| 2023-12-31 | Rank |
| Total securities | $241,155,000 | 841 |
| U.S. Government securities | $106,079,000 | 1,108 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $106,079,000 | 933 |
| Securities issued by states & political subdivisions | $128,076,000 | 347 |
| Other domestic debt securities | $7,000,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $2,963,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,037,000 | 1,061 |
| 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 | $112,207,000 | 812 |
| Mortgage-backed securities | $105,963,000 | 744 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,309,000 | 536 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,691,000 | 1,125 |
| Privately issued | $2,963,000 | 317 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $11,779,000 | 945 |
| Available-for-sale securities (fair market value) | $229,376,000 | 727 |
| Total debt securities | $241,156,000 | 831 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $598,665,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $148 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $175,000 | 1,844 |
| Foreign debt securities | $4,334,000 | 111 |
| Equity securities | $4,487 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $430 | 3,878 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $19 | 1,572 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $214,500 | 152 |
| 2023-06-30 | Rank |
| Total securities | $246,568,000 | 826 |
| U.S. Government securities | $111,844,000 | 1,083 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $111,844,000 | 915 |
| Securities issued by states & political subdivisions | $127,684,000 | 346 |
| Other domestic debt securities | $7,040,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $3,095,000 | 403 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,945,000 | 1,076 |
| 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 | $72,434,000 | 1,097 |
| Mortgage-backed securities | $111,931,000 | 712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,609,000 | 520 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,227,000 | 1,084 |
| Privately issued | $3,095,000 | 304 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $11,566,000 | 971 |
| Available-for-sale securities (fair market value) | $235,002,000 | 721 |
| Total debt securities | $246,567,000 | 815 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $255,542,000 | 838 |
| U.S. Government securities | $117,375,000 | 1,090 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $117,375,000 | 878 |
| Securities issued by states & political subdivisions | $130,890,000 | 353 |
| Other domestic debt securities | $7,277,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $3,270,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $4,007,000 | 1,104 |
| 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 | $73,578,000 | 1,023 |
| Mortgage-backed securities | $117,571,000 | 719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,387,000 | 531 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,914,000 | 1,088 |
| Privately issued | $3,270,000 | 317 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $11,750,000 | 997 |
| Available-for-sale securities (fair market value) | $243,792,000 | 728 |
| Total debt securities | $255,542,000 | 829 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $281,642,000 | 778 |
| U.S. Government securities | $125,294,000 | 1,049 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $125,294,000 | 844 |
| Securities issued by states & political subdivisions | $149,162,000 | 311 |
| Other domestic debt securities | $7,186,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $3,371,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,815,000 | 1,133 |
| 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 | $72,731,000 | 950 |
| Mortgage-backed securities | $125,713,000 | 687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,185,000 | 510 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,157,000 | 992 |
| Privately issued | $3,371,000 | 309 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $12,119,000 | 996 |
| Available-for-sale securities (fair market value) | $269,523,000 | 685 |
| Total debt securities | $281,642,000 | 769 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $278,547,000 | 781 |
| U.S. Government securities | $124,024,000 | 1,078 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $124,024,000 | 851 |
| Securities issued by states & political subdivisions | $147,292,000 | 318 |
| Other domestic debt securities | $7,231,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $3,388,000 | 406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,843,000 | 1,132 |
| 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 | $52,917,000 | 1,147 |
| Mortgage-backed securities | $124,426,000 | 708 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $110,598,000 | 511 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,440,000 | 1,090 |
| Privately issued | $3,388,000 | 307 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $12,145,000 | 985 |
| Available-for-sale securities (fair market value) | $266,402,000 | 699 |
| Total debt securities | $278,544,000 | 773 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $282,574,000 | 790 |
| U.S. Government securities | $126,306,000 | 1,067 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $126,306,000 | 860 |
| Securities issued by states & political subdivisions | $148,690,000 | 328 |
| Other domestic debt securities | $7,578,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $3,622,000 | 398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,956,000 | 1,131 |
| 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 | $51,262,000 | 1,157 |
| Mortgage-backed securities | $126,869,000 | 726 |
| Certificates of participation in pools of residential mortgages | $115,987,000 | 515 |
| Issued or guaranteed by U.S. | $115,987,000 | 511 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,882,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $7,260,000 | 1,308 |
| Privately issued | $3,622,000 | 296 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $7,403,000 | 1,053 |
| Available-for-sale securities (fair market value) | $275,171,000 | 701 |
| Total debt securities | $282,573,000 | 779 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $284,016,000 | 779 |
| U.S. Government securities | $125,269,000 | 1,070 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $125,269,000 | 884 |
| Securities issued by states & political subdivisions | $150,375,000 | 338 |
| Other domestic debt securities | $8,372,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $4,060,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,312,000 | 1,085 |
| 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 | $45,664,000 | 1,218 |
| Mortgage-backed securities | $126,129,000 | 747 |
| Certificates of participation in pools of residential mortgages | $119,251,000 | 513 |
| Issued or guaranteed by U.S. | $119,251,000 | 509 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,878,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $2,818,000 | 1,819 |
| Privately issued | $4,060,000 | 267 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $7,194,000 | 975 |
| Available-for-sale securities (fair market value) | $276,822,000 | 709 |
| Total debt securities | $284,017,000 | 772 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $162,078,000 | 1,240 |
| U.S. Government securities | $72,440,000 | 1,489 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $72,440,000 | 1,323 |
| Securities issued by states & political subdivisions | $80,055,000 | 718 |
| Other domestic debt securities | $9,583,000 | 972 |
| Privately issued residential mortgage-backed securities | $4,797,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,786,000 | 987 |
| 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 | $43,497,000 | 1,282 |
| Mortgage-backed securities | $77,237,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $68,946,000 | 764 |
| Issued or guaranteed by U.S. | $68,946,000 | 752 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,291,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 1,717 |
| Privately issued | $4,797,000 | 217 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,835,000 | 1,033 |
| Available-for-sale securities (fair market value) | $158,243,000 | 1,167 |
| Total debt securities | $162,080,000 | 1,225 |
| Structured notes |
| Amortized cost | $5,004,000 | 267 |
| Fair value | $4,786,000 | 293 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $142,631,000 | 1,314 |
| U.S. Government securities | $71,613,000 | 1,427 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $71,613,000 | 1,300 |
| Securities issued by states & political subdivisions | $61,091,000 | 873 |
| Other domestic debt securities | $9,927,000 | 909 |
| Privately issued residential mortgage-backed securities | $5,073,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,854,000 | 926 |
| 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 | $42,467,000 | 1,277 |
| Mortgage-backed securities | $76,530,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $67,160,000 | 763 |
