| 2023-12-31 | Rank |
| Total securities | $155,419,000 | 1,213 |
| U.S. Government securities | $125,410,000 | 956 |
| U.S. Treasury securities | $77,170,000 | 315 |
| U.S. Government agency obligations | $48,240,000 | 1,642 |
| Securities issued by states & political subdivisions | $30,009,000 | 1,361 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,257,000 | 871 |
| Mortgage-backed securities | $46,343,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,761,000 | 884 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,304 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $155,419,000 | 1,054 |
| Total debt securities | $155,419,000 | 1,197 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| 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 | $148,946,000 | 1,248 |
| U.S. Government securities | $121,570,000 | 986 |
| U.S. Treasury securities | $75,322,000 | 336 |
| U.S. Government agency obligations | $46,248,000 | 1,664 |
| Securities issued by states & political subdivisions | $27,376,000 | 1,440 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $102,318,000 | 870 |
| Mortgage-backed securities | $44,388,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,794,000 | 896 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,281 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $148,946,000 | 1,089 |
| Total debt securities | $148,946,000 | 1,234 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| 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 | $156,548,000 | 1,240 |
| U.S. Government securities | $127,755,000 | 982 |
| U.S. Treasury securities | $78,114,000 | 332 |
| U.S. Government agency obligations | $49,641,000 | 1,628 |
| Securities issued by states & political subdivisions | $28,793,000 | 1,439 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $107,364,000 | 834 |
| Mortgage-backed securities | $47,787,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,144,000 | 878 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,267 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $156,548,000 | 1,083 |
| Total debt securities | $156,548,000 | 1,224 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| 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 | $166,699,000 | 1,234 |
| U.S. Government securities | $135,864,000 | 973 |
| U.S. Treasury securities | $91,153,000 | 308 |
| U.S. Government agency obligations | $44,711,000 | 1,767 |
| Securities issued by states & political subdivisions | $30,610,000 | 1,420 |
| Other domestic debt securities | $225,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $225,000 | 1,884 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $117,289,000 | 713 |
| Mortgage-backed securities | $42,851,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,159,000 | 998 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $692,000 | 2,291 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $166,699,000 | 1,076 |
| Total debt securities | $166,699,000 | 1,219 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| 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 | $163,069,000 | 1,275 |
| U.S. Government securities | $134,078,000 | 999 |
| U.S. Treasury securities | $90,043,000 | 339 |
| U.S. Government agency obligations | $44,035,000 | 1,787 |
| Securities issued by states & political subdivisions | $28,766,000 | 1,537 |
| Other domestic debt securities | $225,000 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $225,000 | 1,911 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $85,714,000 | 835 |
| Mortgage-backed securities | $42,199,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,475,000 | 1,014 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,301 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $163,069,000 | 1,109 |
| Total debt securities | $163,069,000 | 1,260 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| 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 | $153,758,000 | 1,335 |
| U.S. Government securities | $133,559,000 | 1,013 |
| U.S. Treasury securities | $88,948,000 | 352 |
| U.S. Government agency obligations | $44,611,000 | 1,795 |
| Securities issued by states & political subdivisions | $19,974,000 | 1,932 |
| Other domestic debt securities | $225,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $225,000 | 1,915 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,485,000 | 794 |
| Mortgage-backed securities | $42,797,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,035,000 | 1,010 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,304 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $153,758,000 | 1,175 |
| Total debt securities | $153,758,000 | 1,321 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| 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 | $157,234,000 | 1,332 |
| U.S. Government securities | $136,541,000 | 998 |
| U.S. Treasury securities | $99,078,000 | 310 |
| U.S. Government agency obligations | $37,463,000 | 2,013 |
| Securities issued by states & political subdivisions | $20,468,000 | 1,956 |
| Other domestic debt securities | $225,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $225,000 | 1,905 |
| 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 | $71,996,000 | 901 |
| Mortgage-backed securities | $35,602,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $34,770,000 | 1,211 |
| Issued or guaranteed by U.S. | $34,770,000 | 1,187 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $832,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $832,000 | 2,301 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $157,234,000 | 1,186 |
| Total debt securities | $157,234,000 | 1,318 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $128,179,000 | 1,540 |
| U.S. Government securities | $104,934,000 | 1,207 |
| U.S. Treasury securities | $67,833,000 | 381 |
| U.S. Government agency obligations | $37,101,000 | 2,033 |
| Securities issued by states & political subdivisions | $23,020,000 | 1,843 |
| Other domestic debt securities | $225,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $225,000 | 1,879 |
| 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 | $64,792,000 | 938 |
| Mortgage-backed securities | $35,217,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $34,311,000 | 1,257 |
| Issued or guaranteed by U.S. | $34,311,000 | 1,236 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $906,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,273 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $128,179,000 | 1,404 |
| Total debt securities | $128,179,000 | 1,528 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $125,057,000 | 1,503 |
| U.S. Government securities | $98,999,000 | 1,189 |
| U.S. Treasury securities | $58,459,000 | 311 |
| U.S. Government agency obligations | $40,540,000 | 1,891 |
| Securities issued by states & political subdivisions | $25,833,000 | 1,773 |
| Other domestic debt securities | $225,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $225,000 | 1,825 |
| 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 | $76,134,000 | 823 |
| Mortgage-backed securities | $35,779,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $34,782,000 | 1,222 |
| Issued or guaranteed by U.S. | $34,782,000 | 1,196 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $997,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,236 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $125,057,000 | 1,392 |
| Total debt securities | $125,057,000 | 1,486 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $95,107,000 | 1,775 |
| U.S. Government securities | $67,591,000 | 1,486 |
| U.S. Treasury securities | $34,489,000 | 374 |
| U.S. Government agency obligations | $33,102,000 | 2,105 |
| Securities issued by states & political subdivisions | $27,291,000 | 1,685 |
| Other domestic debt securities | $225,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $225,000 | 1,762 |
| 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 | $71,779,000 | 845 |
| Mortgage-backed securities | $27,794,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $26,715,000 | 1,425 |
| Issued or guaranteed by U.S. | $26,715,000 | 1,392 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,079,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,235 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $95,107,000 | 1,654 |
| Total debt securities | $95,107,000 | 1,757 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $67,039,000 | 2,165 |
| U.S. Government securities | $41,054,000 | 1,981 |
| U.S. Treasury securities | $14,792,000 | 610 |
| U.S. Government agency obligations | $26,262,000 | 2,315 |
| Securities issued by states & political subdivisions | $25,760,000 | 1,708 |
| Other domestic debt securities | $225,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $225,000 | 1,731 |
| 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 | $34,268,000 | 1,428 |
| Mortgage-backed securities | $20,937,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $19,776,000 | 1,653 |
| Issued or guaranteed by U.S. | $19,776,000 | 1,613 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,161,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $1,161,000 | 2,192 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $67,039,000 | 2,038 |
| Total debt securities | $67,038,000 | 2,149 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $45,186,000 | 2,597 |
| U.S. Government securities | $14,694,000 | 3,022 |
| U.S. Treasury securities | $518,000 | 1,484 |
| U.S. Government agency obligations | $14,176,000 | 2,892 |
| Securities issued by states & political subdivisions | $30,267,000 | 1,475 |
| Other domestic debt securities | $225,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $225,000 | 1,690 |
| 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 | $22,665,000 | 1,800 |
| Mortgage-backed securities | $12,907,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $10,091,000 | 2,192 |
| Issued or guaranteed by U.S. | $10,091,000 | 2,127 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,816,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $2,816,000 | 1,782 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,095,000 | 1,294 |
| Available-for-sale securities (fair market value) | $44,091,000 | 2,465 |
| Total debt securities | $45,185,000 | 2,577 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $47,856,000 | 2,394 |
| U.S. Government securities | $12,854,000 | 3,031 |
| U.S. Treasury securities | $520,000 | 1,055 |
| U.S. Government agency obligations | $12,334,000 | 2,948 |
| Securities issued by states & political subdivisions | $34,777,000 | 1,289 |
| Other domestic debt securities | $225,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $225,000 | 1,625 |
| 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 | $23,663,000 | 1,728 |
| Mortgage-backed securities | $11,058,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $8,002,000 | 2,299 |
