | $180,495,000 | 1,070 |
| Structured notes |
| Amortized cost | $6,000,000 | 189 |
| Fair value | $5,864,000 | 203 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $177,135,000 | 1,042 |
| U.S. Government securities | $106,569,000 | 1,011 |
| U.S. Treasury securities | $4,944,000 | 1,090 |
| U.S. Government agency obligations | $101,625,000 | 951 |
| Securities issued by states & political subdivisions | $41,387,000 | 1,210 |
| Other domestic debt securities | $27,065,000 | 506 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,664,000 | 335 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $21,401,000 | 351 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,128,000 | 621 |
| Mortgage-backed securities | $51,168,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $9,639,000 | 2,301 |
| Issued or guaranteed by U.S. | $9,639,000 | 2,241 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $19,334,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $19,334,000 | 747 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $22,195,000 | 551 |
| Commercial mortgage pass-through securities | $4,674,000 | 712 |
| Other commercial mortgage-backed securities | $17,521,000 | 421 |
| Held to maturity securities (book value) | $11,541,000 | 675 |
| Available-for-sale securities (fair market value) | $163,480,000 | 1,026 |
| Total debt securities | $175,021,000 | 1,043 |
| Structured notes |
| Amortized cost | $6,000,000 | 157 |
| Fair value | $5,881,000 | 172 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $168,143,000 | 1,021 |
| U.S. Government securities | $94,548,000 | 1,010 |
| U.S. Treasury securities | $4,869,000 | 834 |
| U.S. Government agency obligations | $89,679,000 | 990 |
| Securities issued by states & political subdivisions | $42,824,000 | 1,112 |
| Other domestic debt securities | $28,724,000 | 468 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,786,000 | 332 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $22,938,000 | 322 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,669,000 | 596 |
| Mortgage-backed securities | $41,212,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $5,204,000 | 2,737 |
| Issued or guaranteed by U.S. | $5,204,000 | 2,657 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $13,256,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $13,256,000 | 930 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $22,752,000 | 514 |
| Commercial mortgage pass-through securities | $4,711,000 | 702 |
| Other commercial mortgage-backed securities | $18,041,000 | 398 |
| Held to maturity securities (book value) | $11,298,000 | 649 |
| Available-for-sale securities (fair market value) | $154,798,000 | 1,013 |
| Total debt securities | $166,096,000 | 1,020 |
| Structured notes |
| Amortized cost | $6,000,000 | 95 |
| Fair value | $5,858,000 | 100 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $140,950,000 | 1,091 |
| U.S. Government securities | $62,901,000 | 1,259 |
| U.S. Treasury securities | $2,044,000 | 805 |
| U.S. Government agency obligations | $60,857,000 | 1,210 |
| Securities issued by states & political subdivisions | $45,805,000 | 1,004 |
| Other domestic debt securities | $30,354,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,839,000 | 316 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $24,515,000 | 292 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $112,216,000 | 539 |
| Mortgage-backed securities | $33,997,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $6,276,000 | 2,514 |
| Issued or guaranteed by U.S. | $6,276,000 | 2,443 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,929,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 1,627 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $23,792,000 | 470 |
| Commercial mortgage pass-through securities | $4,739,000 | 662 |
| Other commercial mortgage-backed securities | $19,053,000 | 363 |
| Held to maturity securities (book value) | $11,023,000 | 630 |
| Available-for-sale securities (fair market value) | $128,037,000 | 1,097 |
| Total debt securities | $139,060,000 | 1,090 |
| Structured notes |
| Amortized cost | $1,000,000 | 195 |
| Fair value | $1,007,000 | 202 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $140,001,000 | 1,029 |
| U.S. Government securities | $65,726,000 | 1,168 |
| U.S. Treasury securities | $2,053,000 | 797 |
| U.S. Government agency obligations | $63,673,000 | 1,134 |
| Securities issued by states & political subdivisions | $42,684,000 | 985 |
| Other domestic debt securities | $29,839,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,831,000 | 305 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,008,000 | 281 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $109,930,000 | 538 |
| Mortgage-backed securities | $36,694,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $7,464,000 | 2,352 |
| Issued or guaranteed by U.S. | $7,464,000 | 2,279 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,386,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,386,000 | 1,602 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $24,844,000 | 433 |
| Commercial mortgage pass-through securities | $4,770,000 | 647 |
| Other commercial mortgage-backed securities | $20,074,000 | 331 |
| Held to maturity securities (book value) | $9,750,000 | 671 |
| Available-for-sale securities (fair market value) | $128,499,000 | 1,023 |
| Total debt securities | $138,249,000 | 1,026 |
| Structured notes |
| Amortized cost | $1,000,000 | 190 |
| Fair value | $1,010,000 | 196 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $138,384,000 | 1,009 |
| U.S. Government securities | $70,862,000 | 1,076 |
| U.S. Treasury securities | $2,059,000 | 817 |
| U.S. Government agency obligations | $68,803,000 | 1,036 |
| Securities issued by states & political subdivisions | $38,858,000 | 994 |
| Other domestic debt securities | $27,618,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,015,000 | 331 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,603,000 | 266 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,129,000 | 582 |
| Mortgage-backed securities | $36,781,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $8,372,000 | 2,206 |
| Issued or guaranteed by U.S. | $8,372,000 | 2,148 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,891,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,891,000 | 1,574 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $23,518,000 | 447 |
| Commercial mortgage pass-through securities | $4,795,000 | 637 |
| Other commercial mortgage-backed securities | $18,723,000 | 348 |
| Held to maturity securities (book value) | $9,250,000 | 694 |
| Available-for-sale securities (fair market value) | $128,088,000 | 978 |
| Total debt securities | $137,338,000 | 1,008 |
| Structured notes |
| Amortized cost | $1,000,000 | 210 |
| Fair value | $1,006,000 | 214 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $130,081,000 | 1,039 |
| U.S. Government securities | $77,971,000 | 1,007 |
| U.S. Treasury securities | $2,066,000 | 853 |
| U.S. Government agency obligations | $75,905,000 | 962 |
| Securities issued by states & political subdivisions | $32,829,000 | 1,058 |
| Other domestic debt securities | $18,230,000 | 493 |
| 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 | $18,230,000 | 301 |
| 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 | $103,109,000 | 549 |
| Mortgage-backed securities | $38,936,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $8,945,000 | 2,152 |
| Issued or guaranteed by U.S. | $8,945,000 | 2,086 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,190,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $5,190,000 | 1,556 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $24,801,000 | 437 |
| Commercial mortgage pass-through securities | $4,812,000 | 621 |
| Other commercial mortgage-backed securities | $19,989,000 | 334 |
| Held to maturity securities (book value) | $6,750,000 | 805 |
| Available-for-sale securities (fair market value) | $122,280,000 | 979 |
| Total debt securities | $129,030,000 | 1,027 |
| Structured notes |
| Amortized cost | $400,000 | 485 |
| Fair value | $399,000 | 485 |
| 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 | $139,836,000 | 946 |
| U.S. Government securities | $83,643,000 | 971 |
| U.S. Treasury securities | $2,007,000 | 925 |
| U.S. Government agency obligations | $81,636,000 | 929 |
| Securities issued by states & political subdivisions | $31,983,000 | 1,028 |
| Other domestic debt securities | $22,060,000 | 430 |
| 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 | $22,060,000 | 255 |
| Foreign debt securities | $745,000 | 194 |
| 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 | $101,821,000 | 539 |
| Mortgage-backed securities | $35,777,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $8,443,000 | 2,148 |
| Issued or guaranteed by U.S. | $8,443,000 | 2,090 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,945,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,945,000 | 1,867 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $24,389,000 | 432 |
| Commercial mortgage pass-through securities | $4,696,000 | 627 |
| Other commercial mortgage-backed securities | $19,693,000 | 323 |
| Held to maturity securities (book value) | $7,250,000 | 825 |
| Available-for-sale securities (fair market value) | $131,181,000 | 906 |
| Total debt securities | $138,431,000 | 946 |
| Structured notes |
| Amortized cost | $3,900,000 | 180 |
| Fair value | $3,874,000 | 180 |
| 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 | $127,220,000 | 1,029 |
| U.S. Government securities | $71,589,000 | 1,102 |
| U.S. Treasury securities | $2,008,000 | 935 |
| U.S. Government agency obligations | $69,581,000 | 1,050 |
| Securities issued by states & political subdivisions | $31,719,000 | 1,025 |
| Other domestic debt securities | $21,817,000 | 412 |
| 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 | $21,817,000 | 250 |
| Foreign debt securities | $745,000 | 203 |
| 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 | $97,572,000 | 551 |
| Mortgage-backed securities | $30,251,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $4,656,000 | 2,665 |
| Issued or guaranteed by U.S. | $4,656,000 | 2,580 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,148,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $2,148,000 | 2,037 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $23,447,000 | 442 |
| Commercial mortgage pass-through securities | $4,734,000 | 619 |
| Other commercial mortgage-backed securities | $18,713,000 | 325 |
| Held to maturity securities (book value) | $7,000,000 | 876 |
| Available-for-sale securities (fair market value) | $118,870,000 | 982 |
| Total debt securities | $125,870,000 | 1,033 |
| Structured notes |
| Amortized cost | $3,900,000 | 246 |
| Fair value | $3,871,000 | 245 |
| 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 | $124,297,000 | 1,057 |
| U.S. Government securities | $58,285,000 | 1,298 |
| U.S. Treasury securities | $4,954,000 | 691 |
| U.S. Government agency obligations | $53,331,000 | 1,315 |
| Securities issued by states & political subdivisions | $40,855,000 | 809 |
| Other domestic debt securities | $22,541,000 | 388 |
| 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 | $22,541,000 | 242 |
| Foreign debt securities | $699,000 | 219 |
| 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 | $94,779,000 | 576 |
| Mortgage-backed securities | $16,791,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $3,808,000 | 2,826 |
| Issued or guaranteed by U.S. | $3,808,000 | 2,747 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,319,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,319,000 | 1,974 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $10,664,000 | 658 |
