| 2023-12-31 | Rank |
| Total securities | $774,957,000 | 292 |
| U.S. Government securities | $723,837,000 | 229 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $723,837,000 | 216 |
| Securities issued by states & political subdivisions | $15,746,000 | 2,039 |
| Other domestic debt securities | $32,506,000 | 545 |
| Privately issued residential mortgage-backed securities | $21,264,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $11,242,000 | 608 |
| 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 | $739,852,000 | 189 |
| Mortgage-backed securities | $715,201,000 | 192 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $691,343,000 | 113 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,280 |
| Privately issued | $21,264,000 | 152 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,943,000 | 1,003 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $413,242,000 | 159 |
| Available-for-sale securities (fair market value) | $358,847,000 | 484 |
| Total debt securities | $772,089,000 | 288 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $22,475,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,472,000 | 66 |
| 2023-09-30 | Rank |
| Total securities | $750,033,000 | 300 |
| U.S. Government securities | $712,637,000 | 234 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $712,637,000 | 219 |
| Securities issued by states & political subdivisions | $16,617,000 | 1,966 |
| Other domestic debt securities | $18,067,000 | 740 |
| Privately issued residential mortgage-backed securities | $6,712,000 | 310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $11,355,000 | 599 |
| 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 | $712,427,000 | 187 |
| Mortgage-backed securities | $689,450,000 | 195 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $680,103,000 | 119 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,238 |
| Privately issued | $6,712,000 | 243 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,929,000 | 982 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $418,056,000 | 159 |
| Available-for-sale securities (fair market value) | $329,265,000 | 523 |
| Total debt securities | $747,321,000 | 296 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $25,757,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,737,000 | 72 |
| 2023-06-30 | Rank |
| Total securities | $728,626,000 | 312 |
| U.S. Government securities | $690,229,000 | 238 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $690,229,000 | 226 |
| Securities issued by states & political subdivisions | $17,679,000 | 1,961 |
| Other domestic debt securities | $17,892,000 | 747 |
| Privately issued residential mortgage-backed securities | $6,894,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $10,998,000 | 613 |
| 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 | $692,322,000 | 197 |
| Mortgage-backed securities | $667,225,000 | 193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $658,655,000 | 121 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,216 |
| Privately issued | $6,894,000 | 246 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $900,000 | 1,234 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $373,965,000 | 168 |
| Available-for-sale securities (fair market value) | $351,835,000 | 502 |
| Total debt securities | $725,800,000 | 307 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $22,443,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,440,000 | 66 |
| 2023-03-31 | Rank |
| Total securities | $744,714,000 | 325 |
| U.S. Government securities | $705,699,000 | 247 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $705,699,000 | 221 |
| Securities issued by states & political subdivisions | $18,040,000 | 1,997 |
| Other domestic debt securities | $18,106,000 | 777 |
| Privately issued residential mortgage-backed securities | $7,028,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $11,078,000 | 635 |
| 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 | $655,094,000 | 197 |
| Mortgage-backed securities | $682,830,000 | 204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $674,040,000 | 126 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,227 |
| Privately issued | $7,028,000 | 252 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $908,000 | 1,258 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $378,357,000 | 175 |
| Available-for-sale securities (fair market value) | $363,488,000 | 514 |
| Total debt securities | $741,845,000 | 320 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $20,614,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,614,000 | 67 |
| 2022-12-31 | Rank |
| Total securities | $745,474,000 | 329 |
| U.S. Government securities | $705,304,000 | 255 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $705,304,000 | 227 |
| Securities issued by states & political subdivisions | $19,007,000 | 1,987 |
| Other domestic debt securities | $18,345,000 | 785 |
| Privately issued residential mortgage-backed securities | $7,147,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $11,198,000 | 649 |
| 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 | $104,979,000 | 717 |
| Mortgage-backed securities | $682,555,000 | 211 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $673,576,000 | 134 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,216 |
| Privately issued | $7,147,000 | 244 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $912,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $382,193,000 | 184 |
| Available-for-sale securities (fair market value) | $360,463,000 | 520 |
| Total debt securities | $742,656,000 | 327 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $23,299,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,299,000 | 74 |
| 2022-09-30 | Rank |
| Total securities | $694,865,000 | 347 |
| U.S. Government securities | $656,395,000 | 269 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $656,395,000 | 237 |
| Securities issued by states & political subdivisions | $17,981,000 | 2,040 |
| Other domestic debt securities | $17,667,000 | 768 |
| Privately issued residential mortgage-backed securities | $7,299,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $10,368,000 | 679 |
| 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 | $101,219,000 | 707 |
| Mortgage-backed securities | $633,800,000 | 227 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $624,587,000 | 140 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $998,000 | 2,204 |
| Privately issued | $7,299,000 | 243 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $916,000 | 1,248 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $384,779,000 | 182 |
| Available-for-sale securities (fair market value) | $307,264,000 | 617 |
| Total debt securities | $692,043,000 | 341 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $23,426,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,426,000 | 76 |
| 2022-06-30 | Rank |
| Total securities | $678,282,000 | 367 |
| U.S. Government securities | $638,770,000 | 281 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $638,770,000 | 247 |
| Securities issued by states & political subdivisions | $18,351,000 | 2,067 |
| Other domestic debt securities | $18,159,000 | 716 |
| Privately issued residential mortgage-backed securities | $7,534,000 | 309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $10,625,000 | 677 |
| 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 | $166,782,000 | 469 |
| Mortgage-backed securities | $616,411,000 | 236 |
| Certificates of participation in pools of residential mortgages | $606,855,000 | 155 |
| Issued or guaranteed by U.S. | $606,855,000 | 153 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,637,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,193 |
| Privately issued | $7,534,000 | 237 |
| Commercial mortgage-backed securities | $919,000 | 1,744 |
| Commercial mortgage pass-through securities | $919,000 | 1,248 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $390,826,000 | 174 |
| Available-for-sale securities (fair market value) | $284,454,000 | 687 |
| Total debt securities | $675,280,000 | 365 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $13,796,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,796,000 | 77 |
| 2022-03-31 | Rank |
| Total securities | $649,317,000 | 386 |
| U.S. Government securities | $609,206,000 | 288 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $609,206,000 | 257 |
| Securities issued by states & political subdivisions | $19,723,000 | 2,010 |
| Other domestic debt securities | $17,272,000 | 730 |
| Privately issued residential mortgage-backed securities | $7,706,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $9,566,000 | 709 |
| 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 | $181,965,000 | 421 |
| Mortgage-backed securities | $597,020,000 | 241 |
| Certificates of participation in pools of residential mortgages | $587,199,000 | 163 |
| Issued or guaranteed by U.S. | $587,199,000 | 163 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,899,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,165 |
| Privately issued | $7,706,000 | 222 |
| Commercial mortgage-backed securities | $922,000 | 1,730 |
| Commercial mortgage pass-through securities | $922,000 | 1,233 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $387,861,000 | 156 |
| Available-for-sale securities (fair market value) | $258,340,000 | 758 |
| Total debt securities | $646,201,000 | 381 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $8,436,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,436,000 | 82 |
| 2021-12-31 | Rank |
| Total securities | $534,140,000 | 433 |
| U.S. Government securities | $498,329,000 | 323 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $498,329,000 | 301 |
| Securities issued by states & political subdivisions | $22,701,000 | 1,912 |
| Other domestic debt securities | $9,822,000 | 961 |
| 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 | $9,822,000 | 670 |
| 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 | $138,277,000 | 507 |
| Mortgage-backed securities | $478,438,000 | 279 |
| Certificates of participation in pools of residential mortgages | $476,119,000 | 191 |
| Issued or guaranteed by U.S. | $476,119,000 | 190 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,328,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 2,136 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $991,000 | 1,690 |
| Commercial mortgage pass-through securities | $991,000 | 1,202 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $344,511,000 | 133 |
| Available-for-sale securities (fair market value) | $186,341,000 | 1,011 |
| Total debt securities | $530,852,000 | 427 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $8,495,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,495,000 | 81 |
| 2021-09-30 | Rank |
| Total securities | $506,800,000 | 428 |
| U.S. Government securities | $470,879,000 | 331 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $470,879,000 | 312 |
| Securities issued by states & political subdivisions | $19,346,000 | 2,042 |
| Other domestic debt securities | $13,258,000 | 777 |
| 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 | $13,258,000 | 514 |
| 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 | $151,994,000 | 467 |
| Mortgage-backed securities | $450,989,000 | 287 |