| Issued or guaranteed by U.S. | $8,002,000 | 2,236 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,056,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $3,056,000 | 1,770 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,095,000 | 1,291 |
| Available-for-sale securities (fair market value) | $46,761,000 | 2,263 |
| Total debt securities | $47,855,000 | 2,372 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $49,591,000 | 2,240 |
| U.S. Government securities | $13,968,000 | 2,890 |
| U.S. Treasury securities | $522,000 | 1,072 |
| U.S. Government agency obligations | $13,446,000 | 2,798 |
| Securities issued by states & political subdivisions | $35,398,000 | 1,155 |
| Other domestic debt securities | $225,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $225,000 | 1,601 |
| 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 | $21,813,000 | 1,784 |
| Mortgage-backed securities | $12,163,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $8,845,000 | 2,179 |
| Issued or guaranteed by U.S. | $8,845,000 | 2,116 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,318,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $3,318,000 | 1,759 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,095,000 | 1,282 |
| Available-for-sale securities (fair market value) | $48,496,000 | 2,121 |
| Total debt securities | $49,591,000 | 2,218 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $51,453,000 | 2,113 |
| U.S. Government securities | $15,144,000 | 2,812 |
| U.S. Treasury securities | $524,000 | 1,114 |
| U.S. Government agency obligations | $14,620,000 | 2,728 |
| Securities issued by states & political subdivisions | $36,084,000 | 1,059 |
| Other domestic debt securities | $225,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $225,000 | 1,556 |
| 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 | $22,670,000 | 1,770 |
| Mortgage-backed securities | $13,332,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $9,737,000 | 2,067 |
| Issued or guaranteed by U.S. | $9,737,000 | 2,012 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,595,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,595,000 | 1,751 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,095,000 | 1,282 |
| Available-for-sale securities (fair market value) | $50,358,000 | 2,008 |
| Total debt securities | $51,453,000 | 2,094 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $56,443,000 | 1,928 |
| U.S. Government securities | $16,059,000 | 2,756 |
| U.S. Treasury securities | $524,000 | 1,159 |
| U.S. Government agency obligations | $15,535,000 | 2,648 |
| Securities issued by states & political subdivisions | $40,159,000 | 859 |
| Other domestic debt securities | $225,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $225,000 | 1,472 |
| 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 | $21,902,000 | 1,752 |
| Mortgage-backed securities | $14,250,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $10,403,000 | 2,008 |
| Issued or guaranteed by U.S. | $10,403,000 | 1,952 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,847,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,847,000 | 1,720 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,373,000 | 1,228 |
| Available-for-sale securities (fair market value) | $55,070,000 | 1,829 |
| Total debt securities | $56,442,000 | 1,911 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $66,006,000 | 1,725 |
| U.S. Government securities | $18,427,000 | 2,683 |
| U.S. Treasury securities | $506,000 | 1,222 |
| U.S. Government agency obligations | $17,921,000 | 2,563 |
| Securities issued by states & political subdivisions | $42,876,000 | 786 |
| Other domestic debt securities | $4,703,000 | 912 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,703,000 | 611 |
| 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 | $26,714,000 | 1,545 |
| Mortgage-backed securities | $16,471,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $12,474,000 | 1,774 |
| Issued or guaranteed by U.S. | $12,474,000 | 1,728 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,997,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $3,997,000 | 1,685 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,850,000 | 889 |
| Available-for-sale securities (fair market value) | $60,156,000 | 1,697 |
| Total debt securities | $66,006,000 | 1,707 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $69,058,000 | 1,658 |
| U.S. Government securities | $19,501,000 | 2,649 |
| U.S. Treasury securities | $508,000 | 1,263 |
| U.S. Government agency obligations | $18,993,000 | 2,531 |
| Securities issued by states & political subdivisions | $44,816,000 | 746 |
| Other domestic debt securities | $4,741,000 | 910 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,741,000 | 616 |
| 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 | $27,856,000 | 1,496 |
| Mortgage-backed securities | $17,510,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $13,242,000 | 1,717 |
| Issued or guaranteed by U.S. | $13,242,000 | 1,664 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,268,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,268,000 | 1,652 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $5,889,000 | 931 |
| Available-for-sale securities (fair market value) | $63,169,000 | 1,631 |
| Total debt securities | $69,058,000 | 1,643 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $72,862,000 | 1,617 |
| U.S. Government securities | $20,583,000 | 2,614 |
| U.S. Treasury securities | $506,000 | 1,301 |
| U.S. Government agency obligations | $20,077,000 | 2,497 |
| Securities issued by states & political subdivisions | $47,538,000 | 708 |
| Other domestic debt securities | $4,741,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,741,000 | 631 |
| 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 | $29,390,000 | 1,491 |
| Mortgage-backed securities | $18,605,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $14,060,000 | 1,638 |
| Issued or guaranteed by U.S. | $14,060,000 | 1,609 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,545,000 | 1,646 |
| CMOs issued by government agencies or sponsored agencies | $4,545,000 | 1,598 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $5,888,000 | 971 |
| Available-for-sale securities (fair market value) | $66,974,000 | 1,582 |
| Total debt securities | $72,862,000 | 1,600 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $75,929,000 | 1,592 |
| U.S. Government securities | $22,999,000 | 2,486 |
| U.S. Treasury securities | $497,000 | 1,381 |
| U.S. Government agency obligations | $22,502,000 | 2,385 |
| Securities issued by states & political subdivisions | $48,206,000 | 717 |
| Other domestic debt securities | $4,724,000 | 904 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,724,000 | 637 |
| 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 | $25,971,000 | 1,638 |
| Mortgage-backed securities | $19,540,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $14,803,000 | 1,584 |
| Issued or guaranteed by U.S. | $14,803,000 | 1,555 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,737,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $4,737,000 | 1,575 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $5,945,000 | 977 |
| Available-for-sale securities (fair market value) | $69,984,000 | 1,548 |
| Total debt securities | $75,929,000 | 1,573 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $79,755,000 | 1,536 |
| U.S. Government securities | $24,827,000 | 2,416 |
| U.S. Treasury securities | $490,000 | 1,412 |
| U.S. Government agency obligations | $24,337,000 | 2,309 |
| Securities issued by states & political subdivisions | $50,213,000 | 709 |
| Other domestic debt securities | $4,715,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,715,000 | 623 |
| 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 | $31,605,000 | 1,442 |
| Mortgage-backed securities | $18,661,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $13,714,000 | 1,665 |
| Issued or guaranteed by U.S. | $13,714,000 | 1,645 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,947,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $4,947,000 | 1,547 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $5,935,000 | 1,017 |
| Available-for-sale securities (fair market value) | $73,820,000 | 1,489 |
| Total debt securities | $79,755,000 | 1,520 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $79,593,000 | 1,550 |
| U.S. Government securities | $11,582,000 | 3,449 |
| U.S. Treasury securities | $484,000 | 1,399 |
| U.S. Government agency obligations | $11,098,000 | 3,350 |
| Securities issued by states & political subdivisions | $50,462,000 | 698 |
| Other domestic debt securities | $17,549,000 | 419 |
| Privately issued residential mortgage-backed securities | $13,972,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $3,577,000 | 714 |
| 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 | $30,695,000 | 1,457 |
| Mortgage-backed securities | $19,395,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 1,656 |
| Issued or guaranteed by U.S. | $266,000 | 3,982 |
| Privately issued | $13,972,000 | 15 |
| Collaterized mortgage obligations | $5,157,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,157,000 | 1,495 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $4,797,000 | 1,107 |
| Available-for-sale securities (fair market value) | $74,796,000 | 1,474 |
| Total debt securities | $79,593,000 | 1,530 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $81,504,000 | 1,535 |
| U.S. Government securities | $27,236,000 | 2,280 |
| U.S. Treasury securities | $486,000 | 1,370 |
| U.S. Government agency obligations | $26,750,000 | 2,199 |
| Securities issued by states & political subdivisions | $50,693,000 | 721 |
| Other domestic debt securities | $3,575,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $3,575,000 | 716 |
| 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 | $31,263,000 | 1,483 |
| Mortgage-backed securities | $20,562,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $15,036,000 | 1,653 |
| Issued or guaranteed by U.S. | $15,036,000 | 1,585 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,526,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $5,526,000 | 1,458 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $4,795,000 | 1,127 |
| Available-for-sale securities (fair market value) | $76,709,000 | 1,472 |
| Total debt securities | $81,504,000 | 1,519 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $86,511,000 | 1,485 |
| U.S. Government securities | $28,448,000 | 2,275 |
| U.S. Treasury securities | $489,000 | 1,317 |
| U.S. Government agency obligations | $27,959,000 | 2,203 |
| Securities issued by states & political subdivisions | $54,497,000 | 680 |
| Other domestic debt securities | $3,566,000 | 960 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $3,566,000 | 733 |
| 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 | $31,159,000 | 1,499 |