| Commercial mortgage pass-through securities | $4,720,000 | 630 |
| Other commercial mortgage-backed securities | $5,944,000 | 531 |
| Held to maturity securities (book value) | $7,000,000 | 901 |
| Available-for-sale securities (fair market value) | $115,380,000 | 1,016 |
| Total debt securities | $122,380,000 | 1,052 |
| Structured notes |
| Amortized cost | $6,500,000 | 165 |
| Fair value | $6,414,000 | 167 |
| 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 | $131,231,000 | 1,021 |
| U.S. Government securities | $61,782,000 | 1,252 |
| U.S. Treasury securities | $6,793,000 | 584 |
| U.S. Government agency obligations | $54,989,000 | 1,301 |
| Securities issued by states & political subdivisions | $43,369,000 | 805 |
| Other domestic debt securities | $23,166,000 | 379 |
| 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 | $23,166,000 | 227 |
| Foreign debt securities | $712,000 | 232 |
| 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 | $91,715,000 | 606 |
| Mortgage-backed securities | $16,940,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $3,965,000 | 2,818 |
| Issued or guaranteed by U.S. | $3,965,000 | 2,735 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,443,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,443,000 | 1,953 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $10,532,000 | 619 |
| Commercial mortgage pass-through securities | $4,686,000 | 609 |
| Other commercial mortgage-backed securities | $5,846,000 | 483 |
| Held to maturity securities (book value) | $7,000,000 | 919 |
| Available-for-sale securities (fair market value) | $122,029,000 | 969 |
| Total debt securities | $129,029,000 | 1,025 |
| Structured notes |
| Amortized cost | $6,500,000 | 175 |
| Fair value | $6,322,000 | 178 |
| 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 | $134,131,000 | 992 |
| U.S. Government securities | $59,499,000 | 1,288 |
| U.S. Treasury securities | $6,694,000 | 574 |
| U.S. Government agency obligations | $52,805,000 | 1,358 |
| Securities issued by states & political subdivisions | $46,175,000 | 771 |
| Other domestic debt securities | $24,678,000 | 348 |
| 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 | $24,678,000 | 214 |
| Foreign debt securities | $702,000 | 236 |
| 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 | $112,773,000 | 515 |
| Mortgage-backed securities | $17,034,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $4,064,000 | 2,817 |
| Issued or guaranteed by U.S. | $4,064,000 | 2,762 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,536,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $2,536,000 | 1,928 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $10,434,000 | 608 |
| Commercial mortgage pass-through securities | $4,647,000 | 609 |
| Other commercial mortgage-backed securities | $5,787,000 | 481 |
| Held to maturity securities (book value) | $7,000,000 | 953 |
| Available-for-sale securities (fair market value) | $124,054,000 | 949 |
| Total debt securities | $131,054,000 | 1,006 |
| Structured notes |
| Amortized cost | $6,500,000 | 180 |
| Fair value | $6,175,000 | 185 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $136,698,000 | 976 |
| U.S. Government securities | $59,897,000 | 1,290 |
| U.S. Treasury securities | $6,535,000 | 564 |
| U.S. Government agency obligations | $53,362,000 | 1,340 |
| Securities issued by states & political subdivisions | $47,261,000 | 742 |
| Other domestic debt securities | $25,048,000 | 337 |
| 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 | $25,048,000 | 205 |
| Foreign debt securities | $718,000 | 229 |
| 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 | $115,525,000 | 511 |
| Mortgage-backed securities | $18,087,000 | 2,011 |
| Certificates of participation in pools of residential mortgages | $4,170,000 | 2,826 |
| Issued or guaranteed by U.S. | $4,170,000 | 2,807 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,653,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $2,653,000 | 1,894 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $11,264,000 | 579 |
| Commercial mortgage pass-through securities | $5,530,000 | 545 |
| Other commercial mortgage-backed securities | $5,734,000 | 477 |
| Held to maturity securities (book value) | $6,000,000 | 1,037 |
| Available-for-sale securities (fair market value) | $126,924,000 | 925 |
| Total debt securities | $132,924,000 | 986 |
| Structured notes |
| Amortized cost | $6,500,000 | 177 |
| Fair value | $6,107,000 | 182 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $139,608,000 | 976 |
| U.S. Government securities | $60,741,000 | 1,273 |
| U.S. Treasury securities | $6,589,000 | 540 |
| U.S. Government agency obligations | $54,152,000 | 1,325 |
| Securities issued by states & political subdivisions | $48,809,000 | 744 |
| Other domestic debt securities | $25,597,000 | 365 |
| 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 | $25,597,000 | 203 |
| Foreign debt securities | $720,000 | 228 |
| 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 | $98,795,000 | 587 |
| Mortgage-backed securities | $18,718,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $4,429,000 | 2,820 |
| Issued or guaranteed by U.S. | $4,429,000 | 2,682 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,880,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $2,880,000 | 1,857 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $11,409,000 | 567 |
| Commercial mortgage pass-through securities | $5,574,000 | 518 |
| Other commercial mortgage-backed securities | $5,835,000 | 465 |
| Held to maturity securities (book value) | $6,000,000 | 1,053 |
| Available-for-sale securities (fair market value) | $129,867,000 | 927 |
| Total debt securities | $135,867,000 | 989 |
| Structured notes |
| Amortized cost | $6,500,000 | 178 |
| Fair value | $6,164,000 | 182 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $143,934,000 | 963 |
| U.S. Government securities | $62,787,000 | 1,278 |
| U.S. Treasury securities | $6,624,000 | 525 |
| U.S. Government agency obligations | $56,163,000 | 1,332 |
| Securities issued by states & political subdivisions | $50,800,000 | 739 |
| Other domestic debt securities | $26,168,000 | 321 |
| 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 | $26,168,000 | 201 |
| Foreign debt securities | $725,000 | 219 |
| 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 | $115,098,000 | 525 |
| Mortgage-backed securities | $20,562,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $4,659,000 | 2,836 |
| Issued or guaranteed by U.S. | $4,659,000 | 2,831 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,116,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $3,116,000 | 1,801 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $12,787,000 | 466 |
| Commercial mortgage pass-through securities | $6,593,000 | 378 |
| Other commercial mortgage-backed securities | $6,194,000 | 438 |
| Held to maturity securities (book value) | $6,000,000 | 1,072 |
| Available-for-sale securities (fair market value) | $134,480,000 | 906 |
| Total debt securities | $140,481,000 | 977 |
| Structured notes |
| Amortized cost | $6,500,000 | 175 |
| Fair value | $6,227,000 | 179 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $144,985,000 | 968 |
| U.S. Government securities | $60,184,000 | 1,329 |
| U.S. Treasury securities | $6,745,000 | 491 |
| U.S. Government agency obligations | $53,439,000 | 1,399 |
| Securities issued by states & political subdivisions | $51,863,000 | 769 |
| Other domestic debt securities | $28,534,000 | 300 |
| 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 | $28,534,000 | 192 |
| Foreign debt securities | $725,000 | 218 |
| Equity securities | $3,679,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $129,771,000 | 483 |
| Mortgage-backed securities | $21,371,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 2,806 |
| Issued or guaranteed by U.S. | $4,976,000 | 2,801 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,349,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $3,349,000 | 1,750 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $13,046,000 | 457 |
| Commercial mortgage pass-through securities | $6,738,000 | 374 |
| Other commercial mortgage-backed securities | $6,308,000 | 417 |
| Held to maturity securities (book value) | $6,000,000 | 1,093 |
| Available-for-sale securities (fair market value) | $138,985,000 | 892 |
| Total debt securities | $141,306,000 | 981 |
| Structured notes |
| Amortized cost | $6,500,000 | 170 |
| Fair value | $6,311,000 | 174 |
| 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 | $157,244,000 | 904 |
| U.S. Government securities | $63,339,000 | 1,293 |
| U.S. Treasury securities | $8,709,000 | 423 |
| U.S. Government agency obligations | $54,630,000 | 1,386 |
| Securities issued by states & political subdivisions | $60,937,000 | 642 |
| Other domestic debt securities | $28,602,000 | 302 |
| 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 | $28,602,000 | 201 |
| Foreign debt securities | $733,000 | 231 |
| Equity securities | $3,633,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,724,000 | 475 |
| Mortgage-backed securities | $22,355,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $5,241,000 | 2,803 |
| Issued or guaranteed by U.S. | $5,241,000 | 2,801 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,659,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,659,000 | 1,717 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $13,455,000 | 446 |
| Commercial mortgage pass-through securities | $6,820,000 | 370 |
| Other commercial mortgage-backed securities | $6,635,000 | 396 |
| Held to maturity securities (book value) | $6,000,000 | 1,132 |
| Available-for-sale securities (fair market value) | $151,244,000 | 814 |
| Total debt securities | $153,611,000 | 908 |
| Structured notes |
| Amortized cost | $6,500,000 | 188 |
| Fair value | $6,330,000 | 190 |
| 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 | $161,958,000 | 888 |
| U.S. Government securities | $65,132,000 | 1,289 |
| U.S. Treasury securities | $8,706,000 | 434 |
| U.S. Government agency obligations | $56,426,000 | 1,379 |
| Securities issued by states & political subdivisions | $62,060,000 | 628 |
| Other domestic debt securities | $29,745,000 | 306 |
| 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 | $29,745,000 | 203 |
| Foreign debt securities | $725,000 | 239 |
| Equity securities | $4,296,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,856,000 | 652 |
| Mortgage-backed securities | $23,175,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $5,517,000 | 2,796 |
| Issued or guaranteed by U.S. | $5,517,000 | 2,794 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,983,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,983,000 | 1,687 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $13,675,000 | 437 |
| Commercial mortgage pass-through securities | $6,825,000 | 361 |
| Other commercial mortgage-backed securities | $6,850,000 | 377 |
| Held to maturity securities (book value) | $6,000,000 | 1,151 |
| Available-for-sale securities (fair market value) | $155,958,000 | 797 |
| Total debt securities | $157,662,000 | 898 |
| Structured notes |
| Amortized cost | $6,500,000 | 196 |
| Fair value | $6,323,000 | 198 |
| 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 | $163,229,000 | 890 |
| U.S. Government securities | $65,437,000 | 1,309 |
| U.S. Treasury securities | $8,631,000 | 456 |
| U.S. Government agency obligations | $56,806,000 | 1,391 |
| Securities issued by states & political subdivisions | $62,794,000 | 617 |
| Other domestic debt securities | $29,678,000 | 311 |
| 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 | $29,678,000 | 199 |
| Foreign debt securities | $717,000 | 235 |
| Equity securities | $4,603,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,740,000 | 838 |
