| 2023-12-31 | Rank |
| Total securities | $178,902,000 | 1,064 |
| U.S. Government securities | $25,001,000 | 2,686 |
| U.S. Treasury securities | $3,869,000 | 1,988 |
| U.S. Government agency obligations | $21,132,000 | 2,534 |
| Securities issued by states & political subdivisions | $97,727,000 | 450 |
| Other domestic debt securities | $55,620,000 | 376 |
| Privately issued residential mortgage-backed securities | $13,500,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,275,000 | 243 |
| Structured financial products - Total | $5,230,000 | 339 |
| Other domestic debt securities - All other | $23,421,000 | 363 |
| Foreign debt securities | $554,000 | 237 |
| 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 | $60,872,000 | 1,301 |
| Mortgage-backed securities | $35,402,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,043,000 | 2,686 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,488,000 | 1,029 |
| Privately issued | $13,500,000 | 199 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,177,000 | 838 |
| Other commercial mortgage-backed securities | $4,194,000 | 757 |
| Held to maturity securities (book value) | $109,101,000 | 357 |
| Available-for-sale securities (fair market value) | $69,801,000 | 1,941 |
| Total debt securities | $177,149,000 | 1,060 |
| Structured notes |
| Amortized cost | $206,000 | 1,099 |
| Fair value | $163,000 | 1,101 |
| 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 | $147,508,000 | 1,255 |
| U.S. Government securities | $15,236,000 | 3,261 |
| U.S. Treasury securities | $1,866,000 | 2,401 |
| U.S. Government agency obligations | $13,370,000 | 2,985 |
| Securities issued by states & political subdivisions | $90,492,000 | 466 |
| Other domestic debt securities | $41,226,000 | 440 |
| Privately issued residential mortgage-backed securities | $12,790,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 525 |
| Structured financial products - Total | $3,353,000 | 404 |
| Other domestic debt securities - All other | $21,818,000 | 378 |
| Foreign debt securities | $554,000 | 251 |
| 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 | $60,720,000 | 1,250 |
| Mortgage-backed securities | $29,371,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,632,000 | 3,093 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,574,000 | 1,119 |
| Privately issued | $12,790,000 | 188 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,164,000 | 830 |
| Other commercial mortgage-backed securities | $3,211,000 | 811 |
| Held to maturity securities (book value) | $109,162,000 | 370 |
| Available-for-sale securities (fair market value) | $38,346,000 | 2,683 |
| Total debt securities | $146,775,000 | 1,242 |
| Structured notes |
| Amortized cost | $206,000 | 1,119 |
| Fair value | $152,000 | 1,120 |
| 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 | $148,079,000 | 1,291 |
| U.S. Government securities | $15,279,000 | 3,314 |
| U.S. Treasury securities | $1,861,000 | 2,431 |
| U.S. Government agency obligations | $13,418,000 | 3,025 |
| Securities issued by states & political subdivisions | $90,583,000 | 519 |
| Other domestic debt securities | $41,663,000 | 440 |
| Privately issued residential mortgage-backed securities | $13,169,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,000 | 522 |
| Structured financial products - Total | $3,474,000 | 384 |
| Other domestic debt securities - All other | $21,717,000 | 378 |
| Foreign debt securities | $554,000 | 248 |
| 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 | $60,749,000 | 1,231 |
| Mortgage-backed securities | $29,813,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,687,000 | 3,099 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,580,000 | 1,128 |
| Privately issued | $13,169,000 | 187 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,151,000 | 828 |
| Other commercial mortgage-backed securities | $3,226,000 | 814 |
| Held to maturity securities (book value) | $109,227,000 | 366 |
| Available-for-sale securities (fair market value) | $38,852,000 | 2,721 |
| Total debt securities | $147,295,000 | 1,279 |
| Structured notes |
| Amortized cost | $205,000 | 1,165 |
| Fair value | $172,000 | 1,166 |
| 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 | $147,871,000 | 1,349 |
| U.S. Government securities | $15,334,000 | 3,389 |
| U.S. Treasury securities | $1,855,000 | 2,514 |
| U.S. Government agency obligations | $13,479,000 | 3,042 |
| Securities issued by states & political subdivisions | $90,912,000 | 555 |
| Other domestic debt securities | $41,071,000 | 471 |
| Privately issued residential mortgage-backed securities | $13,371,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,000 | 523 |
| Structured financial products - Total | $3,560,000 | 382 |
| Other domestic debt securities - All other | $20,800,000 | 402 |
| Foreign debt securities | $554,000 | 219 |
| 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 | $60,626,000 | 1,190 |
| Mortgage-backed securities | $30,090,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,734,000 | 3,128 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,607,000 | 1,164 |
| Privately issued | $13,371,000 | 187 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,138,000 | 858 |
| Other commercial mortgage-backed securities | $3,240,000 | 835 |
| Held to maturity securities (book value) | $109,511,000 | 379 |
| Available-for-sale securities (fair market value) | $38,360,000 | 2,811 |
| Total debt securities | $147,065,000 | 1,342 |
| Structured notes |
| Amortized cost | $204,000 | 1,194 |
| Fair value | $180,000 | 1,194 |
| 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 | $150,337,000 | 1,352 |
| U.S. Government securities | $15,438,000 | 3,383 |
| U.S. Treasury securities | $1,850,000 | 2,544 |
| U.S. Government agency obligations | $13,588,000 | 3,026 |
| Securities issued by states & political subdivisions | $91,194,000 | 566 |
| Other domestic debt securities | $43,151,000 | 462 |
| Privately issued residential mortgage-backed securities | $13,723,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,000 | 524 |
| Structured financial products - Total | $3,686,000 | 392 |
| Other domestic debt securities - All other | $22,037,000 | 400 |
| Foreign debt securities | $554,000 | 224 |
| 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 | $60,345,000 | 1,109 |
| Mortgage-backed securities | $30,890,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,876,000 | 3,134 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,585,000 | 1,178 |
| Privately issued | $13,723,000 | 182 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,127,000 | 862 |
| Other commercial mortgage-backed securities | $3,579,000 | 809 |
| Held to maturity securities (book value) | $109,387,000 | 384 |
| Available-for-sale securities (fair market value) | $40,950,000 | 2,753 |
| Total debt securities | $149,518,000 | 1,342 |
| Structured notes |
| Amortized cost | $203,000 | 1,222 |
| Fair value | $169,000 | 1,224 |
| 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 | $148,054,000 | 1,377 |
| U.S. Government securities | $15,065,000 | 3,418 |
| U.S. Treasury securities | $1,845,000 | 2,566 |
| U.S. Government agency obligations | $13,220,000 | 3,061 |
| Securities issued by states & political subdivisions | $91,053,000 | 569 |
| Other domestic debt securities | $41,326,000 | 455 |
| Privately issued residential mortgage-backed securities | $12,625,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,000 | 512 |
| Structured financial products - Total | $2,676,000 | 326 |
| Other domestic debt securities - All other | $23,237,000 | 392 |
| Foreign debt securities | $610,000 | 227 |
| 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 | $59,041,000 | 1,062 |
| Mortgage-backed securities | $28,480,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,972,000 | 3,126 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,599,000 | 1,191 |
| Privately issued | $12,625,000 | 189 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,649,000 | 932 |
| Other commercial mortgage-backed securities | $2,635,000 | 921 |
| Held to maturity securities (book value) | $108,841,000 | 381 |
| Available-for-sale securities (fair market value) | $39,213,000 | 2,829 |
| Total debt securities | $147,172,000 | 1,369 |
| Structured notes |
| Amortized cost | $205,000 | 1,206 |
| Fair value | $169,000 | 1,208 |
| 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 | $145,170,000 | 1,422 |
| U.S. Government securities | $17,445,000 | 3,306 |
| U.S. Treasury securities | $1,797,000 | 2,546 |
| U.S. Government agency obligations | $15,648,000 | 2,946 |
| Securities issued by states & political subdivisions | $91,076,000 | 595 |
| Other domestic debt securities | $36,649,000 | 476 |
| Privately issued residential mortgage-backed securities | $10,934,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $193,000 | 508 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $21,974,000 | 411 |
| 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 | $58,461,000 | 1,060 |
| Mortgage-backed securities | $30,130,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 3,222 |
| Issued or guaranteed by U.S. | $2,071,000 | 3,133 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $21,102,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $10,168,000 | 1,133 |
| Privately issued | $10,934,000 | 203 |
| Commercial mortgage-backed securities | $6,957,000 | 1,030 |
| Commercial mortgage pass-through securities | $3,409,000 | 836 |
| Other commercial mortgage-backed securities | $3,548,000 | 899 |
| Held to maturity securities (book value) | $73,000 | 1,741 |
| Available-for-sale securities (fair market value) | $145,097,000 | 1,263 |
| Total debt securities | $144,288,000 | 1,412 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $196,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $158,537,000 | 1,309 |
| U.S. Government securities | $18,786,000 | 3,156 |
| U.S. Treasury securities | $1,873,000 | 2,306 |
| U.S. Government agency obligations | $16,913,000 | 2,861 |
| Securities issued by states & political subdivisions | $101,905,000 | 540 |
| Other domestic debt securities | $37,846,000 | 459 |
| Privately issued residential mortgage-backed securities | $12,074,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $243,000 | 512 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $21,871,000 | 411 |
| 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 | $64,201,000 | 950 |
| Mortgage-backed securities | $32,645,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $2,304,000 | 3,197 |
| Issued or guaranteed by U.S. | $2,304,000 | 3,108 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $23,048,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $10,974,000 | 1,103 |
| Privately issued | $12,074,000 | 185 |
| Commercial mortgage-backed securities | $7,293,000 | 1,003 |
| Commercial mortgage pass-through securities | $3,635,000 | 811 |
| Other commercial mortgage-backed securities | $3,658,000 | 881 |
| Held to maturity securities (book value) | $76,000 | 1,664 |
| Available-for-sale securities (fair market value) | $158,461,000 | 1,176 |
| Total debt securities | $155,719,000 | 1,307 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $224,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $168,022,000 | 1,206 |
| U.S. Government securities | $20,589,000 | 2,904 |
| U.S. Treasury securities | $2,004,000 | 1,759 |
| U.S. Government agency obligations | $18,585,000 | 2,733 |
| Securities issued by states & political subdivisions | $111,455,000 | 507 |
| Other domestic debt securities | $35,978,000 | 465 |
| Privately issued residential mortgage-backed securities | $11,456,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $318,000 | 512 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,949,000 | 400 |
| 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 | $71,245,000 | 866 |
| Mortgage-backed securities | $33,296,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,149 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,045 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,418,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $11,962,000 | 1,037 |
| Privately issued | $11,456,000 | 156 |
| Commercial mortgage-backed securities | $7,245,000 | 1,000 |
| Commercial mortgage pass-through securities | $3,990,000 | 782 |
| Other commercial mortgage-backed securities | $3,255,000 | 907 |
| Held to maturity securities (book value) | $79,000 | 1,585 |
| Available-for-sale securities (fair market value) | $167,943,000 | 1,103 |
| Total debt securities | $165,669,000 | 1,205 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $271,000 | 227 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $161,843,000 | 1,178 |
| U.S. Government securities | $14,916,000 | 3,194 |
| U.S. Treasury securities | $2,008,000 | 1,563 |
| U.S. Government agency obligations | $12,908,000 | 3,093 |
| Securities issued by states & political subdivisions | $114,777,000 | 464 |
| Other domestic debt securities | $32,150,000 | 473 |
| Privately issued residential mortgage-backed securities | $8,373,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $401,000 | 515 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $22,343,000 | 366 |
| 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 | $44,274,000 | 1,225 |
| Mortgage-backed securities | $22,314,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $2,867,000 | 3,126 |
