| 2023-12-31 | Rank |
| Total securities | $79,925,000 | 1,987 |
| U.S. Government securities | $30,587,000 | 2,462 |
| U.S. Treasury securities | $21,070,000 | 887 |
| U.S. Government agency obligations | $9,517,000 | 3,270 |
| Securities issued by states & political subdivisions | $40,867,000 | 1,067 |
| Other domestic debt securities | $8,471,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $8,124,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $347,000 | 671 |
| 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 | $40,332,000 | 1,662 |
| Mortgage-backed securities | $15,234,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $986,000 | 3,232 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,497,000 | 1,613 |
| Privately issued | $8,124,000 | 240 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,739,000 | 1,045 |
| Other commercial mortgage-backed securities | $888,000 | 1,120 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $79,925,000 | 1,781 |
| Total debt securities | $79,925,000 | 1,973 |
| 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 | $76,108,000 | 2,018 |
| U.S. Government securities | $30,374,000 | 2,464 |
| U.S. Treasury securities | $20,696,000 | 922 |
| U.S. Government agency obligations | $9,678,000 | 3,246 |
| Securities issued by states & political subdivisions | $37,257,000 | 1,127 |
| Other domestic debt securities | $8,477,000 | 1,097 |
| Privately issued residential mortgage-backed securities | $8,130,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $347,000 | 663 |
| 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 | $39,184,000 | 1,646 |
| Mortgage-backed securities | $15,447,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $990,000 | 3,242 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,645,000 | 1,564 |
| Privately issued | $8,130,000 | 230 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,768,000 | 1,012 |
| Other commercial mortgage-backed securities | $914,000 | 1,114 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $76,108,000 | 1,802 |
| Total debt securities | $76,107,000 | 2,004 |
| 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 | $76,958,000 | 2,061 |
| U.S. Government securities | $30,801,000 | 2,485 |
| U.S. Treasury securities | $20,744,000 | 939 |
| U.S. Government agency obligations | $10,057,000 | 3,263 |
| Securities issued by states & political subdivisions | $37,351,000 | 1,182 |
| Other domestic debt securities | $8,806,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $8,460,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $346,000 | 651 |
| 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 | $40,059,000 | 1,606 |
| Mortgage-backed securities | $16,142,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,089,000 | 3,235 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,885,000 | 1,553 |
| Privately issued | $8,460,000 | 228 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,802,000 | 1,005 |
| Other commercial mortgage-backed securities | $906,000 | 1,114 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $76,958,000 | 1,844 |
| Total debt securities | $76,959,000 | 2,048 |
| 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 | $79,077,000 | 2,106 |
| U.S. Government securities | $31,466,000 | 2,540 |
| U.S. Treasury securities | $20,922,000 | 989 |
| U.S. Government agency obligations | $10,544,000 | 3,256 |
| Securities issued by states & political subdivisions | $38,535,000 | 1,190 |
| Other domestic debt securities | $9,076,000 | 1,122 |
| Privately issued residential mortgage-backed securities | $8,729,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $347,000 | 648 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $41,044,000 | 1,526 |
| Mortgage-backed securities | $16,874,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,142,000 | 3,265 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,165,000 | 1,552 |
| Privately issued | $8,729,000 | 234 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,914,000 | 1,015 |
| Other commercial mortgage-backed securities | $924,000 | 1,126 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $79,077,000 | 1,884 |
| Total debt securities | $79,077,000 | 2,091 |
| 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 | $93,391,000 | 1,919 |
| U.S. Government securities | $43,414,000 | 2,176 |
| U.S. Treasury securities | $32,683,000 | 769 |
| U.S. Government agency obligations | $10,731,000 | 3,252 |
| Securities issued by states & political subdivisions | $40,732,000 | 1,160 |
| Other domestic debt securities | $9,245,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $8,884,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $361,000 | 664 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $34,660,000 | 1,600 |
| Mortgage-backed securities | $17,232,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,182,000 | 3,288 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,330,000 | 1,545 |
| Privately issued | $8,884,000 | 226 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,914,000 | 1,010 |
| Other commercial mortgage-backed securities | $922,000 | 1,121 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $93,391,000 | 1,701 |
| Total debt securities | $93,391,000 | 1,901 |
| 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 | $98,293,000 | 1,851 |
| U.S. Government securities | $43,866,000 | 2,198 |
| U.S. Treasury securities | $32,544,000 | 781 |
| U.S. Government agency obligations | $11,322,000 | 3,216 |
| Securities issued by states & political subdivisions | $44,880,000 | 1,076 |
| Other domestic debt securities | $9,547,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $9,147,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $400,000 | 483 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $35,763,000 | 1,500 |
| Mortgage-backed securities | $18,086,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,194,000 | 3,305 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,713,000 | 1,524 |
| Privately issued | $9,147,000 | 221 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,094,000 | 1,014 |
| Other commercial mortgage-backed securities | $938,000 | 1,154 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $98,293,000 | 1,635 |
| Total debt securities | $98,293,000 | 1,833 |
| 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 | $74,699,000 | 2,242 |
| U.S. Government securities | $29,471,000 | 2,690 |
| U.S. Treasury securities | $20,884,000 | 1,042 |
| U.S. Government agency obligations | $8,587,000 | 3,462 |
| Securities issued by states & political subdivisions | $45,228,000 | 1,111 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| 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 | $30,489,000 | 1,647 |
| Mortgage-backed securities | $6,155,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 3,400 |
| Issued or guaranteed by U.S. | $1,276,000 | 3,308 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,467,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $4,467,000 | 1,561 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $412,000 | 1,925 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $412,000 | 1,377 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $74,699,000 | 2,056 |
| Total debt securities | $74,699,000 | 2,228 |
| 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 | $62,300,000 | 2,474 |
| U.S. Government securities | $17,638,000 | 3,215 |
| U.S. Treasury securities | $15,759,000 | 1,099 |
| U.S. Government agency obligations | $1,879,000 | 4,106 |
| Securities issued by states & political subdivisions | $44,662,000 | 1,149 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| 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 | $11,311,000 | 2,531 |
| Mortgage-backed securities | $1,879,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $1,441,000 | 3,385 |
| Issued or guaranteed by U.S. | $1,441,000 | 3,292 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $13,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,784 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $425,000 | 1,903 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $425,000 | 1,346 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $62,300,000 | 2,296 |
| Total debt securities | $62,301,000 | 2,461 |
| 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 | $59,755,000 | 2,459 |
| U.S. Government securities | $18,729,000 | 3,006 |
| U.S. Treasury securities | $16,507,000 | 782 |
| U.S. Government agency obligations | $2,222,000 | 4,060 |
| Securities issued by states & political subdivisions | $41,026,000 | 1,284 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| 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 | $14,217,000 | 2,350 |
| Mortgage-backed securities | $2,222,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 3,338 |
| Issued or guaranteed by U.S. | $1,671,000 | 3,239 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $16,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,780 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $535,000 | 1,820 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $535,000 | 1,293 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $59,755,000 | 2,296 |
| Total debt securities | $59,754,000 | 2,442 |
| 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 | $59,732,000 | 2,392 |
| U.S. Government securities | $19,165,000 | 2,929 |
| U.S. Treasury securities | $16,709,000 | 635 |