| Mortgage-backed securities | $21,729,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $15,852,000 | 1,633 |
| Issued or guaranteed by U.S. | $15,852,000 | 1,630 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,877,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $5,877,000 | 1,421 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $4,961,000 | 1,137 |
| Available-for-sale securities (fair market value) | $81,550,000 | 1,406 |
| Total debt securities | $86,511,000 | 1,464 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $86,159,000 | 1,509 |
| U.S. Government securities | $27,734,000 | 2,341 |
| U.S. Treasury securities | $497,000 | 1,209 |
| U.S. Government agency obligations | $27,237,000 | 2,265 |
| Securities issued by states & political subdivisions | $54,868,000 | 719 |
| Other domestic debt securities | $3,557,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,557,000 | 734 |
| 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 | $30,369,000 | 1,549 |
| Mortgage-backed securities | $20,956,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $14,640,000 | 1,744 |
| Issued or guaranteed by U.S. | $14,640,000 | 1,744 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,316,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $6,316,000 | 1,360 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $4,952,000 | 1,174 |
| Available-for-sale securities (fair market value) | $81,207,000 | 1,445 |
| Total debt securities | $86,159,000 | 1,490 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $80,943,000 | 1,617 |
| U.S. Government securities | $25,113,000 | 2,504 |
| U.S. Treasury securities | $505,000 | 1,161 |
| U.S. Government agency obligations | $24,608,000 | 2,425 |
| Securities issued by states & political subdivisions | $55,605,000 | 716 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $225,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,162,000 | 2,112 |
| Mortgage-backed securities | $17,493,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $10,736,000 | 2,087 |
| Issued or guaranteed by U.S. | $10,736,000 | 2,086 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,757,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $6,757,000 | 1,316 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,620,000 | 1,557 |
| Available-for-sale securities (fair market value) | $79,323,000 | 1,496 |
| Total debt securities | $80,718,000 | 1,600 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $86,477,000 | 1,556 |
| U.S. Government securities | $20,437,000 | 2,836 |
| U.S. Treasury securities | $507,000 | 1,187 |
| U.S. Government agency obligations | $19,930,000 | 2,757 |
| Securities issued by states & political subdivisions | $65,815,000 | 592 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $225,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,751,000 | 2,302 |
| Mortgage-backed securities | $15,110,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $7,881,000 | 2,457 |
| Issued or guaranteed by U.S. | $7,881,000 | 2,456 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,229,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $7,229,000 | 1,271 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,620,000 | 1,585 |
| Available-for-sale securities (fair market value) | $84,857,000 | 1,434 |
| Total debt securities | $86,252,000 | 1,539 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $90,692,000 | 1,525 |
| U.S. Government securities | $21,545,000 | 2,798 |
| U.S. Treasury securities | $500,000 | 1,243 |
| U.S. Government agency obligations | $21,045,000 | 2,720 |
| Securities issued by states & political subdivisions | $68,922,000 | 562 |
| Other domestic debt securities | $225,000 | 2,005 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $225,000 | 1,650 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,350,000 | 2,908 |
| Mortgage-backed securities | $16,214,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $8,445,000 | 2,426 |
| Issued or guaranteed by U.S. | $8,445,000 | 2,425 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,769,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,769,000 | 1,241 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,785,000 | 1,579 |
| Available-for-sale securities (fair market value) | $88,907,000 | 1,389 |
| Total debt securities | $90,692,000 | 1,501 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $91,351,000 | 1,494 |
| U.S. Government securities | $19,483,000 | 2,944 |
| U.S. Treasury securities | $496,000 | 1,247 |
| U.S. Government agency obligations | $18,987,000 | 2,852 |
| Securities issued by states & political subdivisions | $71,643,000 | 528 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $225,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,815,000 | 2,868 |
| Mortgage-backed securities | $11,354,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $3,058,000 | 3,359 |
| Issued or guaranteed by U.S. | $3,058,000 | 3,354 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,296,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $8,296,000 | 1,183 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,785,000 | 1,594 |
| Available-for-sale securities (fair market value) | $89,566,000 | 1,370 |
| Total debt securities | $91,126,000 | 1,474 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $92,196,000 | 1,483 |
| U.S. Government securities | $18,756,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $18,756,000 | 2,873 |
| Securities issued by states & political subdivisions | $73,215,000 | 526 |
| Other domestic debt securities | $225,000 | 2,029 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $225,000 | 1,665 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,686,000 | 2,786 |
| Mortgage-backed securities | $11,038,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $3,333,000 | 3,336 |
| Issued or guaranteed by U.S. | $3,333,000 | 3,335 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,705,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $7,705,000 | 1,239 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,785,000 | 1,616 |
| Available-for-sale securities (fair market value) | $90,411,000 | 1,348 |
| Total debt securities | $92,196,000 | 1,462 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $103,406,000 | 1,335 |
| U.S. Government securities | $19,898,000 | 2,966 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,898,000 | 2,849 |
| Securities issued by states & political subdivisions | $83,283,000 | 437 |
| Other domestic debt securities | $225,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $225,000 | 1,676 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,692,000 | 2,089 |
| Mortgage-backed securities | $12,177,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $3,470,000 | 3,347 |
| Issued or guaranteed by U.S. | $3,470,000 | 3,342 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,707,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $8,707,000 | 1,193 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,785,000 | 1,664 |
| Available-for-sale securities (fair market value) | $101,621,000 | 1,205 |
| Total debt securities | $103,406,000 | 1,310 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $111,108,000 | 1,254 |
| U.S. Government securities | $22,155,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $22,155,000 | 2,765 |
| Securities issued by states & political subdivisions | $88,728,000 | 392 |
| Other domestic debt securities | $225,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $225,000 | 1,690 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,913,000 | 2,233 |
| Mortgage-backed securities | $14,421,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $3,874,000 | 3,286 |
| Issued or guaranteed by U.S. | $3,874,000 | 3,284 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,547,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $10,547,000 | 1,081 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,848,000 | 1,690 |
| Available-for-sale securities (fair market value) | $109,260,000 | 1,123 |
| Total debt securities | $111,108,000 | 1,237 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $83,835,000 | 1,649 |
| U.S. Government securities | $19,485,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,485,000 | 3,002 |
| Securities issued by states & political subdivisions | $64,125,000 | 592 |
| Other domestic debt securities | $225,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $225,000 | 1,681 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,922,000 | 2,312 |
| Mortgage-backed securities | $12,769,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $2,297,000 | 3,693 |
| Issued or guaranteed by U.S. | $2,297,000 | 3,690 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,472,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $10,472,000 | 1,093 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $686,000 | 1,961 |
| Available-for-sale securities (fair market value) | $83,149,000 | 1,494 |
| Total debt securities | $83,835,000 | 1,627 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $86,609,000 | 1,597 |
| U.S. Government securities | $22,274,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,274,000 | 2,866 |
| Securities issued by states & political subdivisions | $64,110,000 | 585 |
| Other domestic debt securities | $225,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $225,000 | 1,699 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,530,000 | 1,915 |
| Mortgage-backed securities | $13,753,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 3,712 |
| Issued or guaranteed by U.S. | $2,398,000 | 3,710 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,355,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $11,355,000 | 1,058 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $686,000 | 1,977 |
| Available-for-sale securities (fair market value) | $85,923,000 | 1,436 |
| Total debt securities | $86,607,000 | 1,575 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $89,141,000 | 1,591 |
| U.S. Government securities | $24,648,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,648,000 | 2,794 |
| Securities issued by states & political subdivisions | $64,268,000 | 571 |
| Other domestic debt securities | $225,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $225,000 | 1,725 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,591,000 | 1,833 |
| Mortgage-backed securities | $13,945,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $1,527,000 | 4,080 |
| Issued or guaranteed by U.S. | $1,527,000 | 4,075 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,418,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $12,418,000 | 1,058 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $686,000 | 2,014 |
| Available-for-sale securities (fair market value) | $88,455,000 | 1,427 |
| Total debt securities | $89,141,000 | 1,575 |
| Structured notes |
| Amortized cost | $197,000 | 1,861 |
| Fair value | $202,000 | 1,853 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $90,313,000 | 1,576 |