| Issued or guaranteed by U.S. | $2,867,000 | 3,039 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,418,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $7,045,000 | 1,330 |
| Privately issued | $8,373,000 | 152 |
| Commercial mortgage-backed securities | $4,029,000 | 1,236 |
| Commercial mortgage pass-through securities | $2,996,000 | 876 |
| Other commercial mortgage-backed securities | $1,033,000 | 1,182 |
| Held to maturity securities (book value) | $85,000 | 1,606 |
| Available-for-sale securities (fair market value) | $161,758,000 | 1,088 |
| Total debt securities | $159,489,000 | 1,173 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $274,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $174,428,000 | 1,057 |
| U.S. Government securities | $27,719,000 | 2,429 |
| U.S. Treasury securities | $2,016,000 | 1,446 |
| U.S. Government agency obligations | $25,703,000 | 2,342 |
| Securities issued by states & political subdivisions | $115,035,000 | 443 |
| Other domestic debt securities | $31,674,000 | 458 |
| Privately issued residential mortgage-backed securities | $8,702,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $552,000 | 514 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $21,391,000 | 352 |
| 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 | $47,946,000 | 1,142 |
| Mortgage-backed securities | $35,434,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $9,590,000 | 2,306 |
| Issued or guaranteed by U.S. | $9,590,000 | 2,245 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $22,726,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $14,024,000 | 912 |
| Privately issued | $8,702,000 | 141 |
| Commercial mortgage-backed securities | $3,118,000 | 1,324 |
| Commercial mortgage pass-through securities | $2,089,000 | 997 |
| Other commercial mortgage-backed securities | $1,029,000 | 1,168 |
| Held to maturity securities (book value) | $91,000 | 1,587 |
| Available-for-sale securities (fair market value) | $174,337,000 | 975 |
| Total debt securities | $172,073,000 | 1,059 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $303,000 | 221 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $174,056,000 | 985 |
| U.S. Government securities | $28,360,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $28,360,000 | 2,130 |
| Securities issued by states & political subdivisions | $108,367,000 | 435 |
| Other domestic debt securities | $37,329,000 | 390 |
| Privately issued residential mortgage-backed securities | $8,774,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $889,000 | 498 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $26,652,000 | 290 |
| 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 | $46,262,000 | 1,131 |
| Mortgage-backed securities | $38,148,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $10,123,000 | 2,189 |
| Issued or guaranteed by U.S. | $10,123,000 | 2,124 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $24,989,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $16,215,000 | 819 |
| Privately issued | $8,774,000 | 130 |
| Commercial mortgage-backed securities | $3,036,000 | 1,309 |
| Commercial mortgage pass-through securities | $2,022,000 | 992 |
| Other commercial mortgage-backed securities | $1,014,000 | 1,150 |
| Held to maturity securities (book value) | $98,000 | 1,581 |
| Available-for-sale securities (fair market value) | $173,958,000 | 906 |
| Total debt securities | $171,702,000 | 987 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $333,000 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $203,614,000 | 783 |
| U.S. Government securities | $33,274,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $33,274,000 | 1,837 |
| Securities issued by states & political subdivisions | $141,565,000 | 307 |
| Other domestic debt securities | $28,775,000 | 437 |
| Privately issued residential mortgage-backed securities | $1,548,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,356,000 | 446 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $25,871,000 | 281 |
| 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 | $51,533,000 | 1,032 |
| Mortgage-backed securities | $34,822,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $7,383,000 | 2,372 |
| Issued or guaranteed by U.S. | $7,383,000 | 2,306 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $25,305,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $23,757,000 | 633 |
| Privately issued | $1,548,000 | 230 |
| Commercial mortgage-backed securities | $2,134,000 | 1,387 |
| Commercial mortgage pass-through securities | $2,134,000 | 935 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $103,000 | 1,563 |
| Available-for-sale securities (fair market value) | $203,511,000 | 715 |
| Total debt securities | $201,378,000 | 779 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $390,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $218,422,000 | 692 |
| U.S. Government securities | $35,622,000 | 1,802 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $35,622,000 | 1,718 |
| Securities issued by states & political subdivisions | $155,033,000 | 246 |
| Other domestic debt securities | $27,767,000 | 425 |
| Privately issued residential mortgage-backed securities | $1,694,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,846,000 | 411 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,227,000 | 278 |
| 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 | $50,176,000 | 1,022 |
| Mortgage-backed securities | $37,316,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,280 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,211 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $29,249,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $27,555,000 | 579 |
| Privately issued | $1,694,000 | 217 |
| Commercial mortgage-backed securities | $101,000 | 1,905 |
| Commercial mortgage pass-through securities | $101,000 | 1,435 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $108,000 | 1,562 |
| Available-for-sale securities (fair market value) | $218,314,000 | 634 |
| Total debt securities | $216,369,000 | 691 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $398,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $203,634,000 | 706 |
| U.S. Government securities | $31,375,000 | 1,955 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $31,375,000 | 1,854 |
| Securities issued by states & political subdivisions | $143,642,000 | 249 |
| Other domestic debt securities | $28,617,000 | 410 |
| Privately issued residential mortgage-backed securities | $1,857,000 | 326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,783,000 | 339 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $23,977,000 | 275 |
| 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 | $58,384,000 | 901 |
| Mortgage-backed securities | $33,232,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $4,257,000 | 2,777 |
| Issued or guaranteed by U.S. | $4,257,000 | 2,700 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $28,873,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $27,016,000 | 601 |
| Privately issued | $1,857,000 | 199 |
| Commercial mortgage-backed securities | $102,000 | 1,895 |
| Commercial mortgage pass-through securities | $102,000 | 1,434 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $114,000 | 1,573 |
| Available-for-sale securities (fair market value) | $203,520,000 | 649 |
| Total debt securities | $200,644,000 | 711 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $407,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $210,770,000 | 668 |
| U.S. Government securities | $36,542,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $36,542,000 | 1,694 |
| Securities issued by states & political subdivisions | $143,362,000 | 221 |
| Other domestic debt securities | $30,866,000 | 373 |
| Privately issued residential mortgage-backed securities | $1,488,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,288,000 | 308 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $26,090,000 | 236 |
| 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 | $73,209,000 | 740 |
| Mortgage-backed securities | $37,927,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $4,777,000 | 2,711 |
| Issued or guaranteed by U.S. | $4,777,000 | 2,623 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $33,150,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $31,662,000 | 560 |
| Privately issued | $1,488,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $120,000 | 1,581 |
| Available-for-sale securities (fair market value) | $210,650,000 | 607 |
| Total debt securities | $207,128,000 | 671 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $387,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $200,971,000 | 678 |
| U.S. Government securities | $50,748,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $50,748,000 | 1,360 |
| Securities issued by states & political subdivisions | $111,594,000 | 270 |
| Other domestic debt securities | $38,629,000 | 311 |
| Privately issued residential mortgage-backed securities | $6,706,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $4,183,000 | 260 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $27,740,000 | 210 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,431,000 | 933 |
| Mortgage-backed securities | $57,237,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $5,145,000 | 2,600 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $5,145,000 | 80 |
| Collaterized mortgage obligations | $52,092,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $50,531,000 | 404 |
| Privately issued | $1,561,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $128,000 | 1,624 |
| Available-for-sale securities (fair market value) | $200,843,000 | 612 |
| Total debt securities | $198,926,000 | 677 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $349,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $177,566,000 | 760 |
| U.S. Government securities | $57,602,000 | 1,299 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $57,602,000 | 1,226 |
| Securities issued by states & political subdivisions | $78,486,000 | 401 |
| Other domestic debt securities | $41,478,000 | 300 |
| Privately issued residential mortgage-backed securities | $1,675,000 | 347 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $6,320,000 | 217 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $33,483,000 | 183 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,086,000 | 886 |
| Mortgage-backed securities | $59,058,000 | 962 |
| Certificates of participation in pools of residential mortgages | $5,552,000 | 2,521 |
| Issued or guaranteed by U.S. | $5,552,000 | 2,446 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $53,506,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $51,831,000 | 390 |
| Privately issued | $1,675,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $135,000 | 1,688 |
| Available-for-sale securities (fair market value) | $177,431,000 | 680 |
| Total debt securities | $175,439,000 | 757 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $367,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $187,893,000 | 723 |
| U.S. Government securities | $51,157,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $51,157,000 | 1,350 |
| Securities issued by states & political subdivisions | $98,042,000 | 301 |
| Other domestic debt securities | $38,694,000 | 289 |
| Privately issued residential mortgage-backed securities | $1,819,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $5,777,000 | 209 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $31,098,000 | 188 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,859,000 | 696 |
| Mortgage-backed securities | $52,755,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $5,034,000 | 2,599 |
| Issued or guaranteed by U.S. | $5,034,000 | 2,531 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $47,721,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $45,902,000 | 399 |
| Privately issued | $1,819,000 | 201 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $141,000 | 1,729 |
| Available-for-sale securities (fair market value) | $187,752,000 | 641 |
| Total debt securities | $185,779,000 | 723 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $358,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $222,658,000 | 633 |
| U.S. Government securities | $33,999,000 | 1,968 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $33,999,000 | 1,856 |
| Securities issued by states & political subdivisions | $149,482,000 | 199 |
| Other domestic debt securities | $39,177,000 | 274 |
| Privately issued residential mortgage-backed securities | $1,893,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $5,904,000 | 192 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $31,380,000 | 181 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,795,000 | 654 |
| Mortgage-backed securities | $35,669,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 3,198 |
| Issued or guaranteed by U.S. | $2,237,000 | 3,106 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $33,432,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $31,539,000 | 534 |
| Privately issued | $1,893,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $146,000 | 1,754 |
| Available-for-sale securities (fair market value) | $222,512,000 | 553 |
| Total debt securities | $222,657,000 | 622 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $325,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $220,231,000 | 634 |
| U.S. Government securities | $33,747,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $33,747,000 | 1,890 |