| U.S. Government agency obligations | $2,456,000 | 4,075 |
| Securities issued by states & political subdivisions | $40,567,000 | 1,264 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| 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 | $11,605,000 | 2,529 |
| Mortgage-backed securities | $2,456,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 3,333 |
| Issued or guaranteed by U.S. | $1,864,000 | 3,245 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $18,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,804 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $574,000 | 1,826 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $574,000 | 1,296 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $59,732,000 | 2,237 |
| Total debt securities | $59,732,000 | 2,372 |
| 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 | $57,898,000 | 2,362 |
| U.S. Government securities | $13,292,000 | 3,265 |
| U.S. Treasury securities | $10,592,000 | 736 |
| U.S. Government agency obligations | $2,700,000 | 4,062 |
| Securities issued by states & political subdivisions | $44,606,000 | 1,116 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| 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 | $12,210,000 | 2,448 |
| Mortgage-backed securities | $2,700,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 3,292 |
| Issued or guaranteed by U.S. | $2,067,000 | 3,193 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,791 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $609,000 | 1,814 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $609,000 | 1,269 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $57,898,000 | 2,218 |
| Total debt securities | $57,899,000 | 2,343 |
| 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 | $62,773,000 | 2,129 |
| U.S. Government securities | $18,689,000 | 2,761 |
| U.S. Treasury securities | $15,579,000 | 430 |
| U.S. Government agency obligations | $3,110,000 | 3,957 |
| Securities issued by states & political subdivisions | $44,084,000 | 1,080 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $17,958,000 | 2,046 |
| Mortgage-backed securities | $3,110,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $2,373,000 | 3,184 |
| Issued or guaranteed by U.S. | $2,373,000 | 3,092 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $31,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,760 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $706,000 | 1,782 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $706,000 | 1,237 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $62,773,000 | 2,000 |
| Total debt securities | $62,773,000 | 2,111 |
| 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 | $61,777,000 | 2,030 |
| U.S. Government securities | $13,624,000 | 2,964 |
| U.S. Treasury securities | $10,105,000 | 418 |
| U.S. Government agency obligations | $3,519,000 | 3,843 |
| Securities issued by states & political subdivisions | $48,153,000 | 963 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| 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 | $18,419,000 | 1,996 |
| Mortgage-backed securities | $3,519,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $2,772,000 | 3,057 |
| Issued or guaranteed by U.S. | $2,772,000 | 2,981 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $41,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,754 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $706,000 | 1,739 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $706,000 | 1,192 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $61,777,000 | 1,904 |
| Total debt securities | $61,777,000 | 2,012 |
| 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 | $64,920,000 | 1,856 |
| U.S. Government securities | $14,335,000 | 2,866 |
| U.S. Treasury securities | $10,135,000 | 406 |
| U.S. Government agency obligations | $4,200,000 | 3,766 |
| Securities issued by states & political subdivisions | $50,585,000 | 840 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $32,590,000 | 1,406 |
| Mortgage-backed securities | $4,200,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 2,938 |
| Issued or guaranteed by U.S. | $3,315,000 | 2,852 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $49,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,755 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $836,000 | 1,689 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $836,000 | 1,135 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $64,920,000 | 1,735 |
| Total debt securities | $64,920,000 | 1,841 |
| 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 | $68,889,000 | 1,712 |
| U.S. Government securities | $14,939,000 | 2,828 |
| U.S. Treasury securities | $10,160,000 | 419 |
| U.S. Government agency obligations | $4,779,000 | 3,698 |
| Securities issued by states & political subdivisions | $53,950,000 | 740 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| 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 | $34,051,000 | 1,374 |
| Mortgage-backed securities | $4,779,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $3,884,000 | 2,836 |
| Issued or guaranteed by U.S. | $3,884,000 | 2,756 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $59,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 2,754 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $836,000 | 1,680 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $836,000 | 1,116 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $68,889,000 | 1,599 |
| Total debt securities | $68,890,000 | 1,694 |
| 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 | $72,859,000 | 1,592 |
| U.S. Government securities | $17,211,000 | 2,676 |
| U.S. Treasury securities | $12,162,000 | 380 |
| U.S. Government agency obligations | $5,049,000 | 3,705 |
| Securities issued by states & political subdivisions | $55,648,000 | 649 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,970,000 | 1,192 |
| Mortgage-backed securities | $5,049,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $4,164,000 | 2,808 |
| Issued or guaranteed by U.S. | $4,164,000 | 2,716 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $68,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,745 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $817,000 | 1,664 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $817,000 | 1,094 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $72,859,000 | 1,477 |
| Total debt securities | $72,858,000 | 1,576 |
| 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 | $70,014,000 | 1,646 |
| U.S. Government securities | $18,356,000 | 2,689 |
| U.S. Treasury securities | $11,964,000 | 402 |
| U.S. Government agency obligations | $6,392,000 | 3,635 |
| Securities issued by states & political subdivisions | $51,658,000 | 652 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $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 | $39,919,000 | 1,154 |
| Mortgage-backed securities | $5,412,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $4,398,000 | 2,716 |
| Issued or guaranteed by U.S. | $4,398,000 | 2,633 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $83,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 2,751 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $931,000 | 1,608 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $931,000 | 1,037 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $70,014,000 | 1,520 |
| Total debt securities | $70,014,000 | 1,630 |
| 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 | $84,612,000 | 1,435 |
| U.S. Government securities | $18,619,000 | 2,709 |
| U.S. Treasury securities | $11,935,000 | 401 |
| U.S. Government agency obligations | $6,684,000 | 3,669 |
| Securities issued by states & political subdivisions | $65,993,000 | 494 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,011,000 | 817 |
| Mortgage-backed securities | $5,696,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $4,602,000 | 2,671 |
| Issued or guaranteed by U.S. | $4,602,000 | 2,587 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $95,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,759 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $999,000 | 1,549 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $999,000 | 975 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $84,612,000 | 1,323 |
| Total debt securities | $84,611,000 | 1,423 |
| 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 | $84,270,000 | 1,461 |
| U.S. Government securities | $18,811,000 | 2,735 |
| U.S. Treasury securities | $11,928,000 | 411 |
| U.S. Government agency obligations | $6,883,000 | 3,725 |
| Securities issued by states & political subdivisions | $65,459,000 | 494 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,781,000 | 812 |
| Mortgage-backed securities | $5,900,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 2,625 |
| Issued or guaranteed by U.S. | $4,787,000 | 2,555 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $108,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 2,751 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,005,000 | 1,535 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,005,000 | 949 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $84,270,000 | 1,345 |
| Total debt securities | $84,269,000 | 1,449 |
| 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 | $78,726,000 | 1,545 |
| U.S. Government securities | $14,775,000 | 3,062 |
