| 2023-12-31 | Rank |
| Total securities | $155,521,000 | 1,212 |
| U.S. Government securities | $53,888,000 | 1,782 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $53,888,000 | 1,537 |
| Securities issued by states & political subdivisions | $93,636,000 | 481 |
| Other domestic debt securities | $7,997,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $7,997,000 | 294 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,808,000 | 1,474 |
| Mortgage-backed securities | $46,412,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,964,000 | 1,356 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,464,000 | 1,618 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,074,000 | 743 |
| Other commercial mortgage-backed securities | $14,910,000 | 401 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $155,521,000 | 1,053 |
| Total debt securities | $155,521,000 | 1,196 |
| 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 | $145,545,000 | 1,269 |
| U.S. Government securities | $51,248,000 | 1,827 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $51,248,000 | 1,564 |
| Securities issued by states & political subdivisions | $86,520,000 | 507 |
| Other domestic debt securities | $7,777,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $7,777,000 | 293 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,567,000 | 1,746 |
| Mortgage-backed securities | $44,672,000 | 1,337 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,283,000 | 1,297 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $959,000 | 2,153 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,954,000 | 743 |
| Other commercial mortgage-backed securities | $14,476,000 | 417 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $145,545,000 | 1,104 |
| Total debt securities | $145,543,000 | 1,252 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $165,610,000 | 1,183 |
| U.S. Government securities | $56,826,000 | 1,756 |
| U.S. Treasury securities | $1,930,000 | 2,394 |
| U.S. Government agency obligations | $54,896,000 | 1,531 |
| Securities issued by states & political subdivisions | $100,851,000 | 446 |
| Other domestic debt securities | $7,933,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $7,933,000 | 275 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,866,000 | 1,435 |
| Mortgage-backed securities | $47,913,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,626,000 | 1,267 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,131 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,040,000 | 734 |
| Other commercial mortgage-backed securities | $15,229,000 | 408 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $165,610,000 | 1,026 |
| Total debt securities | $165,610,000 | 1,169 |
| 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 | $168,742,000 | 1,218 |
| U.S. Government securities | $59,271,000 | 1,784 |
| U.S. Treasury securities | $1,955,000 | 2,453 |
| U.S. Government agency obligations | $57,316,000 | 1,503 |
| Securities issued by states & political subdivisions | $101,451,000 | 466 |
| Other domestic debt securities | $8,020,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $8,020,000 | 271 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,559,000 | 1,545 |
| Mortgage-backed securities | $50,070,000 | 1,338 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,078,000 | 1,268 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,148 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,092,000 | 764 |
| Other commercial mortgage-backed securities | $15,834,000 | 413 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $168,742,000 | 1,060 |
| Total debt securities | $168,742,000 | 1,206 |
| 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 | $167,532,000 | 1,246 |
| U.S. Government securities | $60,476,000 | 1,782 |
| U.S. Treasury securities | $1,939,000 | 2,480 |
| U.S. Government agency obligations | $58,537,000 | 1,482 |
| Securities issued by states & political subdivisions | $99,130,000 | 498 |
| Other domestic debt securities | $7,926,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $7,926,000 | 295 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,083,000 | 1,704 |
| Mortgage-backed securities | $51,298,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,114,000 | 1,255 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,089,000 | 2,161 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,050,000 | 766 |
| Other commercial mortgage-backed securities | $16,045,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $167,532,000 | 1,083 |
| Total debt securities | $167,532,000 | 1,230 |
| 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 | $167,042,000 | 1,263 |
| U.S. Government securities | $61,179,000 | 1,782 |
| U.S. Treasury securities | $1,920,000 | 2,534 |
| U.S. Government agency obligations | $59,259,000 | 1,486 |
| Securities issued by states & political subdivisions | $97,933,000 | 524 |
| Other domestic debt securities | $7,930,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $7,930,000 | 224 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,086,000 | 1,776 |