| Certificates of participation in pools of residential mortgages | $448,561,000 | 196 |
| Issued or guaranteed by U.S. | $448,561,000 | 195 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,434,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,143 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $994,000 | 1,712 |
| Commercial mortgage pass-through securities | $994,000 | 1,224 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $305,475,000 | 131 |
| Available-for-sale securities (fair market value) | $198,008,000 | 909 |
| Total debt securities | $503,483,000 | 423 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $10,443,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,443,000 | 79 |
| 2021-06-30 | Rank |
| Total securities | $503,032,000 | 420 |
| U.S. Government securities | $467,092,000 | 313 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $467,092,000 | 297 |
| Securities issued by states & political subdivisions | $19,396,000 | 2,009 |
| Other domestic debt securities | $13,208,000 | 737 |
| 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 | $13,208,000 | 479 |
| 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 | $157,297,000 | 457 |
| Mortgage-backed securities | $447,203,000 | 272 |
| Certificates of participation in pools of residential mortgages | $444,658,000 | 189 |
| Issued or guaranteed by U.S. | $444,658,000 | 188 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,547,000 | 2,149 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,101 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $998,000 | 1,705 |
| Commercial mortgage pass-through securities | $998,000 | 1,220 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $310,245,000 | 117 |
| Available-for-sale securities (fair market value) | $189,451,000 | 907 |
| Total debt securities | $499,696,000 | 416 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $12,907,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,907,000 | 77 |
| 2021-03-31 | Rank |
| Total securities | $451,852,000 | 425 |
| U.S. Government securities | $415,202,000 | 313 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $415,202,000 | 295 |
| Securities issued by states & political subdivisions | $19,963,000 | 1,939 |
| Other domestic debt securities | $13,355,000 | 719 |
| 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 | $13,355,000 | 463 |
| 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 | $179,923,000 | 386 |
| Mortgage-backed securities | $395,315,000 | 279 |
| Certificates of participation in pools of residential mortgages | $393,633,000 | 188 |
| Issued or guaranteed by U.S. | $393,633,000 | 187 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,682,000 | 2,085 |
| CMOs issued by government agencies or sponsored agencies | $1,682,000 | 2,034 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $236,720,000 | 133 |
| Available-for-sale securities (fair market value) | $211,800,000 | 743 |
| Total debt securities | $448,520,000 | 418 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $10,944,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,927,000 | 85 |
| 2020-12-31 | Rank |
| Total securities | $315,730,000 | 534 |
| U.S. Government securities | $285,316,000 | 383 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $285,316,000 | 360 |
| Securities issued by states & political subdivisions | $19,210,000 | 1,940 |
| Other domestic debt securities | $7,819,000 | 883 |
| 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 | $7,819,000 | 593 |
| 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 | $203,066,000 | 338 |
| Mortgage-backed securities | $260,316,000 | 351 |
| Certificates of participation in pools of residential mortgages | $258,514,000 | 223 |
| Issued or guaranteed by U.S. | $258,514,000 | 222 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,802,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,029 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $61,815,000 | 251 |
| Available-for-sale securities (fair market value) | $250,530,000 | 593 |
| Total debt securities | $312,345,000 | 527 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $20,132,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,120,000 | 73 |
| 2020-09-30 | Rank |
| Total securities | $305,172,000 | 517 |
| U.S. Government securities | $272,323,000 | 382 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $272,323,000 | 363 |
| Securities issued by states & political subdivisions | $19,870,000 | 1,789 |
| Other domestic debt securities | $9,584,000 | 777 |
| 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 | $9,584,000 | 513 |
| 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 | $252,310,000 | 290 |
| Mortgage-backed securities | $225,323,000 | 373 |
| Certificates of participation in pools of residential mortgages | $223,378,000 | 239 |
| Issued or guaranteed by U.S. | $223,378,000 | 238 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,945,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 2,022 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $59,396,000 | 249 |
| Available-for-sale securities (fair market value) | $242,381,000 | 576 |
| Total debt securities | $301,777,000 | 511 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $23,355,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,353,000 | 74 |
| 2020-06-30 | Rank |
| Total securities | $351,797,000 | 445 |
| U.S. Government securities | $319,009,000 | 326 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $319,009,000 | 314 |
| Securities issued by states & political subdivisions | $19,943,000 | 1,688 |
| Other domestic debt securities | $9,447,000 | 735 |
| 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 | $9,447,000 | 500 |
| 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 | $324,425,000 | 239 |
| Mortgage-backed securities | $262,016,000 | 337 |
| Certificates of participation in pools of residential mortgages | $259,935,000 | 206 |
| Issued or guaranteed by U.S. | $259,935,000 | 204 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,081,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,029 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $69,413,000 | 234 |
| Available-for-sale securities (fair market value) | $278,986,000 | 485 |
| Total debt securities | $348,399,000 | 440 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $24,591,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,591,000 | 70 |
| 2020-03-31 | Rank |
| Total securities | $399,452,000 | 388 |
| U.S. Government securities | $367,700,000 | 296 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $367,700,000 | 283 |
| Securities issued by states & political subdivisions | $19,620,000 | 1,580 |
| Other domestic debt securities | $8,754,000 | 740 |
| 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 | $8,754,000 | 478 |
| 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 | $79,474,000 | 685 |
| Mortgage-backed securities | $284,711,000 | 307 |
| Certificates of participation in pools of residential mortgages | $282,493,000 | 193 |
| Issued or guaranteed by U.S. | $282,493,000 | 191 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,218,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 1,994 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $80,429,000 | 220 |
| Available-for-sale securities (fair market value) | $315,645,000 | 422 |
| Total debt securities | $396,074,000 | 385 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $21,419,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,419,000 | 78 |
| 2019-12-31 | Rank |
| Total securities | $325,530,000 | 449 |
| U.S. Government securities | $292,025,000 | 345 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $292,025,000 | 330 |
| Securities issued by states & political subdivisions | $20,506,000 | 1,496 |
| Other domestic debt securities | $9,669,000 | 667 |
| 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 | $9,669,000 | 432 |
| 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 | $69,803,000 | 734 |
| Mortgage-backed securities | $229,340,000 | 352 |
| Certificates of participation in pools of residential mortgages | $227,053,000 | 221 |
| Issued or guaranteed by U.S. | $227,053,000 | 219 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,287,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,287,000 | 1,994 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $60,551,000 | 269 |
| Available-for-sale securities (fair market value) | $261,649,000 | 484 |
| Total debt securities | $322,200,000 | 441 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $8,391,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,391,000 | 78 |
| 2019-09-30 | Rank |
| Total securities | $180,766,000 | 739 |
| U.S. Government securities | $143,621,000 | 615 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $143,621,000 | 576 |
| Securities issued by states & political subdivisions | $24,229,000 | 1,317 |
| Other domestic debt securities | $9,575,000 | 662 |
| 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 | $9,575,000 | 427 |
| 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 | $61,498,000 | 824 |
| Mortgage-backed securities | $117,634,000 | 567 |
| Certificates of participation in pools of residential mortgages | $115,199,000 | 361 |
| Issued or guaranteed by U.S. | $115,199,000 | 353 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,435,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 1,983 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $38,573,000 | 370 |
| Available-for-sale securities (fair market value) | $138,852,000 | 850 |
| Total debt securities | $177,425,000 | 749 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $11,297,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,298,000 | 76 |
| 2019-06-30 | Rank |
| Total securities | $200,961,000 | 683 |
| U.S. Government securities | $163,119,000 | 572 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $163,119,000 | 532 |
| Securities issued by states & political subdivisions | $25,409,000 | 1,288 |
| Other domestic debt securities | $9,113,000 | 655 |
| 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 | $9,113,000 | 448 |
| 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 | $47,225,000 | 1,031 |
| Mortgage-backed securities | $123,124,000 | 542 |
| Certificates of participation in pools of residential mortgages | $120,562,000 | 345 |
| Issued or guaranteed by U.S. | $120,562,000 | 344 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,562,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,562,000 | 1,929 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $52,753,000 | 323 |
| Available-for-sale securities (fair market value) | $144,888,000 | 819 |
| Total debt securities | $197,641,000 | 687 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $8,894,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,895,000 | 78 |
| 2019-03-31 | Rank |
| Total securities | $194,474,000 | 701 |
| U.S. Government securities | $154,477,000 | 599 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $154,477,000 | 561 |
| Securities issued by states & political subdivisions | $27,205,000 | 1,259 |
| Other domestic debt securities | $9,520,000 | 643 |
| 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 | $9,520,000 | 436 |
| 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 | $143,547,000 | 424 |
| Mortgage-backed securities | $125,477,000 | 528 |