| U.S. Treasury securities | $11,746,000 | 419 |
| U.S. Government agency obligations | $3,029,000 | 4,300 |
| Securities issued by states & political subdivisions | $63,951,000 | 530 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $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 | $26,843,000 | 1,602 |
| Mortgage-backed securities | $3,029,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $2,909,000 | 3,048 |
| Issued or guaranteed by U.S. | $2,909,000 | 2,960 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $120,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,756 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $78,726,000 | 1,423 |
| Total debt securities | $78,725,000 | 1,528 |
| 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 | $90,201,000 | 1,411 |
| U.S. Government securities | $12,235,000 | 3,336 |
| U.S. Treasury securities | $11,629,000 | 409 |
| U.S. Government agency obligations | $606,000 | 4,812 |
| Securities issued by states & political subdivisions | $77,966,000 | 432 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $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 | $37,221,000 | 1,262 |
| Mortgage-backed securities | $606,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $473,000 | 3,850 |
| Issued or guaranteed by U.S. | $473,000 | 3,785 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $133,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,758 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $90,201,000 | 1,291 |
| Total debt securities | $90,201,000 | 1,395 |
| 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 | $103,948,000 | 1,247 |
| U.S. Government securities | $12,549,000 | 3,349 |
| U.S. Treasury securities | $11,830,000 | 382 |
| U.S. Government agency obligations | $719,000 | 4,865 |
| Securities issued by states & political subdivisions | $91,399,000 | 359 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,722,000 | 878 |
| Mortgage-backed securities | $719,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $566,000 | 3,851 |
| Issued or guaranteed by U.S. | $566,000 | 3,825 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $153,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,754 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $103,948,000 | 1,120 |
| Total debt securities | $103,948,000 | 1,222 |
| 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 | $102,008,000 | 1,279 |
| U.S. Government securities | $12,694,000 | 3,331 |
| U.S. Treasury securities | $11,825,000 | 373 |
| U.S. Government agency obligations | $869,000 | 4,883 |
| Securities issued by states & political subdivisions | $89,314,000 | 378 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,047,000 | 877 |
| Mortgage-backed securities | $869,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $673,000 | 3,869 |
| Issued or guaranteed by U.S. | $673,000 | 3,700 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $196,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,744 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $102,008,000 | 1,162 |
| Total debt securities | $102,007,000 | 1,257 |
| 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 | $92,708,000 | 1,418 |
| U.S. Government securities | $14,870,000 | 3,193 |
| U.S. Treasury securities | $13,838,000 | 338 |
| U.S. Government agency obligations | $1,032,000 | 4,910 |
| Securities issued by states & political subdivisions | $77,838,000 | 449 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,310,000 | 844 |
| Mortgage-backed securities | $1,032,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $791,000 | 3,864 |
| Issued or guaranteed by U.S. | $791,000 | 3,857 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $241,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,706 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $92,708,000 | 1,281 |
| Total debt securities | $92,708,000 | 1,395 |
| 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 | $91,129,000 | 1,448 |
| U.S. Government securities | $16,169,000 | 3,108 |
| U.S. Treasury securities | $14,932,000 | 317 |
| U.S. Government agency obligations | $1,237,000 | 4,920 |
| Securities issued by states & political subdivisions | $74,960,000 | 494 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,404,000 | 1,040 |
| Mortgage-backed securities | $1,237,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $938,000 | 3,833 |
| Issued or guaranteed by U.S. | $938,000 | 3,827 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $299,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,665 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $91,129,000 | 1,312 |
| Total debt securities | $91,129,000 | 1,425 |
| 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 | $105,459,000 | 1,277 |
| U.S. Government securities | $12,451,000 | 3,482 |
| U.S. Treasury securities | $10,996,000 | 357 |
| U.S. Government agency obligations | $1,455,000 | 4,930 |
| Securities issued by states & political subdivisions | $93,008,000 | 387 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,670,000 | 842 |
| Mortgage-backed securities | $1,455,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 3,822 |
| Issued or guaranteed by U.S. | $1,099,000 | 3,817 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $356,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 2,658 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $105,459,000 | 1,139 |
| Total debt securities | $105,459,000 | 1,256 |
| 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 | $103,724,000 | 1,325 |
| U.S. Government securities | $12,685,000 | 3,502 |
| U.S. Treasury securities | $10,979,000 | 361 |
| U.S. Government agency obligations | $1,706,000 | 4,927 |
| Securities issued by states & political subdivisions | $91,039,000 | 400 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,619,000 | 813 |
| Mortgage-backed securities | $1,706,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 3,809 |
| Issued or guaranteed by U.S. | $1,281,000 | 3,803 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $425,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,649 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $103,724,000 | 1,182 |
| Total debt securities | $103,724,000 | 1,304 |
| 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 | $101,957,000 | 1,361 |
| U.S. Government securities | $12,971,000 | 3,524 |
| U.S. Treasury securities | $10,979,000 | 379 |
| U.S. Government agency obligations | $1,992,000 | 4,949 |
| Securities issued by states & political subdivisions | $88,986,000 | 408 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,098,000 | 825 |
| Mortgage-backed securities | $1,992,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $1,490,000 | 3,804 |
| Issued or guaranteed by U.S. | $1,490,000 | 3,799 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $502,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,648 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $101,957,000 | 1,214 |
| Total debt securities | $101,957,000 | 1,342 |
| 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 | $102,046,000 | 1,344 |
| U.S. Government securities | $13,314,000 | 3,465 |
| U.S. Treasury securities | $10,980,000 | 375 |
| U.S. Government agency obligations | $2,334,000 | 4,882 |
| Securities issued by states & political subdivisions | $88,732,000 | 408 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,106,000 | 791 |
| Mortgage-backed securities | $2,334,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 3,734 |
| Issued or guaranteed by U.S. | $1,745,000 | 3,727 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $589,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $589,000 | 2,598 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $102,046,000 | 1,194 |
| Total debt securities | $102,046,000 | 1,323 |
| 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 | $112,647,000 | 1,209 |
| U.S. Government securities | $13,734,000 | 3,425 |
| U.S. Treasury securities | $10,999,000 | 330 |
| U.S. Government agency obligations | $2,735,000 | 4,865 |
| Securities issued by states & political subdivisions | $98,913,000 | 364 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,461,000 | 724 |
| Mortgage-backed securities | $2,735,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $2,040,000 | 3,669 |
| Issued or guaranteed by U.S. | $2,040,000 | 3,665 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $695,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $695,000 | 2,575 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $112,647,000 | 1,071 |
| Total debt securities | $112,647,000 | 1,192 |
| 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 | $111,357,000 | 1,241 |
| U.S. Government securities | $14,128,000 | 3,493 |
| U.S. Treasury securities | $11,004,000 | 335 |
| U.S. Government agency obligations | $3,124,000 | 4,895 |
| Securities issued by states & political subdivisions | $97,229,000 | 365 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,667,000 | 722 |
| Mortgage-backed securities | $3,124,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $2,323,000 | 3,630 |
| Issued or guaranteed by U.S. | $2,323,000 | 3,625 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $801,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,554 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $111,357,000 | 1,093 |
| Total debt securities | $111,357,000 | 1,217 |