| Securities issued by states & political subdivisions | $145,125,000 | 216 |
| Other domestic debt securities | $41,359,000 | 258 |
| Privately issued residential mortgage-backed securities | $1,966,000 | 285 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $6,000,000 | 184 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $33,393,000 | 166 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,556,000 | 714 |
| Mortgage-backed securities | $35,454,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 3,220 |
| Issued or guaranteed by U.S. | $2,260,000 | 3,146 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,194,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $31,228,000 | 534 |
| Privately issued | $1,966,000 | 200 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $152,000 | 1,791 |
| Available-for-sale securities (fair market value) | $220,079,000 | 563 |
| Total debt securities | $220,230,000 | 628 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $323,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $210,849,000 | 653 |
| U.S. Government securities | $17,818,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $17,818,000 | 2,721 |
| Securities issued by states & political subdivisions | $150,002,000 | 205 |
| Other domestic debt securities | $43,029,000 | 248 |
| Privately issued residential mortgage-backed securities | $4,042,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $4,139,000 | 213 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $34,848,000 | 166 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,509,000 | 743 |
| Mortgage-backed securities | $21,568,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 3,260 |
| Issued or guaranteed by U.S. | $2,295,000 | 3,233 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,273,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $15,231,000 | 845 |
| Privately issued | $4,042,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $158,000 | 1,826 |
| Available-for-sale securities (fair market value) | $210,691,000 | 572 |
| Total debt securities | $210,848,000 | 646 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $295,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $220,387,000 | 636 |
| U.S. Government securities | $18,160,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $18,160,000 | 2,710 |
| Securities issued by states & political subdivisions | $154,973,000 | 201 |
| Other domestic debt securities | $47,254,000 | 237 |
| Privately issued residential mortgage-backed securities | $4,160,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $4,321,000 | 199 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $38,773,000 | 152 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,550,000 | 667 |
| Mortgage-backed securities | $22,025,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 3,272 |
| Issued or guaranteed by U.S. | $2,417,000 | 3,110 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $19,608,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $15,448,000 | 830 |
| Privately issued | $4,160,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $165,000 | 1,851 |
| Available-for-sale securities (fair market value) | $220,222,000 | 559 |
| Total debt securities | $220,386,000 | 627 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $296,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $221,957,000 | 633 |
| U.S. Government securities | $17,328,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,328,000 | 2,842 |
| Securities issued by states & political subdivisions | $158,931,000 | 199 |
| Other domestic debt securities | $45,698,000 | 225 |
| Privately issued residential mortgage-backed securities | $4,226,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,498,000 | 225 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $38,974,000 | 152 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,808,000 | 641 |
| Mortgage-backed securities | $21,257,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $2,542,000 | 3,290 |
| Issued or guaranteed by U.S. | $2,542,000 | 3,284 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,715,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $14,489,000 | 864 |
| Privately issued | $4,226,000 | 157 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $174,000 | 1,874 |
| Available-for-sale securities (fair market value) | $221,783,000 | 557 |
| Total debt securities | $221,958,000 | 625 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $329,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $218,667,000 | 651 |
| U.S. Government securities | $18,009,000 | 2,946 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $18,009,000 | 2,811 |
| Securities issued by states & political subdivisions | $161,843,000 | 199 |
| Other domestic debt securities | $38,815,000 | 249 |
| Privately issued residential mortgage-backed securities | $2,268,000 | 204 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $627,000 | 293 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $35,920,000 | 164 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,424,000 | 600 |
| Mortgage-backed securities | $19,978,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $3,736,000 | 3,048 |
| Issued or guaranteed by U.S. | $3,736,000 | 3,045 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $16,242,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $13,974,000 | 888 |
| Privately issued | $2,268,000 | 194 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $179,000 | 1,900 |
| Available-for-sale securities (fair market value) | $218,488,000 | 572 |
| Total debt securities | $218,668,000 | 644 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $355,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $193,320,000 | 728 |
| U.S. Government securities | $17,611,000 | 3,002 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,611,000 | 2,882 |
| Securities issued by states & political subdivisions | $137,832,000 | 238 |
| Other domestic debt securities | $37,877,000 | 258 |
| Privately issued residential mortgage-backed securities | $2,384,000 | 210 |
| Commercial mortgage-backed securities - Total | $371,000 | 131 |
| Asset backed securities | $777,000 | 272 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $34,345,000 | 172 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $101,272,000 | 602 |
| Mortgage-backed securities | $20,064,000 | 1,957 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 3,067 |
| Issued or guaranteed by U.S. | $3,927,000 | 3,065 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,766,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $13,382,000 | 928 |
| Privately issued | $2,384,000 | 200 |
| Commercial mortgage-backed securities | $371,000 | 1,400 |
| Commercial mortgage pass-through securities | $371,000 | 985 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $187,000 | 1,951 |
| Available-for-sale securities (fair market value) | $193,133,000 | 640 |
| Total debt securities | $193,320,000 | 720 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $320,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $203,672,000 | 710 |
| U.S. Government securities | $18,120,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,120,000 | 2,886 |
| Securities issued by states & political subdivisions | $145,683,000 | 227 |
| Other domestic debt securities | $39,865,000 | 252 |
| Privately issued residential mortgage-backed securities | $2,469,000 | 215 |
| Commercial mortgage-backed securities - Total | $1,404,000 | 104 |
| Asset backed securities | $945,000 | 252 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $35,047,000 | 177 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,671,000 | 592 |
| Mortgage-backed securities | $21,689,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,111,000 | 3,068 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,174,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $13,705,000 | 904 |
| Privately issued | $2,469,000 | 203 |
| Commercial mortgage-backed securities | $1,404,000 | 1,091 |
| Commercial mortgage pass-through securities | $1,404,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $195,000 | 1,974 |
| Available-for-sale securities (fair market value) | $203,477,000 | 623 |
| Total debt securities | $203,668,000 | 700 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $346,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $231,918,000 | 641 |
| U.S. Government securities | $18,205,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,205,000 | 2,937 |
| Securities issued by states & political subdivisions | $173,086,000 | 182 |
| Other domestic debt securities | $40,623,000 | 256 |
| Privately issued residential mortgage-backed securities | $3,102,000 | 204 |
| Commercial mortgage-backed securities - Total | $2,091,000 | 98 |
| Asset backed securities | $1,132,000 | 243 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $34,298,000 | 187 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $103,643,000 | 602 |
| Mortgage-backed securities | $23,044,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,101 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,098 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,678,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $13,576,000 | 915 |
| Privately issued | $3,102,000 | 195 |
| Commercial mortgage-backed securities | $2,091,000 | 936 |
| Commercial mortgage pass-through securities | $2,091,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $759,000 | 1,795 |
| Available-for-sale securities (fair market value) | $231,159,000 | 559 |
| Total debt securities | $231,914,000 | 631 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $329,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $239,436,000 | 623 |
| U.S. Government securities | $10,814,000 | 3,747 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,814,000 | 3,602 |
| Securities issued by states & political subdivisions | $183,106,000 | 162 |
| Other domestic debt securities | $45,514,000 | 229 |
| Privately issued residential mortgage-backed securities | $15,812,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,329,000 | 233 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $28,373,000 | 210 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,848,000 | 874 |
| Mortgage-backed securities | $26,265,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $7,433,000 | 2,557 |
| Issued or guaranteed by U.S. | $4,428,000 | 3,076 |
| Privately issued | $3,005,000 | 23 |
| Collaterized mortgage obligations | $18,832,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $6,025,000 | 1,380 |
| Privately issued | $12,807,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $792,000 | 1,812 |
| Available-for-sale securities (fair market value) | $238,644,000 | 552 |
| Total debt securities | $239,434,000 | 610 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $340,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $221,063,000 | 652 |
| U.S. Government securities | $11,483,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,483,000 | 3,538 |
| Securities issued by states & political subdivisions | $160,727,000 | 192 |
| Other domestic debt securities | $48,851,000 | 217 |
| Privately issued residential mortgage-backed securities | $15,458,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,585,000 | 224 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $31,808,000 | 193 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $90,301,000 | 668 |
| Mortgage-backed securities | $26,578,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $4,826,000 | 3,027 |
| Issued or guaranteed by U.S. | $4,826,000 | 3,026 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,752,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $6,294,000 | 1,369 |
| Privately issued | $15,458,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $831,000 | 1,812 |
| Available-for-sale securities (fair market value) | $220,232,000 | 578 |
| Total debt securities | $221,061,000 | 644 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $385,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $154,722,000 | 931 |
| U.S. Government securities | $7,763,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,763,000 | 4,141 |
| Securities issued by states & political subdivisions | $101,456,000 | 349 |
| Other domestic debt securities | $45,501,000 | 238 |
| Privately issued residential mortgage-backed securities | $14,550,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,791,000 | 218 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $29,160,000 | 205 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,684,000 | 894 |
| Mortgage-backed securities | $21,948,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $2,904,000 | 3,476 |
| Issued or guaranteed by U.S. | $2,904,000 | 3,470 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,271,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 1,950 |
| Privately issued | $14,550,000 | 108 |
| Commercial mortgage-backed securities | $1,773,000 | 865 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,773,000 | 591 |
| Held to maturity securities (book value) | $865,000 | 1,849 |
| Available-for-sale securities (fair market value) | $153,857,000 | 819 |
| Total debt securities | $154,720,000 | 923 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $801,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $160,391,000 | 919 |