| Certificates of participation in pools of residential mortgages | $122,811,000 | 347 |
| Issued or guaranteed by U.S. | $122,811,000 | 347 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,666,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $2,666,000 | 1,911 |
| 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) | $43,066,000 | 371 |
| Available-for-sale securities (fair market value) | $148,136,000 | 806 |
| Total debt securities | $191,202,000 | 706 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,493,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,487,000 | 81 |
| 2018-12-31 | Rank |
| Total securities | $167,185,000 | 803 |
| U.S. Government securities | $126,644,000 | 705 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $126,644,000 | 667 |
| Securities issued by states & political subdivisions | $28,101,000 | 1,252 |
| Other domestic debt securities | $9,211,000 | 638 |
| 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 | $9,211,000 | 442 |
| 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 | $82,229,000 | 656 |
| Mortgage-backed securities | $97,644,000 | 640 |
| Certificates of participation in pools of residential mortgages | $94,874,000 | 428 |
| Issued or guaranteed by U.S. | $94,874,000 | 425 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,770,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,770,000 | 1,885 |
| 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) | $43,766,000 | 386 |
| Available-for-sale securities (fair market value) | $120,190,000 | 983 |
| Total debt securities | $163,956,000 | 812 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $4,093,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,077,000 | 83 |
| 2018-09-30 | Rank |
| Total securities | $193,290,000 | 706 |
| U.S. Government securities | $157,734,000 | 589 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $157,734,000 | 549 |
| Securities issued by states & political subdivisions | $22,866,000 | 1,496 |
| Other domestic debt securities | $9,489,000 | 598 |
| 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 | $9,489,000 | 428 |
| 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 | $60,358,000 | 864 |
| Mortgage-backed securities | $128,734,000 | 520 |
| Certificates of participation in pools of residential mortgages | $125,868,000 | 335 |
| Issued or guaranteed by U.S. | $125,868,000 | 333 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,866,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $2,866,000 | 1,853 |
| 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) | $43,549,000 | 397 |
| Available-for-sale securities (fair market value) | $146,540,000 | 806 |
| Total debt securities | $190,089,000 | 714 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $2,791,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,768,000 | 96 |
| 2018-06-30 | Rank |
| Total securities | $160,112,000 | 861 |
| U.S. Government securities | $123,713,000 | 714 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $123,713,000 | 674 |
| Securities issued by states & political subdivisions | $23,615,000 | 1,500 |
| Other domestic debt securities | $9,556,000 | 686 |
| 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 | $9,556,000 | 432 |
| 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 | $69,777,000 | 778 |
| Mortgage-backed securities | $98,713,000 | 645 |
| Certificates of participation in pools of residential mortgages | $95,676,000 | 433 |
| Issued or guaranteed by U.S. | $95,676,000 | 431 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,037,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 1,826 |
| 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) | $39,562,000 | 426 |
| Available-for-sale securities (fair market value) | $117,322,000 | 1,030 |
| Total debt securities | $156,884,000 | 867 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $3,416,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,393,000 | 92 |
| 2018-03-31 | Rank |
| Total securities | $173,770,000 | 808 |
| U.S. Government securities | $136,446,000 | 678 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $136,446,000 | 639 |
| Securities issued by states & political subdivisions | $24,201,000 | 1,511 |
| Other domestic debt securities | $9,869,000 | 588 |
| 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 | $9,869,000 | 430 |
| 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 | $71,451,000 | 772 |
| Mortgage-backed securities | $101,450,000 | 633 |
| Certificates of participation in pools of residential mortgages | $98,240,000 | 440 |
| Issued or guaranteed by U.S. | $98,240,000 | 439 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,210,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $3,210,000 | 1,783 |
| 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) | $39,574,000 | 432 |
| Available-for-sale securities (fair market value) | $130,942,000 | 932 |
| Total debt securities | $170,516,000 | 820 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $1,976,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $1,976,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $1,951,000 | 101 |
| 2017-12-31 | Rank |
| Total securities | $137,247,000 | 1,020 |
| U.S. Government securities | $106,634,000 | 837 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $106,634,000 | 801 |
| Securities issued by states & political subdivisions | $25,295,000 | 1,509 |
| Other domestic debt securities | $2,003,000 | 1,201 |
| 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 | $2,003,000 | 955 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,315,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $89,553,000 | 663 |
| Mortgage-backed securities | $81,645,000 | 745 |
| Certificates of participation in pools of residential mortgages | $78,229,000 | 508 |
| Issued or guaranteed by U.S. | $78,229,000 | 507 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,416,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $3,416,000 | 1,741 |
| 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) | $29,101,000 | 536 |
| Available-for-sale securities (fair market value) | $108,146,000 | 1,120 |
| Total debt securities | $133,932,000 | 1,021 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,473,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $1,473,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $1,454,000 | 104 |
| 2017-09-30 | Rank |
| Total securities | $114,191,000 | 1,195 |
| U.S. Government securities | $83,516,000 | 1,038 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $83,516,000 | 994 |
| Securities issued by states & political subdivisions | $24,357,000 | 1,586 |
| Other domestic debt securities | $2,979,000 | 1,060 |
| 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 | $2,979,000 | 841 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,339,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,546,000 | 728 |
| Mortgage-backed securities | $58,524,000 | 967 |
| Certificates of participation in pools of residential mortgages | $54,920,000 | 689 |
| Issued or guaranteed by U.S. | $54,920,000 | 689 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,604,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,604,000 | 1,731 |
| 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) | $29,114,000 | 559 |
| Available-for-sale securities (fair market value) | $85,077,000 | 1,412 |
| Total debt securities | $110,852,000 | 1,206 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,471,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $1,471,000 | 103 |
| Revaluation losses on off-balance sheet contracts | $1,448,000 | 105 |
| 2017-06-30 | Rank |
| Total securities | $121,951,000 | 1,142 |
| U.S. Government securities | $83,090,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $83,090,000 | 1,019 |
| Securities issued by states & political subdivisions | $32,532,000 | 1,211 |
| Other domestic debt securities | $2,980,000 | 1,080 |
| 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 | $2,980,000 | 856 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,349,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $99,868,000 | 609 |
| Mortgage-backed securities | $58,098,000 | 998 |
| Certificates of participation in pools of residential mortgages | $54,316,000 | 719 |
| Issued or guaranteed by U.S. | $54,316,000 | 719 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,782,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,782,000 | 1,728 |
| 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) | $29,127,000 | 563 |
| Available-for-sale securities (fair market value) | $92,824,000 | 1,314 |
| Total debt securities | $118,602,000 | 1,155 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,401,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $1,401,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $1,373,000 | 104 |
| 2017-03-31 | Rank |
| Total securities | $143,939,000 | 1,005 |
| U.S. Government securities | $101,024,000 | 914 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $101,024,000 | 874 |
| Securities issued by states & political subdivisions | $36,486,000 | 1,105 |
| Other domestic debt securities | $2,982,000 | 1,110 |
| 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 | $2,982,000 | 874 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,447,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,691,000 | 617 |
| Mortgage-backed securities | $76,027,000 | 822 |
| Certificates of participation in pools of residential mortgages | $72,096,000 | 569 |
| Issued or guaranteed by U.S. | $72,096,000 | 569 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,931,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $3,931,000 | 1,720 |
| 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) | $29,139,000 | 572 |
| Available-for-sale securities (fair market value) | $114,800,000 | 1,069 |
| Total debt securities | $140,492,000 | 1,019 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,421,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $1,421,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $1,381,000 | 99 |
| 2016-12-31 | Rank |
| Total securities | $125,431,000 | 1,112 |
| U.S. Government securities | $82,836,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,836,000 | 1,016 |
| Securities issued by states & political subdivisions | $36,292,000 | 1,111 |
| Other domestic debt securities | $2,984,000 | 1,101 |
| 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 | $2,984,000 | 857 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,319,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,475,000 | 853 |
| Mortgage-backed securities | $57,599,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $53,520,000 | 744 |
| Issued or guaranteed by U.S. | $53,520,000 | 744 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,079,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $4,079,000 | 1,659 |
| 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) | $29,403,000 | 572 |
| Available-for-sale securities (fair market value) | $96,028,000 | 1,268 |
| Total debt securities | $122,112,000 | 1,123 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,847,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $1,847,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $1,656,000 | 98 |
| 2016-09-30 | Rank |
| Total securities | $125,064,000 | 1,116 |