| 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 | $101,787,000 | 1,370 |
| U.S. Government securities | $12,505,000 | 3,740 |
| U.S. Treasury securities | $8,976,000 | 405 |
| U.S. Government agency obligations | $3,529,000 | 4,921 |
| Securities issued by states & political subdivisions | $89,282,000 | 390 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,817,000 | 887 |
| Mortgage-backed securities | $3,529,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $2,624,000 | 3,589 |
| Issued or guaranteed by U.S. | $2,624,000 | 3,586 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $905,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,532 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $101,787,000 | 1,208 |
| Total debt securities | $101,787,000 | 1,351 |
| 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 | $97,936,000 | 1,431 |
| U.S. Government securities | $12,935,000 | 3,744 |
| U.S. Treasury securities | $8,951,000 | 438 |
| U.S. Government agency obligations | $3,984,000 | 4,910 |
| Securities issued by states & political subdivisions | $84,873,000 | 411 |
| Other domestic debt securities | $128,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $128,000 | 571 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,532,000 | 841 |
| Mortgage-backed securities | $4,112,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 3,511 |
| Issued or guaranteed by U.S. | $2,962,000 | 3,507 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,150,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,509 |
| Privately issued | $128,000 | 543 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $97,936,000 | 1,265 |
| Total debt securities | $97,936,000 | 1,413 |
| 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 | $109,580,000 | 1,296 |
| U.S. Government securities | $10,428,000 | 4,128 |
| U.S. Treasury securities | $5,975,000 | 498 |
| U.S. Government agency obligations | $4,453,000 | 4,931 |
| Securities issued by states & political subdivisions | $99,001,000 | 336 |
| Other domestic debt securities | $151,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $151,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,932,000 | 787 |
| Mortgage-backed securities | $4,604,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,306,000 | 3,459 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,298,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,482 |
| Privately issued | $151,000 | 540 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $109,580,000 | 1,139 |
| Total debt securities | $109,580,000 | 1,272 |
| 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 | $105,089,000 | 1,369 |
| U.S. Government securities | $10,997,000 | 4,166 |
| U.S. Treasury securities | $5,974,000 | 504 |
| U.S. Government agency obligations | $5,023,000 | 4,946 |
| Securities issued by states & political subdivisions | $93,924,000 | 345 |
| Other domestic debt securities | $168,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $168,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,722,000 | 831 |
| Mortgage-backed securities | $5,191,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 3,437 |
| Issued or guaranteed by U.S. | $3,730,000 | 3,434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,461,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,293,000 | 2,500 |
| Privately issued | $168,000 | 546 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $105,089,000 | 1,202 |
| Total debt securities | $105,089,000 | 1,345 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $102,635,000 | 1,402 |
| U.S. Government securities | $11,623,000 | 4,171 |
| U.S. Treasury securities | $5,956,000 | 511 |
| U.S. Government agency obligations | $5,667,000 | 4,925 |
| Securities issued by states & political subdivisions | $90,817,000 | 352 |
| Other domestic debt securities | $195,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $195,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,307,000 | 1,071 |
| Mortgage-backed securities | $5,770,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $4,131,000 | 3,422 |
| Issued or guaranteed by U.S. | $4,131,000 | 3,420 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,639,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,483 |
| Privately issued | $195,000 | 573 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $102,635,000 | 1,242 |
| Total debt securities | $102,635,000 | 1,377 |
| Structured notes |
| Amortized cost | $91,000 | 2,058 |
| Fair value | $92,000 | 2,059 |
| 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 | $100,018,000 | 1,429 |
| U.S. Government securities | $12,165,000 | 4,165 |
| U.S. Treasury securities | $5,920,000 | 530 |
| U.S. Government agency obligations | $6,245,000 | 4,904 |
| Securities issued by states & political subdivisions | $87,638,000 | 362 |
| Other domestic debt securities | $215,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $215,000 | 593 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,878,000 | 990 |
| Mortgage-backed securities | $6,361,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $4,564,000 | 3,385 |
| Issued or guaranteed by U.S. | $4,564,000 | 3,380 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,797,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $1,582,000 | 2,474 |
| Privately issued | $215,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $100,018,000 | 1,256 |
| Total debt securities | $100,018,000 | 1,413 |
| Structured notes |
| Amortized cost | $97,000 | 2,150 |
| Fair value | $99,000 | 2,148 |
| 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 | $111,585,000 | 1,305 |
| U.S. Government securities | $12,899,000 | 4,166 |
| U.S. Treasury securities | $6,003,000 | 499 |
| U.S. Government agency obligations | $6,896,000 | 4,902 |
| Securities issued by states & political subdivisions | $98,447,000 | 305 |
| Other domestic debt securities | $239,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $239,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,287,000 | 1,029 |
| Mortgage-backed securities | $7,022,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $5,025,000 | 3,366 |
| Issued or guaranteed by U.S. | $5,025,000 | 3,364 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,997,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,758,000 | 2,454 |
| Privately issued | $239,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $111,585,000 | 1,152 |
| Total debt securities | $111,585,000 | 1,288 |
| Structured notes |
| Amortized cost | $110,000 | 2,246 |
| Fair value | $113,000 | 2,245 |
| 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 | $107,616,000 | 1,386 |
| U.S. Government securities | $13,620,000 | 4,149 |
| U.S. Treasury securities | $6,007,000 | 462 |
| U.S. Government agency obligations | $7,613,000 | 4,863 |
| Securities issued by states & political subdivisions | $93,736,000 | 326 |
| Other domestic debt securities | $260,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $260,000 | 621 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,041,000 | 1,085 |
| Mortgage-backed securities | $7,749,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $5,537,000 | 3,326 |
| Issued or guaranteed by U.S. | $5,537,000 | 3,326 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,212,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 2,427 |
| Privately issued | $260,000 | 595 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $107,616,000 | 1,218 |
| Total debt securities | $107,616,000 | 1,368 |
| Structured notes |
| Amortized cost | $120,000 | 2,307 |
| Fair value | $124,000 | 2,307 |
| 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 | $110,542,000 | 1,355 |
| U.S. Government securities | $14,395,000 | 4,092 |
| U.S. Treasury securities | $6,034,000 | 426 |
| U.S. Government agency obligations | $8,361,000 | 4,775 |
| Securities issued by states & political subdivisions | $95,847,000 | 314 |
| Other domestic debt securities | $300,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $300,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,866,000 | 1,075 |
| Mortgage-backed securities | $8,521,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,069,000 | 3,246 |
| Issued or guaranteed by U.S. | $6,069,000 | 3,245 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,452,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $2,152,000 | 2,359 |
| Privately issued | $300,000 | 599 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $110,542,000 | 1,191 |
| Total debt securities | $110,542,000 | 1,339 |
| Structured notes |
| Amortized cost | $135,000 | 2,353 |
| Fair value | $140,000 | 2,351 |
| 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 | $109,611,000 | 1,354 |
| U.S. Government securities | $15,248,000 | 3,967 |
| U.S. Treasury securities | $6,043,000 | 407 |
| U.S. Government agency obligations | $9,205,000 | 4,647 |
| Securities issued by states & political subdivisions | $94,047,000 | 318 |
| Other domestic debt securities | $316,000 | 2,347 |
| Privately issued residential mortgage-backed securities | $316,000 | 649 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,312,000 | 1,039 |
| Mortgage-backed securities | $9,359,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $6,650,000 | 3,153 |
| Issued or guaranteed by U.S. | $6,650,000 | 3,151 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,709,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 2,270 |