| U.S. Government securities | $25,747,000 | 2,853 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,747,000 | 2,766 |
| Securities issued by states & political subdivisions | $64,341,000 | 550 |
| Other domestic debt securities | $225,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $225,000 | 1,757 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,667,000 | 1,840 |
| Mortgage-backed securities | $14,493,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,348 |
| Issued or guaranteed by U.S. | $987,000 | 4,342 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,506,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $13,506,000 | 1,045 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $770,000 | 1,994 |
| Available-for-sale securities (fair market value) | $89,543,000 | 1,417 |
| Total debt securities | $90,313,000 | 1,559 |
| Structured notes |
| Amortized cost | $216,000 | 1,957 |
| Fair value | $222,000 | 1,957 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $91,772,000 | 1,565 |
| U.S. Government securities | $27,557,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,557,000 | 2,667 |
| Securities issued by states & political subdivisions | $63,990,000 | 544 |
| Other domestic debt securities | $225,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $225,000 | 1,776 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,300,000 | 1,763 |
| Mortgage-backed securities | $15,356,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,410 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,349,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $14,349,000 | 1,021 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $770,000 | 2,014 |
| Available-for-sale securities (fair market value) | $91,002,000 | 1,397 |
| Total debt securities | $91,772,000 | 1,549 |
| Structured notes |
| Amortized cost | $232,000 | 2,052 |
| Fair value | $240,000 | 2,051 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $93,666,000 | 1,564 |
| U.S. Government securities | $31,353,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,353,000 | 2,546 |
| Securities issued by states & political subdivisions | $62,088,000 | 567 |
| Other domestic debt securities | $225,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $225,000 | 1,806 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,199,000 | 1,814 |
| Mortgage-backed securities | $17,118,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $5,000 | 5,204 |
| Issued or guaranteed by U.S. | $5,000 | 5,197 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $17,113,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $17,113,000 | 934 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $770,000 | 2,042 |
| Available-for-sale securities (fair market value) | $92,896,000 | 1,400 |
| Total debt securities | $93,666,000 | 1,544 |
| Structured notes |
| Amortized cost | $251,000 | 2,102 |
| Fair value | $260,000 | 2,100 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $97,895,000 | 1,510 |
| U.S. Government securities | $33,408,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $33,408,000 | 2,484 |
| Securities issued by states & political subdivisions | $64,262,000 | 533 |
| Other domestic debt securities | $225,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $225,000 | 1,867 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,315,000 | 2,540 |
| Mortgage-backed securities | $18,598,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $6,000 | 5,239 |
| Issued or guaranteed by U.S. | $6,000 | 5,233 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,592,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $18,592,000 | 899 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $970,000 | 1,992 |
| Available-for-sale securities (fair market value) | $96,925,000 | 1,358 |
| Total debt securities | $97,895,000 | 1,492 |
| Structured notes |
| Amortized cost | $272,000 | 2,160 |
| Fair value | $288,000 | 2,150 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $102,697,000 | 1,442 |
| U.S. Government securities | $37,670,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $37,670,000 | 2,311 |
| Securities issued by states & political subdivisions | $64,727,000 | 525 |
| Other domestic debt securities | $300,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $300,000 | 1,851 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,656,000 | 2,448 |
| Mortgage-backed securities | $21,455,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,749 |
| Issued or guaranteed by U.S. | $638,000 | 4,745 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,817,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $20,817,000 | 848 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,120,000 | 1,957 |
| Available-for-sale securities (fair market value) | $101,577,000 | 1,303 |
| Total debt securities | $102,697,000 | 1,426 |
| Structured notes |
| Amortized cost | $291,000 | 2,197 |
| Fair value | $307,000 | 2,171 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $103,556,000 | 1,432 |
| U.S. Government securities | $40,143,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,143,000 | 2,171 |
| Securities issued by states & political subdivisions | $63,113,000 | 538 |
| Other domestic debt securities | $300,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $300,000 | 1,889 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,610,000 | 2,268 |
| Mortgage-backed securities | $21,680,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $692,000 | 4,748 |
| Issued or guaranteed by U.S. | $692,000 | 4,743 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,988,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $20,988,000 | 828 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,120,000 | 1,948 |
| Available-for-sale securities (fair market value) | $102,436,000 | 1,280 |
| Total debt securities | $103,556,000 | 1,413 |
| Structured notes |
| Amortized cost | $317,000 | 2,169 |
| Fair value | $326,000 | 2,152 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $109,594,000 | 1,369 |
| U.S. Government securities | $45,378,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,378,000 | 1,999 |
| Securities issued by states & political subdivisions | $63,916,000 | 538 |
| Other domestic debt securities | $300,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $300,000 | 1,926 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,437,000 | 2,344 |
| Mortgage-backed securities | $23,305,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $763,000 | 4,762 |
| Issued or guaranteed by U.S. | $763,000 | 4,758 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $22,542,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $22,542,000 | 812 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,065,000 | 1,942 |
| Available-for-sale securities (fair market value) | $108,529,000 | 1,222 |
| Total debt securities | $109,594,000 | 1,352 |
| Structured notes |
| Amortized cost | $356,000 | 2,154 |
| Fair value | $361,000 | 2,148 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $110,902,000 | 1,354 |
| U.S. Government securities | $48,807,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $48,807,000 | 1,856 |
| Securities issued by states & political subdivisions | $61,795,000 | 554 |
| Other domestic debt securities | $300,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $300,000 | 1,966 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,015,000 | 2,283 |
| Mortgage-backed securities | $25,177,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $849,000 | 4,703 |
| Issued or guaranteed by U.S. | $849,000 | 4,699 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,328,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $24,328,000 | 785 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,118,000 | 1,871 |
| Available-for-sale securities (fair market value) | $109,784,000 | 1,224 |
| Total debt securities | $110,902,000 | 1,337 |
| Structured notes |
| Amortized cost | $418,000 | 2,107 |
| Fair value | $411,000 | 2,106 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $118,310,000 | 1,294 |
| U.S. Government securities | $52,134,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $52,134,000 | 1,787 |
| Securities issued by states & political subdivisions | $65,876,000 | 498 |
| Other domestic debt securities | $300,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $300,000 | 1,943 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,442,000 | 2,205 |
| Mortgage-backed securities | $27,535,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $961,000 | 4,706 |
| Issued or guaranteed by U.S. | $961,000 | 4,704 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,574,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $26,574,000 | 775 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,259,000 | 1,823 |
| Available-for-sale securities (fair market value) | $117,051,000 | 1,178 |
| Total debt securities | $118,310,000 | 1,276 |
| Structured notes |
| Amortized cost | $485,000 | 2,124 |
| Fair value | $486,000 | 2,118 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $119,756,000 | 1,254 |
| U.S. Government securities | $51,818,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,818,000 | 1,757 |
| Securities issued by states & political subdivisions | $65,938,000 | 492 |
| Other domestic debt securities | $2,000,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,000,000 | 1,178 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,654,000 | 2,105 |
| Mortgage-backed securities | $28,369,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,069,000 | 4,679 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,300,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $27,300,000 | 759 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,259,000 | 1,841 |
| Available-for-sale securities (fair market value) | $118,497,000 | 1,143 |
| Total debt securities | $119,756,000 | 1,237 |
| Structured notes |
| Amortized cost | $559,000 | 1,973 |
| Fair value | $561,000 | 1,971 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $102,187,000 | 1,457 |
| U.S. Government securities | $48,310,000 | 1,956 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $48,310,000 | 1,918 |
| Securities issued by states & political subdivisions | $51,877,000 | 648 |
| Other domestic debt securities | $2,000,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,000,000 | 1,214 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,126,000 | 2,019 |
| Mortgage-backed securities | $27,182,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,188,000 | 4,738 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $25,994,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $25,994,000 | 833 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $759,000 | 2,042 |
| Available-for-sale securities (fair market value) | $101,428,000 | 1,331 |
| Total debt securities | $102,187,000 | 1,438 |
| Structured notes |