| U.S. Government securities | $89,260,000 | 989 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $89,260,000 | 942 |
| Securities issued by states & political subdivisions | $29,402,000 | 1,365 |
| Other domestic debt securities | $2,974,000 | 1,109 |
| 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 | $2,974,000 | 866 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,428,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,843,000 | 785 |
| Mortgage-backed securities | $63,954,000 | 931 |
| Certificates of participation in pools of residential mortgages | $59,258,000 | 681 |
| Issued or guaranteed by U.S. | $59,258,000 | 681 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,696,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,579 |
| 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) | $29,425,000 | 571 |
| Available-for-sale securities (fair market value) | $95,639,000 | 1,265 |
| Total debt securities | $121,636,000 | 1,131 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $3,643,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $3,643,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $4,447,000 | 94 |
| 2016-06-30 | Rank |
| Total securities | $86,507,000 | 1,578 |
| U.S. Government securities | $46,432,000 | 1,720 |
| U.S. Treasury securities | $15,251,000 | 278 |
| U.S. Government agency obligations | $31,181,000 | 2,199 |
| Securities issued by states & political subdivisions | $32,615,000 | 1,234 |
| Other domestic debt securities | $4,021,000 | 967 |
| 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 | $4,021,000 | 728 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,439,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $78,391,000 | 767 |
| Mortgage-backed securities | $15,917,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $11,198,000 | 2,192 |
| Issued or guaranteed by U.S. | $11,198,000 | 2,187 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,719,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $4,719,000 | 1,594 |
| 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) | $29,448,000 | 588 |
| Available-for-sale securities (fair market value) | $57,059,000 | 1,988 |
| Total debt securities | $83,068,000 | 1,610 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $4,075,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $4,075,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $4,951,000 | 93 |
| 2016-03-31 | Rank |
| Total securities | $100,989,000 | 1,377 |
| U.S. Government securities | $49,895,000 | 1,678 |
| U.S. Treasury securities | $10,008,000 | 367 |
| U.S. Government agency obligations | $39,887,000 | 1,908 |
| Securities issued by states & political subdivisions | $41,645,000 | 959 |
| Other domestic debt securities | $5,029,000 | 872 |
| 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 | $5,029,000 | 650 |
| Foreign debt securities | $999,000 | 207 |
| Equity securities | $3,421,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,734,000 | 958 |
| Mortgage-backed securities | $24,763,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $24,763,000 | 1,340 |
| Issued or guaranteed by U.S. | $24,763,000 | 1,339 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $27,772,000 | 627 |
| Available-for-sale securities (fair market value) | $73,217,000 | 1,656 |
| Total debt securities | $97,568,000 | 1,407 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $3,198,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $3,198,000 | 99 |
| Revaluation losses on off-balance sheet contracts | $3,723,000 | 98 |
| 2015-12-31 | Rank |
| Total securities | $126,066,000 | 1,140 |
| U.S. Government securities | $84,693,000 | 1,091 |
| U.S. Treasury securities | $10,001,000 | 392 |
| U.S. Government agency obligations | $74,692,000 | 1,152 |
| Securities issued by states & political subdivisions | $32,976,000 | 1,208 |
| Other domestic debt securities | $4,020,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,020,000 | 731 |
| Foreign debt securities | $997,000 | 191 |
| Equity securities | $3,380,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,486,000 | 1,285 |
| Mortgage-backed securities | $59,565,000 | 989 |
| Certificates of participation in pools of residential mortgages | $59,565,000 | 684 |
| Issued or guaranteed by U.S. | $59,565,000 | 684 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $27,790,000 | 645 |
| Available-for-sale securities (fair market value) | $98,276,000 | 1,256 |
| Total debt securities | $122,686,000 | 1,147 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,944,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $1,944,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $2,028,000 | 97 |
| 2015-09-30 | Rank |
| Total securities | $129,627,000 | 1,104 |
| U.S. Government securities | $86,497,000 | 1,073 |
| U.S. Treasury securities | $10,024,000 | 365 |
| U.S. Government agency obligations | $76,473,000 | 1,138 |
| Securities issued by states & political subdivisions | $33,658,000 | 1,168 |
| Other domestic debt securities | $5,038,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,038,000 | 638 |
| Foreign debt securities | $1,019,000 | 179 |
| Equity securities | $3,415,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,341,000 | 1,427 |
| Mortgage-backed securities | $61,321,000 | 952 |
| Certificates of participation in pools of residential mortgages | $61,321,000 | 661 |
| Issued or guaranteed by U.S. | $61,321,000 | 661 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $129,627,000 | 975 |
| Total debt securities | $126,212,000 | 1,123 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $2,443,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $2,443,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $2,672,000 | 99 |
| 2015-06-30 | Rank |
| Total securities | $129,852,000 | 1,122 |
| U.S. Government securities | $88,618,000 | 1,087 |
| U.S. Treasury securities | $10,027,000 | 362 |
| U.S. Government agency obligations | $78,591,000 | 1,154 |
| Securities issued by states & political subdivisions | $31,719,000 | 1,227 |
| Other domestic debt securities | $5,099,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,099,000 | 646 |
| Foreign debt securities | $1,017,000 | 184 |
| Equity securities | $3,399,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,092,000 | 1,549 |
| Mortgage-backed securities | $61,579,000 | 980 |
| Certificates of participation in pools of residential mortgages | $61,579,000 | 688 |
| Issued or guaranteed by U.S. | $61,579,000 | 688 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $129,852,000 | 997 |
| Total debt securities | $126,453,000 | 1,135 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $1,615,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $1,615,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $1,557,000 | 102 |
| 2015-03-31 | Rank |
| Total securities | $84,344,000 | 1,691 |
| U.S. Government securities | $43,528,000 | 2,010 |
| U.S. Treasury securities | $10,029,000 | 363 |
| U.S. Government agency obligations | $33,499,000 | 2,358 |
| Securities issued by states & political subdivisions | $31,181,000 | 1,234 |
| Other domestic debt securities | $5,116,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,116,000 | 627 |
| Foreign debt securities | $1,073,000 | 181 |
| Equity securities | $3,446,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,632,000 | 989 |
| Mortgage-backed securities | $11,112,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $11,112,000 | 2,329 |
| Issued or guaranteed by U.S. | $11,112,000 | 2,329 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $84,344,000 | 1,515 |
| Total debt securities | $80,898,000 | 1,726 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $2,279,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $2,279,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $2,192,000 | 101 |
| 2014-12-31 | Rank |
| Total securities | $64,825,000 | 2,149 |
| U.S. Government securities | $41,202,000 | 2,136 |
| U.S. Treasury securities | $10,011,000 | 369 |
| U.S. Government agency obligations | $31,191,000 | 2,472 |
| Securities issued by states & political subdivisions | $16,013,000 | 2,162 |
| Other domestic debt securities | $5,101,000 | 859 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,101,000 | 632 |
| Foreign debt securities | $1,071,000 | 168 |
| Equity securities | $1,438,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,039,000 | 1,504 |
| Mortgage-backed securities | $6,060,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,060,000 | 3,089 |
| Issued or guaranteed by U.S. | $6,060,000 | 3,086 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $64,825,000 | 1,931 |
| Total debt securities | $63,387,000 | 2,170 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $1,724,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $1,724,000 | 92 |
| Revaluation losses on off-balance sheet contracts | $1,649,000 | 97 |
| 2014-09-30 | Rank |
| Total securities | $69,013,000 | 2,057 |
| U.S. Government securities | $51,853,000 | 1,804 |
| U.S. Treasury securities | $10,022,000 | 368 |
| U.S. Government agency obligations | $41,831,000 | 2,083 |
| Securities issued by states & political subdivisions | $9,563,000 | 2,933 |
| Other domestic debt securities | $5,096,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,096,000 | 648 |
| Foreign debt securities | $1,070,000 | 166 |
| Equity securities | $1,431,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,114,000 | 2,233 |
| Mortgage-backed securities | $2,892,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,892,000 | 3,880 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $69,013,000 | 1,858 |
| Total debt securities | $67,582,000 | 2,078 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $1,416,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $1,416,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $1,372,000 | 89 |
| 2014-06-30 | Rank |
| Total securities | $69,175,000 | 2,069 |
| U.S. Government securities | $51,660,000 | 1,821 |
| U.S. Treasury securities | $10,025,000 | 339 |
| U.S. Government agency obligations | $41,635,000 | 2,114 |
| Securities issued by states & political subdivisions | $9,853,000 | 2,910 |
| Other domestic debt securities | $5,096,000 | 913 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,096,000 | 660 |
| Foreign debt securities | $1,129,000 | 169 |
| Equity securities | $1,437,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,764,000 | 2,686 |
| Mortgage-backed securities | $2,667,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 4,013 |
| Issued or guaranteed by U.S. | $2,667,000 | 4,011 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $69,175,000 | 1,863 |
| Total debt securities | $67,738,000 | 2,082 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $1,475,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $1,475,000 | 94 |
| Revaluation losses on off-balance sheet contracts | $1,430,000 | 94 |
| 2014-03-31 | Rank |
| Total securities | $69,562,000 | 2,069 |
| U.S. Government securities | $52,267,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $52,267,000 | 1,748 |
| Securities issued by states & political subdivisions | $9,654,000 | 2,956 |
| Other domestic debt securities | $5,093,000 | 929 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,093,000 | 674 |
| Foreign debt securities | $1,127,000 | 165 |
| Equity securities | $1,421,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,935,000 | 1,468 |