| Issued or guaranteed by U.S. | $67,160,000 | 749 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,370,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $4,297,000 | 1,627 |
| Privately issued | $5,073,000 | 181 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $754,000 | 1,394 |
| Available-for-sale securities (fair market value) | $141,877,000 | 1,219 |
| Total debt securities | $142,629,000 | 1,301 |
| Structured notes |
| Amortized cost | $5,004,000 | 220 |
| Fair value | $4,854,000 | 240 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $131,019,000 | 1,346 |
| U.S. Government securities | $58,829,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $58,829,000 | 1,409 |
| Securities issued by states & political subdivisions | $57,062,000 | 906 |
| Other domestic debt securities | $15,128,000 | 688 |
| Privately issued residential mortgage-backed securities | $5,487,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $9,641,000 | 582 |
| 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 | $40,877,000 | 1,290 |
| Mortgage-backed securities | $64,078,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $53,382,000 | 850 |
| Issued or guaranteed by U.S. | $53,382,000 | 831 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $10,696,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,471 |
| Privately issued | $5,487,000 | 174 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,457,000 | 1,252 |
| Available-for-sale securities (fair market value) | $129,562,000 | 1,254 |
| Total debt securities | $131,017,000 | 1,326 |
| Structured notes |
| Amortized cost | $9,909,000 | 100 |
| Fair value | $9,641,000 | 101 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $119,835,000 | 1,337 |
| U.S. Government securities | $53,242,000 | 1,554 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $53,242,000 | 1,451 |
| Securities issued by states & political subdivisions | $51,421,000 | 945 |
| Other domestic debt securities | $15,172,000 | 673 |
| Privately issued residential mortgage-backed securities | $5,742,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $9,430,000 | 556 |
| 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 | $41,515,000 | 1,223 |
| Mortgage-backed securities | $58,745,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $46,484,000 | 897 |
| Issued or guaranteed by U.S. | $46,484,000 | 875 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,261,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $6,519,000 | 1,289 |
| Privately issued | $5,742,000 | 162 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,564,000 | 1,203 |
| Available-for-sale securities (fair market value) | $118,271,000 | 1,257 |
| Total debt securities | $119,834,000 | 1,323 |
| Structured notes |
| Amortized cost | $9,906,000 | 66 |
| Fair value | $9,430,000 | 68 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $112,709,000 | 1,301 |
| U.S. Government securities | $61,214,000 | 1,281 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $61,214,000 | 1,201 |
| Securities issued by states & political subdivisions | $51,495,000 | 908 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,826,000 | 1,182 |
| Mortgage-backed securities | $60,777,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $50,055,000 | 776 |
| Issued or guaranteed by U.S. | $50,055,000 | 764 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,722,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $10,722,000 | 1,031 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,714,000 | 1,174 |
| Available-for-sale securities (fair market value) | $110,995,000 | 1,228 |
| Total debt securities | $112,710,000 | 1,283 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $102,943,000 | 1,326 |
| U.S. Government securities | $54,233,000 | 1,357 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $54,233,000 | 1,283 |
| Securities issued by states & political subdivisions | $48,710,000 | 871 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,094,000 | 1,189 |
| Mortgage-backed securities | $53,795,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $40,571,000 | 856 |
| Issued or guaranteed by U.S. | $40,571,000 | 837 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,224,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $13,224,000 | 950 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,834,000 | 1,157 |
| Available-for-sale securities (fair market value) | $101,109,000 | 1,255 |
| Total debt securities | $102,946,000 | 1,313 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $83,624,000 | 1,497 |
| U.S. Government securities | $34,472,000 | 1,832 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $34,472,000 | 1,734 |
| Securities issued by states & political subdivisions | $49,152,000 | 806 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,819,000 | 1,226 |
| Mortgage-backed securities | $33,968,000 | 1,487 |
| Certificates of participation in pools of residential mortgages | $18,697,000 | 1,457 |
| Issued or guaranteed by U.S. | $18,697,000 | 1,417 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,271,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $15,271,000 | 900 |
| 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) | $2,015,000 | 1,130 |
| Available-for-sale securities (fair market value) | $81,609,000 | 1,412 |
| Total debt securities | $83,624,000 | 1,482 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $74,037,000 | 1,575 |
| U.S. Government securities | $36,693,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $36,693,000 | 1,687 |
| Securities issued by states & political subdivisions | $37,344,000 | 926 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,762,000 | 1,399 |
| Mortgage-backed securities | $36,170,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $19,706,000 | 1,394 |
| Issued or guaranteed by U.S. | $19,706,000 | 1,356 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $16,464,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $16,464,000 | 874 |
| 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) | $2,134,000 | 1,124 |
| Available-for-sale securities (fair market value) | $71,903,000 | 1,493 |
| Total debt securities | $74,037,000 | 1,559 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $54,861,000 | 1,975 |
| U.S. Government securities | $21,580,000 | 2,472 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,580,000 | 2,341 |
| Securities issued by states & political subdivisions | $33,281,000 | 1,002 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,516,000 | 1,513 |
| Mortgage-backed securities | $20,803,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 1,997 |
| Issued or guaranteed by U.S. | $9,956,000 | 1,943 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $10,847,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,847,000 | 1,096 |
| 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) | $2,293,000 | 1,143 |
| Available-for-sale securities (fair market value) | $52,568,000 | 1,887 |
| Total debt securities | $54,862,000 | 1,957 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $52,919,000 | 2,017 |
| U.S. Government securities | $15,123,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,123,000 | 2,793 |
| Securities issued by states & political subdivisions | $37,796,000 | 862 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,848,000 | 1,616 |
| Mortgage-backed securities | $14,341,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $10,594,000 | 1,926 |
| Issued or guaranteed by U.S. | $10,594,000 | 1,869 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,747,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $3,747,000 | 1,735 |
| 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) | $2,417,000 | 1,196 |
| Available-for-sale securities (fair market value) | $50,502,000 | 1,936 |
| Total debt securities | $52,917,000 | 1,995 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $54,576,000 | 1,993 |
| U.S. Government securities | $12,962,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,962,000 | 3,030 |
| Securities issued by states & political subdivisions | $41,614,000 | 800 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,876,000 | 1,659 |
| Mortgage-backed securities | $11,904,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $11,261,000 | 1,857 |
| Issued or guaranteed by U.S. | $11,261,000 | 1,821 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $643,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,477 |
| 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) | $2,623,000 | 1,214 |
| Available-for-sale securities (fair market value) | $51,953,000 | 1,901 |
| Total debt securities | $54,575,000 | 1,974 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $57,059,000 | 1,953 |
| U.S. Government securities | $13,520,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,520,000 | 2,998 |
| Securities issued by states & political subdivisions | $43,539,000 | 799 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,670,000 | 1,737 |
| Mortgage-backed securities | $12,477,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $11,780,000 | 1,815 |
| Issued or guaranteed by U.S. | $11,780,000 | 1,777 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $697,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,467 |