| Privately issued | $316,000 | 619 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $109,611,000 | 1,186 |
| Total debt securities | $109,611,000 | 1,339 |
| Structured notes |
| Amortized cost | $157,000 | 2,332 |
| Fair value | $162,000 | 2,322 |
| 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 | $116,058,000 | 1,302 |
| U.S. Government securities | $18,186,000 | 3,698 |
| U.S. Treasury securities | $7,997,000 | 345 |
| U.S. Government agency obligations | $10,189,000 | 4,539 |
| Securities issued by states & political subdivisions | $97,061,000 | 297 |
| Other domestic debt securities | $811,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $811,000 | 545 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,122,000 | 945 |
| Mortgage-backed securities | $10,816,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $7,345,000 | 3,049 |
| Issued or guaranteed by U.S. | $7,345,000 | 3,046 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,471,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $2,660,000 | 2,230 |
| Privately issued | $811,000 | 521 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $116,058,000 | 1,148 |
| Total debt securities | $116,058,000 | 1,284 |
| Structured notes |
| Amortized cost | $181,000 | 2,320 |
| Fair value | $184,000 | 2,311 |
| 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 | $97,199,000 | 1,534 |
| U.S. Government securities | $15,458,000 | 3,980 |
| U.S. Treasury securities | $1,994,000 | 689 |
| U.S. Government agency obligations | $13,464,000 | 4,115 |
| Securities issued by states & political subdivisions | $80,793,000 | 383 |
| Other domestic debt securities | $948,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $948,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,577,000 | 1,397 |
| Mortgage-backed securities | $12,185,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $8,136,000 | 2,899 |
| Issued or guaranteed by U.S. | $8,136,000 | 2,897 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,049,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 2,167 |
| Privately issued | $948,000 | 506 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $97,199,000 | 1,373 |
| Total debt securities | $97,199,000 | 1,519 |
| Structured notes |
| Amortized cost | $222,000 | 2,272 |
| Fair value | $222,000 | 2,272 |
| 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 | $92,666,000 | 1,641 |
| U.S. Government securities | $13,821,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,821,000 | 4,110 |
| Securities issued by states & political subdivisions | $77,780,000 | 405 |
| Other domestic debt securities | $1,065,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $1,065,000 | 534 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,537,000 | 1,709 |
| Mortgage-backed securities | $10,568,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $6,193,000 | 3,279 |
| Issued or guaranteed by U.S. | $6,193,000 | 3,277 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,375,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $3,310,000 | 2,158 |
| Privately issued | $1,065,000 | 513 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $92,666,000 | 1,485 |
| Total debt securities | $92,666,000 | 1,620 |
| Structured notes |
| Amortized cost | $285,000 | 2,240 |
| Fair value | $286,000 | 2,239 |
| 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 | $89,802,000 | 1,637 |
| U.S. Government securities | $16,069,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,069,000 | 3,800 |
| Securities issued by states & political subdivisions | $72,609,000 | 428 |
| Other domestic debt securities | $1,124,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $1,124,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,156,000 | 1,518 |
| Mortgage-backed securities | $12,801,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $6,851,000 | 3,145 |
| Issued or guaranteed by U.S. | $6,851,000 | 3,144 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,950,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $4,826,000 | 1,974 |
| Privately issued | $1,124,000 | 528 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $89,802,000 | 1,490 |
| Total debt securities | $89,802,000 | 1,613 |
| Structured notes |
| Amortized cost | $322,000 | 2,253 |
| Fair value | $335,000 | 2,242 |
| 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 | $87,015,000 | 1,697 |
| U.S. Government securities | $16,583,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,583,000 | 3,856 |
| Securities issued by states & political subdivisions | $69,296,000 | 433 |
| Other domestic debt securities | $1,136,000 | 1,930 |
| Privately issued residential mortgage-backed securities | $1,136,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,487,000 | 1,279 |
| Mortgage-backed securities | $13,255,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $7,173,000 | 3,238 |
| Issued or guaranteed by U.S. | $7,173,000 | 3,236 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,082,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $4,946,000 | 2,037 |
| Privately issued | $1,136,000 | 560 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $87,015,000 | 1,546 |
| Total debt securities | $87,015,000 | 1,675 |
| Structured notes |
| Amortized cost | $367,000 | 2,431 |
| Fair value | $380,000 | 2,419 |
| 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 | $81,105,000 | 1,798 |
| U.S. Government securities | $16,865,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,865,000 | 3,887 |
| Securities issued by states & political subdivisions | $62,999,000 | 465 |
| Other domestic debt securities | $1,241,000 | 1,905 |
| Privately issued residential mortgage-backed securities | $1,241,000 | 620 |
| 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 | $43,987,000 | 1,262 |
| Mortgage-backed securities | $12,826,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $6,069,000 | 3,470 |
| Issued or guaranteed by U.S. | $6,069,000 | 3,469 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,757,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $5,516,000 | 1,944 |
| Privately issued | $1,241,000 | 599 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $81,105,000 | 1,644 |
| Total debt securities | $81,105,000 | 1,776 |
| Structured notes |
| Amortized cost | $1,164,000 | 1,901 |
| Fair value | $1,172,000 | 1,902 |
| 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 | $76,504,000 | 1,892 |
| U.S. Government securities | $17,913,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,913,000 | 3,852 |
| Securities issued by states & political subdivisions | $57,497,000 | 503 |
| Other domestic debt securities | $1,094,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $1,094,000 | 674 |
| 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 | $29,797,000 | 1,726 |
| Mortgage-backed securities | $11,741,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $4,577,000 | 3,805 |
| Issued or guaranteed by U.S. | $4,577,000 | 3,801 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,164,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $6,070,000 | 1,891 |
| Privately issued | $1,094,000 | 650 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $76,504,000 | 1,727 |
| Total debt securities | $76,504,000 | 1,879 |
| Structured notes |
| Amortized cost | $1,253,000 | 2,066 |
| Fair value | $1,254,000 | 2,073 |
| 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 | $77,523,000 | 1,815 |
| U.S. Government securities | $20,500,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,500,000 | 3,511 |
| Securities issued by states & political subdivisions | $55,754,000 | 509 |
| Other domestic debt securities | $1,269,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $1,269,000 | 712 |
| 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 | $33,759,000 | 1,462 |
| Mortgage-backed securities | $12,372,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $3,368,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,368,000 | 4,010 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,004,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $7,735,000 | 1,615 |
| Privately issued | $1,269,000 | 679 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $77,523,000 | 1,655 |
| Total debt securities | $77,523,000 | 1,796 |
| Structured notes |
| Amortized cost | $1,353,000 | 1,988 |
| Fair value | $1,354,000 | 1,989 |
| 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 | $69,242,000 | 1,943 |
| U.S. Government securities | $13,932,000 | 4,303 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,932,000 | 4,208 |
| Securities issued by states & political subdivisions | $53,659,000 | 500 |
| Other domestic debt securities | $1,651,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $1,651,000 | 692 |
| 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 | $22,432,000 | 1,941 |
| Mortgage-backed securities | $6,096,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $1,596,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,596,000 | 4,537 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,500,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $2,849,000 | 2,316 |
| Privately issued | $1,651,000 | 655 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $69,242,000 | 1,764 |
| Total debt securities | $69,242,000 | 1,925 |
| Structured notes |
| Amortized cost | $1,417,000 | 2,080 |
| Fair value | $1,410,000 | 2,081 |
| 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 | $61,719,000 | 2,145 |