| Mortgage-backed securities | $3,570,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,570,000 | 3,800 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $69,562,000 | 1,862 |
| Total debt securities | $68,141,000 | 2,082 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $1,066,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $1,066,000 | 96 |
| Revaluation losses on off-balance sheet contracts | $1,022,000 | 97 |
| 2013-12-31 | Rank |
| Total securities | $65,336,000 | 2,169 |
| U.S. Government securities | $52,171,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $52,171,000 | 1,740 |
| Securities issued by states & political subdivisions | $5,553,000 | 3,674 |
| Other domestic debt securities | $5,061,000 | 977 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,061,000 | 701 |
| Foreign debt securities | $1,122,000 | 161 |
| Equity securities | $1,429,000 | 529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,531,000 | 1,395 |
| Mortgage-backed securities | $3,633,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 3,792 |
| Issued or guaranteed by U.S. | $3,633,000 | 3,789 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $65,336,000 | 1,951 |
| Total debt securities | $63,907,000 | 2,185 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $959,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $959,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $907,000 | 100 |
| 2013-09-30 | Rank |
| Total securities | $54,623,000 | 2,515 |
| U.S. Government securities | $43,500,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,500,000 | 2,075 |
| Securities issued by states & political subdivisions | $3,290,000 | 4,187 |
| Other domestic debt securities | $5,281,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,281,000 | 699 |
| Foreign debt securities | $1,122,000 | 164 |
| Equity securities | $1,430,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,540,000 | 2,601 |
| Mortgage-backed securities | $3,788,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $3,788,000 | 3,767 |
| Issued or guaranteed by U.S. | $3,788,000 | 3,762 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $54,623,000 | 2,276 |
| Total debt securities | $53,193,000 | 2,547 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $881,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $881,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $867,000 | 100 |
| 2013-06-30 | Rank |
| Total securities | $58,169,000 | 2,382 |
| U.S. Government securities | $43,753,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $43,753,000 | 2,025 |
| Securities issued by states & political subdivisions | $6,432,000 | 3,489 |
| Other domestic debt securities | $5,428,000 | 994 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,428,000 | 708 |
| Foreign debt securities | $1,130,000 | 158 |
| Equity securities | $1,426,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,816,000 | 2,029 |
| Mortgage-backed securities | $4,051,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $4,051,000 | 3,690 |
| Issued or guaranteed by U.S. | $4,051,000 | 3,685 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $58,169,000 | 2,173 |
| Total debt securities | $56,743,000 | 2,414 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $1,014,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $1,014,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $993,000 | 91 |
| 2013-03-31 | Rank |
| Total securities | $61,053,000 | 2,312 |
| U.S. Government securities | $44,827,000 | 2,064 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,827,000 | 2,010 |
| Securities issued by states & political subdivisions | $7,797,000 | 3,224 |
| Other domestic debt securities | $5,712,000 | 974 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,712,000 | 677 |
| Foreign debt securities | $1,236,000 | 156 |
| Equity securities | $1,481,000 | 549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,094,000 | 1,413 |
| Mortgage-backed securities | $4,644,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $4,644,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,644,000 | 3,603 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $61,053,000 | 2,127 |
| Total debt securities | $59,572,000 | 2,331 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $2,179,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $2,179,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $2,144,000 | 78 |
| 2012-12-31 | Rank |
| Total securities | $61,075,000 | 2,261 |
| U.S. Government securities | $44,429,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,429,000 | 1,993 |
| Securities issued by states & political subdivisions | $8,001,000 | 3,152 |
| Other domestic debt securities | $5,813,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,813,000 | 649 |
| Foreign debt securities | $1,341,000 | 151 |
| Equity securities | $1,491,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,803,000 | 1,414 |
| Mortgage-backed securities | $5,185,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $5,185,000 | 3,480 |
| Issued or guaranteed by U.S. | $5,185,000 | 3,479 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $61,075,000 | 2,079 |
| Total debt securities | $59,584,000 | 2,290 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $2,012,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $2,012,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $1,979,000 | 81 |
| 2012-09-30 | Rank |
| Total securities | $58,730,000 | 2,354 |
| U.S. Government securities | $40,168,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,168,000 | 2,217 |
| Securities issued by states & political subdivisions | $9,653,000 | 2,857 |
| Other domestic debt securities | $6,047,000 | 950 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,047,000 | 662 |
| Foreign debt securities | $1,351,000 | 150 |
| Equity securities | $1,511,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,160,000 | 2,211 |
| Mortgage-backed securities | $5,857,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $5,857,000 | 3,502 |
| Issued or guaranteed by U.S. | $5,857,000 | 3,502 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $58,730,000 | 2,155 |
| Total debt securities | $57,219,000 | 2,375 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $964,000 | 1,938 |
| Trading account assets | $2,067,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $2,067,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $2,040,000 | 83 |
| 2012-06-30 | Rank |
| Total securities | $44,715,000 | 2,926 |
| U.S. Government securities | $30,702,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,702,000 | 2,736 |
| Securities issued by states & political subdivisions | $4,977,000 | 3,696 |
| Other domestic debt securities | $5,980,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,980,000 | 671 |
| Foreign debt securities | $1,557,000 | 138 |
| Equity securities | $1,499,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,098,000 | 2,178 |
| Mortgage-backed securities | $6,306,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $6,306,000 | 3,431 |
| Issued or guaranteed by U.S. | $6,306,000 | 3,430 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $44,715,000 | 2,691 |
| Total debt securities | $43,216,000 | 2,970 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $888,000 | 2,208 |
| Trading account assets | $1,954,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $1,954,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $1,913,000 | 83 |
| 2012-03-31 | Rank |
| Total securities | $73,800,000 | 1,950 |
| U.S. Government securities | $59,908,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $59,908,000 | 1,662 |
| Securities issued by states & political subdivisions | $4,683,000 | 3,705 |
| Other domestic debt securities | $6,030,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,030,000 | 660 |
| Foreign debt securities | $1,682,000 | 110 |
| Equity securities | $1,497,000 | 485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,300,000 | 1,565 |
| Mortgage-backed securities | $25,445,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $25,445,000 | 1,580 |
| Issued or guaranteed by U.S. | $25,445,000 | 1,577 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $73,800,000 | 1,782 |
| Total debt securities | $72,303,000 | 1,967 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $815,000 | 2,496 |
| Trading account assets | $1,581,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $1,581,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $1,558,000 | 81 |
| 2011-12-31 | Rank |
| Total securities | $39,027,000 | 3,121 |
| U.S. Government securities | $24,906,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,906,000 | 3,112 |
| Securities issued by states & political subdivisions | $6,255,000 | 3,280 |
| Other domestic debt securities | $7,841,000 | 829 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,841,000 | 522 |
| Foreign debt securities | $25,000 | 173 |
| 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 | $39,027,000 | 1,302 |
| Mortgage-backed securities | $5,663,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $5,663,000 | 3,467 |
| Issued or guaranteed by U.S. | $5,663,000 | 3,465 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $39,027,000 | 2,862 |
| Total debt securities | $39,027,000 | 3,101 |
| Structured notes |
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $981,000 | 2,345 |
| 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 | $45,481,000 | 2,713 |
| U.S. Government securities | $29,426,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,426,000 | 2,707 |
| Securities issued by states & political subdivisions | $7,408,000 | 2,992 |
| Other domestic debt securities | $8,622,000 | 783 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $8,622,000 | 467 |
| Foreign debt securities | $25,000 | 168 |
| 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 | $33,276,000 | 1,450 |
| Mortgage-backed securities | $5,025,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $5,025,000 | 3,566 |
| Issued or guaranteed by U.S. | $5,025,000 | 3,558 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $45,481,000 | 2,476 |
| Total debt securities | $45,481,000 | 2,688 |
| Structured notes |
| Amortized cost | $4,999,000 | 1,053 |
| Fair value | $4,898,000 | 1,079 |
| 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 | $43,620,000 | 2,821 |
| U.S. Government securities | $28,476,000 | 2,908 |
| U.S. Treasury securities | $4,936,000 | 480 |
| U.S. Government agency obligations | $23,540,000 | 3,201 |
| Securities issued by states & political subdivisions | $5,397,000 | 3,397 |
| Other domestic debt securities | $9,722,000 | 713 |
| Privately issued residential mortgage-backed securities | $407,000 | 1,013 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $9,315,000 | 405 |
| Foreign debt securities | $25,000 | 160 |
| 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 | $28,253,000 | 1,686 |
| Mortgage-backed securities | $4,578,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,171,000 | 3,710 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $407,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $407,000 | 959 |
| 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) | $43,620,000 | 2,571 |
| Total debt securities | $43,620,000 | 2,804 |
| Structured notes |