| 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) | $2,789,000 | 1,215 |
| Available-for-sale securities (fair market value) | $54,270,000 | 1,867 |
| Total debt securities | $57,060,000 | 1,940 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $58,593,000 | 1,935 |
| U.S. Government securities | $14,163,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,163,000 | 2,984 |
| Securities issued by states & political subdivisions | $44,430,000 | 812 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,305,000 | 1,796 |
| Mortgage-backed securities | $13,043,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $12,306,000 | 1,779 |
| Issued or guaranteed by U.S. | $12,306,000 | 1,756 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $737,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $737,000 | 2,454 |
| 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) | $2,959,000 | 1,236 |
| Available-for-sale securities (fair market value) | $55,634,000 | 1,871 |
| Total debt securities | $58,593,000 | 1,924 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $59,805,000 | 1,918 |
| U.S. Government securities | $14,731,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,731,000 | 2,972 |
| Securities issued by states & political subdivisions | $45,074,000 | 798 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,692,000 | 1,777 |
| Mortgage-backed securities | $13,621,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $12,835,000 | 1,760 |
| Issued or guaranteed by U.S. | $12,835,000 | 1,750 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $786,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,435 |
| 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) | $3,097,000 | 1,241 |
| Available-for-sale securities (fair market value) | $56,708,000 | 1,845 |
| Total debt securities | $59,805,000 | 1,898 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $67,064,000 | 1,799 |
| U.S. Government securities | $15,838,000 | 3,040 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,838,000 | 2,884 |
| Securities issued by states & political subdivisions | $51,226,000 | 714 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,331,000 | 1,886 |
| Mortgage-backed securities | $14,497,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $13,651,000 | 1,745 |
| Issued or guaranteed by U.S. | $13,651,000 | 1,671 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $846,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $846,000 | 2,428 |
| 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) | $3,301,000 | 1,237 |
| Available-for-sale securities (fair market value) | $63,763,000 | 1,709 |
| Total debt securities | $67,064,000 | 1,780 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $68,619,000 | 1,773 |
| U.S. Government securities | $16,766,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,766,000 | 2,892 |
| Securities issued by states & political subdivisions | $51,853,000 | 726 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,900,000 | 1,933 |
| Mortgage-backed securities | $15,417,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $14,513,000 | 1,717 |
| Issued or guaranteed by U.S. | $14,513,000 | 1,714 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $904,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $904,000 | 2,394 |
| 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) | $3,484,000 | 1,252 |
| Available-for-sale securities (fair market value) | $65,135,000 | 1,707 |
| Total debt securities | $68,619,000 | 1,755 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $70,492,000 | 1,773 |
| U.S. Government securities | $17,856,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,856,000 | 2,819 |
| Securities issued by states & political subdivisions | $52,636,000 | 757 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,647,000 | 2,036 |
| Mortgage-backed securities | $16,409,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | $15,444,000 | 1,685 |
| Issued or guaranteed by U.S. | $15,444,000 | 1,684 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $965,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,353 |
| 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) | $3,713,000 | 1,262 |
| Available-for-sale securities (fair market value) | $66,779,000 | 1,712 |
| Total debt securities | $70,493,000 | 1,757 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $71,852,000 | 1,773 |
| U.S. Government securities | $18,988,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,988,000 | 2,782 |
| Securities issued by states & political subdivisions | $52,864,000 | 756 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,617,000 | 2,029 |
| Mortgage-backed securities | $17,520,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $16,488,000 | 1,654 |
| Issued or guaranteed by U.S. | $16,488,000 | 1,652 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,032,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,342 |
| 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) | $3,905,000 | 1,281 |
| Available-for-sale securities (fair market value) | $67,947,000 | 1,699 |
| Total debt securities | $71,851,000 | 1,756 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $81,679,000 | 1,629 |
| U.S. Government securities | $25,372,000 | 2,539 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,372,000 | 2,438 |
| Securities issued by states & political subdivisions | $56,307,000 | 719 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,560,000 | 1,825 |
| Mortgage-backed securities | $23,780,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $22,688,000 | 1,364 |
| Issued or guaranteed by U.S. | $22,688,000 | 1,363 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,092,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,343 |
| 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) | $4,145,000 | 1,281 |
| Available-for-sale securities (fair market value) | $77,534,000 | 1,551 |
| Total debt securities | $81,677,000 | 1,606 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $82,847,000 | 1,626 |
| U.S. Government securities | $26,333,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,333,000 | 2,408 |
| Securities issued by states & political subdivisions | $56,514,000 | 701 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,235,000 | 1,804 |
| Mortgage-backed securities | $24,747,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $23,593,000 | 1,361 |
| Issued or guaranteed by U.S. | $23,593,000 | 1,360 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,154,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,353 |
| 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) | $4,353,000 | 1,284 |
| Available-for-sale securities (fair market value) | $78,494,000 | 1,544 |
| Total debt securities | $82,846,000 | 1,598 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $83,896,000 | 1,602 |
| U.S. Government securities | $27,664,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,664,000 | 2,310 |
| Securities issued by states & political subdivisions | $56,232,000 | 702 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,045,000 | 1,962 |
| Mortgage-backed securities | $25,970,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $24,759,000 | 1,326 |
| Issued or guaranteed by U.S. | $24,759,000 | 1,325 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,211,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,342 |
| 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) | $4,658,000 | 1,265 |
| Available-for-sale securities (fair market value) | $79,238,000 | 1,521 |
| Total debt securities | $83,896,000 | 1,577 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $73,433,000 | 1,784 |
| U.S. Government securities | $21,985,000 | 2,751 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,985,000 | 2,638 |
| Securities issued by states & political subdivisions | $51,448,000 | 785 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,852,000 | 2,042 |
| Mortgage-backed securities | $20,252,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $18,958,000 | 1,608 |
| Issued or guaranteed by U.S. | $18,958,000 | 1,607 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,294,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,332 |
| 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) | $4,915,000 | 1,260 |
| Available-for-sale securities (fair market value) | $68,518,000 | 1,712 |
| Total debt securities | $73,433,000 | 1,761 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $83,401,000 | 1,627 |
| U.S. Government securities | $30,791,000 | 2,305 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $30,791,000 | 2,217 |
| Securities issued by states & political subdivisions | $52,610,000 | 771 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,880,000 | 2,222 |
| Mortgage-backed securities | $21,463,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $20,103,000 | 1,557 |
| Issued or guaranteed by U.S. | $20,103,000 | 1,552 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,360,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,360,000 | 2,334 |
| 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) | $12,719,000 | 912 |
| Available-for-sale securities (fair market value) | $70,682,000 | 1,683 |