| U.S. Government securities | $14,879,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,879,000 | 4,183 |
| Securities issued by states & political subdivisions | $44,955,000 | 598 |
| Other domestic debt securities | $1,885,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $1,885,000 | 669 |
| 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 | $22,723,000 | 1,991 |
| Mortgage-backed securities | $7,129,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,441 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,431 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,283,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $3,398,000 | 2,151 |
| Privately issued | $1,885,000 | 632 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $61,719,000 | 1,926 |
| Total debt securities | $61,719,000 | 2,124 |
| Structured notes |
| Amortized cost | $1,535,000 | 2,171 |
| Fair value | $1,528,000 | 2,182 |
| 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 | $55,056,000 | 2,333 |
| U.S. Government securities | $14,495,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,495,000 | 4,182 |
| Securities issued by states & political subdivisions | $38,013,000 | 712 |
| Other domestic debt securities | $2,548,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $2,548,000 | 623 |
| 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 | $24,568,000 | 1,885 |
| Mortgage-backed securities | $10,014,000 | 3,256 |
| Certificates of participation in pools of residential mortgages | $3,689,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,689,000 | 3,770 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,325,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $3,777,000 | 2,003 |
| Privately issued | $2,548,000 | 596 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $55,056,000 | 2,110 |
| Total debt securities | $55,056,000 | 2,308 |
| Structured notes |
| Amortized cost | $941,000 | 2,677 |
| Fair value | $935,000 | 2,678 |
| 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 | $38,421,000 | 2,981 |
| U.S. Government securities | $15,993,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,993,000 | 3,815 |
| Securities issued by states & political subdivisions | $19,761,000 | 1,440 |
| Other domestic debt securities | $2,667,000 | 1,484 |
| Privately issued residential mortgage-backed securities | $2,667,000 | 650 |
| 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 | $10,470,000 | 3,100 |
| Mortgage-backed securities | $11,587,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $8,920,000 | 2,602 |
| Issued or guaranteed by U.S. | $8,920,000 | 2,597 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,667,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,667,000 | 621 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $38,421,000 | 2,706 |
| Total debt securities | $38,421,000 | 2,959 |
| 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 | $27,157,000 | 3,699 |
| U.S. Government securities | $16,056,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,056,000 | 3,791 |
| Securities issued by states & political subdivisions | $8,294,000 | 2,656 |
| Other domestic debt securities | $2,807,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $2,807,000 | 702 |
| 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 | $8,393,000 | 3,486 |
| Mortgage-backed securities | $13,782,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $10,975,000 | 2,295 |
| Issued or guaranteed by U.S. | $10,975,000 | 2,292 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,807,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,807,000 | 669 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $27,157,000 | 3,381 |
| Total debt securities | $27,157,000 | 3,668 |
| 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 | $24,043,000 | 3,973 |
| U.S. Government securities | $14,283,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,283,000 | 4,101 |
| Securities issued by states & political subdivisions | $5,679,000 | 3,094 |
| Other domestic debt securities | $4,081,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $4,081,000 | 651 |
| 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 | $9,726,000 | 3,279 |
| Mortgage-backed securities | $13,264,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $9,183,000 | 2,554 |
| Issued or guaranteed by U.S. | $9,183,000 | 2,548 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,081,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,081,000 | 622 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $24,043,000 | 3,639 |
| Total debt securities | $24,043,000 | 3,938 |
| 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 | $26,216,000 | 3,803 |
| U.S. Government securities | $16,025,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,025,000 | 3,911 |
| Securities issued by states & political subdivisions | $5,566,000 | 3,104 |
| Other domestic debt securities | $4,625,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $4,625,000 | 633 |
| 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 | $11,212,000 | 3,136 |
| Mortgage-backed securities | $11,496,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $6,871,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,871,000 | 3,024 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,625,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $4,625,000 | 608 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $26,216,000 | 3,462 |
| Total debt securities | $26,216,000 | 3,774 |
| 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 | $28,494,000 | 3,585 |
| U.S. Government securities | $17,899,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,899,000 | 3,674 |
| Securities issued by states & political subdivisions | $5,543,000 | 3,107 |
| Other domestic debt securities | $5,052,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $5,052,000 | 646 |
| 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 | $8,087,000 | 3,685 |
| Mortgage-backed securities | $12,714,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $7,662,000 | 2,940 |
| Issued or guaranteed by U.S. | $7,662,000 | 2,932 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,052,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,052,000 | 621 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $28,494,000 | 3,236 |
| Total debt securities | $28,494,000 | 3,553 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $28,044,000 | 3,651 |
| U.S. Government securities | $19,916,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,916,000 | 3,425 |
| Securities issued by states & political subdivisions | $2,696,000 | 4,035 |
| Other domestic debt securities | $5,432,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $5,432,000 | 668 |
| 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 | $9,334,000 | 3,464 |
| Mortgage-backed securities | $14,017,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $8,585,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,585,000 | 2,850 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,432,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $5,432,000 | 641 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,044,000 | 3,301 |
| Total debt securities | $28,044,000 | 3,610 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $25,592,000 | 3,822 |
| U.S. Government securities | $16,576,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,576,000 | 3,813 |
| Securities issued by states & political subdivisions | $2,636,000 | 4,037 |
| Other domestic debt securities | $6,380,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $6,380,000 | 636 |
| 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 | $9,538,000 | 3,439 |
| Mortgage-backed securities | $11,561,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $5,181,000 | 3,633 |
| Issued or guaranteed by U.S. | $5,181,000 | 3,621 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,380,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $6,380,000 | 612 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $25,592,000 | 3,436 |
| Total debt securities | $25,592,000 | 3,787 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $28,977,000 | 3,563 |
| U.S. Government securities | $19,163,000 | 3,630 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,163,000 | 3,556 |
| Securities issued by states & political subdivisions | $2,625,000 | 3,962 |
| Other domestic debt securities | $7,189,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $7,189,000 | 619 |
| 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 | $9,181,000 | 3,557 |
| Mortgage-backed securities | $12,970,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $5,781,000 | 3,561 |
| Issued or guaranteed by U.S. | $5,781,000 | 3,551 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,189,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $7,189,000 | 591 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $28,977,000 | 3,184 |
| Total debt securities | $28,977,000 | 3,534 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $32,242,000 | 3,292 |
| U.S. Government securities | $29,529,000 | 2,707 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,529,000 | 2,652 |
| Securities issued by states & political subdivisions | $2,713,000 | 3,891 |
| 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 | $8,210,000 | 3,751 |
| Mortgage-backed securities | $10,977,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 4,299 |