| Amortized cost | $8,999,000 | 754 |
| Fair value | $8,962,000 | 766 |
| 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 | $59,904,000 | 2,177 |
| U.S. Government securities | $43,559,000 | 2,068 |
| U.S. Treasury securities | $4,707,000 | 522 |
| U.S. Government agency obligations | $38,852,000 | 2,199 |
| Securities issued by states & political subdivisions | $5,517,000 | 3,348 |
| Other domestic debt securities | $10,803,000 | 681 |
| Privately issued residential mortgage-backed securities | $419,000 | 1,051 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $10,384,000 | 372 |
| Foreign debt securities | $25,000 | 156 |
| 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 | $43,115,000 | 1,203 |
| Mortgage-backed securities | $19,910,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $19,491,000 | 1,665 |
| Issued or guaranteed by U.S. | $19,491,000 | 1,661 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $419,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $419,000 | 997 |
| 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) | $59,904,000 | 1,963 |
| Total debt securities | $59,904,000 | 2,157 |
| Structured notes |
| Amortized cost | $8,999,000 | 789 |
| Fair value | $8,914,000 | 787 |
| 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 | $46,247,000 | 2,577 |
| U.S. Government securities | $27,085,000 | 2,856 |
| U.S. Treasury securities | $4,704,000 | 526 |
| U.S. Government agency obligations | $22,381,000 | 3,137 |
| Securities issued by states & political subdivisions | $6,416,000 | 3,093 |
| Other domestic debt securities | $12,721,000 | 647 |
| Privately issued residential mortgage-backed securities | $429,000 | 1,106 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $12,292,000 | 322 |
| Foreign debt securities | $25,000 | 149 |
| 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 | $33,931,000 | 1,445 |
| Mortgage-backed securities | $3,388,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 3,905 |
| Issued or guaranteed by U.S. | $2,959,000 | 3,896 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $429,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $429,000 | 1,050 |
| 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) | $46,247,000 | 2,316 |
| Total debt securities | $46,247,000 | 2,553 |
| 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 | $43,969,000 | 2,663 |
| U.S. Government securities | $29,818,000 | 2,645 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $29,818,000 | 2,560 |
| Securities issued by states & political subdivisions | $4,142,000 | 3,585 |
| Other domestic debt securities | $9,984,000 | 774 |
| Privately issued residential mortgage-backed securities | $439,000 | 1,175 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $9,545,000 | 386 |
| Foreign debt securities | $25,000 | 147 |
| 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 | $29,501,000 | 1,629 |
| Mortgage-backed securities | $3,633,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 3,812 |
| Issued or guaranteed by U.S. | $3,194,000 | 3,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $439,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $439,000 | 1,118 |
| 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) | $43,969,000 | 2,385 |
| Total debt securities | $43,969,000 | 2,634 |
| 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 | $54,913,000 | 2,198 |
| U.S. Government securities | $42,156,000 | 2,043 |
| U.S. Treasury securities | $5,319,000 | 412 |
| U.S. Government agency obligations | $36,837,000 | 2,195 |
| Securities issued by states & political subdivisions | $2,940,000 | 3,916 |
| Other domestic debt securities | $9,792,000 | 796 |
| Privately issued residential mortgage-backed securities | $5,464,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,328,000 | 629 |
| Foreign debt securities | $25,000 | 146 |
| 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 | $31,578,000 | 1,545 |
| Mortgage-backed securities | $8,944,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,769 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,762 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,464,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $5,464,000 | 553 |
| 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) | $54,913,000 | 1,968 |
| Total debt securities | $54,913,000 | 2,173 |
| Structured notes |
| Amortized cost | $9,999,000 | 667 |
| Fair value | $10,000,000 | 680 |
| 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 | $56,093,000 | 2,181 |
| U.S. Government securities | $41,371,000 | 2,087 |
| U.S. Treasury securities | $5,040,000 | 422 |
| U.S. Government agency obligations | $36,331,000 | 2,276 |
| Securities issued by states & political subdivisions | $4,458,000 | 3,422 |
| Other domestic debt securities | $10,239,000 | 789 |
| Privately issued residential mortgage-backed securities | $5,951,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,288,000 | 656 |
| Foreign debt securities | $25,000 | 159 |
| 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 | $43,391,000 | 1,243 |
| Mortgage-backed securities | $9,590,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $3,639,000 | 3,845 |
| Issued or guaranteed by U.S. | $3,639,000 | 3,838 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,951,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,951,000 | 556 |
| 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) | $56,093,000 | 1,947 |
| Total debt securities | $56,093,000 | 2,154 |
| Structured notes |
| Amortized cost | $8,000,000 | 649 |
| Fair value | $8,093,000 | 648 |
| 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 | $49,327,000 | 2,398 |
| U.S. Government securities | $35,985,000 | 2,315 |
| U.S. Treasury securities | $5,037,000 | 384 |
| U.S. Government agency obligations | $30,948,000 | 2,547 |
| Securities issued by states & political subdivisions | $4,540,000 | 3,394 |
| Other domestic debt securities | $8,777,000 | 912 |
| Privately issued residential mortgage-backed securities | $6,128,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,649,000 | 903 |
| Foreign debt securities | $25,000 | 160 |
| 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 | $46,192,000 | 1,175 |
| Mortgage-backed securities | $9,918,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $3,790,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,790,000 | 3,872 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,128,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,128,000 | 575 |
| 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) | $49,327,000 | 2,135 |
| Total debt securities | $49,327,000 | 2,373 |
| Structured notes |
| Amortized cost | $13,000,000 | 316 |
| Fair value | $12,940,000 | 316 |
| 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 | $61,552,000 | 2,019 |
| U.S. Government securities | $47,505,000 | 1,790 |
| U.S. Treasury securities | $5,132,000 | 343 |
| U.S. Government agency obligations | $42,373,000 | 1,941 |
| Securities issued by states & political subdivisions | $5,408,000 | 3,132 |
| Other domestic debt securities | $8,614,000 | 977 |
| Privately issued residential mortgage-backed securities | $6,094,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,520,000 | 989 |
| Foreign debt securities | $25,000 | 163 |
| 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 | $41,275,000 | 1,263 |
| Mortgage-backed securities | $10,012,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 3,921 |
| Issued or guaranteed by U.S. | $3,918,000 | 3,911 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,094,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,094,000 | 615 |
| 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) | $61,552,000 | 1,774 |
| Total debt securities | $61,552,000 | 1,985 |
| Structured notes |
| Amortized cost | $5,000,000 | 545 |
| Fair value | $5,000,000 | 573 |
| 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 | $55,847,000 | 2,126 |
| U.S. Government securities | $39,160,000 | 2,100 |
| U.S. Treasury securities | $5,042,000 | 342 |
| U.S. Government agency obligations | $34,118,000 | 2,293 |
| Securities issued by states & political subdivisions | $8,356,000 | 2,478 |
| Other domestic debt securities | $8,306,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $5,952,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,354,000 | 1,048 |
| Foreign debt securities | $25,000 | 169 |
| 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 | $38,406,000 | 1,341 |
| Mortgage-backed securities | $10,084,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,910 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,896 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,952,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $5,952,000 | 630 |
| 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) | $55,847,000 | 1,867 |
| Total debt securities | $55,847,000 | 2,102 |
| 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 | $64,664,000 | 1,871 |
| U.S. Government securities | $47,104,000 | 1,779 |
| U.S. Treasury securities | $5,468,000 | 294 |
| U.S. Government agency obligations | $41,636,000 | 1,969 |
| Securities issued by states & political subdivisions | $9,271,000 | 2,253 |
| Other domestic debt securities | $8,264,000 | 978 |
| Privately issued residential mortgage-backed securities | $6,025,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,239,000 | 1,086 |
| Foreign debt securities | $25,000 | 166 |
| 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 | $42,028,000 | 1,269 |
| Mortgage-backed securities | $10,506,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $4,481,000 | 3,912 |
| Issued or guaranteed by U.S. | $4,481,000 | 3,899 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,025,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $6,025,000 | 629 |
| 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) | $64,664,000 | 1,645 |
| Total debt securities | $64,664,000 | 1,850 |
| 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 | $27,955,000 | 3,612 |
| U.S. Government securities | $17,829,000 | 3,836 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,829,000 | 3,760 |
| Securities issued by states & political subdivisions | $9,823,000 | 2,103 |
| Other domestic debt securities | $278,000 | 2,908 |
| Privately issued residential mortgage-backed securities | $278,000 | 1,414 |
| 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 | $25,000 | 159 |
| 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 | $10,544,000 | 3,356 |
| Mortgage-backed securities | $5,027,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $4,749,000 | 3,804 |
| Issued or guaranteed by U.S. | $4,749,000 | 3,791 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $278,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $278,000 | 1,351 |
| 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) | $27,955,000 | 3,229 |
| Total debt securities | $27,955,000 | 3,570 |
| 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 | $57,993,000 | 1,999 |
| U.S. Government securities | $48,702,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $48,702,000 | 1,656 |
| Securities issued by states & political subdivisions | $8,982,000 | 2,222 |
| Other domestic debt securities | $284,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,380 |
| 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 | $25,000 | 169 |