| Amortized cost | $640,000 | 2,108 |
| Fair value | $646,000 | 2,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $59,347,000 | 2,335 |
| U.S. Government securities | $27,555,000 | 3,002 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,555,000 | 2,945 |
| Securities issued by states & political subdivisions | $31,792,000 | 1,098 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,165,000 | 1,988 |
| Mortgage-backed securities | $19,210,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,727 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,905,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $17,905,000 | 1,071 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $809,000 | 2,034 |
| Available-for-sale securities (fair market value) | $58,538,000 | 2,164 |
| Total debt securities | $59,347,000 | 2,315 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $63,287,000 | 2,216 |
| U.S. Government securities | $29,960,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $29,960,000 | 2,834 |
| Securities issued by states & political subdivisions | $33,327,000 | 987 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,076,000 | 2,074 |
| Mortgage-backed securities | $21,079,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 4,694 |
| Issued or guaranteed by U.S. | $1,451,000 | 4,691 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,628,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $19,628,000 | 1,028 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $950,000 | 2,031 |
| Available-for-sale securities (fair market value) | $62,337,000 | 2,054 |
| Total debt securities | $63,287,000 | 2,202 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $68,863,000 | 2,018 |
| U.S. Government securities | $34,312,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $34,312,000 | 2,464 |
| Securities issued by states & political subdivisions | $34,551,000 | 927 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,377,000 | 1,773 |
| Mortgage-backed securities | $22,424,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,399 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,390 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $20,292,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $20,292,000 | 939 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $950,000 | 2,126 |
| Available-for-sale securities (fair market value) | $67,913,000 | 1,851 |
| Total debt securities | $68,863,000 | 1,999 |
| Structured notes |
| Amortized cost | $998,000 | 2,350 |
| Fair value | $967,000 | 2,355 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $70,782,000 | 1,913 |
| U.S. Government securities | $35,724,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $35,724,000 | 2,336 |
| Securities issued by states & political subdivisions | $35,058,000 | 867 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,302,000 | 1,614 |
| Mortgage-backed securities | $23,258,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,434,000 | 4,238 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,824,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $20,824,000 | 912 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $950,000 | 2,153 |
| Available-for-sale securities (fair market value) | $69,832,000 | 1,750 |
| Total debt securities | $70,782,000 | 1,890 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $75,202,000 | 1,799 |
| U.S. Government securities | $40,920,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $40,920,000 | 2,118 |
| Securities issued by states & political subdivisions | $34,282,000 | 834 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,643,000 | 1,498 |
| Mortgage-backed securities | $26,427,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,921 |
| Issued or guaranteed by U.S. | $3,431,000 | 3,908 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,996,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $22,996,000 | 823 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,273,000 | 2,044 |
| Available-for-sale securities (fair market value) | $73,929,000 | 1,651 |
| Total debt securities | $75,202,000 | 1,780 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $72,184,000 | 1,853 |
| U.S. Government securities | $42,116,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $42,116,000 | 2,060 |
| Securities issued by states & political subdivisions | $30,068,000 | 946 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,893,000 | 1,442 |
| Mortgage-backed securities | $27,703,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,627 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,619 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $23,428,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $23,428,000 | 789 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,383,000 | 2,033 |
| Available-for-sale securities (fair market value) | $70,801,000 | 1,711 |
| Total debt securities | $72,184,000 | 1,833 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $57,222,000 | 2,176 |
| U.S. Government securities | $30,806,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,806,000 | 2,499 |
| Securities issued by states & political subdivisions | $26,416,000 | 1,064 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,745,000 | 1,645 |
| Mortgage-backed securities | $22,036,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 3,397 |
| Issued or guaranteed by U.S. | $4,786,000 | 3,391 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,250,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $17,250,000 | 947 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,603,000 | 1,988 |
| Available-for-sale securities (fair market value) | $55,619,000 | 2,014 |
| Total debt securities | $57,222,000 | 2,150 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $53,068,000 | 2,269 |
| U.S. Government securities | $27,052,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $27,052,000 | 2,735 |
| Securities issued by states & political subdivisions | $26,016,000 | 1,041 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,081,000 | 1,557 |
| Mortgage-backed securities | $19,220,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,203 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,196 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,739,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $13,739,000 | 1,062 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,244,000 | 2,120 |
| Available-for-sale securities (fair market value) | $51,824,000 | 2,075 |
| Total debt securities | $53,068,000 | 2,243 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $53,591,000 | 2,251 |
| U.S. Government securities | $29,085,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,085,000 | 2,657 |
| Securities issued by states & political subdivisions | $24,506,000 | 1,037 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,233,000 | 1,692 |
| Mortgage-backed securities | $19,701,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $6,024,000 | 3,123 |
| Issued or guaranteed by U.S. | $6,024,000 | 3,115 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,677,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $13,677,000 | 1,013 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,292,000 | 2,175 |
| Available-for-sale securities (fair market value) | $52,299,000 | 2,049 |
| Total debt securities | $53,591,000 | 2,225 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $52,199,000 | 2,309 |
| U.S. Government securities | $27,782,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,782,000 | 2,782 |
| Securities issued by states & political subdivisions | $24,417,000 | 1,013 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,903,000 | 1,667 |
| Mortgage-backed securities | $17,860,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $6,534,000 | 3,117 |
| Issued or guaranteed by U.S. | $6,534,000 | 3,110 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,326,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $11,326,000 | 1,081 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,172,000 | 2,254 |
| Available-for-sale securities (fair market value) | $51,027,000 | 2,108 |
| Total debt securities | $52,199,000 | 2,282 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $50,076,000 | 2,364 |
| U.S. Government securities | $26,315,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,315,000 | 2,867 |
| Securities issued by states & political subdivisions | $23,761,000 | 1,039 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,392,000 | 1,599 |
| Mortgage-backed securities | $14,927,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 3,070 |
| Issued or guaranteed by U.S. | $7,067,000 | 3,063 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,860,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $7,860,000 | 1,290 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,171,000 | 2,306 |
| Available-for-sale securities (fair market value) | $48,905,000 | 2,146 |
| Total debt securities | $50,076,000 | 2,337 |
| Structured notes |
| Amortized cost | $386,000 | 2,602 |
| Fair value | $386,000 | 2,604 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $46,374,000 | 2,532 |
| U.S. Government securities | $24,889,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,889,000 | 2,974 |
| Securities issued by states & political subdivisions | $21,485,000 | 1,164 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,871,000 | 1,524 |
| Mortgage-backed securities | $14,916,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $8,402,000 | 2,900 |
| Issued or guaranteed by U.S. | $8,402,000 | 2,890 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,514,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $6,514,000 | 1,375 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,171,000 | 2,388 |
| Available-for-sale securities (fair market value) | $45,203,000 | 2,287 |
| Total debt securities | $46,374,000 | 2,503 |
| Structured notes |
| Amortized cost | $410,000 | 2,206 |
| Fair value | $410,000 | 2,210 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $49,261,000 | 2,354 |
| U.S. Government securities | $30,614,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,614,000 | 2,515 |
| Securities issued by states & political subdivisions | $18,647,000 | 1,287 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,331,000 | 1,475 |
| Mortgage-backed securities | $19,567,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | $8,991,000 | 2,858 |
| Issued or guaranteed by U.S. | $8,991,000 | 2,844 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,576,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $10,576,000 | 1,056 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,216,000 | 2,397 |
| Available-for-sale securities (fair market value) | $48,045,000 | 2,115 |
| Total debt securities | $49,261,000 | 2,319 |
| Structured notes |
| Amortized cost | $445,000 | 1,705 |
| Fair value | $445,000 | 1,705 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $48,080,000 | 2,415 |