| Mortgage-backed securities | $52,078,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,510,000 | 1,258 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,160 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,004,000 | 782 |
| Other commercial mortgage-backed securities | $16,418,000 | 423 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $167,042,000 | 1,104 |
| Total debt securities | $167,041,000 | 1,248 |
| 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 | $178,502,000 | 1,210 |
| U.S. Government securities | $74,783,000 | 1,577 |
| U.S. Treasury securities | $1,985,000 | 2,447 |
| U.S. Government agency obligations | $72,798,000 | 1,333 |
| Securities issued by states & political subdivisions | $103,719,000 | 509 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,432,000 | 1,769 |
| Mortgage-backed securities | $64,935,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $34,095,000 | 1,232 |
| Issued or guaranteed by U.S. | $34,095,000 | 1,207 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,203,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,170 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $29,637,000 | 487 |
| Commercial mortgage pass-through securities | $4,173,000 | 763 |
| Other commercial mortgage-backed securities | $25,464,000 | 352 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $178,502,000 | 1,072 |
| Total debt securities | $178,494,000 | 1,198 |
| 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 | $184,430,000 | 1,159 |
| U.S. Government securities | $70,418,000 | 1,599 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $70,418,000 | 1,361 |
| Securities issued by states & political subdivisions | $114,012,000 | 472 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,582,000 | 1,749 |
| Mortgage-backed securities | $62,255,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $31,241,000 | 1,334 |
| Issued or guaranteed by U.S. | $31,241,000 | 1,312 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,325,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,137 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $29,689,000 | 482 |
| Commercial mortgage pass-through securities | $2,319,000 | 966 |
| Other commercial mortgage-backed securities | $27,370,000 | 344 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $184,430,000 | 1,043 |
| Total debt securities | $184,430,000 | 1,147 |
| 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 | $181,081,000 | 1,130 |
| U.S. Government securities | $65,633,000 | 1,589 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $65,633,000 | 1,408 |
| Securities issued by states & political subdivisions | $115,448,000 | 482 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,387,000 | 1,562 |
| Mortgage-backed securities | $59,764,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $29,287,000 | 1,375 |
| Issued or guaranteed by U.S. | $29,287,000 | 1,345 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,484,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,104 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $28,993,000 | 493 |
| Commercial mortgage pass-through securities | $2,493,000 | 936 |
| Other commercial mortgage-backed securities | $26,500,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $181,081,000 | 1,033 |
| Total debt securities | $181,081,000 | 1,116 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $170,756,000 | 1,133 |
| U.S. Government securities | $67,984,000 | 1,475 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $67,984,000 | 1,342 |
| Securities issued by states & political subdivisions | $102,772,000 | 528 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,798,000 | 1,476 |
| Mortgage-backed securities | $61,974,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $32,732,000 | 1,233 |
| Issued or guaranteed by U.S. | $32,732,000 | 1,206 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,595,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,105 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $27,647,000 | 505 |
| Commercial mortgage pass-through securities | $2,539,000 | 935 |
| Other commercial mortgage-backed securities | $25,108,000 | 346 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $170,756,000 | 1,043 |
| Total debt securities | $170,756,000 | 1,121 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $152,225,000 | 1,192 |
| U.S. Government securities | $65,885,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $65,885,000 | 1,325 |
| Securities issued by states & political subdivisions | $86,340,000 | 626 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,722,000 | 1,531 |
| Mortgage-backed securities | $61,306,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $36,137,000 | 1,121 |
| Issued or guaranteed by U.S. | $36,137,000 | 1,096 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,838,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $1,838,000 | 2,022 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $23,331,000 | 541 |
| Commercial mortgage pass-through securities | $2,560,000 | 939 |
| Other commercial mortgage-backed securities | $20,771,000 | 385 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $152,225,000 | 1,091 |
| Total debt securities | $152,224,000 | 1,173 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $142,120,000 | 1,170 |