| 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 | $36,144,000 | 1,418 |
| Mortgage-backed securities | $33,992,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $33,708,000 | 1,118 |
| Issued or guaranteed by U.S. | $33,708,000 | 1,107 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $284,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $284,000 | 1,319 |
| 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) | $57,993,000 | 1,757 |
| Total debt securities | $57,992,000 | 1,976 |
| 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 | $49,172,000 | 2,351 |
| U.S. Government securities | $42,919,000 | 1,928 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $42,919,000 | 1,887 |
| Securities issued by states & political subdivisions | $6,228,000 | 2,792 |
| 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 | $25,000 | 174 |
| 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 | $37,777,000 | 1,350 |
| Mortgage-backed securities | $32,862,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $32,862,000 | 1,126 |
| Issued or guaranteed by U.S. | $32,862,000 | 1,113 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $49,172,000 | 2,065 |
| Total debt securities | $49,172,000 | 2,301 |
| 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 | $39,063,000 | 2,827 |
| U.S. Government securities | $31,739,000 | 2,507 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $31,739,000 | 2,452 |
| Securities issued by states & political subdivisions | $7,283,000 | 2,581 |
| 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 | $25,000 | 187 |
| Equity securities | $16,000 | 1,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,116,000 | 1,306 |
| Mortgage-backed securities | $24,728,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $24,728,000 | 1,360 |
| Issued or guaranteed by U.S. | $24,728,000 | 1,351 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $39,063,000 | 2,515 |
| Total debt securities | $39,047,000 | 2,788 |
| 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 | $43,089,000 | 2,615 |
| U.S. Government securities | $30,614,000 | 2,628 |
| U.S. Treasury securities | $2,881,000 | 473 |
| U.S. Government agency obligations | $27,733,000 | 2,778 |
| Securities issued by states & political subdivisions | $7,448,000 | 2,518 |
| 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 | $25,000 | 189 |
| Equity securities | $5,002,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,778,000 | 1,416 |
| Mortgage-backed securities | $24,381,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $24,381,000 | 1,213 |
| Issued or guaranteed by U.S. | $24,381,000 | 1,202 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $43,089,000 | 2,295 |
| Total debt securities | $38,088,000 | 2,841 |
| 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 | $37,089,000 | 2,937 |
| U.S. Government securities | $29,683,000 | 2,720 |
| U.S. Treasury securities | $2,862,000 | 502 |
| U.S. Government agency obligations | $26,821,000 | 2,880 |
| Securities issued by states & political subdivisions | $7,380,000 | 2,483 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $25,000 | 188 |
| Equity securities | $1,000 | 1,828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,784,000 | 1,374 |
| Mortgage-backed securities | $24,480,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $24,480,000 | 1,122 |
| Issued or guaranteed by U.S. | $24,480,000 | 1,114 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $37,089,000 | 2,566 |
| Total debt securities | $37,088,000 | 2,887 |
| 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 | $37,230,000 | 2,930 |
| U.S. Government securities | $30,708,000 | 2,632 |
| U.S. Treasury securities | $2,848,000 | 562 |
| U.S. Government agency obligations | $27,860,000 | 2,793 |
| Securities issued by states & political subdivisions | $6,343,000 | 2,722 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $25,000 | 189 |
| Equity securities | $154,000 | 1,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,818,000 | 1,613 |
| Mortgage-backed securities | $24,535,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $24,535,000 | 1,111 |
| Issued or guaranteed by U.S. | $24,535,000 | 1,104 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $37,230,000 | 2,558 |
| Total debt securities | $37,076,000 | 2,891 |
| 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 | $41,471,000 | 2,712 |
| U.S. Government securities | $32,905,000 | 2,496 |
| U.S. Treasury securities | $2,826,000 | 605 |
| U.S. Government agency obligations | $30,079,000 | 2,620 |
| Securities issued by states & political subdivisions | $7,540,000 | 2,467 |
| Other domestic debt securities | $1,000,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,357 |
| Foreign debt securities | $25,000 | 199 |
| Equity securities | $1,000 | 1,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,028,000 | 1,402 |
| Mortgage-backed securities | $26,267,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $26,267,000 | 1,047 |
| Issued or guaranteed by U.S. | $26,267,000 | 1,039 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $41,471,000 | 2,355 |
| Total debt securities | $41,470,000 | 2,666 |
| 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 | $45,511,000 | 2,521 |
| U.S. Government securities | $35,388,000 | 2,398 |
| U.S. Treasury securities | $4,073,000 | 501 |
| U.S. Government agency obligations | $31,315,000 | 2,576 |
| Securities issued by states & political subdivisions | $8,098,000 | 2,362 |
| 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 | $24,000 | 208 |
| Equity securities | $2,001,000 | 791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,482,000 | 1,748 |
| Mortgage-backed securities | $27,119,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $27,119,000 | 1,034 |
| Issued or guaranteed by U.S. | $27,119,000 | 1,025 |
| 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) | $45,511,000 | 2,188 |
| Total debt securities | $43,510,000 | 2,577 |
| 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 | $50,963,000 | 2,303 |
| U.S. Government securities | $40,857,000 | 2,117 |
| U.S. Treasury securities | $4,095,000 | 521 |
| U.S. Government agency obligations | $36,762,000 | 2,269 |
| Securities issued by states & political subdivisions | $8,078,000 | 2,369 |
| 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 | $24,000 | 209 |
| Equity securities | $2,004,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,691,000 | 1,654 |
| Mortgage-backed securities | $28,290,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $28,290,000 | 1,010 |
| Issued or guaranteed by U.S. | $28,290,000 | 998 |
| 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) | $50,963,000 | 1,977 |
| Total debt securities | $48,959,000 | 2,337 |
| 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 | $68,495,000 | 1,750 |
| U.S. Government securities | $58,989,000 | 1,529 |
| U.S. Treasury securities | $4,097,000 | 565 |
| U.S. Government agency obligations | $54,892,000 | 1,581 |
| Securities issued by states & political subdivisions | $8,470,000 | 2,252 |
| 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 | $25,000 | 212 |
| Equity securities | $1,011,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,731,000 | 1,746 |
| Mortgage-backed securities | $46,473,000 | 988 |
| Certificates of participation in pools of residential mortgages | $46,473,000 | 727 |
| Issued or guaranteed by U.S. | $46,473,000 | 718 |
| 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) | $68,495,000 | 1,487 |
| Total debt securities | $67,484,000 | 1,743 |
| 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 | $51,668,000 | 2,291 |
| U.S. Government securities | $41,661,000 | 2,139 |
| U.S. Treasury securities | $4,072,000 | 614 |
| U.S. Government agency obligations | $37,589,000 | 2,260 |
| Securities issued by states & political subdivisions | $8,732,000 | 2,192 |
| 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 | $25,000 | 216 |
| Equity securities | $1,250,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,647,000 | 1,692 |
| Mortgage-backed securities | $28,908,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $28,908,000 | 1,018 |
| Issued or guaranteed by U.S. | $28,908,000 | 1,008 |
| 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) | $51,668,000 | 1,966 |
| Total debt securities | $50,417,000 | 2,302 |
| 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 | $54,167,000 | 2,209 |
| U.S. Government securities | $44,501,000 | 2,006 |
| U.S. Treasury securities | $4,078,000 | 631 |
| U.S. Government agency obligations | $40,423,000 | 2,092 |
| Securities issued by states & political subdivisions | $8,634,000 | 2,196 |
| 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 | $25,000 | 211 |
| Equity securities | $1,007,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,312,000 | 1,831 |
| Mortgage-backed securities | $29,759,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $29,759,000 | 1,013 |
| Issued or guaranteed by U.S. | $29,759,000 | 1,005 |
| 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) | $54,167,000 | 1,867 |
| Total debt securities | $53,160,000 | 2,202 |
| 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 | $49,440,000 | 2,375 |
| U.S. Government securities | $40,540,000 | 2,144 |
| U.S. Treasury securities | $4,136,000 | 606 |
| U.S. Government agency obligations | $36,404,000 | 2,286 |
| Securities issued by states & political subdivisions | $8,873,000 | 2,122 |
| 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 | $25,000 | 217 |
| Equity securities | $2,000 | 2,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,590,000 | 1,818 |
| Mortgage-backed securities | $30,994,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $30,978,000 | 1,009 |
| Issued or guaranteed by U.S. | $30,978,000 | 999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,251 |
| 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) | $49,440,000 | 2,007 |
| Total debt securities | $49,438,000 | 2,329 |
| 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 | $20,370,000 | 4,590 |
| U.S. Government securities | $11,564,000 | 5,243 |
| U.S. Treasury securities | $4,103,000 | 630 |
| U.S. Government agency obligations | $7,461,000 | 6,140 |
| Securities issued by states & political subdivisions | $8,759,000 | 2,123 |
| 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 | $25,000 | 221 |
| Equity securities | $22,000 | 1,963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,818,000 | 2,752 |
| Mortgage-backed securities | $2,035,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,387 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,369 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $70,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,144 |
| 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) | $20,370,000 | 3,995 |
| Total debt securities | $20,348,000 | 4,523 |
| 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 | $24,556,000 | 4,154 |
| U.S. Government securities | $20,853,000 | 3,754 |
| U.S. Treasury securities | $4,074,000 | 697 |
| U.S. Government agency obligations | $16,779,000 | 4,190 |
| Securities issued by states & political subdivisions | $3,652,000 | 3,541 |
| 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 | $25,000 | 227 |
| Equity securities | $26,000 | 1,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,243,000 | 2,685 |