| U.S. Government securities | $32,585,000 | 2,476 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,585,000 | 2,420 |
| Securities issued by states & political subdivisions | $15,495,000 | 1,485 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,647,000 | 1,305 |
| Mortgage-backed securities | $20,939,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $9,778,000 | 2,803 |
| Issued or guaranteed by U.S. | $9,778,000 | 2,787 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,161,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $11,161,000 | 1,011 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,000 | 2,404 |
| Available-for-sale securities (fair market value) | $46,784,000 | 2,186 |
| Total debt securities | $48,080,000 | 2,384 |
| Structured notes |
| Amortized cost | $506,000 | 1,270 |
| Fair value | $508,000 | 1,282 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $46,230,000 | 2,481 |
| U.S. Government securities | $31,283,000 | 2,589 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $31,283,000 | 2,536 |
| Securities issued by states & political subdivisions | $14,947,000 | 1,517 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,108,000 | 1,249 |
| Mortgage-backed securities | $19,897,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $8,186,000 | 3,019 |
| Issued or guaranteed by U.S. | $8,186,000 | 3,007 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,711,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $11,711,000 | 952 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,000 | 2,418 |
| Available-for-sale securities (fair market value) | $44,934,000 | 2,243 |
| Total debt securities | $46,230,000 | 2,447 |
| Structured notes |
| Amortized cost | $529,000 | 1,313 |
| Fair value | $531,000 | 1,317 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $46,700,000 | 2,398 |
| U.S. Government securities | $31,975,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,975,000 | 2,411 |
| Securities issued by states & political subdivisions | $14,725,000 | 1,501 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,961,000 | 1,216 |
| Mortgage-backed securities | $19,319,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $7,171,000 | 3,106 |
| Issued or guaranteed by U.S. | $7,171,000 | 3,096 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,148,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $12,148,000 | 886 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,296,000 | 2,419 |
| Available-for-sale securities (fair market value) | $45,404,000 | 2,156 |
| Total debt securities | $46,700,000 | 2,367 |
| Structured notes |
| Amortized cost | $542,000 | 1,287 |
| Fair value | $539,000 | 1,284 |
| 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 | $47,778,000 | 2,410 |
| U.S. Government securities | $33,059,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $33,059,000 | 2,374 |
| Securities issued by states & political subdivisions | $14,719,000 | 1,508 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,155,000 | 1,478 |
| Mortgage-backed securities | $18,632,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 3,348 |
| Issued or guaranteed by U.S. | $6,063,000 | 3,331 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,569,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $12,569,000 | 861 |
| 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) | $1,338,000 | 2,414 |
| Available-for-sale securities (fair market value) | $46,440,000 | 2,173 |
| Total debt securities | $47,778,000 | 2,361 |
| Structured notes |
| Amortized cost | $556,000 | 1,329 |
| Fair value | $552,000 | 1,334 |
| 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 | $47,885,000 | 2,395 |
| U.S. Government securities | $32,906,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $32,906,000 | 2,376 |
| Securities issued by states & political subdivisions | $14,979,000 | 1,493 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,735,000 | 1,383 |
| Mortgage-backed securities | $15,036,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $3,801,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,801,000 | 3,897 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,235,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $11,235,000 | 908 |
| 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) | $1,398,000 | 2,445 |
| Available-for-sale securities (fair market value) | $46,487,000 | 2,162 |
| Total debt securities | $47,885,000 | 2,344 |
| Structured notes |
| Amortized cost | $579,000 | 1,442 |
| Fair value | $575,000 | 1,450 |
| 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 | $47,179,000 | 2,415 |
| U.S. Government securities | $32,442,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,442,000 | 2,446 |
| Securities issued by states & political subdivisions | $14,737,000 | 1,508 |
| 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 | $34,961,000 | 1,408 |
| Mortgage-backed securities | $14,477,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 3,931 |
| Issued or guaranteed by U.S. | $2,940,000 | 3,915 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,537,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $11,537,000 | 830 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,398,000 | 2,505 |
| Available-for-sale securities (fair market value) | $45,781,000 | 2,171 |
| Total debt securities | $47,179,000 | 2,373 |
| Structured notes |
| Amortized cost | $600,000 | 1,894 |
| Fair value | $590,000 | 1,912 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $47,033,000 | 2,426 |
| U.S. Government securities | $32,747,000 | 2,490 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,747,000 | 2,439 |
| Securities issued by states & political subdivisions | $14,286,000 | 1,502 |
| 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 | $33,004,000 | 1,437 |
| Mortgage-backed securities | $14,990,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $3,088,000 | 3,709 |
| Issued or guaranteed by U.S. | $3,088,000 | 3,693 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,902,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $11,902,000 | 781 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,398,000 | 2,557 |
| Available-for-sale securities (fair market value) | $45,635,000 | 2,161 |
| Total debt securities | $47,033,000 | 2,380 |
| Structured notes |
| Amortized cost | $609,000 | 2,109 |
| Fair value | $597,000 | 2,117 |
| 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 | $45,412,000 | 2,471 |
| U.S. Government securities | $31,326,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,326,000 | 2,518 |
| Securities issued by states & political subdivisions | $14,086,000 | 1,500 |
| 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 | $32,973,000 | 1,418 |
| Mortgage-backed securities | $12,655,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,103 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,558,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $10,558,000 | 822 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,441,000 | 2,580 |
| Available-for-sale securities (fair market value) | $43,971,000 | 2,210 |
| Total debt securities | $45,412,000 | 2,428 |
| Structured notes |
| Amortized cost | $637,000 | 2,191 |
| Fair value | $618,000 | 2,193 |
| 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 | $43,220,000 | 2,604 |
| U.S. Government securities | $27,073,000 | 2,929 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $27,073,000 | 2,852 |
| Securities issued by states & political subdivisions | $16,147,000 | 1,287 |
| 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 | $34,479,000 | 1,386 |
| Mortgage-backed securities | $10,464,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $2,224,000 | 4,052 |
| Issued or guaranteed by U.S. | $2,224,000 | 4,033 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,240,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $8,240,000 | 963 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,485,000 | 2,598 |
| Available-for-sale securities (fair market value) | $41,735,000 | 2,339 |
| Total debt securities | $43,220,000 | 2,562 |
| Structured notes |
| Amortized cost | $661,000 | 2,247 |
| Fair value | $645,000 | 2,255 |
| 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 | $45,131,000 | 2,537 |
| U.S. Government securities | $24,405,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,405,000 | 3,133 |
| Securities issued by states & political subdivisions | $20,726,000 | 973 |
| 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 | $37,911,000 | 1,264 |
| Mortgage-backed securities | $7,828,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,326,000 | 3,995 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,502,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $5,502,000 | 1,220 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,485,000 | 2,652 |
| Available-for-sale securities (fair market value) | $43,646,000 | 2,261 |
| Total debt securities | $45,131,000 | 2,498 |
| Structured notes |
| Amortized cost | $679,000 | 2,351 |
| Fair value | $659,000 | 2,353 |
| 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 | $46,008,000 | 2,519 |
| U.S. Government securities | $24,956,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $24,956,000 | 3,111 |
| Securities issued by states & political subdivisions | $21,052,000 | 948 |
| 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 | $28,295,000 | 1,613 |
| Mortgage-backed securities | $8,375,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 3,939 |
| Issued or guaranteed by U.S. | $2,452,000 | 3,917 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,923,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $5,923,000 | 1,151 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,485,000 | 2,717 |
| Available-for-sale securities (fair market value) | $44,523,000 | 2,225 |
| Total debt securities | $46,008,000 | 2,473 |
| Structured notes |
| Amortized cost | $708,000 | 2,446 |
| Fair value | $687,000 | 2,465 |
| 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 | $45,941,000 | 2,508 |
| U.S. Government securities | $25,283,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,283,000 | 3,066 |
| Securities issued by states & political subdivisions | $20,658,000 | 948 |
| 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 | $28,158,000 | 1,598 |
| Mortgage-backed securities | $9,693,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,855 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,840 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,060,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $7,060,000 | 1,035 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,528,000 | 2,723 |
| Available-for-sale securities (fair market value) | $44,413,000 | 2,224 |
| Total debt securities | $45,941,000 | 2,462 |
| 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 | $46,544,000 | 2,522 |