| Mortgage-backed securities | $23,696,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 2,791 |
| Issued or guaranteed by U.S. | $5,811,000 | 2,788 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,251,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,251,000 | 1,654 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $13,634,000 | 421 |
| Commercial mortgage pass-through securities | $6,780,000 | 353 |
| Other commercial mortgage-backed securities | $6,854,000 | 364 |
| Held to maturity securities (book value) | $6,000,000 | 1,171 |
| Available-for-sale securities (fair market value) | $157,229,000 | 810 |
| Total debt securities | $158,625,000 | 899 |
| Structured notes |
| Amortized cost | $6,889,000 | 204 |
| Fair value | $6,656,000 | 208 |
| 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 | $166,275,000 | 872 |
| U.S. Government securities | $65,779,000 | 1,283 |
| U.S. Treasury securities | $8,586,000 | 448 |
| U.S. Government agency obligations | $57,193,000 | 1,366 |
| Securities issued by states & political subdivisions | $64,821,000 | 601 |
| Other domestic debt securities | $29,638,000 | 310 |
| 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 | $29,638,000 | 202 |
| Foreign debt securities | $716,000 | 233 |
| Equity securities | $5,321,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,094,000 | 896 |
| Mortgage-backed securities | $24,233,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $6,093,000 | 2,777 |
| Issued or guaranteed by U.S. | $6,093,000 | 2,772 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,555,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $4,555,000 | 1,574 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $13,585,000 | 400 |
| Commercial mortgage pass-through securities | $6,750,000 | 337 |
| Other commercial mortgage-backed securities | $6,835,000 | 354 |
| Held to maturity securities (book value) | $6,000,000 | 1,182 |
| Available-for-sale securities (fair market value) | $160,275,000 | 786 |
| Total debt securities | $160,954,000 | 881 |
| Structured notes |
| Amortized cost | $7,388,000 | 181 |
| Fair value | $7,169,000 | 182 |
| 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 | $175,562,000 | 832 |
| U.S. Government securities | $68,247,000 | 1,233 |
| U.S. Treasury securities | $9,098,000 | 387 |
| U.S. Government agency obligations | $59,149,000 | 1,326 |
| Securities issued by states & political subdivisions | $66,154,000 | 598 |
| Other domestic debt securities | $35,461,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $270,000 | 213 |
| Other domestic debt securities - All other | $35,191,000 | 182 |
| Foreign debt securities | $751,000 | 224 |
| Equity securities | $4,949,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,057,000 | 847 |
| Mortgage-backed securities | $24,968,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $5,629,000 | 2,873 |
| Issued or guaranteed by U.S. | $5,629,000 | 2,872 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,006,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $5,006,000 | 1,538 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $14,333,000 | 366 |
| Commercial mortgage pass-through securities | $7,064,000 | 304 |
| Other commercial mortgage-backed securities | $7,269,000 | 332 |
| Held to maturity securities (book value) | $6,000,000 | 1,190 |
| Available-for-sale securities (fair market value) | $169,562,000 | 746 |
| Total debt securities | $170,613,000 | 841 |
| Structured notes |
| Amortized cost | $7,937,000 | 169 |
| Fair value | $7,912,000 | 170 |
| 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 | $172,262,000 | 842 |
| U.S. Government securities | $63,896,000 | 1,320 |
| U.S. Treasury securities | $4,124,000 | 578 |
| U.S. Government agency obligations | $59,772,000 | 1,347 |
| Securities issued by states & political subdivisions | $65,076,000 | 599 |
| Other domestic debt securities | $37,445,000 | 272 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $2,847,000 | 92 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $270,000 | 220 |
| Other domestic debt securities - All other | $34,328,000 | 186 |
| Foreign debt securities | $752,000 | 224 |
| Equity securities | $5,093,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,763,000 | 841 |
| Mortgage-backed securities | $25,909,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $4,905,000 | 3,055 |
| Issued or guaranteed by U.S. | $4,905,000 | 3,052 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,784,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $3,784,000 | 1,729 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $17,220,000 | 321 |
| Commercial mortgage pass-through securities | $7,097,000 | 284 |
| Other commercial mortgage-backed securities | $10,123,000 | 267 |
| Held to maturity securities (book value) | $6,000,000 | 1,216 |
| Available-for-sale securities (fair market value) | $166,262,000 | 760 |
| Total debt securities | $167,169,000 | 851 |
| Structured notes |
| Amortized cost | $14,933,000 | 109 |
| Fair value | $14,933,000 | 107 |
| 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 | $188,287,000 | 788 |
| U.S. Government securities | $82,563,000 | 1,096 |
| U.S. Treasury securities | $7,078,000 | 454 |
| U.S. Government agency obligations | $75,485,000 | 1,135 |
| Securities issued by states & political subdivisions | $65,633,000 | 575 |
| Other domestic debt securities | $34,383,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $2,792,000 | 94 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $236,000 | 219 |
| Other domestic debt securities - All other | $31,355,000 | 199 |
| Foreign debt securities | $750,000 | 224 |
| Equity securities | $4,958,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,405,000 | 763 |
| Mortgage-backed securities | $25,200,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $5,178,000 | 3,017 |
| Issued or guaranteed by U.S. | $5,178,000 | 3,016 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,042,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $4,042,000 | 1,697 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $15,980,000 | 320 |
| Commercial mortgage pass-through securities | $6,997,000 | 271 |
| Other commercial mortgage-backed securities | $8,983,000 | 271 |
| Held to maturity securities (book value) | $5,000,000 | 1,314 |
| Available-for-sale securities (fair market value) | $183,287,000 | 710 |
| Total debt securities | $183,329,000 | 797 |
| Structured notes |
| Amortized cost | $23,819,000 | 73 |
| Fair value | $23,795,000 | 72 |
| 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 | $186,889,000 | 801 |
| U.S. Government securities | $89,731,000 | 1,032 |
| U.S. Treasury securities | $9,812,000 | 410 |
| U.S. Government agency obligations | $79,919,000 | 1,087 |
| Securities issued by states & political subdivisions | $62,493,000 | 612 |
| Other domestic debt securities | $31,020,000 | 298 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $2,715,000 | 85 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $239,000 | 217 |
| Other domestic debt securities - All other | $28,066,000 | 210 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,645,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $77,723,000 | 775 |
| Mortgage-backed securities | $24,060,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $5,346,000 | 2,979 |
| Issued or guaranteed by U.S. | $5,346,000 | 2,978 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,224,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,685 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $14,490,000 | 329 |
| Commercial mortgage pass-through securities | $6,773,000 | 263 |
| Other commercial mortgage-backed securities | $7,717,000 | 271 |
| Held to maturity securities (book value) | $3,250,000 | 1,524 |
| Available-for-sale securities (fair market value) | $183,639,000 | 707 |
| Total debt securities | $183,244,000 | 813 |
| Structured notes |
| Amortized cost | $26,054,000 | 79 |
| Fair value | $25,677,000 | 80 |
| 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 | $184,256,000 | 814 |
| U.S. Government securities | $89,340,000 | 1,040 |
| U.S. Treasury securities | $9,997,000 | 371 |
| U.S. Government agency obligations | $79,343,000 | 1,094 |
| Securities issued by states & political subdivisions | $65,931,000 | 564 |
| Other domestic debt securities | $25,401,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $2,801,000 | 92 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $248,000 | 214 |
| Other domestic debt securities - All other | $22,352,000 | 240 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,584,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,809,000 | 883 |
| Mortgage-backed securities | $24,997,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $5,673,000 | 2,963 |
| Issued or guaranteed by U.S. | $5,673,000 | 2,959 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,492,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $4,492,000 | 1,671 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $14,832,000 | 302 |
| Commercial mortgage pass-through securities | $6,939,000 | 264 |
| Other commercial mortgage-backed securities | $7,893,000 | 251 |
| Held to maturity securities (book value) | $1,500,000 | 1,769 |
| Available-for-sale securities (fair market value) | $182,756,000 | 713 |
| Total debt securities | $180,672,000 | 818 |
| Structured notes |
| Amortized cost | $24,426,000 | 110 |
| Fair value | $24,280,000 | 107 |
| 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 | $189,743,000 | 798 |
| U.S. Government securities | $100,553,000 | 973 |
| U.S. Treasury securities | $10,737,000 | 345 |
| U.S. Government agency obligations | $89,816,000 | 1,022 |
| Securities issued by states & political subdivisions | $66,671,000 | 541 |
| Other domestic debt securities | $20,625,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $2,780,000 | 84 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $279,000 | 217 |
| Other domestic debt securities - All other | $17,566,000 | 292 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,894,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,963,000 | 736 |
| Mortgage-backed securities | $26,302,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 2,861 |
| Issued or guaranteed by U.S. | $6,849,000 | 2,859 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,877,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,674 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $14,576,000 | 278 |
| Commercial mortgage pass-through securities | $6,803,000 | 244 |
| Other commercial mortgage-backed securities | $7,773,000 | 239 |
| Held to maturity securities (book value) | $1,500,000 | 1,798 |
| Available-for-sale securities (fair market value) | $188,243,000 | 696 |
| Total debt securities | $187,849,000 | 795 |
| Structured notes |
| Amortized cost | $29,175,000 | 103 |
| Fair value | $28,680,000 | 105 |
| 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 | $183,789,000 | 824 |
| U.S. Government securities | $99,944,000 | 982 |
| U.S. Treasury securities | $10,012,000 | 368 |
| U.S. Government agency obligations | $89,932,000 | 1,034 |
| Securities issued by states & political subdivisions | $63,274,000 | 567 |
| Other domestic debt securities | $18,708,000 | 417 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $2,843,000 | 82 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $281,000 | 208 |
| Other domestic debt securities - All other | $15,584,000 | 319 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,863,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,329,000 | 748 |
| Mortgage-backed securities | $26,453,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $7,338,000 | 2,830 |