| Total debt securities | $83,402,000 | 1,605 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $96,149,000 | 1,447 |
| U.S. Government securities | $40,820,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $40,820,000 | 1,867 |
| Securities issued by states & political subdivisions | $55,329,000 | 712 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,432,000 | 2,279 |
| Mortgage-backed securities | $22,620,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $21,202,000 | 1,503 |
| Issued or guaranteed by U.S. | $21,202,000 | 1,502 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,418,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,332 |
| 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) | $21,862,000 | 721 |
| Available-for-sale securities (fair market value) | $74,287,000 | 1,634 |
| Total debt securities | $96,148,000 | 1,430 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $99,522,000 | 1,408 |
| U.S. Government securities | $41,942,000 | 1,936 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,942,000 | 1,844 |
| Securities issued by states & political subdivisions | $57,580,000 | 673 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,876,000 | 2,477 |
| Mortgage-backed securities | $23,516,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $22,045,000 | 1,475 |
| Issued or guaranteed by U.S. | $22,045,000 | 1,474 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,471,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,347 |
| 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) | $22,310,000 | 728 |
| Available-for-sale securities (fair market value) | $77,212,000 | 1,593 |
| Total debt securities | $99,522,000 | 1,388 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $100,233,000 | 1,405 |
| U.S. Government securities | $43,680,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $43,680,000 | 1,820 |
| Securities issued by states & political subdivisions | $56,553,000 | 678 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,875,000 | 2,505 |
| Mortgage-backed securities | $25,234,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $23,683,000 | 1,402 |
| Issued or guaranteed by U.S. | $23,683,000 | 1,402 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,551,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $1,551,000 | 2,334 |
| 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) | $21,662,000 | 739 |
| Available-for-sale securities (fair market value) | $78,571,000 | 1,564 |
| Total debt securities | $100,231,000 | 1,388 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $103,272,000 | 1,398 |
| U.S. Government securities | $45,310,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $45,310,000 | 1,828 |
| Securities issued by states & political subdivisions | $57,962,000 | 650 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,875,000 | 2,526 |
| Mortgage-backed securities | $26,873,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $25,260,000 | 1,371 |
| Issued or guaranteed by U.S. | $25,260,000 | 1,371 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,613,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,379 |
| 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) | $21,923,000 | 744 |
| Available-for-sale securities (fair market value) | $81,349,000 | 1,552 |
| Total debt securities | $103,271,000 | 1,377 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $106,171,000 | 1,357 |
| U.S. Government securities | $46,720,000 | 1,918 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,720,000 | 1,836 |
| Securities issued by states & political subdivisions | $59,451,000 | 619 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,874,000 | 2,572 |
| Mortgage-backed securities | $28,274,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $26,592,000 | 1,327 |
| Issued or guaranteed by U.S. | $26,592,000 | 1,327 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,682,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,682,000 | 2,395 |
| 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) | $22,134,000 | 734 |
| Available-for-sale securities (fair market value) | $84,037,000 | 1,519 |
| Total debt securities | $106,172,000 | 1,334 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $96,308,000 | 1,498 |
| U.S. Government securities | $42,532,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $42,532,000 | 1,997 |
| Securities issued by states & political subdivisions | $53,776,000 | 680 |
| Other domestic debt securities | $0 | 2,403 |
| 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 | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,129,000 | 2,644 |
| Mortgage-backed securities | $24,106,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $22,374,000 | 1,556 |
| Issued or guaranteed by U.S. | $22,374,000 | 1,554 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,732,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $1,732,000 | 2,417 |
| 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) | $17,090,000 | 846 |
| Available-for-sale securities (fair market value) | $79,218,000 | 1,610 |
| Total debt securities | $96,307,000 | 1,485 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $94,189,000 | 1,556 |
| U.S. Government securities | $43,322,000 | 2,094 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,322,000 | 2,009 |
| Securities issued by states & political subdivisions | $50,867,000 | 733 |
| Other domestic debt securities | $0 | 2,460 |
| 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 | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,129,000 | 2,644 |
| Mortgage-backed securities | $24,923,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $23,133,000 | 1,547 |
| Issued or guaranteed by U.S. | $23,133,000 | 1,547 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,790,000 | 2,530 |
| CMOs issued by government agencies or sponsored agencies | $1,790,000 | 2,441 |
| 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) | $17,089,000 | 848 |
| Available-for-sale securities (fair market value) | $77,100,000 | 1,678 |
| Total debt securities | $94,187,000 | 1,539 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $85,477,000 | 1,726 |
| U.S. Government securities | $38,605,000 | 2,304 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $38,605,000 | 2,235 |
| Securities issued by states & political subdivisions | $46,872,000 | 811 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,129,000 | 3,250 |
| Mortgage-backed securities | $21,988,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $20,144,000 | 1,765 |
| Issued or guaranteed by U.S. | $20,144,000 | 1,763 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,844,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $1,844,000 | 2,464 |
| 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) | $17,095,000 | 860 |
| Available-for-sale securities (fair market value) | $68,382,000 | 1,882 |
| Total debt securities | $85,475,000 | 1,707 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $89,398,000 | 1,665 |
| U.S. Government securities | $41,333,000 | 2,213 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,333,000 | 2,144 |
| Securities issued by states & political subdivisions | $48,065,000 | 789 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,382,000 | 3,230 |
| Mortgage-backed securities | $24,717,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $22,815,000 | 1,623 |
| Issued or guaranteed by U.S. | $22,815,000 | 1,623 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,902,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $1,902,000 | 2,434 |
| 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) | $16,676,000 | 864 |
| Available-for-sale securities (fair market value) | $72,722,000 | 1,805 |
| Total debt securities | $89,397,000 | 1,644 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $90,149,000 | 1,633 |
| U.S. Government securities | $42,308,000 | 2,168 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,308,000 | 2,101 |
| Securities issued by states & political subdivisions | $47,841,000 | 786 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,455,000 | 3,217 |
| Mortgage-backed securities | $25,693,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $23,761,000 | 1,582 |
| Issued or guaranteed by U.S. | $23,761,000 | 1,581 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,932,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $1,932,000 | 2,399 |
| 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) | $16,675,000 | 853 |
| Available-for-sale securities (fair market value) | $73,474,000 | 1,772 |
| Total debt securities | $90,150,000 | 1,615 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $86,538,000 | 1,738 |
| U.S. Government securities | $39,035,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,035,000 | 2,239 |
| Securities issued by states & political subdivisions | $47,503,000 | 795 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,373,000 | 3,218 |
| Mortgage-backed securities | $22,421,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $20,464,000 | 1,755 |
| Issued or guaranteed by U.S. | $20,464,000 | 1,752 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,957,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $1,957,000 | 2,411 |