| U.S. Government securities | $7,830,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,830,000 | 4,246 |
| Securities issued by states & political subdivisions | $108,058,000 | 311 |
| Other domestic debt securities | $44,501,000 | 238 |
| Privately issued residential mortgage-backed securities | $14,785,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $75,000 | 346 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $29,641,000 | 204 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,668,000 | 784 |
| Mortgage-backed securities | $22,248,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 3,475 |
| Issued or guaranteed by U.S. | $3,053,000 | 3,472 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,404,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,982 |
| Privately issued | $14,785,000 | 108 |
| Commercial mortgage-backed securities | $1,791,000 | 843 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,791,000 | 565 |
| Held to maturity securities (book value) | $921,000 | 1,867 |
| Available-for-sale securities (fair market value) | $159,470,000 | 810 |
| Total debt securities | $160,389,000 | 907 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $753,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $160,399,000 | 927 |
| U.S. Government securities | $7,834,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,834,000 | 4,290 |
| Securities issued by states & political subdivisions | $115,162,000 | 286 |
| Other domestic debt securities | $37,401,000 | 271 |
| Privately issued residential mortgage-backed securities | $14,837,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $88,000 | 354 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $22,476,000 | 241 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,450,000 | 789 |
| Mortgage-backed securities | $22,184,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,459 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,455 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,235,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $2,398,000 | 2,063 |
| Privately issued | $14,837,000 | 101 |
| Commercial mortgage-backed securities | $1,806,000 | 807 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,806,000 | 528 |
| Held to maturity securities (book value) | $1,021,000 | 1,863 |
| Available-for-sale securities (fair market value) | $159,378,000 | 802 |
| Total debt securities | $160,397,000 | 920 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $804,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $192,219,000 | 775 |
| U.S. Government securities | $19,271,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,271,000 | 3,090 |
| Securities issued by states & political subdivisions | $135,128,000 | 228 |
| Other domestic debt securities | $37,818,000 | 262 |
| Privately issued residential mortgage-backed securities | $15,241,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $106,000 | 363 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $22,471,000 | 238 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $97,297,000 | 627 |
| Mortgage-backed securities | $33,949,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $3,459,000 | 3,423 |
| Issued or guaranteed by U.S. | $3,459,000 | 3,419 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $21,382,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,451 |
| Privately issued | $15,241,000 | 99 |
| Commercial mortgage-backed securities | $9,108,000 | 393 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $9,108,000 | 233 |
| Held to maturity securities (book value) | $1,061,000 | 1,862 |
| Available-for-sale securities (fair market value) | $191,158,000 | 677 |
| Total debt securities | $192,217,000 | 763 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $809,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $189,598,000 | 800 |
| U.S. Government securities | $20,360,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,360,000 | 3,090 |
| Securities issued by states & political subdivisions | $131,291,000 | 225 |
| Other domestic debt securities | $37,945,000 | 261 |
| Privately issued residential mortgage-backed securities | $15,638,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $132,000 | 359 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $22,175,000 | 242 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $101,742,000 | 623 |
| Mortgage-backed securities | $35,333,000 | 1,500 |
| Certificates of participation in pools of residential mortgages | $3,587,000 | 3,480 |
| Issued or guaranteed by U.S. | $3,587,000 | 3,477 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,643,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $6,005,000 | 1,517 |
| Privately issued | $15,638,000 | 98 |
| Commercial mortgage-backed securities | $10,103,000 | 343 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $10,103,000 | 200 |
| Held to maturity securities (book value) | $1,115,000 | 1,881 |
| Available-for-sale securities (fair market value) | $188,483,000 | 693 |
| Total debt securities | $189,596,000 | 786 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $718,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $173,555,000 | 873 |
| U.S. Government securities | $23,063,000 | 3,038 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,063,000 | 2,953 |
| Securities issued by states & political subdivisions | $113,311,000 | 266 |
| Other domestic debt securities | $37,179,000 | 262 |
| Privately issued residential mortgage-backed securities | $12,447,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $149,000 | 366 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $24,583,000 | 226 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,894,000 | 1,076 |
| Mortgage-backed securities | $34,761,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $5,977,000 | 3,046 |
| Issued or guaranteed by U.S. | $5,977,000 | 3,043 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,415,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $5,968,000 | 1,556 |
| Privately issued | $12,447,000 | 109 |
| Commercial mortgage-backed securities | $10,369,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $10,369,000 | 189 |
| Held to maturity securities (book value) | $1,159,000 | 1,874 |
| Available-for-sale securities (fair market value) | $172,396,000 | 765 |
| Total debt securities | $173,553,000 | 863 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $781,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $173,808,000 | 866 |
| U.S. Government securities | $23,154,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,154,000 | 3,005 |
| Securities issued by states & political subdivisions | $115,626,000 | 252 |
| Other domestic debt securities | $35,026,000 | 266 |
| Privately issued residential mortgage-backed securities | $16,955,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $175,000 | 361 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $17,896,000 | 285 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,674,000 | 817 |
| Mortgage-backed securities | $38,313,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $4,784,000 | 3,330 |
| Issued or guaranteed by U.S. | $4,784,000 | 3,324 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,929,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $5,974,000 | 1,606 |
| Privately issued | $16,955,000 | 91 |
| Commercial mortgage-backed securities | $10,600,000 | 315 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $10,600,000 | 182 |
| Held to maturity securities (book value) | $2,370,000 | 1,698 |
| Available-for-sale securities (fair market value) | $171,438,000 | 759 |
| Total debt securities | $173,806,000 | 857 |
| Structured notes |
| Amortized cost | $1,074,000 | 1,407 |
| Fair value | $1,041,000 | 1,412 |
| Trading account assets | $735,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $182,666,000 | 837 |
| U.S. Government securities | $23,807,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,807,000 | 3,025 |
| Securities issued by states & political subdivisions | $121,575,000 | 234 |
| Other domestic debt securities | $37,282,000 | 257 |
| Privately issued residential mortgage-backed securities | $20,358,000 | 92 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $211,000 | 365 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $16,713,000 | 298 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,234,000 | 822 |
| Mortgage-backed securities | $40,046,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $3,384,000 | 3,753 |
| Issued or guaranteed by U.S. | $3,384,000 | 3,752 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $25,948,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $5,590,000 | 1,670 |
| Privately issued | $20,358,000 | 87 |
| Commercial mortgage-backed securities | $10,714,000 | 309 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $10,714,000 | 173 |
| Held to maturity securities (book value) | $2,444,000 | 1,706 |
| Available-for-sale securities (fair market value) | $180,222,000 | 726 |
| Total debt securities | $182,664,000 | 827 |
| Structured notes |
| Amortized cost | $1,073,000 | 1,514 |
| Fair value | $998,000 | 1,568 |
| Trading account assets | $671,000 | 181 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $194,270,000 | 788 |
| U.S. Government securities | $26,728,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,728,000 | 2,862 |
| Securities issued by states & political subdivisions | $128,304,000 | 217 |
| Other domestic debt securities | $39,236,000 | 263 |
| Privately issued residential mortgage-backed securities | $26,581,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $244,000 | 380 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $12,411,000 | 375 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,272,000 | 927 |
| Mortgage-backed securities | $49,180,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $3,541,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,541,000 | 3,778 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $34,716,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $8,135,000 | 1,422 |
| Privately issued | $26,581,000 | 83 |
| Commercial mortgage-backed securities | $10,923,000 | 297 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $10,923,000 | 166 |
| Held to maturity securities (book value) | $2,534,000 | 1,711 |
| Available-for-sale securities (fair market value) | $191,736,000 | 683 |
| Total debt securities | $194,268,000 | 778 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $661,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $182,927,000 | 835 |
| U.S. Government securities | $27,119,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,119,000 | 2,858 |
| Securities issued by states & political subdivisions | $112,151,000 | 256 |
| Other domestic debt securities | $43,655,000 | 248 |
| Privately issued residential mortgage-backed securities | $32,294,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $272,000 | 395 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $11,089,000 | 412 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,521,000 | 1,017 |
| Mortgage-backed securities | $55,268,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $3,695,000 | 3,771 |
| Issued or guaranteed by U.S. | $3,695,000 | 3,771 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $40,603,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,417 |
| Privately issued | $32,294,000 | 71 |
| Commercial mortgage-backed securities | $10,970,000 | 275 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $10,970,000 | 156 |
| Held to maturity securities (book value) | $2,615,000 | 1,700 |
| Available-for-sale securities (fair market value) | $180,312,000 | 739 |
| Total debt securities | $182,925,000 | 824 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $632,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $156,613,000 | 990 |
| U.S. Government securities | $25,927,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,927,000 | 2,922 |
| Securities issued by states & political subdivisions | $89,901,000 | 336 |
| Other domestic debt securities | $40,783,000 | 274 |
| Privately issued residential mortgage-backed securities | $30,137,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $307,000 | 392 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $10,339,000 | 443 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,080,000 | 1,026 |
| Mortgage-backed securities | $51,876,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,053 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $38,208,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $8,071,000 | 1,445 |
| Privately issued | $30,137,000 | 75 |
| Commercial mortgage-backed securities | $10,988,000 | 263 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $10,988,000 | 147 |
| Held to maturity securities (book value) | $2,679,000 | 1,679 |
| Available-for-sale securities (fair market value) | $153,934,000 | 865 |
| Total debt securities | $156,611,000 | 981 |
| Structured notes |
| Amortized cost | $1,070,000 | 1,555 |
| Fair value | $993,000 | 1,613 |
| Trading account assets | $565,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $161,033,000 | 964 |
| U.S. Government securities | $26,398,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,398,000 | 2,929 |
| Securities issued by states & political subdivisions | $92,619,000 | 317 |
| Other domestic debt securities | $42,014,000 | 275 |