| Issued or guaranteed by U.S. | $7,338,000 | 2,829 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,207,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $5,207,000 | 1,666 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $13,908,000 | 274 |
| Commercial mortgage pass-through securities | $5,939,000 | 255 |
| Other commercial mortgage-backed securities | $7,969,000 | 228 |
| Held to maturity securities (book value) | $1,500,000 | 1,805 |
| Available-for-sale securities (fair market value) | $182,289,000 | 716 |
| Total debt securities | $181,926,000 | 818 |
| Structured notes |
| Amortized cost | $30,383,000 | 104 |
| Fair value | $30,291,000 | 106 |
| 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 | $184,067,000 | 810 |
| U.S. Government securities | $100,957,000 | 972 |
| U.S. Treasury securities | $11,752,000 | 340 |
| U.S. Government agency obligations | $89,205,000 | 1,043 |
| Securities issued by states & political subdivisions | $64,434,000 | 543 |
| Other domestic debt securities | $17,033,000 | 433 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $2,764,000 | 87 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $292,000 | 208 |
| Other domestic debt securities - All other | $13,977,000 | 341 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,643,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,226,000 | 746 |
| Mortgage-backed securities | $28,765,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $9,552,000 | 2,570 |
| Issued or guaranteed by U.S. | $9,552,000 | 2,565 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,583,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $5,583,000 | 1,648 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $13,630,000 | 276 |
| Commercial mortgage pass-through securities | $5,855,000 | 252 |
| Other commercial mortgage-backed securities | $7,775,000 | 218 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $184,067,000 | 698 |
| Total debt securities | $182,425,000 | 805 |
| Structured notes |
| Amortized cost | $28,356,000 | 112 |
| Fair value | $27,936,000 | 114 |
| 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 | $189,029,000 | 808 |
| U.S. Government securities | $104,712,000 | 956 |
| U.S. Treasury securities | $12,404,000 | 323 |
| U.S. Government agency obligations | $92,308,000 | 1,029 |
| Securities issued by states & political subdivisions | $67,346,000 | 513 |
| Other domestic debt securities | $16,971,000 | 445 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $2,728,000 | 92 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $318,000 | 218 |
| Other domestic debt securities - All other | $13,925,000 | 345 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,924,000 | 769 |
| Mortgage-backed securities | $29,987,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $10,751,000 | 2,500 |
| Issued or guaranteed by U.S. | $10,751,000 | 2,497 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,864,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $5,864,000 | 1,637 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $13,372,000 | 276 |
| Commercial mortgage pass-through securities | $5,746,000 | 258 |
| Other commercial mortgage-backed securities | $7,626,000 | 211 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $189,029,000 | 690 |
| Total debt securities | $189,029,000 | 794 |
| Structured notes |
| Amortized cost | $29,848,000 | 125 |
| Fair value | $28,913,000 | 125 |
| 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 | $182,991,000 | 833 |
| U.S. Government securities | $103,419,000 | 983 |
| U.S. Treasury securities | $14,302,000 | 271 |
| U.S. Government agency obligations | $89,117,000 | 1,085 |
| Securities issued by states & political subdivisions | $62,537,000 | 554 |
| Other domestic debt securities | $17,035,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $2,775,000 | 95 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $290,000 | 227 |
| Other domestic debt securities - All other | $13,970,000 | 346 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,750,000 | 878 |
| Mortgage-backed securities | $34,405,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $14,726,000 | 2,150 |
| Issued or guaranteed by U.S. | $14,726,000 | 2,149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,185,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $6,185,000 | 1,611 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $13,494,000 | 263 |
| Commercial mortgage pass-through securities | $5,776,000 | 252 |
| Other commercial mortgage-backed securities | $7,718,000 | 205 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $182,991,000 | 713 |
| Total debt securities | $182,991,000 | 823 |
| Structured notes |
| Amortized cost | $28,839,000 | 136 |
| Fair value | $27,782,000 | 140 |
| 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 | $182,841,000 | 836 |
| U.S. Government securities | $106,167,000 | 966 |
| U.S. Treasury securities | $15,855,000 | 241 |
| U.S. Government agency obligations | $90,312,000 | 1,083 |
| Securities issued by states & political subdivisions | $61,620,000 | 567 |
| Other domestic debt securities | $15,054,000 | 504 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $316,000 | 228 |
| Other domestic debt securities - All other | $14,738,000 | 342 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,077,000 | 861 |
| Mortgage-backed securities | $32,115,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $15,267,000 | 2,118 |
| Issued or guaranteed by U.S. | $15,267,000 | 2,116 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,395,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $6,395,000 | 1,600 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,453,000 | 291 |
| Commercial mortgage pass-through securities | $5,650,000 | 236 |
| Other commercial mortgage-backed securities | $4,803,000 | 247 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $182,841,000 | 723 |
| Total debt securities | $182,840,000 | 825 |
| Structured notes |
| Amortized cost | $29,806,000 | 138 |
| Fair value | $28,104,000 | 142 |
| 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 | $187,852,000 | 808 |
| U.S. Government securities | $110,453,000 | 938 |
| U.S. Treasury securities | $17,360,000 | 213 |
| U.S. Government agency obligations | $93,093,000 | 1,038 |
| Securities issued by states & political subdivisions | $61,949,000 | 555 |
| Other domestic debt securities | $15,450,000 | 514 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $350,000 | 244 |
| Other domestic debt securities - All other | $15,100,000 | 353 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,389,000 | 853 |
| Mortgage-backed securities | $32,515,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $15,813,000 | 2,085 |
| Issued or guaranteed by U.S. | $15,813,000 | 2,083 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,515,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $6,515,000 | 1,582 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $10,187,000 | 281 |
| Commercial mortgage pass-through securities | $5,511,000 | 231 |
| Other commercial mortgage-backed securities | $4,676,000 | 242 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $187,852,000 | 700 |
| Total debt securities | $187,850,000 | 795 |
| Structured notes |
| Amortized cost | $32,296,000 | 123 |
| Fair value | $29,887,000 | 127 |
| 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 | $181,439,000 | 842 |
| U.S. Government securities | $110,182,000 | 928 |
| U.S. Treasury securities | $18,803,000 | 187 |
| U.S. Government agency obligations | $91,379,000 | 1,058 |
| Securities issued by states & political subdivisions | $59,454,000 | 600 |
| Other domestic debt securities | $11,803,000 | 636 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $142,000 | 292 |
| Other domestic debt securities - All other | $11,661,000 | 419 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,966,000 | 811 |
| Mortgage-backed securities | $34,757,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $16,827,000 | 2,014 |
| Issued or guaranteed by U.S. | $16,827,000 | 2,010 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,630,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $7,630,000 | 1,484 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $10,300,000 | 271 |
| Commercial mortgage pass-through securities | $5,568,000 | 214 |
| Other commercial mortgage-backed securities | $4,732,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $181,439,000 | 746 |
| Total debt securities | $181,438,000 | 831 |
| Structured notes |
| Amortized cost | $31,288,000 | 127 |
| Fair value | $29,562,000 | 129 |
| 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 | $186,099,000 | 822 |
| U.S. Government securities | $111,363,000 | 919 |
| U.S. Treasury securities | $19,940,000 | 181 |
| U.S. Government agency obligations | $91,423,000 | 1,054 |
| Securities issued by states & political subdivisions | $60,603,000 | 573 |
| Other domestic debt securities | $14,133,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $125,000 | 295 |
| Other domestic debt securities - All other | $14,008,000 | 379 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,661,000 | 785 |
| Mortgage-backed securities | $34,524,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $16,983,000 | 1,996 |
| Issued or guaranteed by U.S. | $16,983,000 | 1,995 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,168,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $7,168,000 | 1,556 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $10,373,000 | 257 |
| Commercial mortgage pass-through securities | $5,631,000 | 210 |
| Other commercial mortgage-backed securities | $4,742,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $186,099,000 | 726 |
| Total debt securities | $186,099,000 | 811 |
| Structured notes |
| Amortized cost | $31,847,000 | 120 |
| Fair value | $30,520,000 | 121 |
| 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 | $161,650,000 | 967 |
| U.S. Government securities | $99,446,000 | 1,043 |
| U.S. Treasury securities | $15,011,000 | 226 |
| U.S. Government agency obligations | $84,435,000 | 1,168 |
| Securities issued by states & political subdivisions | $53,739,000 | 666 |
| Other domestic debt securities | $8,465,000 | 790 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $125,000 | 294 |
| Other domestic debt securities - All other | $8,340,000 | 536 |
| 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 | $74,686,000 | 819 |
| Mortgage-backed securities | $31,059,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $18,991,000 | 1,877 |
| Issued or guaranteed by U.S. | $18,991,000 | 1,876 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,883,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $7,883,000 | 1,542 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $4,185,000 | 361 |
| Commercial mortgage pass-through securities | $4,185,000 | 228 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $161,650,000 | 868 |
| Total debt securities | $161,650,000 | 952 |
| Structured notes |
| Amortized cost | $23,756,000 | 176 |
| Fair value | $23,997,000 | 173 |
| 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 | $135,996,000 | 1,112 |
| U.S. Government securities | $81,150,000 | 1,234 |
| U.S. Treasury securities | $5,079,000 | 442 |
| U.S. Government agency obligations | $76,071,000 | 1,275 |
| Securities issued by states & political subdivisions | $51,230,000 | 690 |
| Other domestic debt securities | $3,616,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $120,000 | 298 |
| Other domestic debt securities - All other | $3,496,000 | 868 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,688,000 | 794 |
| Mortgage-backed securities | $30,797,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $22,130,000 | 1,664 |