| 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) | $16,674,000 | 828 |
| Available-for-sale securities (fair market value) | $69,864,000 | 1,863 |
| Total debt securities | $86,536,000 | 1,713 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $74,826,000 | 1,943 |
| U.S. Government securities | $26,812,000 | 2,966 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,812,000 | 2,893 |
| Securities issued by states & political subdivisions | $48,014,000 | 779 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,737,000 | 3,156 |
| Mortgage-backed securities | $10,198,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $10,198,000 | 2,614 |
| Issued or guaranteed by U.S. | $10,198,000 | 2,612 |
| 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) | $16,674,000 | 779 |
| Available-for-sale securities (fair market value) | $58,152,000 | 2,174 |
| Total debt securities | $74,826,000 | 1,918 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $60,271,000 | 2,336 |
| U.S. Government securities | $18,960,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,960,000 | 3,550 |
| Securities issued by states & political subdivisions | $41,311,000 | 899 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,050,000 | 3,157 |
| Mortgage-backed securities | $5,960,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $5,960,000 | 3,317 |
| Issued or guaranteed by U.S. | $5,960,000 | 3,314 |
| 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) | $13,060,000 | 856 |
| Available-for-sale securities (fair market value) | $47,211,000 | 2,605 |
| Total debt securities | $60,271,000 | 2,308 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $54,617,000 | 2,472 |
| U.S. Government securities | $19,702,000 | 3,518 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,702,000 | 3,437 |
| Securities issued by states & political subdivisions | $34,915,000 | 1,056 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,359,000 | 3,088 |
| Mortgage-backed securities | $6,702,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $6,702,000 | 3,170 |
| Issued or guaranteed by U.S. | $6,702,000 | 3,169 |
| 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) | $13,060,000 | 846 |
| Available-for-sale securities (fair market value) | $41,557,000 | 2,799 |
| Total debt securities | $54,615,000 | 2,449 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $52,501,000 | 2,559 |
| U.S. Government securities | $17,323,000 | 3,856 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,323,000 | 3,776 |
| Securities issued by states & political subdivisions | $35,178,000 | 1,012 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,655,000 | 3,961 |
| Mortgage-backed securities | $17,323,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $17,323,000 | 2,057 |
| Issued or guaranteed by U.S. | $17,323,000 | 2,055 |
| 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) | $60,000 | 2,533 |
| Available-for-sale securities (fair market value) | $52,441,000 | 2,351 |
| Total debt securities | $52,501,000 | 2,537 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $55,432,000 | 2,465 |
| U.S. Government securities | $20,857,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,857,000 | 3,484 |
| Securities issued by states & political subdivisions | $34,575,000 | 998 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,431,000 | 3,841 |
| Mortgage-backed securities | $18,852,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $18,852,000 | 1,978 |
| Issued or guaranteed by U.S. | $18,852,000 | 1,978 |
| 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) | $60,000 | 2,562 |
| Available-for-sale securities (fair market value) | $55,372,000 | 2,255 |
| Total debt securities | $55,430,000 | 2,444 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $57,225,000 | 2,413 |
| U.S. Government securities | $22,434,000 | 3,477 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,434,000 | 3,409 |
| Securities issued by states & political subdivisions | $34,791,000 | 936 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,470,000 | 3,301 |
| Mortgage-backed securities | $20,434,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $20,434,000 | 1,857 |
| Issued or guaranteed by U.S. | $20,434,000 | 1,855 |
| 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) | $60,000 | 2,624 |
| Available-for-sale securities (fair market value) | $57,165,000 | 2,199 |
| Total debt securities | $57,225,000 | 2,395 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $54,701,000 | 2,438 |
| U.S. Government securities | $20,987,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,987,000 | 3,457 |
| Securities issued by states & political subdivisions | $33,714,000 | 954 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,916,000 | 2,940 |
| Mortgage-backed securities | $16,987,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $16,987,000 | 2,019 |
| Issued or guaranteed by U.S. | $16,987,000 | 2,017 |
| 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) | $60,000 | 2,731 |
| Available-for-sale securities (fair market value) | $54,641,000 | 2,214 |
| Total debt securities | $54,700,000 | 2,418 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $59,639,000 | 2,189 |
| U.S. Government securities | $25,396,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,396,000 | 2,988 |
| Securities issued by states & political subdivisions | $34,243,000 | 890 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,749,000 | 3,584 |
| Mortgage-backed securities | $21,373,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $21,373,000 | 1,639 |
| Issued or guaranteed by U.S. | $21,373,000 | 1,635 |
| 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) | $60,000 | 2,767 |
| Available-for-sale securities (fair market value) | $59,579,000 | 1,980 |
| Total debt securities | $59,639,000 | 2,168 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $54,637,000 | 2,376 |
| U.S. Government securities | $23,508,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,508,000 | 3,207 |
| Securities issued by states & political subdivisions | $31,129,000 | 930 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,212,000 | 3,533 |
| Mortgage-backed securities | $23,508,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $23,508,000 | 1,485 |
| Issued or guaranteed by U.S. | $23,508,000 | 1,481 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $60,000 | 2,818 |
| Available-for-sale securities (fair market value) | $54,577,000 | 2,155 |
| Total debt securities | $54,638,000 | 2,354 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $51,629,000 | 2,469 |
| U.S. Government securities | $22,023,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,023,000 | 3,351 |
| Securities issued by states & political subdivisions | $29,606,000 | 968 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,247,000 | 4,433 |
| Mortgage-backed securities | $22,023,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $22,023,000 | 1,509 |
| Issued or guaranteed by U.S. | $22,023,000 | 1,505 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $60,000 | 2,834 |
| Available-for-sale securities (fair market value) | $51,569,000 | 2,226 |
| Total debt securities | $51,630,000 | 2,449 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $45,352,000 | 2,614 |
| U.S. Government securities | $18,379,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,379,000 | 3,545 |
| Securities issued by states & political subdivisions | $26,973,000 | 1,043 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,617,000 | 4,317 |
| Mortgage-backed securities | $18,379,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $18,379,000 | 1,660 |
| Issued or guaranteed by U.S. | $18,379,000 | 1,654 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $60,000 | 2,869 |
| Available-for-sale securities (fair market value) | $45,292,000 | 2,348 |
| Total debt securities | $45,352,000 | 2,590 |
| 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 | $49,320,000 | 2,398 |
| U.S. Government securities | $22,239,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,239,000 | 3,095 |
| Securities issued by states & political subdivisions | $27,081,000 | 1,002 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,320,000 | 5,154 |
| Mortgage-backed securities | $22,239,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $22,239,000 | 1,413 |
| Issued or guaranteed by U.S. | $22,239,000 | 1,409 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $60,000 | 2,942 |
| Available-for-sale securities (fair market value) | $49,260,000 | 2,168 |
| Total debt securities | $49,320,000 | 2,365 |
| 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 | $38,436,000 | 2,918 |
| U.S. Government securities | $17,835,000 | 3,726 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,835,000 | 3,635 |
| Securities issued by states & political subdivisions | $20,601,000 | 1,251 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,425,000 | 4,478 |
| Mortgage-backed securities | $12,823,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $12,823,000 | 2,119 |
| Issued or guaranteed by U.S. | $12,823,000 | 2,112 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $60,000 | 3,017 |