| Privately issued residential mortgage-backed securities | $31,332,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $346,000 | 398 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $10,336,000 | 457 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,741,000 | 1,044 |
| Mortgage-backed securities | $53,519,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $2,856,000 | 4,029 |
| Issued or guaranteed by U.S. | $2,856,000 | 4,022 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $39,609,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $8,277,000 | 1,434 |
| Privately issued | $31,332,000 | 73 |
| Commercial mortgage-backed securities | $11,054,000 | 256 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $11,054,000 | 145 |
| Held to maturity securities (book value) | $2,786,000 | 1,629 |
| Available-for-sale securities (fair market value) | $158,247,000 | 851 |
| Total debt securities | $161,031,000 | 953 |
| Structured notes |
| Amortized cost | $1,070,000 | 1,544 |
| Fair value | $988,000 | 1,631 |
| Trading account assets | $643,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $149,134,000 | 1,034 |
| U.S. Government securities | $26,356,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,356,000 | 2,919 |
| Securities issued by states & political subdivisions | $81,311,000 | 377 |
| Other domestic debt securities | $41,465,000 | 278 |
| Privately issued residential mortgage-backed securities | $33,192,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $426,000 | 401 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $7,847,000 | 553 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,889,000 | 985 |
| Mortgage-backed securities | $56,291,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $3,159,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,159,000 | 3,936 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $42,120,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $8,928,000 | 1,396 |
| Privately issued | $33,192,000 | 75 |
| Commercial mortgage-backed securities | $11,012,000 | 242 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $11,012,000 | 136 |
| Held to maturity securities (book value) | $2,902,000 | 1,557 |
| Available-for-sale securities (fair market value) | $146,232,000 | 933 |
| Total debt securities | $149,132,000 | 1,022 |
| Structured notes |
| Amortized cost | $1,069,000 | 1,527 |
| Fair value | $1,012,000 | 1,546 |
| Trading account assets | $761,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $146,259,000 | 1,056 |
| U.S. Government securities | $26,999,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,999,000 | 2,914 |
| Securities issued by states & political subdivisions | $75,239,000 | 427 |
| Other domestic debt securities | $38,386,000 | 304 |
| Privately issued residential mortgage-backed securities | $34,165,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $476,000 | 388 |
| Structured financial products - Total | $2,200,000 | 131 |
| Other domestic debt securities - All other | $1,545,000 | 1,317 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,635,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,677,000 | 1,022 |
| Mortgage-backed securities | $58,915,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $3,442,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,442,000 | 3,908 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,073,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $9,908,000 | 1,367 |
| Privately issued | $34,165,000 | 80 |
| Commercial mortgage-backed securities | $11,400,000 | 215 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $11,400,000 | 114 |
| Held to maturity securities (book value) | $3,019,000 | 1,515 |
| Available-for-sale securities (fair market value) | $143,240,000 | 967 |
| Total debt securities | $140,624,000 | 1,092 |
| Structured notes |
| Amortized cost | $4,389,000 | 781 |
| Fair value | $4,411,000 | 778 |
| Trading account assets | $12,712,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $135,625,000 | 1,119 |
| U.S. Government securities | $10,604,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,604,000 | 4,509 |
| Securities issued by states & political subdivisions | $76,296,000 | 402 |
| Other domestic debt securities | $47,723,000 | 249 |
| Privately issued residential mortgage-backed securities | $44,466,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $557,000 | 345 |
| Structured financial products - Total | $2,200,000 | 127 |
| Other domestic debt securities - All other | $500,000 | 1,774 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,002,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,539,000 | 1,029 |
| Mortgage-backed securities | $52,837,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $3,699,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,699,000 | 3,830 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $49,138,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $4,672,000 | 1,993 |
| Privately issued | $44,466,000 | 75 |
| 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) | $3,122,000 | 1,505 |
| Available-for-sale securities (fair market value) | $132,503,000 | 1,033 |
| Total debt securities | $134,623,000 | 1,112 |
| Structured notes |
| Amortized cost | $2,636,000 | 1,101 |
| Fair value | $2,881,000 | 1,074 |
| Trading account assets | $11,657,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $147,486,000 | 1,041 |
| U.S. Government securities | $17,854,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,854,000 | 3,714 |
| Securities issued by states & political subdivisions | $75,872,000 | 389 |
| Other domestic debt securities | $52,758,000 | 236 |
| Privately issued residential mortgage-backed securities | $49,434,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $624,000 | 328 |
| Structured financial products - Total | $2,200,000 | 124 |
| Other domestic debt securities - All other | $500,000 | 1,842 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,002,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,273,000 | 941 |
| Mortgage-backed securities | $65,048,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $6,191,000 | 3,426 |
| Issued or guaranteed by U.S. | $6,191,000 | 3,426 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $58,857,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $9,423,000 | 1,532 |
| Privately issued | $49,434,000 | 69 |
| 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) | $3,233,000 | 1,515 |
| Available-for-sale securities (fair market value) | $144,253,000 | 954 |
| Total debt securities | $146,484,000 | 1,039 |
| Structured notes |
| Amortized cost | $2,612,000 | 1,158 |
| Fair value | $2,785,000 | 1,139 |
| Trading account assets | $540,000 | 176 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $125,914,000 | 1,219 |
| U.S. Government securities | $16,162,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,162,000 | 3,964 |
| Securities issued by states & political subdivisions | $60,033,000 | 491 |
| Other domestic debt securities | $48,717,000 | 252 |
| Privately issued residential mortgage-backed securities | $43,529,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $744,000 | 276 |
| Structured financial products - Total | $2,200,000 | 122 |
| Other domestic debt securities - All other | $2,244,000 | 1,135 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,002,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,267,000 | 1,043 |
| Mortgage-backed securities | $57,443,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $4,332,000 | 3,859 |
| Issued or guaranteed by U.S. | $4,332,000 | 3,857 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,111,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $9,582,000 | 1,542 |
| Privately issued | $43,529,000 | 81 |
| 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) | $3,374,000 | 1,489 |
| Available-for-sale securities (fair market value) | $122,540,000 | 1,134 |
| Total debt securities | $124,912,000 | 1,214 |
| Structured notes |
| Amortized cost | $2,410,000 | 1,396 |
| Fair value | $2,490,000 | 1,384 |
| Trading account assets | $8,111,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $120,874,000 | 1,272 |
| U.S. Government securities | $16,276,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,276,000 | 4,039 |
| Securities issued by states & political subdivisions | $60,081,000 | 471 |
| Other domestic debt securities | $43,515,000 | 274 |
| Privately issued residential mortgage-backed securities | $39,971,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $844,000 | 219 |
| Structured financial products - Total | $2,200,000 | 118 |
| Other domestic debt securities - All other | $500,000 | 1,809 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,002,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,900,000 | 922 |
| Mortgage-backed securities | $53,977,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $4,345,000 | 3,858 |
| Issued or guaranteed by U.S. | $4,345,000 | 3,854 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $49,632,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $9,661,000 | 1,537 |
| Privately issued | $39,971,000 | 94 |
| 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) | $3,574,000 | 1,481 |
| Available-for-sale securities (fair market value) | $117,300,000 | 1,188 |
| Total debt securities | $119,872,000 | 1,266 |
| Structured notes |
| Amortized cost | $918,000 | 2,467 |
| Fair value | $960,000 | 2,427 |
| Trading account assets | $1,194,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $112,929,000 | 1,302 |
| U.S. Government securities | $20,594,000 | 3,577 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,594,000 | 3,498 |
| Securities issued by states & political subdivisions | $47,009,000 | 655 |
| Other domestic debt securities | $44,324,000 | 275 |
| Privately issued residential mortgage-backed securities | $38,375,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $912,000 | 164 |
| Structured financial products - Total | $2,200,000 | 113 |
| Other domestic debt securities - All other | $2,837,000 | 945 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,002,000 | 572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,044,000 | 1,092 |
| Mortgage-backed securities | $56,664,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $11,256,000 | 2,575 |
| Issued or guaranteed by U.S. | $11,256,000 | 2,573 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $45,408,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $7,033,000 | 1,684 |
| Privately issued | $38,375,000 | 128 |
| 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) | $3,750,000 | 1,506 |
| Available-for-sale securities (fair market value) | $109,179,000 | 1,223 |
| Total debt securities | $111,927,000 | 1,308 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,553,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $116,223,000 | 1,238 |
| U.S. Government securities | $23,401,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $23,401,000 | 3,159 |
| Securities issued by states & political subdivisions | $48,021,000 | 588 |
| Other domestic debt securities | $43,799,000 | 278 |
| Privately issued residential mortgage-backed securities | $37,775,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,103,000 | 139 |
| Structured financial products - Total | $2,200,000 | 116 |
| Other domestic debt securities - All other | $2,721,000 | 940 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,002,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,092,000 | 1,074 |
| Mortgage-backed securities | $58,858,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $13,274,000 | 2,280 |
| Issued or guaranteed by U.S. | $13,274,000 | 2,273 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $45,584,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $7,809,000 | 1,601 |
| Privately issued | $37,775,000 | 137 |
| 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) | $4,030,000 | 1,483 |
| Available-for-sale securities (fair market value) | $112,193,000 | 1,149 |
| Total debt securities | $115,221,000 | 1,234 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $3,003,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $118,078,000 | 1,223 |
| U.S. Government securities | $21,632,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,632,000 | 3,404 |
| Securities issued by states & political subdivisions | $53,770,000 | 472 |
| Other domestic debt securities | $41,674,000 | 272 |
| Privately issued residential mortgage-backed securities | $35,504,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,234,000 | 129 |
| Structured financial products - Total | $2,200,000 | 126 |
| Other domestic debt securities - All other | $2,736,000 | 878 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,002,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,143,000 | 1,111 |
| Mortgage-backed securities | $57,136,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $9,946,000 | 2,632 |
| Issued or guaranteed by U.S. | $9,946,000 | 2,625 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $47,190,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $11,686,000 | 1,271 |
| Privately issued | $35,504,000 | 152 |
| 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) | $4,313,000 | 1,478 |
| Available-for-sale securities (fair market value) | $113,765,000 | 1,122 |
| Total debt securities | $117,076,000 | 1,217 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $4,585,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $113,646,000 | 1,254 |
| U.S. Government securities | $17,025,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,025,000 | 3,851 |