| U.S. Government securities | $25,975,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,975,000 | 3,032 |
| Securities issued by states & political subdivisions | $20,569,000 | 949 |
| 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 | $25,258,000 | 1,786 |
| Mortgage-backed securities | $11,758,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $3,651,000 | 3,467 |
| Issued or guaranteed by U.S. | $3,651,000 | 3,453 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,107,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $8,107,000 | 959 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,290,000 | 2,883 |
| Available-for-sale securities (fair market value) | $45,254,000 | 2,209 |
| Total debt securities | $46,544,000 | 2,473 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $44,128,000 | 2,641 |
| U.S. Government securities | $24,121,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,121,000 | 3,203 |
| Securities issued by states & political subdivisions | $20,007,000 | 979 |
| 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 | $25,420,000 | 1,752 |
| Mortgage-backed securities | $12,753,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,398 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,385 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,842,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $8,842,000 | 908 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,387,000 | 2,897 |
| Available-for-sale securities (fair market value) | $42,741,000 | 2,333 |
| Total debt securities | $44,128,000 | 2,597 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $45,827,000 | 2,533 |
| U.S. Government securities | $25,368,000 | 3,157 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,368,000 | 3,054 |
| Securities issued by states & political subdivisions | $20,459,000 | 957 |
| 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 | $26,323,000 | 1,650 |
| Mortgage-backed securities | $14,465,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $4,278,000 | 3,331 |
| Issued or guaranteed by U.S. | $4,278,000 | 3,317 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,187,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $10,187,000 | 854 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,541,000 | 2,847 |
| Available-for-sale securities (fair market value) | $44,286,000 | 2,216 |
| Total debt securities | $45,829,000 | 2,486 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $46,049,000 | 2,531 |
| U.S. Government securities | $26,336,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,336,000 | 2,983 |
| Securities issued by states & political subdivisions | $19,713,000 | 983 |
| 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 | $20,369,000 | 2,057 |
| Mortgage-backed securities | $16,333,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $4,771,000 | 3,262 |
| Issued or guaranteed by U.S. | $4,771,000 | 3,249 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,562,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $11,562,000 | 838 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,277,000 | 3,024 |
| Available-for-sale securities (fair market value) | $44,772,000 | 2,188 |
| Total debt securities | $46,049,000 | 2,488 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $43,529,000 | 2,684 |
| U.S. Government securities | $25,889,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,889,000 | 3,065 |
| Securities issued by states & political subdivisions | $17,640,000 | 1,096 |
| 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 | $20,408,000 | 2,052 |
| Mortgage-backed securities | $18,807,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $5,179,000 | 3,228 |
| Issued or guaranteed by U.S. | $5,179,000 | 3,221 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,628,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $13,628,000 | 763 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,326,000 | 3,042 |
| Available-for-sale securities (fair market value) | $42,203,000 | 2,356 |
| Total debt securities | $43,529,000 | 2,634 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $39,834,000 | 2,904 |
| U.S. Government securities | $23,534,000 | 3,442 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,534,000 | 3,320 |
| Securities issued by states & political subdivisions | $16,300,000 | 1,178 |
| 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 | $21,795,000 | 1,921 |
| Mortgage-backed securities | $15,858,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $3,799,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,799,000 | 3,703 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $12,059,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $12,059,000 | 845 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,326,000 | 3,062 |
| Available-for-sale securities (fair market value) | $38,508,000 | 2,571 |
| Total debt securities | $39,834,000 | 2,855 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $40,704,000 | 2,850 |
| U.S. Government securities | $24,709,000 | 3,300 |
| U.S. Treasury securities | $500,000 | 1,598 |
| U.S. Government agency obligations | $24,209,000 | 3,228 |
| Securities issued by states & political subdivisions | $15,995,000 | 1,213 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| 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 | $21,796,000 | 1,905 |
| Mortgage-backed securities | $16,916,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,258,000 | 3,567 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,658,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $12,658,000 | 832 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,334,000 | 3,101 |
| Available-for-sale securities (fair market value) | $39,370,000 | 2,504 |
| Total debt securities | $40,704,000 | 2,796 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $40,949,000 | 2,883 |
| U.S. Government securities | $25,653,000 | 3,257 |
| U.S. Treasury securities | $501,000 | 1,679 |
| U.S. Government agency obligations | $25,152,000 | 3,185 |
| Securities issued by states & political subdivisions | $15,296,000 | 1,261 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| 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 | $19,365,000 | 2,084 |
| Mortgage-backed securities | $17,878,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $4,838,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,838,000 | 3,440 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,040,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,040,000 | 825 |
| 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) | $884,000 | 3,403 |
| Available-for-sale securities (fair market value) | $40,065,000 | 2,504 |
| Total debt securities | $40,949,000 | 2,826 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $39,299,000 | 2,973 |
| U.S. Government securities | $23,252,000 | 3,466 |
| U.S. Treasury securities | $2,014,000 | 1,049 |
| U.S. Government agency obligations | $21,238,000 | 3,574 |
| Securities issued by states & political subdivisions | $16,047,000 | 1,220 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| 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 | $18,201,000 | 2,170 |
| Mortgage-backed securities | $16,572,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $5,864,000 | 3,195 |
| Issued or guaranteed by U.S. | $5,864,000 | 3,184 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $10,708,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $10,708,000 | 958 |
| 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) | $927,000 | 3,396 |
| Available-for-sale securities (fair market value) | $38,372,000 | 2,617 |
| Total debt securities | $39,299,000 | 2,909 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $41,128,000 | 2,910 |
| U.S. Government securities | $25,850,000 | 3,248 |
| U.S. Treasury securities | $2,014,000 | 1,109 |
| U.S. Government agency obligations | $23,836,000 | 3,338 |
| Securities issued by states & political subdivisions | $15,278,000 | 1,290 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| 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 | $14,924,000 | 2,460 |
| Mortgage-backed securities | $18,160,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $7,058,000 | 2,942 |
| Issued or guaranteed by U.S. | $7,058,000 | 2,929 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,102,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $11,102,000 | 985 |
| 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) | $927,000 | 3,435 |
| Available-for-sale securities (fair market value) | $40,201,000 | 2,557 |
| Total debt securities | $41,128,000 | 2,851 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $36,766,000 | 3,127 |
| U.S. Government securities | $23,485,000 | 3,409 |
| U.S. Treasury securities | $2,019,000 | 1,124 |
| U.S. Government agency obligations | $21,466,000 | 3,484 |
| Securities issued by states & political subdivisions | $13,281,000 | 1,495 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| 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 | $13,211,000 | 2,548 |
| Mortgage-backed securities | $15,754,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $5,660,000 | 3,244 |
| Issued or guaranteed by U.S. | $5,660,000 | 3,230 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,094,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $10,094,000 | 1,041 |
| 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) | $935,000 | 3,472 |
| Available-for-sale securities (fair market value) | $35,831,000 | 2,756 |
| Total debt securities | $36,766,000 | 3,058 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $39,861,000 | 2,887 |
| U.S. Government securities | $26,271,000 | 3,022 |
| U.S. Treasury securities | $1,523,000 | 1,290 |
| U.S. Government agency obligations | $24,748,000 | 3,053 |
| Securities issued by states & political subdivisions | $13,590,000 | 1,431 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| 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 | $15,639,000 | 2,212 |
| Mortgage-backed securities | $19,477,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $7,970,000 | 2,710 |
| Issued or guaranteed by U.S. | $7,970,000 | 2,698 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,507,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $11,507,000 | 1,041 |
| 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) | $1,099,000 | 3,376 |
| Available-for-sale securities (fair market value) | $38,762,000 | 2,541 |
| Total debt securities | $39,861,000 | 2,810 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $38,453,000 | 2,919 |
| U.S. Government securities | $24,656,000 | 3,161 |
| U.S. Treasury securities | $1,515,000 | 1,331 |
| U.S. Government agency obligations | $23,141,000 | 3,176 |
| Securities issued by states & political subdivisions | $13,797,000 | 1,345 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,891,000 | 2,109 |
| Mortgage-backed securities | $17,874,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $10,305,000 | 2,343 |