| Issued or guaranteed by U.S. | $3,156,000 | 4,287 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,821,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $7,821,000 | 1,187 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $32,242,000 | 2,925 |
| Total debt securities | $32,242,000 | 3,250 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $32,701,000 | 3,186 |
| U.S. Government securities | $29,997,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,997,000 | 2,529 |
| Securities issued by states & political subdivisions | $2,704,000 | 3,879 |
| 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 | $13,125,000 | 2,972 |
| Mortgage-backed securities | $9,821,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,621 |
| Issued or guaranteed by U.S. | $339,000 | 5,604 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,482,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $9,482,000 | 1,012 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,701,000 | 2,833 |
| Total debt securities | $32,701,000 | 3,154 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $36,531,000 | 2,973 |
| U.S. Government securities | $33,908,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $33,908,000 | 2,323 |
| Securities issued by states & political subdivisions | $2,623,000 | 3,944 |
| 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 | $11,193,000 | 3,211 |
| Mortgage-backed securities | $10,678,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,401 |
| Issued or guaranteed by U.S. | $653,000 | 5,380 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,025,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $10,025,000 | 980 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $36,531,000 | 2,653 |
| Total debt securities | $36,531,000 | 2,936 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $36,878,000 | 2,947 |
| U.S. Government securities | $34,157,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $34,157,000 | 2,296 |
| Securities issued by states & political subdivisions | $2,721,000 | 3,922 |
| 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 | $13,337,000 | 2,851 |
| Mortgage-backed securities | $12,213,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 5,082 |
| Issued or guaranteed by U.S. | $1,062,000 | 5,058 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,151,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $11,151,000 | 913 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $36,878,000 | 2,627 |
| Total debt securities | $36,878,000 | 2,907 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $38,822,000 | 2,836 |
| U.S. Government securities | $36,150,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,150,000 | 2,200 |
| Securities issued by states & political subdivisions | $2,672,000 | 3,929 |
| 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 | $7,005,000 | 3,998 |
| Mortgage-backed securities | $10,617,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,607 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,105,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $9,105,000 | 979 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $38,822,000 | 2,499 |
| Total debt securities | $38,822,000 | 2,796 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $35,333,000 | 3,044 |
| U.S. Government securities | $27,283,000 | 2,906 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,283,000 | 2,846 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,949 |
| Other domestic debt securities | $5,408,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $5,408,000 | 571 |
| 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 | $7,018,000 | 4,012 |
| Mortgage-backed securities | $7,393,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $7,393,000 | 2,532 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,188 |
| Privately issued | $5,408,000 | 71 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $35,333,000 | 2,664 |
| Total debt securities | $35,333,000 | 3,002 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $31,258,000 | 3,328 |
| U.S. Government securities | $27,784,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,784,000 | 2,799 |
| Securities issued by states & political subdivisions | $2,520,000 | 4,016 |
| Other domestic debt securities | $954,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $954,000 | 945 |
| 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 | $6,949,000 | 4,026 |
| Mortgage-backed securities | $3,629,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,462 |
| Issued or guaranteed by U.S. | $2,675,000 | 3,835 |
| Privately issued | $954,000 | 122 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,258,000 | 2,920 |
| Total debt securities | $31,258,000 | 3,288 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $34,916,000 | 3,103 |
| U.S. Government securities | $31,261,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,261,000 | 2,530 |
| Securities issued by states & political subdivisions | $2,690,000 | 3,945 |
| Other domestic debt securities | $965,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $965,000 | 914 |
| 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 | $6,967,000 | 4,044 |
| Mortgage-backed securities | $4,111,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 3,272 |
| Issued or guaranteed by U.S. | $3,146,000 | 3,634 |
| Privately issued | $965,000 | 127 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $34,916,000 | 2,692 |
| Total debt securities | $34,916,000 | 3,064 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $37,807,000 | 2,947 |
| U.S. Government securities | $36,598,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,598,000 | 2,266 |
| Securities issued by states & political subdivisions | $1,209,000 | 4,809 |
| 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 | $3,987,000 | 4,928 |
| Mortgage-backed securities | $3,658,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $3,658,000 | 3,442 |
| Issued or guaranteed by U.S. | $3,658,000 | 3,429 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $37,807,000 | 2,552 |
| Total debt securities | $37,807,000 | 2,904 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $25,604,000 | 3,909 |
| U.S. Government securities | $25,049,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,049,000 | 3,098 |
| Securities issued by states & political subdivisions | $555,000 | 5,437 |
| 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 | $3,983,000 | 4,949 |
| Mortgage-backed securities | $3,976,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,336 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,319 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $25,604,000 | 3,407 |
| Total debt securities | $25,604,000 | 3,850 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $25,517,000 | 3,903 |
| U.S. Government securities | $25,211,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,211,000 | 3,071 |
| Securities issued by states & political subdivisions | $306,000 | 5,795 |
| 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 | $2,000,000 | 5,820 |
| Mortgage-backed securities | $4,220,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $4,220,000 | 3,267 |
| Issued or guaranteed by U.S. | $4,220,000 | 3,254 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,517,000 | 3,406 |
| Total debt securities | $25,518,000 | 3,844 |
| 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 | $17,588,000 | 4,970 |
| U.S. Government securities | $17,280,000 | 4,189 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,280,000 | 4,059 |
| Securities issued by states & political subdivisions | $308,000 | 5,814 |
| 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 | $2,019,000 | 5,794 |
| Mortgage-backed securities | $4,515,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $4,515,000 | 3,207 |
| Issued or guaranteed by U.S. | $4,515,000 | 3,195 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,588,000 | 4,324 |
| Total debt securities | $17,584,000 | 4,914 |
| 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 | $18,957,000 | 4,776 |
| U.S. Government securities | $18,648,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,648,000 | 3,867 |
| Securities issued by states & political subdivisions | $309,000 | 5,843 |
| 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 | $4,000,000 | 4,947 |
| Mortgage-backed securities | $4,879,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $4,879,000 | 3,142 |
| Issued or guaranteed by U.S. | $4,879,000 | 3,131 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,957,000 | 4,130 |
| Total debt securities | $18,957,000 | 4,722 |
| 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 | $20,474,000 | 4,547 |
| U.S. Government securities | $20,163,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $20,163,000 | 3,608 |
| Securities issued by states & political subdivisions | $311,000 | 5,864 |
| 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 | $4,005,000 | 4,939 |
| Mortgage-backed securities | $5,368,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $5,368,000 | 3,045 |
| Issued or guaranteed by U.S. | $5,368,000 | 3,030 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $20,474,000 | 3,939 |
| Total debt securities | $20,475,000 | 4,482 |
| 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 | $20,823,000 | 4,524 |
| U.S. Government securities | $20,823,000 | 3,696 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,823,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $8,027,000 | 3,767 |