| Available-for-sale securities (fair market value) | $38,376,000 | 2,629 |
| Total debt securities | $38,436,000 | 2,889 |
| Structured notes |
| Amortized cost | $5,000,000 | 1,150 |
| Fair value | $5,012,000 | 1,191 |
| 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 | $39,970,000 | 2,869 |
| U.S. Government securities | $19,824,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,824,000 | 3,494 |
| Securities issued by states & political subdivisions | $20,146,000 | 1,260 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,132,000 | 4,976 |
| Mortgage-backed securities | $11,707,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $11,707,000 | 2,308 |
| Issued or guaranteed by U.S. | $11,707,000 | 2,303 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $60,000 | 3,077 |
| Available-for-sale securities (fair market value) | $39,910,000 | 2,575 |
| Total debt securities | $39,970,000 | 2,847 |
| Structured notes |
| Amortized cost | $5,000,000 | 957 |
| Fair value | $5,033,000 | 951 |
| 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 | $32,317,000 | 3,323 |
| U.S. Government securities | $15,718,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,718,000 | 3,941 |
| Securities issued by states & political subdivisions | $16,599,000 | 1,526 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,296,000 | 4,324 |
| Mortgage-backed securities | $12,745,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $12,745,000 | 2,270 |
| Issued or guaranteed by U.S. | $12,745,000 | 2,263 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $60,000 | 3,135 |
| Available-for-sale securities (fair market value) | $32,257,000 | 3,015 |
| Total debt securities | $32,318,000 | 3,286 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $2,973,000 | 1,225 |
| 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 | $31,265,000 | 3,404 |
| U.S. Government securities | $17,411,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,411,000 | 3,725 |
| Securities issued by states & political subdivisions | $13,854,000 | 1,777 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,392,000 | 4,292 |
| Mortgage-backed securities | $15,410,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $15,410,000 | 2,088 |
| Issued or guaranteed by U.S. | $15,410,000 | 2,078 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $60,000 | 3,212 |
| Available-for-sale securities (fair market value) | $31,205,000 | 3,058 |
| Total debt securities | $31,265,000 | 3,362 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,001,000 | 1,148 |
| 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 | $31,110,000 | 3,357 |
| U.S. Government securities | $18,583,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,583,000 | 3,559 |
| Securities issued by states & political subdivisions | $12,527,000 | 1,896 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,887,000 | 5,550 |
| Mortgage-backed securities | $16,674,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $16,674,000 | 2,027 |
| Issued or guaranteed by U.S. | $16,674,000 | 2,015 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $60,000 | 3,259 |
| Available-for-sale securities (fair market value) | $31,050,000 | 3,006 |
| Total debt securities | $31,107,000 | 3,326 |
| Structured notes |
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,909,000 | 843 |
| 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 | $25,608,000 | 3,836 |
| U.S. Government securities | $19,063,000 | 3,639 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,063,000 | 3,565 |
| Securities issued by states & political subdivisions | $6,545,000 | 2,768 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,836,000 | 5,624 |
| Mortgage-backed securities | $17,563,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $17,563,000 | 1,999 |
| Issued or guaranteed by U.S. | $17,563,000 | 1,986 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 3,299 |
| Available-for-sale securities (fair market value) | $25,548,000 | 3,456 |
| Total debt securities | $25,608,000 | 3,800 |
| 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 | $26,135,000 | 3,782 |
| U.S. Government securities | $20,304,000 | 3,527 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,304,000 | 3,457 |
| Securities issued by states & political subdivisions | $5,831,000 | 2,918 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,152,000 | 5,530 |
| Mortgage-backed securities | $18,804,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $18,804,000 | 1,848 |
| Issued or guaranteed by U.S. | $18,804,000 | 1,838 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 3,310 |
| Available-for-sale securities (fair market value) | $26,075,000 | 3,388 |
| Total debt securities | $26,133,000 | 3,741 |
| 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 | $26,231,000 | 3,701 |
| U.S. Government securities | $21,156,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,156,000 | 3,298 |
| Securities issued by states & political subdivisions | $5,075,000 | 3,074 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,316,000 | 5,495 |
| Mortgage-backed securities | $19,656,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $19,656,000 | 1,716 |
| Issued or guaranteed by U.S. | $19,656,000 | 1,706 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 3,342 |
| Available-for-sale securities (fair market value) | $26,171,000 | 3,291 |
| Total debt securities | $26,229,000 | 3,665 |
| 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 | $21,992,000 | 4,202 |
| U.S. Government securities | $17,030,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,030,000 | 3,869 |
| Securities issued by states & political subdivisions | $4,962,000 | 3,113 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,499,000 | 5,424 |
| Mortgage-backed securities | $15,530,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $15,530,000 | 2,011 |
| Issued or guaranteed by U.S. | $15,530,000 | 2,001 |
| 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) | $21,992,000 | 3,739 |
| Total debt securities | $21,991,000 | 4,159 |
| 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 | $23,402,000 | 4,016 |
| U.S. Government securities | $18,386,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,386,000 | 3,655 |
| Securities issued by states & political subdivisions | $5,016,000 | 3,123 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,907,000 | 5,231 |
| Mortgage-backed securities | $16,134,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $16,134,000 | 1,902 |
| Issued or guaranteed by U.S. | $16,134,000 | 1,892 |
| 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) | $23,402,000 | 3,585 |
| Total debt securities | $23,402,000 | 3,964 |
| 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 | $24,986,000 | 3,875 |
| U.S. Government securities | $19,444,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $19,444,000 | 3,588 |
| Securities issued by states & political subdivisions | $5,542,000 | 2,963 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,038,000 | 4,820 |
| Mortgage-backed securities | $17,194,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $17,194,000 | 1,571 |
| Issued or guaranteed by U.S. | $17,194,000 | 1,563 |
| 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) | $24,986,000 | 3,445 |
| Total debt securities | $24,985,000 | 3,825 |
| 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 | $31,300,000 | 3,350 |
| U.S. Government securities | $25,255,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,255,000 | 3,015 |
| Securities issued by states & political subdivisions | $6,045,000 | 2,808 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,623,000 | 2,996 |
| Mortgage-backed securities | $20,544,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $20,544,000 | 1,303 |
| Issued or guaranteed by U.S. | $20,544,000 | 1,294 |
| 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) | $31,300,000 | 2,940 |
| Total debt securities | $31,299,000 | 3,308 |
| 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 | $26,070,000 | 3,782 |
| U.S. Government securities | $20,412,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,412,000 | 3,502 |
| Securities issued by states & political subdivisions | $5,658,000 | 2,899 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,530,000 | 3,009 |
| Mortgage-backed securities | $15,764,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $15,764,000 | 1,531 |
| Issued or guaranteed by U.S. | $15,764,000 | 1,523 |
| 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) | $26,070,000 | 3,329 |
| Total debt securities | $26,068,000 | 3,732 |
| 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 | $26,615,000 | 3,738 |
| U.S. Government securities | $21,464,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,464,000 | 3,405 |
| Securities issued by states & political subdivisions | $5,151,000 | 3,040 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,012,000 | 2,948 |
| Mortgage-backed securities | $16,746,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $16,746,000 | 1,471 |
| Issued or guaranteed by U.S. | $16,746,000 | 1,466 |
| 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) | $26,615,000 | 3,279 |
| Total debt securities | $26,613,000 | 3,695 |