| Issued or guaranteed by U.S. | $22,130,000 | 1,662 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,667,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $8,667,000 | 1,514 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $135,996,000 | 998 |
| Total debt securities | $135,996,000 | 1,100 |
| Structured notes |
| Amortized cost | $20,775,000 | 216 |
| Fair value | $20,955,000 | 215 |
| 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 | $137,553,000 | 1,111 |
| U.S. Government securities | $81,501,000 | 1,243 |
| U.S. Treasury securities | $7,188,000 | 329 |
| U.S. Government agency obligations | $74,313,000 | 1,320 |
| Securities issued by states & political subdivisions | $51,733,000 | 651 |
| Other domestic debt securities | $4,319,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $120,000 | 306 |
| Other domestic debt securities - All other | $4,199,000 | 822 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,019,000 | 706 |
| Mortgage-backed securities | $38,846,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $29,477,000 | 1,401 |
| Issued or guaranteed by U.S. | $29,477,000 | 1,399 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,369,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $9,369,000 | 1,534 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $137,553,000 | 1,003 |
| Total debt securities | $137,553,000 | 1,101 |
| Structured notes |
| Amortized cost | $17,778,000 | 260 |
| Fair value | $17,960,000 | 261 |
| 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 | $132,124,000 | 1,160 |
| U.S. Government securities | $76,295,000 | 1,342 |
| U.S. Treasury securities | $4,135,000 | 440 |
| U.S. Government agency obligations | $72,160,000 | 1,381 |
| Securities issued by states & political subdivisions | $50,963,000 | 637 |
| Other domestic debt securities | $4,866,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $141,000 | 297 |
| Other domestic debt securities - All other | $4,725,000 | 782 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,724,000 | 696 |
| Mortgage-backed securities | $41,488,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $31,484,000 | 1,359 |
| Issued or guaranteed by U.S. | $31,484,000 | 1,358 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,004,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $10,004,000 | 1,503 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $132,124,000 | 1,049 |
| Total debt securities | $132,124,000 | 1,144 |
| Structured notes |
| Amortized cost | $23,274,000 | 213 |
| Fair value | $23,388,000 | 214 |
| 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 | $126,668,000 | 1,224 |
| U.S. Government securities | $68,412,000 | 1,538 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $68,412,000 | 1,493 |
| Securities issued by states & political subdivisions | $53,421,000 | 550 |
| Other domestic debt securities | $4,835,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $103,000 | 314 |
| Other domestic debt securities - All other | $4,732,000 | 773 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $89,964,000 | 697 |
| Mortgage-backed securities | $40,125,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $32,902,000 | 1,288 |
| Issued or guaranteed by U.S. | $32,902,000 | 1,287 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,223,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $7,223,000 | 1,767 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $126,668,000 | 1,104 |
| Total debt securities | $126,668,000 | 1,209 |
| Structured notes |
| Amortized cost | $14,783,000 | 398 |
| Fair value | $14,865,000 | 393 |
| 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 | $113,807,000 | 1,294 |
| U.S. Government securities | $56,682,000 | 1,710 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,682,000 | 1,667 |
| Securities issued by states & political subdivisions | $54,223,000 | 526 |
| Other domestic debt securities | $2,902,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $101,000 | 291 |
| Other domestic debt securities - All other | $2,801,000 | 948 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,830,000 | 702 |
| Mortgage-backed securities | $32,310,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $24,779,000 | 1,515 |
| Issued or guaranteed by U.S. | $24,779,000 | 1,511 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,531,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $7,531,000 | 1,641 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $113,807,000 | 1,176 |
| Total debt securities | $113,807,000 | 1,281 |
| Structured notes |
| Amortized cost | $11,395,000 | 490 |
| Fair value | $11,508,000 | 485 |
| 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 | $115,028,000 | 1,249 |
| U.S. Government securities | $54,919,000 | 1,700 |
| U.S. Treasury securities | $2,034,000 | 640 |
| U.S. Government agency obligations | $52,885,000 | 1,712 |
| Securities issued by states & political subdivisions | $57,405,000 | 456 |
| Other domestic debt securities | $2,704,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $126,000 | 288 |
| Other domestic debt securities - All other | $2,578,000 | 961 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,027,000 | 734 |
| Mortgage-backed securities | $20,463,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $10,936,000 | 2,539 |
| Issued or guaranteed by U.S. | $10,936,000 | 2,534 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,527,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $9,527,000 | 1,459 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $115,028,000 | 1,119 |
| Total debt securities | $115,028,000 | 1,237 |
| Structured notes |
| Amortized cost | $14,906,000 | 393 |
| Fair value | $15,009,000 | 389 |
| 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 | $117,664,000 | 1,227 |
| U.S. Government securities | $59,485,000 | 1,622 |
| U.S. Treasury securities | $10,995,000 | 286 |
| U.S. Government agency obligations | $48,490,000 | 1,845 |
| Securities issued by states & political subdivisions | $55,816,000 | 448 |
| Other domestic debt securities | $2,363,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $110,000 | 300 |
| Other domestic debt securities - All other | $2,253,000 | 950 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,581,000 | 838 |
| Mortgage-backed securities | $16,791,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $11,288,000 | 2,455 |
| Issued or guaranteed by U.S. | $11,288,000 | 2,448 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,503,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $5,503,000 | 1,818 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $117,664,000 | 1,094 |
| Total debt securities | $117,664,000 | 1,212 |
| Structured notes |
| Amortized cost | $13,508,000 | 529 |
| Fair value | $13,522,000 | 530 |
| 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 | $125,424,000 | 1,138 |
| U.S. Government securities | $66,344,000 | 1,479 |
| U.S. Treasury securities | $12,863,000 | 290 |
| U.S. Government agency obligations | $53,481,000 | 1,707 |
| Securities issued by states & political subdivisions | $56,697,000 | 428 |
| Other domestic debt securities | $2,383,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $119,000 | 294 |
| Other domestic debt securities - All other | $2,264,000 | 969 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $94,557,000 | 610 |
| Mortgage-backed securities | $15,718,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $12,584,000 | 2,248 |
| Issued or guaranteed by U.S. | $12,584,000 | 2,242 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,134,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 2,130 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $125,424,000 | 1,011 |
| Total debt securities | $125,424,000 | 1,124 |
| Structured notes |
| Amortized cost | $19,009,000 | 387 |
| Fair value | $18,805,000 | 392 |
| 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 | $120,349,000 | 1,148 |
| U.S. Government securities | $58,648,000 | 1,541 |
| U.S. Treasury securities | $12,902,000 | 287 |
| U.S. Government agency obligations | $45,746,000 | 1,841 |
| Securities issued by states & political subdivisions | $57,941,000 | 399 |
| Other domestic debt securities | $3,760,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,760,000 | 728 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $90,419,000 | 620 |
| Mortgage-backed securities | $9,004,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $9,004,000 | 2,589 |
| Issued or guaranteed by U.S. | $9,004,000 | 2,583 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $120,349,000 | 1,017 |
| Total debt securities | $120,349,000 | 1,138 |
| Structured notes |
| Amortized cost | $22,010,000 | 280 |
| Fair value | $21,795,000 | 280 |
| 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 | $101,267,000 | 1,309 |
| U.S. Government securities | $44,366,000 | 1,920 |
| U.S. Treasury securities | $9,096,000 | 325 |
| U.S. Government agency obligations | $35,270,000 | 2,231 |
| Securities issued by states & political subdivisions | $54,518,000 | 419 |
| Other domestic debt securities | $2,383,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,383,000 | 943 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,080,000 | 683 |
| Mortgage-backed securities | $4,916,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $4,916,000 | 3,341 |
| Issued or guaranteed by U.S. | $4,916,000 | 3,335 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $101,267,000 | 1,165 |
| Total debt securities | $101,267,000 | 1,288 |
| Structured notes |
| Amortized cost | $7,997,000 | 781 |
| Fair value | $8,134,000 | 757 |
| 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 | $114,649,000 | 1,157 |
| U.S. Government securities | $56,712,000 | 1,579 |
| U.S. Treasury securities | $9,063,000 | 313 |
| U.S. Government agency obligations | $47,649,000 | 1,772 |
| Securities issued by states & political subdivisions | $55,487,000 | 391 |
| Other domestic debt securities | $2,450,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,450,000 | 900 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,251,000 | 739 |
| Mortgage-backed securities | $7,662,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $7,662,000 | 2,806 |
| Issued or guaranteed by U.S. | $7,662,000 | 2,798 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $114,649,000 | 1,013 |
| Total debt securities | $114,649,000 | 1,141 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $107,050,000 | 1,241 |
| U.S. Government securities | $55,957,000 | 1,604 |
| U.S. Treasury securities | $7,906,000 | 339 |
| U.S. Government agency obligations | $48,051,000 | 1,796 |
| Securities issued by states & political subdivisions | $48,237,000 | 441 |
| Other domestic debt securities | $2,856,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,856,000 | 859 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,366,000 | 797 |
| Mortgage-backed securities | $16,700,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $16,700,000 | 1,845 |
| Issued or guaranteed by U.S. | $16,700,000 | 1,842 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $107,050,000 | 1,095 |
| Total debt securities | $107,050,000 | 1,223 |
| 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 | $75,966,000 | 1,666 |
| U.S. Government securities | $39,254,000 | 2,141 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $39,254,000 | 2,080 |
| Securities issued by states & political subdivisions | $33,972,000 | 690 |
| Other domestic debt securities | $2,740,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,740,000 | 887 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,467,000 | 1,125 |
| Mortgage-backed securities | $18,242,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $18,242,000 | 1,804 |