| Mortgage-backed securities | $5,794,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 3,013 |
| Issued or guaranteed by U.S. | $5,794,000 | 3,000 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $20,823,000 | 3,927 |
| Total debt securities | $20,823,000 | 4,459 |
| 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 | $24,008,000 | 4,215 |
| U.S. Government securities | $24,008,000 | 3,400 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,008,000 | 3,271 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $6,000,000 | 4,288 |
| Mortgage-backed securities | $5,988,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $5,988,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,988,000 | 3,036 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $24,008,000 | 3,658 |
| Total debt securities | $24,008,000 | 4,162 |
| 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 | $24,299,000 | 4,210 |
| U.S. Government securities | $24,299,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,299,000 | 3,228 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $6,041,000 | 4,273 |
| Mortgage-backed securities | $2,142,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 4,402 |
| Issued or guaranteed by U.S. | $2,142,000 | 4,387 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $24,299,000 | 3,655 |
| Total debt securities | $24,299,000 | 4,140 |
| 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 | $27,677,000 | 3,838 |
| U.S. Government securities | $27,677,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,677,000 | 2,915 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $6,097,000 | 4,237 |
| Mortgage-backed securities | $2,326,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,326,000 | 4,326 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $27,677,000 | 3,322 |
| Total debt securities | $27,677,000 | 3,767 |
| 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 | $27,859,000 | 3,873 |
| U.S. Government securities | $27,859,000 | 3,038 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,859,000 | 2,917 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $6,101,000 | 4,213 |
| Mortgage-backed securities | $2,511,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $2,511,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,511,000 | 4,291 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $27,859,000 | 3,340 |
| Total debt securities | $27,859,000 | 3,796 |
| 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 | $31,400,000 | 3,531 |
| U.S. Government securities | $31,400,000 | 2,713 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $31,400,000 | 2,630 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $6,208,000 | 4,128 |
| Mortgage-backed securities | $2,905,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,905,000 | 4,159 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $31,400,000 | 3,057 |
| Total debt securities | $31,400,000 | 3,463 |
| 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 | $38,205,000 | 3,089 |
| U.S. Government securities | $36,705,000 | 2,471 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $36,705,000 | 2,390 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,756 |
| 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 | $6,224,000 | 4,056 |
| Mortgage-backed securities | $3,111,000 | 4,687 |
| Certificates of participation in pools of residential mortgages | $3,111,000 | 4,055 |
| Issued or guaranteed by U.S. | $3,111,000 | 4,042 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $38,205,000 | 2,663 |
| Total debt securities | $38,205,000 | 3,026 |
| 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 | $37,756,000 | 3,069 |
| U.S. Government securities | $36,256,000 | 2,445 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,256,000 | 2,365 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,772 |
| 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 | $6,278,000 | 3,992 |
| Mortgage-backed securities | $3,484,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,897 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $37,756,000 | 2,648 |
| Total debt securities | $37,756,000 | 2,999 |
| 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 | $40,550,000 | 2,846 |
| U.S. Government securities | $39,050,000 | 2,208 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $39,050,000 | 2,127 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,749 |
| 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 | $6,363,000 | 3,919 |
| Mortgage-backed securities | $4,148,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $4,148,000 | 3,718 |
| Issued or guaranteed by U.S. | $4,148,000 | 3,709 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $40,550,000 | 2,450 |
| Total debt securities | $40,550,000 | 2,768 |
| 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 | $42,446,000 | 2,716 |
| U.S. Government securities | $40,946,000 | 2,102 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $40,946,000 | 2,030 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,674 |
| 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 | $6,333,000 | 3,940 |
| Mortgage-backed securities | $4,932,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $4,932,000 | 3,433 |
| Issued or guaranteed by U.S. | $4,932,000 | 3,422 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $42,446,000 | 2,326 |
| Total debt securities | $42,446,000 | 2,640 |
| 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 | $46,117,000 | 2,492 |
| U.S. Government securities | $44,617,000 | 1,929 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $44,617,000 | 1,846 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,684 |
| 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 | $6,359,000 | 3,936 |
| Mortgage-backed securities | $2,878,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $2,878,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,878,000 | 4,213 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $46,117,000 | 2,114 |
| Total debt securities | $46,117,000 | 2,425 |
| 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 | $55,235,000 | 2,016 |
| U.S. Government securities | $53,735,000 | 1,508 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $53,735,000 | 1,428 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,735 |
| 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 | $9,105,000 | 3,165 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $55,235,000 | 1,672 |
| Total debt securities | $55,235,000 | 1,947 |
| 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 | $42,732,000 | 2,528 |
| U.S. Government securities | $41,232,000 | 1,934 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $41,232,000 | 1,802 |
| Securities issued by states & political subdivisions | $1,500,000 | 4,831 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,049,000 | 4,245 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $42,732,000 | 2,013 |
| Total debt securities | $42,732,000 | 2,427 |
| 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 | $37,211,000 | 2,977 |
| U.S. Government securities | $37,211,000 | 2,264 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $37,211,000 | 2,015 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,032,000 | 3,650 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $37,211,000 | 2,314 |
| Total debt securities | $37,211,000 | 2,904 |
| 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 | $33,111,000 | 3,340 |
| U.S. Government securities | $33,111,000 | 2,574 |
| U.S. Treasury securities | $1,027,000 | 4,893 |
| U.S. Government agency obligations | $32,084,000 | 2,231 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $33,111,000 | 2,537 |
| Total debt securities | $33,111,000 | 3,244 |
| Structured notes |
| Amortized cost | $2,483,000 | 296 |
| Fair value | $2,480,000 | 285 |
| 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 | $25,820,000 | 4,105 |
| U.S. Government securities | $25,820,000 | 3,345 |
| U.S. Treasury securities | $14,310,000 | 1,295 |
| U.S. Government agency obligations | $11,510,000 | 4,788 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,634,000 | 5,237 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $25,820,000 | 2,977 |
| Total debt securities | $25,820,000 | 3,992 |
| Structured notes |
| Amortized cost | $1,491,000 | 998 |
| Fair value | $1,489,000 | 945 |
| 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 | $24,078,000 | 4,625 |
| U.S. Government securities | $24,078,000 | 3,849 |
| U.S. Treasury securities | $10,276,000 | 2,163 |
| U.S. Government agency obligations | $13,802,000 | 4,448 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,238,000 | 4,495 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $24,078,000 | 3,284 |
| Total debt securities | $24,078,000 | 4,533 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $11,171,000 | 7,864 |
| U.S. Government securities | $11,171,000 | 6,859 |
| U.S. Treasury securities | $2,020,000 | 7,006 |
| U.S. Government agency obligations | $9,151,000 | 5,802 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $9,151,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $9,151,000 | 2,287 |
| Issued or guaranteed by U.S. | $9,151,000 | 2,265 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,171,000 | 5,804 |
| Total debt securities | $11,171,000 | 7,741 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