| 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 | $28,000,000 | 3,634 |
| U.S. Government securities | $22,668,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,668,000 | 3,297 |
| Securities issued by states & political subdivisions | $5,332,000 | 3,019 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,591,000 | 3,157 |
| Mortgage-backed securities | $17,956,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $17,956,000 | 1,423 |
| Issued or guaranteed by U.S. | $17,956,000 | 1,416 |
| 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) | $28,000,000 | 3,183 |
| Total debt securities | $28,000,000 | 3,584 |
| 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 | $27,872,000 | 3,680 |
| U.S. Government securities | $22,998,000 | 3,381 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,998,000 | 3,285 |
| Securities issued by states & political subdivisions | $4,874,000 | 3,131 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,961,000 | 3,088 |
| Mortgage-backed securities | $18,811,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $18,811,000 | 1,388 |
| Issued or guaranteed by U.S. | $18,811,000 | 1,378 |
| 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) | $27,872,000 | 3,205 |
| Total debt securities | $27,872,000 | 3,624 |
| 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 | $28,100,000 | 3,651 |
| U.S. Government securities | $24,283,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,283,000 | 3,166 |
| Securities issued by states & political subdivisions | $3,817,000 | 3,476 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,770,000 | 2,837 |
| Mortgage-backed securities | $20,157,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $20,157,000 | 1,328 |
| Issued or guaranteed by U.S. | $20,157,000 | 1,321 |
| 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) | $28,100,000 | 3,177 |
| Total debt securities | $28,100,000 | 3,597 |
| 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 | $29,321,000 | 3,612 |
| U.S. Government securities | $25,455,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,455,000 | 3,081 |
| Securities issued by states & political subdivisions | $3,866,000 | 3,464 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,408,000 | 2,869 |
| Mortgage-backed securities | $21,285,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $21,285,000 | 1,293 |
| Issued or guaranteed by U.S. | $21,285,000 | 1,285 |
| 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) | $29,321,000 | 3,137 |
| Total debt securities | $29,320,000 | 3,557 |
| 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 | $30,608,000 | 3,513 |
| U.S. Government securities | $26,512,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,512,000 | 2,988 |
| Securities issued by states & political subdivisions | $4,096,000 | 3,386 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,005,000 | 2,761 |
| Mortgage-backed securities | $22,339,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $22,339,000 | 1,267 |
| Issued or guaranteed by U.S. | $22,339,000 | 1,257 |
| 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) | $30,608,000 | 3,038 |
| Total debt securities | $30,608,000 | 3,456 |
| 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 | $29,851,000 | 3,562 |
| U.S. Government securities | $25,717,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,717,000 | 3,010 |
| Securities issued by states & political subdivisions | $4,134,000 | 3,363 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,220,000 | 2,834 |
| Mortgage-backed securities | $21,511,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $21,511,000 | 1,333 |
| Issued or guaranteed by U.S. | $21,511,000 | 1,324 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $29,851,000 | 3,078 |
| Total debt securities | $29,849,000 | 3,505 |
| 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 | $28,056,000 | 3,749 |
| U.S. Government securities | $24,531,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,531,000 | 3,162 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,588 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,050,000 | 3,757 |
| Mortgage-backed securities | $21,822,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $21,822,000 | 1,345 |
| Issued or guaranteed by U.S. | $21,822,000 | 1,333 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $28,056,000 | 3,249 |
| Total debt securities | $28,055,000 | 3,698 |
| 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 | $26,467,000 | 3,951 |
| U.S. Government securities | $22,948,000 | 3,522 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,948,000 | 3,391 |
| Securities issued by states & political subdivisions | $3,519,000 | 3,581 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,050,000 | 3,772 |
| Mortgage-backed securities | $20,258,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $20,258,000 | 1,453 |
| Issued or guaranteed by U.S. | $20,258,000 | 1,441 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,467,000 | 3,422 |
| Total debt securities | $26,465,000 | 3,894 |
| 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 | $27,901,000 | 3,821 |
| U.S. Government securities | $24,311,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,311,000 | 3,227 |
| Securities issued by states & political subdivisions | $3,590,000 | 3,568 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,394,000 | 3,688 |
| Mortgage-backed securities | $21,590,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $21,590,000 | 1,410 |
| Issued or guaranteed by U.S. | $21,590,000 | 1,398 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $27,901,000 | 3,299 |
| Total debt securities | $27,901,000 | 3,758 |
| 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 | $25,237,000 | 4,080 |
| U.S. Government securities | $21,850,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,850,000 | 3,512 |
| Securities issued by states & political subdivisions | $3,387,000 | 3,657 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,558,000 | 3,630 |
| Mortgage-backed securities | $20,117,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $20,117,000 | 1,478 |
| Issued or guaranteed by U.S. | $20,117,000 | 1,467 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $25,237,000 | 3,533 |
| Total debt securities | $25,237,000 | 4,008 |
| 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 | $22,623,000 | 4,443 |
| U.S. Government securities | $19,310,000 | 3,991 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,310,000 | 3,843 |
| Securities issued by states & political subdivisions | $3,313,000 | 3,693 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,555,000 | 3,606 |
| Mortgage-backed securities | $18,586,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $18,586,000 | 1,599 |
| Issued or guaranteed by U.S. | $18,586,000 | 1,587 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $22,623,000 | 3,853 |
| Total debt securities | $22,621,000 | 4,372 |
| 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 | $24,847,000 | 4,167 |
| U.S. Government securities | $21,382,000 | 3,671 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,382,000 | 3,553 |
| Securities issued by states & political subdivisions | $3,465,000 | 3,626 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,166,000 | 3,873 |
| Mortgage-backed securities | $20,631,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $20,631,000 | 1,504 |
| Issued or guaranteed by U.S. | $20,631,000 | 1,491 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,847,000 | 3,621 |
| Total debt securities | $24,845,000 | 4,095 |
| 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 | $23,609,000 | 4,370 |
| U.S. Government securities | $20,197,000 | 3,883 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,197,000 | 3,749 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,689 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,133,000 | 3,348 |
| Mortgage-backed securities | $15,065,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $15,065,000 | 1,898 |
| Issued or guaranteed by U.S. | $15,065,000 | 1,885 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $23,609,000 | 3,786 |
| Total debt securities | $23,610,000 | 4,292 |
| 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 | $24,814,000 | 4,171 |
| U.S. Government securities | $21,339,000 | 3,634 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,339,000 | 3,498 |
| Securities issued by states & political subdivisions | $3,475,000 | 3,642 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,900,000 | 3,562 |
| Mortgage-backed securities | $17,251,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $17,251,000 | 1,705 |
| Issued or guaranteed by U.S. | $17,251,000 | 1,698 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $24,814,000 | 3,589 |
| Total debt securities | $24,813,000 | 4,081 |
| 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 | $29,038,000 | 3,639 |
| U.S. Government securities | $25,344,000 | 3,113 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,344,000 | 2,985 |
| Securities issued by states & political subdivisions | $3,694,000 | 3,530 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,306,000 | 3,178 |
| Mortgage-backed securities | $21,135,000 | 1,967 |