| Issued or guaranteed by U.S. | $18,242,000 | 1,798 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $75,966,000 | 1,463 |
| Total debt securities | $75,966,000 | 1,645 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $96,235,000 | 1,329 |
| U.S. Government securities | $34,805,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $34,805,000 | 2,307 |
| Securities issued by states & political subdivisions | $44,556,000 | 488 |
| Other domestic debt securities | $16,874,000 | 643 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $16,874,000 | 251 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,366,000 | 1,007 |
| Mortgage-backed securities | $19,158,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $19,158,000 | 1,787 |
| Issued or guaranteed by U.S. | $19,158,000 | 1,782 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $96,235,000 | 1,162 |
| Total debt securities | $96,150,000 | 1,304 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $372,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $102,599,000 | 1,229 |
| U.S. Government securities | $40,058,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $40,058,000 | 2,008 |
| Securities issued by states & political subdivisions | $45,953,000 | 450 |
| Other domestic debt securities | $16,588,000 | 672 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $16,588,000 | 270 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,330,000 | 1,033 |
| Mortgage-backed securities | $20,783,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $20,783,000 | 1,717 |
| Issued or guaranteed by U.S. | $20,783,000 | 1,708 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $102,599,000 | 1,059 |
| Total debt securities | $102,568,000 | 1,206 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $382,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $83,284,000 | 1,483 |
| U.S. Government securities | $24,508,000 | 3,064 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,508,000 | 3,007 |
| Securities issued by states & political subdivisions | $46,382,000 | 422 |
| Other domestic debt securities | $12,394,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,394,000 | 326 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,946,000 | 1,038 |
| Mortgage-backed securities | $13,293,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $13,293,000 | 2,353 |
| Issued or guaranteed by U.S. | $13,293,000 | 2,342 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $83,284,000 | 1,291 |
| Total debt securities | $83,218,000 | 1,458 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $3,434,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $80,949,000 | 1,505 |
| U.S. Government securities | $23,448,000 | 3,164 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,448,000 | 3,097 |
| Securities issued by states & political subdivisions | $44,535,000 | 419 |
| Other domestic debt securities | $12,966,000 | 716 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,966,000 | 311 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,744,000 | 1,188 |
| Mortgage-backed securities | $16,542,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $16,542,000 | 2,008 |
| Issued or guaranteed by U.S. | $16,542,000 | 1,994 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $80,949,000 | 1,305 |
| Total debt securities | $80,882,000 | 1,479 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $5,357,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $76,834,000 | 1,546 |
| U.S. Government securities | $23,093,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $23,093,000 | 3,077 |
| Securities issued by states & political subdivisions | $41,215,000 | 450 |
| Other domestic debt securities | $12,526,000 | 722 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,526,000 | 307 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,538,000 | 1,002 |
| Mortgage-backed securities | $15,949,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $15,949,000 | 1,999 |
| Issued or guaranteed by U.S. | $15,949,000 | 1,988 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $76,834,000 | 1,332 |
| Total debt securities | $76,834,000 | 1,520 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $7,841,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $84,772,000 | 1,424 |
| U.S. Government securities | $28,084,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,084,000 | 2,721 |
| Securities issued by states & political subdivisions | $43,132,000 | 439 |
| Other domestic debt securities | $13,556,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,556,000 | 341 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,160,000 | 1,155 |
| Mortgage-backed securities | $19,399,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $19,399,000 | 1,730 |
| Issued or guaranteed by U.S. | $19,399,000 | 1,721 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $84,772,000 | 1,232 |
| Total debt securities | $84,772,000 | 1,392 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $8,132,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $88,491,000 | 1,358 |
| U.S. Government securities | $29,696,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,696,000 | 2,593 |
| Securities issued by states & political subdivisions | $42,558,000 | 454 |
| Other domestic debt securities | $16,237,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,237,000 | 293 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,533,000 | 1,113 |
| Mortgage-backed securities | $24,422,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $24,422,000 | 1,381 |
| Issued or guaranteed by U.S. | $24,422,000 | 1,372 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $88,491,000 | 1,191 |
| Total debt securities | $88,491,000 | 1,323 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $12,108,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $82,160,000 | 1,456 |
| U.S. Government securities | $22,480,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,480,000 | 3,227 |
| Securities issued by states & political subdivisions | $43,002,000 | 434 |
| Other domestic debt securities | $16,678,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,678,000 | 291 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,091,000 | 1,056 |
| Mortgage-backed securities | $16,043,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $16,043,000 | 1,669 |
| Issued or guaranteed by U.S. | $16,043,000 | 1,659 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $82,160,000 | 1,257 |
| Total debt securities | $82,160,000 | 1,421 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $18,421,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $75,820,000 | 1,570 |
| U.S. Government securities | $18,631,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,631,000 | 3,734 |
| Securities issued by states & political subdivisions | $40,121,000 | 459 |
| Other domestic debt securities | $17,068,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,068,000 | 277 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,486,000 | 1,119 |
| Mortgage-backed securities | $12,224,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $12,224,000 | 1,875 |
| Issued or guaranteed by U.S. | $12,224,000 | 1,866 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $75,820,000 | 1,356 |
| Total debt securities | $75,820,000 | 1,530 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $24,517,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $65,027,000 | 1,787 |
| U.S. Government securities | $9,928,000 | 5,415 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,928,000 | 5,309 |
| Securities issued by states & political subdivisions | $39,542,000 | 459 |
| Other domestic debt securities | $15,557,000 | 547 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,557,000 | 276 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,530,000 | 1,122 |
| Mortgage-backed securities | $3,588,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $3,588,000 | 3,483 |
| Issued or guaranteed by U.S. | $3,588,000 | 3,468 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $65,027,000 | 1,549 |
| Total debt securities | $65,027,000 | 1,751 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $24,614,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $66,911,000 | 1,755 |
| U.S. Government securities | $9,658,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,658,000 | 5,390 |
| Securities issued by states & political subdivisions | $40,727,000 | 444 |
| Other domestic debt securities | $16,526,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,526,000 | 275 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,368,000 | 1,358 |
| Mortgage-backed securities | $3,780,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $3,780,000 | 3,390 |
| Issued or guaranteed by U.S. | $3,780,000 | 3,371 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $66,911,000 | 1,507 |
| Total debt securities | $66,910,000 | 1,718 |
| Structured notes |
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| Trading account assets | $22,748,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $80,902,000 | 1,504 |
| U.S. Government securities | $19,195,000 | 3,828 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,195,000 | 3,725 |
| Securities issued by states & political subdivisions | $37,839,000 | 487 |
| Other domestic debt securities | $23,868,000 | 433 |
| Privately issued residential mortgage-backed securities | $1,977,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,891,000 | 232 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,375,000 | 1,171 |
| Mortgage-backed securities | $11,304,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $7,672,000 | 2,406 |
| Issued or guaranteed by U.S. | $7,672,000 | 2,394 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,632,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $1,655,000 | 1,949 |
| Privately issued | $1,977,000 | 688 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $80,902,000 | 1,310 |
| Total debt securities | $80,902,000 | 1,474 |
| Structured notes |
| Amortized cost | $500,000 | 2,419 |
| Fair value | $495,000 | 2,523 |
| 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 | $81,923,000 | 1,498 |
| U.S. Government securities | $19,162,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,162,000 | 3,780 |
| Securities issued by states & political subdivisions | $39,629,000 | 443 |
| Other domestic debt securities | $23,132,000 | 449 |
| Privately issued residential mortgage-backed securities | $2,054,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,078,000 | 244 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,551,000 | 1,361 |
| Mortgage-backed securities | $11,852,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $8,106,000 | 2,358 |
| Issued or guaranteed by U.S. | $8,106,000 | 2,344 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,746,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 1,917 |
| Privately issued | $2,054,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $81,923,000 | 1,290 |
| Total debt securities | $81,923,000 | 1,468 |
| Structured notes |
| Amortized cost | $500,000 | 2,538 |
| Fair value | $493,000 | 2,673 |
| 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 | $82,817,000 | 1,473 |
| U.S. Government securities | $19,294,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,294,000 | 3,753 |
| Securities issued by states & political subdivisions | $39,995,000 | 434 |
| Other domestic debt securities | $23,528,000 | 449 |
| Privately issued residential mortgage-backed securities | $2,076,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,452,000 | 248 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,228,000 | 1,324 |
| Mortgage-backed securities | $12,151,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $8,360,000 | 2,339 |