| Securities issued by states & political subdivisions | $67,374,000 | 344 |
| Other domestic debt securities | $28,245,000 | 371 |
| Privately issued residential mortgage-backed securities | $21,990,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,397,000 | 126 |
| Structured financial products - Total | $2,200,000 | 118 |
| Other domestic debt securities - All other | $2,658,000 | 901 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,002,000 | 583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,266,000 | 960 |
| Mortgage-backed securities | $39,015,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $11,702,000 | 2,343 |
| Issued or guaranteed by U.S. | $11,702,000 | 2,338 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $27,313,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $5,323,000 | 1,762 |
| Privately issued | $21,990,000 | 217 |
| 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) | $4,622,000 | 1,463 |
| Available-for-sale securities (fair market value) | $109,024,000 | 1,167 |
| Total debt securities | $112,644,000 | 1,253 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $9,537,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $102,245,000 | 1,320 |
| U.S. Government securities | $6,889,000 | 5,483 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,889,000 | 5,372 |
| Securities issued by states & political subdivisions | $55,456,000 | 422 |
| Other domestic debt securities | $39,898,000 | 303 |
| Privately issued residential mortgage-backed securities | $33,356,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,541,000 | 110 |
| Structured financial products - Total | $3,200,000 | 101 |
| Other domestic debt securities - All other | $1,801,000 | 1,097 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,769,000 | 1,140 |
| Mortgage-backed securities | $40,245,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $3,934,000 | 3,616 |
| Issued or guaranteed by U.S. | $3,934,000 | 3,606 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $36,311,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $2,955,000 | 2,121 |
| Privately issued | $33,356,000 | 176 |
| 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) | $17,054,000 | 758 |
| Available-for-sale securities (fair market value) | $85,191,000 | 1,384 |
| Total debt securities | $102,243,000 | 1,301 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $8,427,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $91,468,000 | 1,438 |
| U.S. Government securities | $3,318,000 | 6,346 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,318,000 | 6,225 |
| Securities issued by states & political subdivisions | $49,580,000 | 480 |
| Other domestic debt securities | $38,568,000 | 317 |
| Privately issued residential mortgage-backed securities | $34,868,000 | 184 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $3,200,000 | 104 |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,512,000 | 1,022 |
| Mortgage-backed securities | $38,186,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $38,186,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $3,318,000 | 2,012 |
| Privately issued | $34,868,000 | 178 |
| 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) | $27,800,000 | 544 |
| Available-for-sale securities (fair market value) | $63,668,000 | 1,739 |
| Total debt securities | $91,466,000 | 1,419 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $6,334,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $100,176,000 | 1,308 |
| U.S. Government securities | $8,932,000 | 5,142 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,932,000 | 5,030 |
| Securities issued by states & political subdivisions | $49,375,000 | 448 |
| Other domestic debt securities | $41,867,000 | 292 |
| Privately issued residential mortgage-backed securities | $38,167,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $3,200,000 | 109 |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,652,000 | 993 |
| Mortgage-backed securities | $47,099,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $47,099,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $8,932,000 | 1,286 |
| Privately issued | $38,167,000 | 171 |
| 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) | $31,668,000 | 493 |
| Available-for-sale securities (fair market value) | $68,508,000 | 1,607 |
| Total debt securities | $100,174,000 | 1,285 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $7,095,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $110,636,000 | 1,209 |
| U.S. Government securities | $20,726,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,726,000 | 3,391 |
| Securities issued by states & political subdivisions | $46,496,000 | 464 |
| Other domestic debt securities | $43,412,000 | 302 |
| Privately issued residential mortgage-backed securities | $39,712,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $3,200,000 | 112 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,513,000 | 903 |
| Mortgage-backed securities | $60,438,000 | 989 |
| Certificates of participation in pools of residential mortgages | $874,000 | 4,960 |
| Issued or guaranteed by U.S. | $874,000 | 4,951 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $59,564,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $19,852,000 | 776 |
| Privately issued | $39,712,000 | 182 |
| 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) | $33,174,000 | 495 |
| Available-for-sale securities (fair market value) | $77,462,000 | 1,469 |
| Total debt securities | $110,634,000 | 1,193 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $3,540,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $114,202,000 | 1,134 |
| U.S. Government securities | $22,216,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,216,000 | 3,215 |
| Securities issued by states & political subdivisions | $54,467,000 | 376 |
| Other domestic debt securities | $37,517,000 | 346 |
| Privately issued residential mortgage-backed securities | $34,517,000 | 213 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,500,000 | 133 |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,906,000 | 650 |
| Mortgage-backed securities | $56,733,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $892,000 | 5,029 |
| Issued or guaranteed by U.S. | $892,000 | 5,020 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $55,841,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $21,324,000 | 731 |
| Privately issued | $34,517,000 | 208 |
| 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) | $34,517,000 | 491 |
| Available-for-sale securities (fair market value) | $79,685,000 | 1,405 |
| Total debt securities | $114,200,000 | 1,120 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $7,212,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $110,595,000 | 1,160 |
| U.S. Government securities | $25,527,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,527,000 | 2,915 |
| Securities issued by states & political subdivisions | $46,408,000 | 463 |
| Other domestic debt securities | $38,660,000 | 371 |
| Privately issued residential mortgage-backed securities | $35,660,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,500,000 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,813 |
| 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 | $59,875,000 | 911 |
| Mortgage-backed securities | $61,187,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $6,685,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,685,000 | 3,214 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $54,502,000 | 486 |
| CMOs issued by government agencies or sponsored agencies | $18,842,000 | 766 |
| Privately issued | $35,660,000 | 220 |
| 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) | $35,660,000 | 490 |
| Available-for-sale securities (fair market value) | $74,935,000 | 1,468 |
| Total debt securities | $110,595,000 | 1,145 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,894,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $89,360,000 | 1,417 |
| U.S. Government securities | $24,875,000 | 3,009 |
| U.S. Treasury securities | $1,368,000 | 620 |
| U.S. Government agency obligations | $23,507,000 | 3,047 |
| Securities issued by states & political subdivisions | $25,842,000 | 903 |
| Other domestic debt securities | $38,643,000 | 385 |
| Privately issued residential mortgage-backed securities | $35,643,000 | 241 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $2,500,000 | 162 |
| Other domestic debt securities - All other | $500,000 | 1,846 |
| 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 | $52,241,000 | 1,034 |
| Mortgage-backed securities | $59,150,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $59,150,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $23,507,000 | 620 |
| Privately issued | $35,643,000 | 231 |
| 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) | $35,643,000 | 480 |
| Available-for-sale securities (fair market value) | $53,717,000 | 1,925 |
| Total debt securities | $89,360,000 | 1,394 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,801,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $74,567,000 | 1,658 |
| U.S. Government securities | $30,197,000 | 2,663 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,197,000 | 2,605 |
| Securities issued by states & political subdivisions | $11,496,000 | 1,918 |
| Other domestic debt securities | $32,874,000 | 411 |
| Privately issued residential mortgage-backed securities | $30,374,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,007 |
| 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 | $39,338,000 | 1,338 |
| Mortgage-backed securities | $60,571,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $12,767,000 | 2,412 |
| Issued or guaranteed by U.S. | $12,767,000 | 2,400 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $47,804,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $17,430,000 | 751 |
| Privately issued | $30,374,000 | 277 |
| 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) | $30,374,000 | 553 |
| Available-for-sale securities (fair market value) | $44,193,000 | 2,290 |
| Total debt securities | $74,567,000 | 1,629 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,887,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $55,536,000 | 2,116 |
| U.S. Government securities | $28,643,000 | 2,769 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,643,000 | 2,708 |
| Securities issued by states & political subdivisions | $10,389,000 | 2,018 |
| Other domestic debt securities | $16,504,000 | 614 |
| Privately issued residential mortgage-backed securities | $14,504,000 | 416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| 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 | $51,317,000 | 1,082 |
| Mortgage-backed securities | $40,986,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $7,658,000 | 3,120 |
| Issued or guaranteed by U.S. | $7,658,000 | 3,108 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $33,328,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $18,824,000 | 687 |
| Privately issued | $14,504,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,504,000 | 934 |
| Available-for-sale securities (fair market value) | $41,032,000 | 2,418 |
| Total debt securities | $55,536,000 | 2,088 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,977,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $28,824,000 | 3,492 |
| U.S. Government securities | $25,888,000 | 2,893 |
| U.S. Treasury securities | $1,027,000 | 613 |
| U.S. Government agency obligations | $24,861,000 | 2,917 |
| Securities issued by states & political subdivisions | $346,000 | 5,402 |
| Other domestic debt securities | $2,590,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $1,090,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,253 |
| 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 | $24,860,000 | 1,952 |
| Mortgage-backed securities | $21,148,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $5,841,000 | 3,411 |
| Issued or guaranteed by U.S. | $5,841,000 | 3,398 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,307,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $14,217,000 | 794 |
| Privately issued | $1,090,000 | 1,077 |
| 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) | $28,824,000 | 3,091 |
| Total debt securities | $28,824,000 | 3,458 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $35,355,000 | 3,040 |
| U.S. Government securities | $34,519,000 | 2,336 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,519,000 | 2,285 |
| Securities issued by states & political subdivisions | $336,000 | 5,476 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| 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 | $26,344,000 | 1,808 |
| Mortgage-backed securities | $17,423,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $5,969,000 | 3,370 |
| Issued or guaranteed by U.S. | $5,969,000 | 3,353 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,454,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $11,454,000 | 903 |
| 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) | $35,355,000 | 2,715 |
| Total debt securities | $35,355,000 | 3,002 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $33,086,000 | 3,196 |
| U.S. Government securities | $31,972,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,972,000 | 2,432 |
| Securities issued by states & political subdivisions | $614,000 | 5,174 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $24,144,000 | 1,947 |