| Mortgage-backed securities | $1,147,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 5,064 |
| Issued or guaranteed by U.S. | $1,022,000 | 5,050 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $125,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 3,106 |
| 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) | $24,556,000 | 3,596 |
| Total debt securities | $24,530,000 | 4,101 |
| 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 | $25,180,000 | 4,113 |
| U.S. Government securities | $21,203,000 | 3,725 |
| U.S. Treasury securities | $4,152,000 | 708 |
| U.S. Government agency obligations | $17,051,000 | 4,142 |
| Securities issued by states & political subdivisions | $3,892,000 | 3,459 |
| 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 | $25,000 | 224 |
| Equity securities | $60,000 | 1,946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,525,000 | 2,761 |
| Mortgage-backed securities | $1,378,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,209,000 | 4,950 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $169,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 3,062 |
| 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) | $25,180,000 | 3,559 |
| Total debt securities | $25,120,000 | 4,051 |
| 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 | $14,236,000 | 5,662 |
| U.S. Government securities | $9,977,000 | 5,707 |
| U.S. Treasury securities | $4,139,000 | 692 |
| U.S. Government agency obligations | $5,838,000 | 6,710 |
| Securities issued by states & political subdivisions | $4,043,000 | 3,406 |
| 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 | $25,000 | 227 |
| Equity securities | $191,000 | 1,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,368,000 | 2,759 |
| Mortgage-backed securities | $1,565,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,874 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $222,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,024 |
| 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) | $14,236,000 | 4,947 |
| Total debt securities | $14,046,000 | 5,631 |
| 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 | $11,659,000 | 6,236 |
| U.S. Government securities | $7,765,000 | 6,363 |
| U.S. Treasury securities | $2,357,000 | 993 |
| U.S. Government agency obligations | $5,408,000 | 6,912 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,473 |
| 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 | $25,000 | 230 |
| Equity securities | $20,000 | 2,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,573,000 | 3,168 |
| Mortgage-backed securities | $1,826,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,847 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,835 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $280,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,027 |
| 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) | $11,659,000 | 5,491 |
| Total debt securities | $11,638,000 | 6,164 |
| 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 | $10,097,000 | 6,556 |
| U.S. Government securities | $7,210,000 | 6,453 |
| U.S. Treasury securities | $2,390,000 | 954 |
| U.S. Government agency obligations | $4,820,000 | 7,057 |
| Securities issued by states & political subdivisions | $2,729,000 | 3,963 |
| 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 | $25,000 | 240 |
| Equity securities | $133,000 | 1,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,375,000 | 3,586 |
| Mortgage-backed securities | $2,266,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,853,000 | 4,671 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $413,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,973 |
| 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) | $10,097,000 | 5,801 |
| Total debt securities | $9,965,000 | 6,496 |
| 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 | $10,601,000 | 6,488 |
| U.S. Government securities | $7,766,000 | 6,375 |
| U.S. Treasury securities | $1,258,000 | 1,316 |
| U.S. Government agency obligations | $6,508,000 | 6,576 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,004 |
| 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 | $25,000 | 257 |
| Equity securities | $95,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,185,000 | 3,553 |
| Mortgage-backed securities | $4,007,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $3,560,000 | 3,895 |
| Issued or guaranteed by U.S. | $3,560,000 | 3,884 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $447,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 3,099 |
| 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) | $10,601,000 | 5,742 |
| Total debt securities | $10,507,000 | 6,430 |
| 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 | $10,217,000 | 6,508 |
| U.S. Government securities | $7,205,000 | 6,408 |
| U.S. Treasury securities | $1,273,000 | 1,337 |
| U.S. Government agency obligations | $5,932,000 | 6,662 |
| Securities issued by states & political subdivisions | $2,929,000 | 3,904 |
| 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 | $25,000 | 264 |
| Equity securities | $58,000 | 2,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,398,000 | 3,668 |
| Mortgage-backed securities | $4,472,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,736 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,724 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $459,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,134 |
| 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) | $10,217,000 | 5,764 |
| Total debt securities | $10,159,000 | 6,422 |
| 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 | $9,441,000 | 6,623 |
| U.S. Government securities | $7,208,000 | 6,336 |
| U.S. Treasury securities | $1,281,000 | 1,360 |
| U.S. Government agency obligations | $5,927,000 | 6,579 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,272 |
| 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 | $25,000 | 266 |
| Equity securities | $51,000 | 2,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,139,000 | 3,725 |
| Mortgage-backed securities | $5,270,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $4,797,000 | 3,498 |
| Issued or guaranteed by U.S. | $4,797,000 | 3,487 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $473,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 3,330 |
| 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) | $9,441,000 | 5,860 |
| Total debt securities | $9,389,000 | 6,533 |
| 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 | $9,116,000 | 6,703 |
| U.S. Government securities | $6,877,000 | 6,494 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,877,000 | 6,305 |
| Securities issued by states & political subdivisions | $2,171,000 | 4,185 |
| 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 | $25,000 | 264 |
| Equity securities | $43,000 | 2,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $588,000 | 6,872 |
| Mortgage-backed securities | $6,218,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 3,271 |
| Issued or guaranteed by U.S. | $5,532,000 | 3,259 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $686,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 3,208 |
| 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) | $9,116,000 | 5,921 |
| Total debt securities | $9,074,000 | 6,610 |
| 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 | $9,770,000 | 6,559 |
| U.S. Government securities | $8,150,000 | 6,112 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,150,000 | 5,910 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,624 |
| 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 | $25,000 | 271 |
| Equity securities | $35,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,057,000 | 4,397 |
| Mortgage-backed securities | $5,386,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $3,878,000 | 3,780 |
| Issued or guaranteed by U.S. | $3,878,000 | 3,767 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,508,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,729 |
| 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) | $9,770,000 | 5,769 |
| Total debt securities | $9,735,000 | 6,470 |
| Structured notes |
| Amortized cost | $1,000,000 | 765 |
| Fair value | $999,000 | 966 |
| 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 | $7,229,000 | 7,254 |
| U.S. Government securities | $7,135,000 | 6,404 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,135,000 | 6,172 |
| Securities issued by states & political subdivisions | $50,000 | 6,889 |
| 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 | $25,000 | 286 |
| Equity securities | $19,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,681,000 | 4,978 |
| Mortgage-backed securities | $6,710,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $2,810,000 | 4,006 |
| Issued or guaranteed by U.S. | $2,810,000 | 3,989 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,900,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $3,900,000 | 1,989 |
| 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) | $7,229,000 | 6,339 |
| Total debt securities | $7,210,000 | 7,156 |
| 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 | $7,029,000 | 7,663 |
| U.S. Government securities | $6,658,000 | 7,057 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,658,000 | 6,692 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $371,000 | 4,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,658,000 | 4,015 |
| Mortgage-backed securities | $4,148,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 3,204 |
| Issued or guaranteed by U.S. | $3,400,000 | 3,188 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $748,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,933 |
| 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) | $7,029,000 | 6,587 |
| Total debt securities | $6,658,000 | 7,672 |
| 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 | $7,365,000 | 7,873 |
| U.S. Government securities | $7,022,000 | 7,166 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,022,000 | 6,638 |
| 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 | $343,000 | 4,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,687,000 | 4,767 |
| Mortgage-backed securities | $4,598,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $3,818,000 | 3,198 |
| Issued or guaranteed by U.S. | $3,818,000 | 3,186 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $780,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 3,095 |
| 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) | $7,365,000 | 6,650 |
| Total debt securities | $7,022,000 | 7,872 |
| 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 | $7,640,000 | 7,822 |
| U.S. Government securities | $7,400,000 | 6,991 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,400,000 | 6,125 |
| 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 | $240,000 | 5,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $4,057,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $3,113,000 | 3,756 |
| Issued or guaranteed by U.S. | $3,113,000 | 3,738 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $944,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 3,205 |
| 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) | $7,640,000 | 6,469 |
| Total debt securities | $7,400,000 | 7,771 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