| Issued or guaranteed by U.S. | $8,360,000 | 2,328 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,791,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $1,715,000 | 1,903 |
| Privately issued | $2,076,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $82,817,000 | 1,263 |
| Total debt securities | $82,818,000 | 1,440 |
| Structured notes |
| Amortized cost | $500,000 | 2,594 |
| Fair value | $484,000 | 2,774 |
| 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 | $89,687,000 | 1,376 |
| U.S. Government securities | $19,955,000 | 3,815 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,955,000 | 3,694 |
| Securities issued by states & political subdivisions | $44,830,000 | 388 |
| Other domestic debt securities | $24,902,000 | 436 |
| Privately issued residential mortgage-backed securities | $2,158,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,744,000 | 248 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,723,000 | 1,248 |
| Mortgage-backed securities | $12,820,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $8,882,000 | 2,314 |
| Issued or guaranteed by U.S. | $8,882,000 | 2,302 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,938,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $1,780,000 | 1,890 |
| Privately issued | $2,158,000 | 628 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $89,687,000 | 1,186 |
| Total debt securities | $89,688,000 | 1,344 |
| Structured notes |
| Amortized cost | $500,000 | 2,585 |
| Fair value | $487,000 | 2,773 |
| 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 | $95,348,000 | 1,305 |
| U.S. Government securities | $21,180,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,180,000 | 3,506 |
| Securities issued by states & political subdivisions | $46,680,000 | 367 |
| Other domestic debt securities | $27,488,000 | 421 |
| Privately issued residential mortgage-backed securities | $2,274,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,214,000 | 229 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,363,000 | 1,268 |
| Mortgage-backed securities | $14,060,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $9,938,000 | 2,164 |
| Issued or guaranteed by U.S. | $9,938,000 | 2,152 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,122,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 1,872 |
| Privately issued | $2,274,000 | 610 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $95,348,000 | 1,107 |
| Total debt securities | $95,348,000 | 1,273 |
| Structured notes |
| Amortized cost | $500,000 | 2,581 |
| Fair value | $490,000 | 2,748 |
| 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 | $95,139,000 | 1,291 |
| U.S. Government securities | $21,968,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,968,000 | 3,373 |
| Securities issued by states & political subdivisions | $47,351,000 | 350 |
| Other domestic debt securities | $25,820,000 | 441 |
| Privately issued residential mortgage-backed securities | $2,380,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,440,000 | 248 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,263,000 | 1,213 |
| Mortgage-backed securities | $14,877,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $10,537,000 | 2,126 |
| Issued or guaranteed by U.S. | $10,537,000 | 2,115 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,340,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $1,960,000 | 1,845 |
| Privately issued | $2,380,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $95,139,000 | 1,098 |
| Total debt securities | $95,139,000 | 1,263 |
| Structured notes |
| Amortized cost | $500,000 | 2,532 |
| Fair value | $492,000 | 2,720 |
| 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 | $108,769,000 | 1,154 |
| U.S. Government securities | $29,187,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $29,187,000 | 2,762 |
| Securities issued by states & political subdivisions | $52,680,000 | 312 |
| Other domestic debt securities | $26,902,000 | 437 |
| Privately issued residential mortgage-backed securities | $2,500,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,402,000 | 241 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,749,000 | 1,159 |
| Mortgage-backed securities | $22,056,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $17,485,000 | 1,565 |
| Issued or guaranteed by U.S. | $17,485,000 | 1,550 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,571,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 1,855 |
| Privately issued | $2,500,000 | 575 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $108,769,000 | 979 |
| Total debt securities | $108,769,000 | 1,116 |
| Structured notes |
| Amortized cost | $500,000 | 2,519 |
| Fair value | $496,000 | 2,656 |
| 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 | $108,652,000 | 1,169 |
| U.S. Government securities | $30,106,000 | 2,842 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,106,000 | 2,731 |
| Securities issued by states & political subdivisions | $51,330,000 | 308 |
| Other domestic debt securities | $27,216,000 | 438 |
| Privately issued residential mortgage-backed securities | $2,587,000 | 592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,629,000 | 256 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,088,000 | 1,054 |
| Mortgage-backed securities | $23,207,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $18,522,000 | 1,557 |
| Issued or guaranteed by U.S. | $18,522,000 | 1,546 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,685,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 1,896 |
| Privately issued | $2,587,000 | 553 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $108,652,000 | 993 |
| Total debt securities | $108,652,000 | 1,130 |
| Structured notes |
| Amortized cost | $500,000 | 2,494 |
| Fair value | $489,000 | 2,655 |
| 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 | $121,895,000 | 1,044 |
| U.S. Government securities | $35,057,000 | 2,522 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,057,000 | 2,421 |
| Securities issued by states & political subdivisions | $54,470,000 | 282 |
| Other domestic debt securities | $32,368,000 | 401 |
| Privately issued residential mortgage-backed securities | $2,715,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,653,000 | 226 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,924,000 | 1,024 |
| Mortgage-backed securities | $24,753,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $19,836,000 | 1,499 |
| Issued or guaranteed by U.S. | $19,836,000 | 1,486 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,917,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $2,202,000 | 1,898 |
| Privately issued | $2,715,000 | 538 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $121,895,000 | 889 |
| Total debt securities | $121,895,000 | 1,016 |
| Structured notes |
| Amortized cost | $500,000 | 2,430 |
| Fair value | $493,000 | 2,630 |
| 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 | $126,273,000 | 1,007 |
| U.S. Government securities | $35,751,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $35,751,000 | 2,358 |
| Securities issued by states & political subdivisions | $52,988,000 | 303 |
| Other domestic debt securities | $37,534,000 | 355 |
| Privately issued residential mortgage-backed securities | $1,516,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,018,000 | 193 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,814,000 | 1,182 |
| Mortgage-backed securities | $23,674,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $19,915,000 | 1,492 |
| Issued or guaranteed by U.S. | $19,915,000 | 1,481 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,759,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $2,243,000 | 1,877 |
| Privately issued | $1,516,000 | 592 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $126,273,000 | 864 |
| Total debt securities | $126,273,000 | 975 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $994,000 | 2,193 |
| 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 | $126,900,000 | 1,009 |
| U.S. Government securities | $34,756,000 | 2,543 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $34,756,000 | 2,442 |
| Securities issued by states & political subdivisions | $50,473,000 | 307 |
| Other domestic debt securities | $41,671,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,671,000 | 172 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,093,000 | 1,462 |
| Mortgage-backed securities | $22,420,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $20,184,000 | 1,501 |
| Issued or guaranteed by U.S. | $20,184,000 | 1,488 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,236,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 1,921 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $126,900,000 | 862 |
| Total debt securities | $126,900,000 | 975 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $985,000 | 2,090 |
| 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 | $112,677,000 | 1,168 |
| U.S. Government securities | $29,908,000 | 2,823 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $29,908,000 | 2,727 |
| Securities issued by states & political subdivisions | $40,090,000 | 414 |
| Other domestic debt securities | $42,679,000 | 337 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,639,000 | 181 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,249,000 | 1,458 |
| Mortgage-backed securities | $20,471,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $18,057,000 | 1,659 |
| Issued or guaranteed by U.S. | $18,057,000 | 1,649 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,414,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $2,374,000 | 1,928 |
| Privately issued | $40,000 | 1,055 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $112,677,000 | 996 |
| Total debt securities | $112,677,000 | 1,128 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,008,000 | 1,805 |
| 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 | $117,654,000 | 1,143 |
| U.S. Government securities | $38,181,000 | 2,391 |
| U.S. Treasury securities | $2,075,000 | 1,069 |
| U.S. Government agency obligations | $36,106,000 | 2,427 |
| Securities issued by states & political subdivisions | $39,645,000 | 423 |
| Other domestic debt securities | $39,828,000 | 328 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,000 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,778,000 | 209 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,056,000 | 1,630 |
| Mortgage-backed securities | $22,001,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $19,644,000 | 1,572 |
| Issued or guaranteed by U.S. | $19,644,000 | 1,561 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,357,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 2,048 |
| Privately issued | $50,000 | 869 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $117,654,000 | 975 |
| Total debt securities | $117,654,000 | 1,103 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $998,000 | 1,761 |
| 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 | $118,594,000 | 1,123 |
| U.S. Government securities | $34,459,000 | 2,548 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,459,000 | 2,465 |
| Securities issued by states & political subdivisions | $45,311,000 | 357 |
| Other domestic debt securities | $38,824,000 | 350 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,705,000 | 228 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,676,000 | 1,534 |
| Mortgage-backed securities | $17,078,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $14,620,000 | 1,921 |
| Issued or guaranteed by U.S. | $14,620,000 | 1,913 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,458,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $2,339,000 | 2,080 |
| Privately issued | $119,000 | 877 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $118,594,000 | 960 |
| Total debt securities | $118,594,000 | 1,087 |