| Mortgage-backed securities | $13,487,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 5,125 |
| Issued or guaranteed by U.S. | $1,002,000 | 5,099 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,485,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $12,485,000 | 850 |
| 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) | $33,086,000 | 2,854 |
| Total debt securities | $33,086,000 | 3,156 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $33,510,000 | 3,190 |
| U.S. Government securities | $32,901,000 | 2,461 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,901,000 | 2,406 |
| Securities issued by states & political subdivisions | $609,000 | 5,203 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,700,000 | 2,157 |
| Mortgage-backed securities | $11,593,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,898 |
| Issued or guaranteed by U.S. | $80,000 | 5,878 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,513,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $11,513,000 | 832 |
| 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) | $33,510,000 | 2,801 |
| Total debt securities | $33,510,000 | 3,149 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $28,415,000 | 3,569 |
| U.S. Government securities | $27,793,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,793,000 | 2,810 |
| Securities issued by states & political subdivisions | $622,000 | 5,210 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,650,000 | 2,836 |
| Mortgage-backed securities | $7,927,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,815 |
| Issued or guaranteed by U.S. | $95,000 | 5,792 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,832,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $7,832,000 | 1,031 |
| 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) | $15,000 | 3,636 |
| Available-for-sale securities (fair market value) | $28,400,000 | 3,149 |
| Total debt securities | $28,415,000 | 3,528 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $27,095,000 | 3,676 |
| U.S. Government securities | $26,476,000 | 2,992 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,476,000 | 2,919 |
| Securities issued by states & political subdivisions | $619,000 | 5,253 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,284,000 | 2,889 |
| Mortgage-backed securities | $7,955,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,797 |
| Issued or guaranteed by U.S. | $110,000 | 5,776 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,845,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $7,845,000 | 1,004 |
| 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) | $15,000 | 3,673 |
| Available-for-sale securities (fair market value) | $27,080,000 | 3,230 |
| Total debt securities | $27,095,000 | 3,635 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $19,740,000 | 4,533 |
| U.S. Government securities | $19,056,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,056,000 | 3,686 |
| Securities issued by states & political subdivisions | $684,000 | 5,246 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,312,000 | 3,960 |
| Mortgage-backed securities | $7,050,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,787 |
| Issued or guaranteed by U.S. | $121,000 | 5,764 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,929,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $6,929,000 | 1,071 |
| 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) | $35,000 | 3,692 |
| Available-for-sale securities (fair market value) | $19,705,000 | 3,989 |
| Total debt securities | $19,740,000 | 4,485 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $13,732,000 | 5,495 |
| U.S. Government securities | $13,047,000 | 4,846 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,047,000 | 4,717 |
| Securities issued by states & political subdivisions | $685,000 | 5,262 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,706,000 | 4,361 |
| Mortgage-backed securities | $4,073,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,782 |
| Issued or guaranteed by U.S. | $129,000 | 5,758 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,944,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $3,944,000 | 1,448 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,000 | 3,778 |
| Available-for-sale securities (fair market value) | $13,697,000 | 4,888 |
| Total debt securities | $13,732,000 | 5,446 |
| Structured notes |
| Amortized cost | $300,000 | 2,710 |
| Fair value | $292,000 | 2,737 |
| 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 | $9,792,000 | 6,260 |
| U.S. Government securities | $9,086,000 | 5,732 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,086,000 | 5,612 |
| Securities issued by states & political subdivisions | $706,000 | 5,274 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,688,000 | 4,396 |
| Mortgage-backed securities | $135,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,811 |
| Issued or guaranteed by U.S. | $135,000 | 5,782 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 3,820 |
| Available-for-sale securities (fair market value) | $9,737,000 | 5,589 |
| Total debt securities | $9,792,000 | 6,197 |
| Structured notes |
| Amortized cost | $300,000 | 2,832 |
| Fair value | $291,000 | 2,862 |
| 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 | $9,658,000 | 6,301 |
| U.S. Government securities | $8,959,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,959,000 | 5,656 |
| Securities issued by states & political subdivisions | $699,000 | 5,314 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,585,000 | 4,436 |
| Mortgage-backed securities | $146,000 | 6,167 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,825 |
| Issued or guaranteed by U.S. | $146,000 | 5,799 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,000 | 3,875 |
| Available-for-sale securities (fair market value) | $9,603,000 | 5,623 |
| Total debt securities | $9,658,000 | 6,239 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $10,112,000 | 6,253 |
| U.S. Government securities | $9,041,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,041,000 | 5,685 |
| Securities issued by states & political subdivisions | $1,071,000 | 4,990 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| 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 | $5,741,000 | 4,402 |
| Mortgage-backed securities | $154,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $154,000 | 5,842 |
| Issued or guaranteed by U.S. | $154,000 | 5,818 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 3,906 |
| Available-for-sale securities (fair market value) | $10,037,000 | 5,571 |
| Total debt securities | $10,112,000 | 6,191 |
| Structured notes |
| Amortized cost | $300,000 | 2,880 |
| Fair value | $287,000 | 2,910 |
| 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 | $10,998,000 | 6,116 |
| U.S. Government securities | $9,620,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,620,000 | 5,523 |
| Securities issued by states & political subdivisions | $1,378,000 | 4,778 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| 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 | $5,906,000 | 4,315 |
| Mortgage-backed securities | $162,000 | 6,264 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,886 |
| Issued or guaranteed by U.S. | $162,000 | 5,861 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $75,000 | 3,977 |
| Available-for-sale securities (fair market value) | $10,923,000 | 5,426 |
| Total debt securities | $10,998,000 | 6,062 |
| Structured notes |
| Amortized cost | $300,000 | 2,869 |
| Fair value | $290,000 | 2,891 |
| 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 | $12,340,000 | 5,840 |
| U.S. Government securities | $10,937,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,937,000 | 5,188 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,759 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| 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 | $6,184,000 | 4,242 |
| Mortgage-backed securities | $177,000 | 6,270 |
| Certificates of participation in pools of residential mortgages | $177,000 | 5,887 |
| Issued or guaranteed by U.S. | $177,000 | 5,867 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,000 | 4,009 |
| Available-for-sale securities (fair market value) | $12,245,000 | 5,155 |
| Total debt securities | $12,340,000 | 5,774 |
| Structured notes |
| Amortized cost | $300,000 | 2,817 |
| Fair value | $291,000 | 2,842 |
| 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 | $12,593,000 | 5,839 |
| U.S. Government securities | $11,044,000 | 5,365 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,044,000 | 5,216 |
| Securities issued by states & political subdivisions | $1,549,000 | 4,639 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| 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 | $6,251,000 | 4,182 |
| Mortgage-backed securities | $198,000 | 6,290 |
| Certificates of participation in pools of residential mortgages | $198,000 | 5,901 |
| Issued or guaranteed by U.S. | $198,000 | 5,872 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,000 | 4,051 |
| Available-for-sale securities (fair market value) | $12,498,000 | 5,145 |
| Total debt securities | $12,593,000 | 5,773 |
| Structured notes |
| Amortized cost | $600,000 | 2,467 |
| Fair value | $593,000 | 2,485 |
| 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 | $12,869,000 | 5,858 |
| U.S. Government securities | $9,644,000 | 5,765 |
| U.S. Treasury securities | $198,000 | 1,838 |
| U.S. Government agency obligations | $9,446,000 | 5,669 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,690 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $5,891,000 | 4,340 |
| Mortgage-backed securities | $214,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $214,000 | 5,947 |
| Issued or guaranteed by U.S. | $214,000 | 5,925 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,000 | 4,084 |
| Available-for-sale securities (fair market value) | $12,754,000 | 5,170 |
| Total debt securities | $12,869,000 | 5,798 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,902 |
| Fair value | $1,255,000 | 1,918 |
| 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 | $8,713,000 | 6,727 |
| U.S. Government securities | $5,448,000 | 6,953 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,448,000 | 6,802 |
| Securities issued by states & political subdivisions | $3,265,000 | 3,700 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $5,881,000 | 4,331 |
| Mortgage-backed securities | $235,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,943 |
| Issued or guaranteed by U.S. | $235,000 | 5,926 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,000 | 4,133 |
| Available-for-sale securities (fair market value) | $8,598,000 | 5,994 |
| Total debt securities | $8,713,000 | 6,670 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,856 |
| Fair value | $1,278,000 | 1,867 |
| 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 | $9,854,000 | 6,533 |
| U.S. Government securities | $5,502,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,502,000 | 6,814 |
| Securities issued by states & political subdivisions | $3,315,000 | 3,682 |
| Other domestic debt securities | $1,037,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,037,000 | 1,909 |
| 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 | $5,246,000 | 4,514 |
| Mortgage-backed securities | $256,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,937 |
| Issued or guaranteed by U.S. | $256,000 | 5,924 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,000 | 4,145 |
| Available-for-sale securities (fair market value) | $9,719,000 | 5,808 |
| Total debt securities | $9,854,000 | 6,468 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,848 |
| Fair value | $1,290,000 | 1,861 |
| 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 | $11,170,000 | 6,326 |
| U.S. Government securities | $6,163,000 | 6,839 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,163,000 | 6,673 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,709 |
| Other domestic debt securities | $1,740,000 | 1,993 |
| 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 | $1,740,000 | 1,649 |
| 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 | $5,529,000 | 4,404 |
| Mortgage-backed securities | $283,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $283,000 | 5,970 |
| Issued or guaranteed by U.S. | $283,000 | 5,958 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $135,000 | 4,199 |
| Available-for-sale securities (fair market value) | $11,035,000 | 5,605 |
| Total debt securities | $11,170,000 | 6,247 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,834 |
| Fair value | $1,255,000 | 1,844 |
| 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 | $12,423,000 | 6,043 |
| U.S. Government securities | $6,562,000 | 6,654 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,562,000 | 6,493 |
| Securities issued by states & political subdivisions | $4,080,000 | 3,394 |
| Other domestic debt securities | $1,781,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,781,000 | 1,732 |
| 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 | $2,116,000 | 5,810 |
| Mortgage-backed securities | $335,000 | 6,362 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,918 |
| Issued or guaranteed by U.S. | $335,000 | 5,902 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,203 |
| Available-for-sale securities (fair market value) | $12,268,000 | 5,355 |