| Certificates of participation in pools of residential mortgages | $21,135,000 | 1,469 |
| Issued or guaranteed by U.S. | $21,135,000 | 1,463 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $29,038,000 | 3,141 |
| Total debt securities | $29,037,000 | 3,563 |
| 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 | $24,056,000 | 4,145 |
| U.S. Government securities | $20,590,000 | 3,616 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,590,000 | 3,464 |
| Securities issued by states & political subdivisions | $3,466,000 | 3,556 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,799,000 | 3,335 |
| Mortgage-backed securities | $20,590,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $20,590,000 | 1,466 |
| Issued or guaranteed by U.S. | $20,590,000 | 1,462 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,056,000 | 3,565 |
| Total debt securities | $24,053,000 | 4,061 |
| 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 | $24,154,000 | 4,097 |
| U.S. Government securities | $20,854,000 | 3,583 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,854,000 | 3,412 |
| Securities issued by states & political subdivisions | $3,300,000 | 3,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,311,000 | 3,424 |
| Mortgage-backed securities | $20,854,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $20,854,000 | 1,416 |
| Issued or guaranteed by U.S. | $20,854,000 | 1,411 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $24,154,000 | 3,519 |
| Total debt securities | $24,153,000 | 4,015 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $23,319,000 | 4,063 |
| U.S. Government securities | $21,043,000 | 3,378 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $21,043,000 | 3,209 |
| Securities issued by states & political subdivisions | $2,276,000 | 4,123 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,871,000 | 3,730 |
| Mortgage-backed securities | $20,424,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $20,424,000 | 1,269 |
| Issued or guaranteed by U.S. | $20,424,000 | 1,259 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $23,319,000 | 3,434 |
| Total debt securities | $23,317,000 | 3,984 |
| 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 | $13,949,000 | 5,783 |
| U.S. Government securities | $12,999,000 | 5,005 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,999,000 | 4,687 |
| Securities issued by states & political subdivisions | $743,000 | 5,703 |
| 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 | $207,000 | 5,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,000 | 7,838 |
| Mortgage-backed securities | $6,910,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $6,910,000 | 2,204 |
| Issued or guaranteed by U.S. | $6,910,000 | 2,192 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $13,949,000 | 4,794 |
| Total debt securities | $13,741,000 | 5,700 |
| 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 | $14,265,000 | 5,965 |
| U.S. Government securities | $13,665,000 | 5,065 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,665,000 | 4,590 |
| Securities issued by states & political subdivisions | $516,000 | 6,362 |
| 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 | $84,000 | 6,940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,839,000 | 6,482 |
| Mortgage-backed securities | $7,723,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $7,723,000 | 2,174 |
| Issued or guaranteed by U.S. | $7,723,000 | 2,163 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $14,265,000 | 4,888 |
| Total debt securities | $14,181,000 | 5,875 |
| 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 | $12,874,000 | 6,317 |
| U.S. Government securities | $12,617,000 | 5,352 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,617,000 | 4,590 |
| Securities issued by states & political subdivisions | $173,000 | 7,355 |
| 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 | $84,000 | 6,690 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,360,000 | 5,864 |
| Mortgage-backed securities | $6,673,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $6,673,000 | 2,539 |
| Issued or guaranteed by U.S. | $6,673,000 | 2,525 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,874,000 | 5,065 |
| Total debt securities | $12,790,000 | 6,211 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $10,603,000 | 7,222 |
| U.S. Government securities | $10,356,000 | 6,353 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,356,000 | 5,109 |
| Securities issued by states & political subdivisions | $164,000 | 7,625 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,000 | 6,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $108,000 | 8,695 |
| Mortgage-backed securities | $5,289,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 3,608 |
| Issued or guaranteed by U.S. | $3,282,000 | 3,593 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,007,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 2,590 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $10,603,000 | 5,562 |
| Total debt securities | $10,520,000 | 7,114 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $10,113,000 | 7,910 |
| U.S. Government securities | $9,686,000 | 7,133 |
| U.S. Treasury securities | $398,000 | 8,302 |
| U.S. Government agency obligations | $9,288,000 | 5,749 |
| Securities issued by states & political subdivisions | $336,000 | 7,490 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 6,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $757,000 | 8,198 |
| Mortgage-backed securities | $4,278,000 | 4,557 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,951 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,933 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,537,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $2,537,000 | 2,643 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,113,000 | 5,971 |
| Total debt securities | $10,022,000 | 7,810 |
| Structured notes |
| Amortized cost | $550,000 | 2,402 |
| Fair value | $542,000 | 2,415 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $9,952,000 | 8,302 |
| U.S. Government securities | $9,498,000 | 7,517 |
| U.S. Treasury securities | $572,000 | 9,213 |
| U.S. Government agency obligations | $8,926,000 | 5,897 |
| Securities issued by states & political subdivisions | $397,000 | 7,611 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $792,000 | 8,449 |
| Mortgage-backed securities | $3,749,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $872,000 | 6,279 |
| Issued or guaranteed by U.S. | $872,000 | 6,247 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,877,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $2,877,000 | 2,777 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,952,000 | 6,167 |
| Total debt securities | $9,895,000 | 8,190 |
| Structured notes |
| Amortized cost | $1,649,000 | 1,963 |
| Fair value | $1,620,000 | 1,960 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $8,463,000 | 9,354 |
| U.S. Government securities | $8,119,000 | 8,599 |
| U.S. Treasury securities | $384,000 | 10,721 |
| U.S. Government agency obligations | $7,735,000 | 6,302 |
| Securities issued by states & political subdivisions | $287,000 | 8,337 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $57,000 | 6,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $971,000 | 8,533 |
| Mortgage-backed securities | $3,527,000 | 5,501 |
| Certificates of participation in pools of residential mortgages | $653,000 | 7,052 |
| Issued or guaranteed by U.S. | $653,000 | 7,026 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,874,000 | 3,106 |
| CMOs issued by government agencies or sponsored agencies | $2,874,000 | 2,951 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,253,000 | 7,302 |
| Available-for-sale securities (fair market value) | $2,210,000 | 8,677 |
| Total debt securities | $8,406,000 | 9,283 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $6,596,000 | 10,502 |
| U.S. Government securities | $6,327,000 | 9,772 |
| U.S. Treasury securities | $705,000 | 10,509 |
| U.S. Government agency obligations | $5,622,000 | 7,515 |
| Securities issued by states & political subdivisions | $221,000 | 8,788 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 6,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $301,000 | 9,957 |
| Mortgage-backed securities | $2,834,000 | 6,552 |
| Certificates of participation in pools of residential mortgages | $785,000 | 7,464 |
| Issued or guaranteed by U.S. | $785,000 | 7,414 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,049,000 | 3,990 |
| CMOs issued by government agencies or sponsored agencies | $2,049,000 | 3,798 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,548,000 | 10,393 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $5,828,000 | 11,158 |
| U.S. Government securities | $5,333,000 | 10,576 |
| U.S. Treasury securities | $996,000 | 10,501 |
| U.S. Government agency obligations | $4,337,000 | 8,457 |
| Securities issued by states & political subdivisions | $451,000 | 7,884 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $44,000 | 6,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $800,000 | 9,106 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,784,000 | 11,043 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