| 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 | $113,823,000 | 1,158 |
| U.S. Government securities | $21,797,000 | 3,482 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,797,000 | 3,347 |
| Securities issued by states & political subdivisions | $52,030,000 | 292 |
| Other domestic debt securities | $39,996,000 | 355 |
| Privately issued residential mortgage-backed securities | $2,843,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,153,000 | 243 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,620,000 | 1,612 |
| Mortgage-backed securities | $19,575,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $16,732,000 | 1,713 |
| Issued or guaranteed by U.S. | $16,732,000 | 1,705 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,843,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $2,843,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $113,823,000 | 977 |
| Total debt securities | $113,823,000 | 1,113 |
| 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 | $99,014,000 | 1,278 |
| U.S. Government securities | $22,812,000 | 3,364 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $22,812,000 | 3,211 |
| Securities issued by states & political subdivisions | $44,417,000 | 333 |
| Other domestic debt securities | $30,484,000 | 438 |
| Privately issued residential mortgage-backed securities | $591,000 | 810 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,893,000 | 307 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,301,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,615,000 | 1,894 |
| Mortgage-backed securities | $20,862,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $20,271,000 | 1,483 |
| Issued or guaranteed by U.S. | $20,271,000 | 1,479 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $591,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $591,000 | 717 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $99,014,000 | 1,082 |
| Total debt securities | $97,713,000 | 1,253 |
| 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 | $92,483,000 | 1,340 |
| U.S. Government securities | $25,859,000 | 3,027 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,859,000 | 2,879 |
| Securities issued by states & political subdivisions | $32,952,000 | 476 |
| Other domestic debt securities | $32,407,000 | 426 |
| Privately issued residential mortgage-backed securities | $828,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,579,000 | 289 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,265,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,680,000 | 1,792 |
| Mortgage-backed securities | $24,645,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $23,817,000 | 1,284 |
| Issued or guaranteed by U.S. | $23,817,000 | 1,279 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $828,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $828,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $92,483,000 | 1,125 |
| Total debt securities | $91,218,000 | 1,312 |
| 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 | $54,199,000 | 2,052 |
| U.S. Government securities | $15,699,000 | 4,236 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,699,000 | 4,041 |
| Securities issued by states & political subdivisions | $23,490,000 | 681 |
| Other domestic debt securities | $15,010,000 | 723 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,010,000 | 532 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,464,000 | 2,161 |
| Mortgage-backed securities | $14,133,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $14,133,000 | 1,675 |
| Issued or guaranteed by U.S. | $14,133,000 | 1,666 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $54,199,000 | 1,705 |
| Total debt securities | $54,199,000 | 1,985 |
| 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 | $41,160,000 | 2,626 |
| U.S. Government securities | $10,089,000 | 5,821 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,089,000 | 5,499 |
| Securities issued by states & political subdivisions | $20,325,000 | 762 |
| Other domestic debt securities | $8,527,000 | 882 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,527,000 | 721 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,219,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,281,000 | 2,002 |
| Mortgage-backed securities | $1,083,000 | 5,451 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 4,701 |
| Issued or guaranteed by U.S. | $1,083,000 | 4,686 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 4,931 |
| Available-for-sale securities (fair market value) | $40,660,000 | 2,109 |
| Total debt securities | $38,941,000 | 2,658 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $33,656,000 | 3,269 |
| U.S. Government securities | $13,911,000 | 5,004 |
| U.S. Treasury securities | $3,789,000 | 1,922 |
| U.S. Government agency obligations | $10,122,000 | 5,551 |
| Securities issued by states & political subdivisions | $13,631,000 | 1,240 |
| Other domestic debt securities | $4,189,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,189,000 | 1,061 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,925,000 | 1,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,326,000 | 1,627 |
| Mortgage-backed securities | $1,453,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $1,453,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,453,000 | 4,607 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $33,656,000 | 2,562 |
| Total debt securities | $31,731,000 | 3,313 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $29,086,000 | 3,738 |
| U.S. Government securities | $10,756,000 | 5,856 |
| U.S. Treasury securities | $5,773,000 | 2,020 |
| U.S. Government agency obligations | $4,983,000 | 7,237 |
| Securities issued by states & political subdivisions | $13,922,000 | 1,197 |
| Other domestic debt securities | $3,088,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,088,000 | 1,133 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,320,000 | 1,969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,748,000 | 1,220 |
| Mortgage-backed securities | $2,919,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 3,857 |
| Issued or guaranteed by U.S. | $2,919,000 | 3,838 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $29,086,000 | 2,872 |
| Total debt securities | $27,766,000 | 3,769 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $32,249,000 | 3,410 |
| U.S. Government securities | $18,166,000 | 4,392 |
| U.S. Treasury securities | $9,233,000 | 1,974 |
| U.S. Government agency obligations | $8,933,000 | 5,617 |
| Securities issued by states & political subdivisions | $9,177,000 | 1,607 |
| Other domestic debt securities | $3,888,000 | 980 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,888,000 | 762 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,018,000 | 2,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,486,000 | 2,426 |
| Mortgage-backed securities | $6,893,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $6,893,000 | 2,444 |
| Issued or guaranteed by U.S. | $6,893,000 | 2,430 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,094,000 | 3,465 |
| Available-for-sale securities (fair market value) | $25,155,000 | 3,037 |
| Total debt securities | $31,231,000 | 3,410 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $23,740,000 | 4,677 |
| U.S. Government securities | $13,836,000 | 5,794 |
| U.S. Treasury securities | $10,103,000 | 2,199 |
| U.S. Government agency obligations | $3,733,000 | 8,370 |
| Securities issued by states & political subdivisions | $4,829,000 | 2,897 |
| Other domestic debt securities | $4,427,000 | 964 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,427,000 | 678 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $648,000 | 3,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,573,000 | 2,801 |
| Mortgage-backed securities | $973,000 | 6,894 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,861 |
| Issued or guaranteed by U.S. | $973,000 | 5,847 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,447,000 | 5,995 |
| Available-for-sale securities (fair market value) | $21,293,000 | 3,644 |
| Total debt securities | $23,092,000 | 4,688 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $21,678,000 | 5,251 |
| U.S. Government securities | $12,972,000 | 6,290 |
| U.S. Treasury securities | $9,818,000 | 2,770 |
| U.S. Government agency obligations | $3,154,000 | 8,863 |
| Securities issued by states & political subdivisions | $3,460,000 | 3,656 |
| Other domestic debt securities | $4,828,000 | 1,089 |
| 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 | $4,828,000 | 810 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $418,000 | 3,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,558,000 | 3,044 |
| Mortgage-backed securities | $1,079,000 | 7,197 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 5,965 |
| Issued or guaranteed by U.S. | $1,079,000 | 5,930 |
| 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) | $1,364,000 | 7,142 |
| Available-for-sale securities (fair market value) | $20,314,000 | 3,912 |
| Total debt securities | $21,182,000 | 5,242 |
| 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 | $19,629,000 | 5,947 |
| U.S. Government securities | $12,137,000 | 6,919 |
| U.S. Treasury securities | $10,009,000 | 3,391 |
| U.S. Government agency obligations | $2,128,000 | 9,794 |
| Securities issued by states & political subdivisions | $2,077,000 | 5,100 |
| Other domestic debt securities | $5,038,000 | 1,165 |
| 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 | $5,038,000 | 881 |
| Foreign debt securities | NA | NA |
| Equity securities | $377,000 | 3,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,749,000 | 3,263 |
| Mortgage-backed securities | $127,000 | 9,491 |
| Certificates of participation in pools of residential mortgages | $127,000 | 8,676 |
| Issued or guaranteed by U.S. | $127,000 | 8,646 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $646,000 | 10,988 |
| Available-for-sale securities (fair market value) | $18,983,000 | 2,952 |
| Total debt securities | $19,176,000 | 5,967 |
| 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 | $17,133,000 | 6,786 |
| U.S. Government securities | $9,823,000 | 8,092 |
| U.S. Treasury securities | $8,457,000 | 3,997 |
| U.S. Government agency obligations | $1,366,000 | 10,843 |
| Securities issued by states & political subdivisions | $2,006,000 | 5,301 |
| Other domestic debt securities | $4,972,000 | 1,419 |
| 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 | $4,972,000 | 1,060 |
| Foreign debt securities | NA | NA |
| Equity securities | $332,000 | 3,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,113,000 | 3,607 |
| Mortgage-backed securities | $170,000 | 10,045 |
| Certificates of participation in pools of residential mortgages | $170,000 | 9,137 |
| Issued or guaranteed by U.S. | $170,000 | 9,085 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $16,729,000 | 6,766 |
| 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 | $16,025,000 | 7,074 |
| U.S. Government securities | $7,421,000 | 9,307 |
| U.S. Treasury securities | $5,982,000 | 5,212 |
| U.S. Government agency obligations | $1,439,000 | 11,091 |
| Securities issued by states & political subdivisions | $2,537,000 | 4,455 |
| Other domestic debt securities | $6,041,000 | 1,473 |
| 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 | $6,041,000 | 1,037 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,686,000 | 3,665 |
| Mortgage-backed securities | $242,000 | 10,380 |
| Certificates of participation in pools of residential mortgages | $242,000 | 9,339 |
| Issued or guaranteed by U.S. | $242,000 | 9,269 |
| 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 | $15,899,000 | 6,993 |
| 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 |