| Issued or guaranteed by U.S. | $10,305,000 | 2,331 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,569,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $7,569,000 | 1,378 |
| 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) | $1,164,000 | 3,391 |
| Available-for-sale securities (fair market value) | $37,289,000 | 2,573 |
| Total debt securities | $38,453,000 | 2,831 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $37,430,000 | 2,967 |
| U.S. Government securities | $23,623,000 | 3,261 |
| U.S. Treasury securities | $1,519,000 | 1,398 |
| U.S. Government agency obligations | $22,104,000 | 3,272 |
| Securities issued by states & political subdivisions | $13,807,000 | 1,334 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,609,000 | 2,044 |
| Mortgage-backed securities | $17,253,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $10,232,000 | 2,310 |
| Issued or guaranteed by U.S. | $10,232,000 | 2,297 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,021,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $7,021,000 | 1,440 |
| 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) | $1,186,000 | 3,464 |
| Available-for-sale securities (fair market value) | $36,244,000 | 2,590 |
| Total debt securities | $37,430,000 | 2,881 |
| 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 | $42,884,000 | 2,506 |
| U.S. Government securities | $24,827,000 | 2,971 |
| U.S. Treasury securities | $3,579,000 | 1,004 |
| U.S. Government agency obligations | $21,248,000 | 3,184 |
| Securities issued by states & political subdivisions | $18,057,000 | 924 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $13,622,000 | 2,381 |
| Mortgage-backed securities | $15,946,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,625 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,609 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,955,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $8,955,000 | 1,279 |
| 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) | $1,720,000 | 3,364 |
| Available-for-sale securities (fair market value) | $41,164,000 | 2,164 |
| Total debt securities | $42,884,000 | 2,443 |
| 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 | $37,375,000 | 2,846 |
| U.S. Government securities | $20,110,000 | 3,650 |
| U.S. Treasury securities | $3,524,000 | 1,372 |
| U.S. Government agency obligations | $16,586,000 | 3,916 |
| Securities issued by states & political subdivisions | $16,547,000 | 961 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $718,000 | 3,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,035,000 | 2,125 |
| Mortgage-backed securities | $11,436,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $6,148,000 | 2,346 |
| Issued or guaranteed by U.S. | $6,148,000 | 2,330 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,288,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $5,288,000 | 1,337 |
| 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) | $2,230,000 | 3,732 |
| Available-for-sale securities (fair market value) | $35,145,000 | 2,418 |
| Total debt securities | $36,657,000 | 2,809 |
| 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 | $31,934,000 | 3,398 |
| U.S. Government securities | $18,899,000 | 4,037 |
| U.S. Treasury securities | $6,496,000 | 1,253 |
| U.S. Government agency obligations | $12,403,000 | 4,911 |
| Securities issued by states & political subdivisions | $12,317,000 | 1,366 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $718,000 | 3,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,483,000 | 1,790 |
| Mortgage-backed securities | $9,850,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $4,714,000 | 2,887 |
| Issued or guaranteed by U.S. | $4,714,000 | 2,876 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,136,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $5,136,000 | 1,474 |
| 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) | $1,698,000 | 4,423 |
| Available-for-sale securities (fair market value) | $30,236,000 | 2,812 |
| Total debt securities | $31,216,000 | 3,364 |
| 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 | $34,897,000 | 3,189 |
| U.S. Government securities | $20,288,000 | 3,863 |
| U.S. Treasury securities | $8,125,000 | 1,569 |
| U.S. Government agency obligations | $12,163,000 | 4,699 |
| Securities issued by states & political subdivisions | $14,219,000 | 1,175 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $390,000 | 4,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,815,000 | 1,860 |
| Mortgage-backed securities | $11,056,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,581 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,565 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,585,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $7,585,000 | 1,313 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,861,000 | 4,850 |
| Available-for-sale securities (fair market value) | $33,036,000 | 2,541 |
| Total debt securities | $34,507,000 | 3,130 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $32,560,000 | 3,392 |
| U.S. Government securities | $19,441,000 | 4,186 |
| U.S. Treasury securities | $6,566,000 | 2,581 |
| U.S. Government agency obligations | $12,875,000 | 4,460 |
| Securities issued by states & political subdivisions | $12,519,000 | 1,137 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $600,000 | 3,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,326,000 | 2,295 |
| Mortgage-backed securities | $11,769,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 4,910 |
| Issued or guaranteed by U.S. | $1,401,000 | 4,890 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $10,368,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $10,368,000 | 1,025 |
| 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) | $2,488,000 | 5,322 |
| Available-for-sale securities (fair market value) | $30,072,000 | 2,615 |
| Total debt securities | $31,960,000 | 3,357 |
| 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 | $37,151,000 | 3,267 |
| U.S. Government securities | $24,267,000 | 3,824 |
| U.S. Treasury securities | $8,417,000 | 2,600 |
| U.S. Government agency obligations | $15,850,000 | 4,010 |
| Securities issued by states & political subdivisions | $12,284,000 | 1,158 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $600,000 | 3,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,728,000 | 3,253 |
| Mortgage-backed securities | $14,758,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 5,635 |
| Issued or guaranteed by U.S. | $1,136,000 | 5,618 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,622,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $13,622,000 | 932 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,294,000 | 6,083 |
| Available-for-sale securities (fair market value) | $34,857,000 | 2,379 |
| Total debt securities | $36,551,000 | 3,212 |
| Structured notes |
| Amortized cost | $500,000 | 2,460 |
| Fair value | $502,000 | 2,460 |
| 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 | $37,672,000 | 3,354 |
| U.S. Government securities | $24,286,000 | 3,962 |
| U.S. Treasury securities | $8,960,000 | 3,010 |
| U.S. Government agency obligations | $15,326,000 | 4,134 |
| Securities issued by states & political subdivisions | $12,898,000 | 1,077 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $488,000 | 3,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,717,000 | 3,260 |
| Mortgage-backed securities | $14,223,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $506,000 | 6,981 |
| Issued or guaranteed by U.S. | $506,000 | 6,949 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $13,717,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $13,717,000 | 1,047 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,524,000 | 6,290 |
| Available-for-sale securities (fair market value) | $35,148,000 | 2,463 |
| Total debt securities | $37,184,000 | 3,311 |
| Structured notes |
| Amortized cost | $500,000 | 3,409 |
| Fair value | $505,000 | 3,387 |
| 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 | $36,155,000 | 3,627 |
| U.S. Government securities | $22,889,000 | 4,439 |
| U.S. Treasury securities | $9,213,000 | 3,646 |
| U.S. Government agency obligations | $13,676,000 | 4,288 |
| Securities issued by states & political subdivisions | $12,782,000 | 1,105 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $484,000 | 3,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,343,000 | 3,390 |
| Mortgage-backed securities | $12,580,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $595,000 | 7,166 |
| Issued or guaranteed by U.S. | $595,000 | 7,142 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $11,985,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $11,985,000 | 1,233 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,723,000 | 3,791 |
| Available-for-sale securities (fair market value) | $18,432,000 | 3,023 |
| Total debt securities | $35,671,000 | 3,575 |
| 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 | $37,456,000 | 3,669 |
| U.S. Government securities | $23,353,000 | 4,511 |
| U.S. Treasury securities | $8,162,000 | 4,087 |
| U.S. Government agency obligations | $15,191,000 | 4,132 |
| Securities issued by states & political subdivisions | $13,789,000 | 1,026 |
| Other domestic debt securities | $260,000 | 4,967 |
| Privately issued residential mortgage-backed securities | $260,000 | 2,141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,606,000 | 3,821 |
| Mortgage-backed securities | $13,353,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $1,899,000 | 5,862 |
| Issued or guaranteed by U.S. | $1,899,000 | 5,812 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,454,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $11,194,000 | 1,478 |
| Privately issued | $260,000 | 1,777 |
| 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 | $37,402,000 | 3,594 |
| 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 | $35,594,000 | 3,826 |
| U.S. Government securities | $20,689,000 | 4,937 |
| U.S. Treasury securities | $8,136,000 | 4,124 |
| U.S. Government agency obligations | $12,553,000 | 4,698 |
| Securities issued by states & political subdivisions | $13,933,000 | 899 |
| Other domestic debt securities | $918,000 | 4,240 |
| Privately issued residential mortgage-backed securities | $418,000 | 2,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 3,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,070,000 | 5,088 |
| Mortgage-backed securities | $11,468,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $3,505,000 | 4,784 |
| Issued or guaranteed by U.S. | $3,505,000 | 4,732 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,963,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $7,545,000 | 1,853 |
| Privately issued | $418,000 | 2,124 |
| 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 | $35,540,000 | 3,748 |
| 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 |