| Total debt securities | $12,423,000 | 5,964 |
| Structured notes |
| Amortized cost | $1,300,000 | 1,622 |
| Fair value | $1,296,000 | 1,634 |
| 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 | $11,287,000 | 6,341 |
| U.S. Government securities | $5,972,000 | 6,929 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,972,000 | 6,753 |
| Securities issued by states & political subdivisions | $3,531,000 | 3,638 |
| Other domestic debt securities | $1,784,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,784,000 | 1,830 |
| 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 | $2,109,000 | 5,774 |
| Mortgage-backed securities | $367,000 | 6,355 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,923 |
| Issued or guaranteed by U.S. | $367,000 | 5,903 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $155,000 | 4,259 |
| Available-for-sale securities (fair market value) | $11,132,000 | 5,635 |
| Total debt securities | $11,287,000 | 6,256 |
| Structured notes |
| Amortized cost | $1,100,000 | 1,559 |
| Fair value | $1,075,000 | 1,565 |
| 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 | $14,067,000 | 5,709 |
| U.S. Government securities | $8,487,000 | 6,025 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,487,000 | 5,835 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,751 |
| Other domestic debt securities | $2,355,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,355,000 | 1,685 |
| 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 | $1,231,000 | 6,359 |
| Mortgage-backed securities | $396,000 | 6,374 |
| Certificates of participation in pools of residential mortgages | $396,000 | 5,937 |
| Issued or guaranteed by U.S. | $396,000 | 5,910 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $175,000 | 4,255 |
| Available-for-sale securities (fair market value) | $13,892,000 | 5,028 |
| Total debt securities | $14,060,000 | 5,625 |
| Structured notes |
| Amortized cost | $1,100,000 | 1,339 |
| Fair value | $1,070,000 | 1,348 |
| 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 | $12,313,000 | 6,000 |
| U.S. Government securities | $6,392,000 | 6,604 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,392,000 | 6,425 |
| Securities issued by states & political subdivisions | $3,277,000 | 3,700 |
| Other domestic debt securities | $2,644,000 | 1,939 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,644,000 | 1,661 |
| 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 | $1,248,000 | 6,352 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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) | $175,000 | 4,305 |
| Available-for-sale securities (fair market value) | $12,138,000 | 5,298 |
| Total debt securities | $12,307,000 | 5,904 |
| Structured notes |
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $12,665,000 | 5,945 |
| U.S. Government securities | $6,935,000 | 6,472 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,935,000 | 6,286 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,710 |
| Other domestic debt securities | $2,615,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,615,000 | 1,674 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,000 | 2,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,248,000 | 6,379 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| 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) | $195,000 | 4,349 |
| Available-for-sale securities (fair market value) | $12,470,000 | 5,233 |
| Total debt securities | $12,633,000 | 5,852 |
| Structured notes |
| Amortized cost | $500,000 | 1,320 |
| Fair value | $501,000 | 1,425 |
| 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 | $14,475,000 | 5,548 |
| U.S. Government securities | $7,740,000 | 6,244 |
| U.S. Treasury securities | $302,000 | 2,221 |
| U.S. Government agency obligations | $7,438,000 | 6,146 |
| Securities issued by states & political subdivisions | $3,117,000 | 3,695 |
| Other domestic debt securities | $3,118,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,118,000 | 1,541 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $500,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $209,000 | 7,251 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| 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) | $195,000 | 4,429 |
| Available-for-sale securities (fair market value) | $14,280,000 | 4,842 |
| Total debt securities | $13,953,000 | 5,557 |
| 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 | $16,592,000 | 5,090 |
| U.S. Government securities | $10,287,000 | 5,443 |
| U.S. Treasury securities | $313,000 | 2,724 |
| U.S. Government agency obligations | $9,974,000 | 5,282 |
| Securities issued by states & political subdivisions | $3,314,000 | 3,575 |
| Other domestic debt securities | $2,991,000 | 1,904 |
| 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 | $2,991,000 | 1,593 |
| 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 | $207,000 | 7,448 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $242,000 | 4,608 |
| Available-for-sale securities (fair market value) | $16,350,000 | 4,386 |
| Total debt securities | $16,592,000 | 4,998 |
| 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 | $10,872,000 | 6,543 |
| U.S. Government securities | $5,942,000 | 7,339 |
| U.S. Treasury securities | $307,000 | 3,670 |
| U.S. Government agency obligations | $5,635,000 | 7,120 |
| Securities issued by states & political subdivisions | $2,792,000 | 3,833 |
| Other domestic debt securities | $2,022,000 | 1,906 |
| 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 | $2,022,000 | 1,620 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 6,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,000 | 7,838 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $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) | $287,000 | 5,167 |
| Available-for-sale securities (fair market value) | $10,585,000 | 5,564 |
| Total debt securities | $10,756,000 | 6,445 |
| 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 | $4,578,000 | 8,825 |
| U.S. Government securities | $1,808,000 | 9,415 |
| U.S. Treasury securities | $299,000 | 4,914 |
| U.S. Government agency obligations | $1,509,000 | 9,160 |
| Securities issued by states & political subdivisions | $1,612,000 | 4,963 |
| Other domestic debt securities | $1,041,000 | 2,300 |
| 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 | $1,041,000 | 1,936 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 6,568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,000 | 8,118 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $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) | $332,000 | 5,541 |
| Available-for-sale securities (fair market value) | $4,246,000 | 7,669 |
| Total debt securities | $4,461,000 | 8,753 |
| 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 | $3,615,000 | 9,259 |
| U.S. Government securities | $1,735,000 | 9,557 |
| U.S. Treasury securities | $518,000 | 5,765 |
| U.S. Government agency obligations | $1,217,000 | 9,196 |
| Securities issued by states & political subdivisions | $1,415,000 | 5,267 |
| Other domestic debt securities | $458,000 | 2,815 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,000 | 2,437 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 7,943 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $303,000 | 7,996 |
| Mortgage-backed securities | $100,000 | 7,510 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $100,000 | 4,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $100,000 | 1,047 |
| 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) | $377,000 | 6,029 |
| Available-for-sale securities (fair market value) | $3,238,000 | 8,014 |
| Total debt securities | $3,608,000 | 9,135 |
| 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 | $4,193,000 | 9,526 |
| U.S. Government securities | $2,759,000 | 9,686 |
| U.S. Treasury securities | $517,000 | 7,045 |
| U.S. Government agency obligations | $2,242,000 | 8,885 |
| Securities issued by states & political subdivisions | $1,021,000 | 5,772 |
| Other domestic debt securities | $406,000 | 2,507 |
| 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 | $406,000 | 1,999 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $927,000 | 7,674 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $402,000 | 6,869 |
| Available-for-sale securities (fair market value) | $3,791,000 | 8,015 |
| Total debt securities | $4,186,000 | 9,424 |
| 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 | $5,134,000 | 9,722 |
| U.S. Government securities | $3,758,000 | 9,776 |
| U.S. Treasury securities | $719,000 | 7,727 |
| U.S. Government agency obligations | $3,039,000 | 8,784 |
| Securities issued by states & political subdivisions | $663,000 | 6,715 |
| Other domestic debt securities | $706,000 | 2,377 |
| 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 | $706,000 | 1,808 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,035,000 | 7,762 |
| Mortgage-backed securities | $100,000 | 8,495 |
| Certificates of participation in pools of residential mortgages | $100,000 | 7,870 |
| Issued or guaranteed by U.S. | $100,000 | 7,851 |
| 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) | $42,000 | 7,968 |
| Available-for-sale securities (fair market value) | $5,092,000 | 7,729 |
| Total debt securities | $5,127,000 | 9,610 |
| 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 | $5,359,000 | 10,048 |
| U.S. Government securities | $3,469,000 | 10,334 |
| U.S. Treasury securities | $743,000 | 9,033 |
| U.S. Government agency obligations | $2,726,000 | 9,201 |
| Securities issued by states & political subdivisions | $607,000 | 7,082 |
| Other domestic debt securities | $1,276,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $2,000 | 2,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,274,000 | 1,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 9,184 |
| Mortgage-backed securities | $180,000 | 8,736 |
| Certificates of participation in pools of residential mortgages | $178,000 | 7,932 |
| Issued or guaranteed by U.S. | $178,000 | 7,900 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,000 | 6,103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $2,000 | 2,191 |
| 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) | $45,000 | 8,351 |
| Available-for-sale securities (fair market value) | $5,314,000 | 7,871 |
| Total debt securities | $5,352,000 | 9,944 |
| 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 | $3,995,000 | 11,261 |
| U.S. Government securities | $2,073,000 | 11,720 |
| U.S. Treasury securities | $398,000 | 10,688 |
| U.S. Government agency obligations | $1,675,000 | 10,233 |
| Securities issued by states & political subdivisions | $548,000 | 7,560 |
| Other domestic debt securities | $1,367,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $8,000 | 2,805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,359,000 | 1,915 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $299,000 | 9,671 |
| Mortgage-backed securities | $187,000 | 9,291 |
| Certificates of participation in pools of residential mortgages | $179,000 | 8,441 |
| Issued or guaranteed by U.S. | $179,000 | 8,413 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,000 | 6,565 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $8,000 | 2,454 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,988,000 | 8,629 |
| Available-for-sale securities (fair market value) | $7,000 | 11,176 |
| Total debt securities | $3,988,000 | 11,165 |
| 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 | $5,204,000 | 11,165 |
| U.S. Government securities | $3,057,000 | 11,614 |
| U.S. Treasury securities | $598,000 | 10,663 |
| U.S. Government agency obligations | $2,459,000 | 9,850 |
| Securities issued by states & political subdivisions | $592,000 | 7,645 |
| Other domestic debt securities | $1,548,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $23,000 | 3,213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,525,000 | 2,077 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 8,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $494,000 | 9,261 |
| Certificates of participation in pools of residential mortgages | $471,000 | 8,172 |
| Issued or guaranteed by U.S. | $471,000 | 8,116 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $23,000 | 6,896 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $23,000 | 2,744 |
| 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 | $5,197,000 | 11,042 |
| 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 | $6,203,000 | 10,951 |
| U.S. Government securities | $3,699,000 | 11,645 |
| U.S. Treasury securities | $598,000 | 11,118 |
| U.S. Government agency obligations | $3,101,000 | 9,439 |
| Securities issued by states & political subdivisions | $672,000 | 7,278 |
| Other domestic debt securities | $1,775,000 | 3,136 |
| Privately issued residential mortgage-backed securities | $45,000 | 3,816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,730,000 | 2,239 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,507,000 | 7,794 |
| Mortgage-backed securities | $652,000 | 9,488 |
| Certificates of participation in pools of residential mortgages | $607,000 | 8,333 |
| Issued or guaranteed by U.S. | $607,000 | 8,270 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $45,000 | 7,150 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $45,000 | 3,281 |
| 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 | $6,146,000 | 10,830 |
| 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 |