| U.S. Government securities | $69,076,000 | 1,294 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $69,076,000 | 1,207 |
| Securities issued by states & political subdivisions | $73,044,000 | 689 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,187,000 | 1,694 |
| Mortgage-backed securities | $64,497,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $40,943,000 | 978 |
| Issued or guaranteed by U.S. | $40,943,000 | 955 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,015,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 1,951 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $21,539,000 | 527 |
| Commercial mortgage pass-through securities | $3,588,000 | 786 |
| Other commercial mortgage-backed securities | $17,951,000 | 400 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $142,120,000 | 1,084 |
| Total debt securities | $142,119,000 | 1,153 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $130,487,000 | 1,163 |
| U.S. Government securities | $70,305,000 | 1,148 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $70,305,000 | 1,077 |
| Securities issued by states & political subdivisions | $60,182,000 | 802 |
| 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 | $27,178,000 | 1,601 |
| Mortgage-backed securities | $67,146,000 | 964 |
| Certificates of participation in pools of residential mortgages | $45,985,000 | 825 |
| Issued or guaranteed by U.S. | $45,985,000 | 812 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,179,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,179,000 | 1,943 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $18,982,000 | 539 |
| Commercial mortgage pass-through securities | $3,680,000 | 743 |
| Other commercial mortgage-backed securities | $15,302,000 | 408 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $130,487,000 | 1,075 |
| Total debt securities | $130,487,000 | 1,145 |
| 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 | $120,473,000 | 1,175 |
| U.S. Government securities | $69,938,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $69,938,000 | 1,045 |
| Securities issued by states & political subdivisions | $50,535,000 | 842 |
| 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 | $26,436,000 | 1,592 |
| Mortgage-backed securities | $66,729,000 | 945 |
| Certificates of participation in pools of residential mortgages | $48,401,000 | 752 |
| Issued or guaranteed by U.S. | $48,401,000 | 736 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,312,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,312,000 | 1,931 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $16,016,000 | 585 |
| Commercial mortgage pass-through securities | $3,721,000 | 726 |
| Other commercial mortgage-backed securities | $12,295,000 | 434 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $120,473,000 | 1,079 |
| Total debt securities | $120,473,000 | 1,155 |
| 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 | $107,532,000 | 1,240 |
| U.S. Government securities | $64,844,000 | 1,170 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $64,844,000 | 1,097 |
| Securities issued by states & political subdivisions | $42,688,000 | 918 |
| 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 | $23,210,000 | 1,741 |
| Mortgage-backed securities | $60,763,000 | 995 |
| Certificates of participation in pools of residential mortgages | $50,949,000 | 697 |
| Issued or guaranteed by U.S. | $50,949,000 | 682 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,042,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,276 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,772,000 | 802 |
| Commercial mortgage pass-through securities | $3,691,000 | 725 |
| Other commercial mortgage-backed securities | $5,081,000 | 648 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $107,532,000 | 1,143 |
| Total debt securities | $107,532,000 | 1,221 |
| 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 | $103,642,000 | 1,240 |
| U.S. Government securities | $68,419,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $68,419,000 | 1,052 |
| Securities issued by states & political subdivisions | $35,223,000 | 989 |
| 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 | $24,984,000 | 1,615 |
| Mortgage-backed securities | $57,346,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $52,782,000 | 674 |
| Issued or guaranteed by U.S. | $52,782,000 | 657 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,026,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,282 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,538,000 | 1,141 |
| Commercial mortgage pass-through securities | $3,538,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $103,642,000 | 1,145 |
| Total debt securities | $103,641,000 | 1,223 |
| 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 | $113,045,000 | 1,143 |
| U.S. Government securities | $77,910,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $77,910,000 | 965 |
| Securities issued by states & political subdivisions | $35,135,000 | 945 |
| 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 | $26,346,000 | 1,559 |
| Mortgage-backed securities | $54,796,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $51,340,000 | 667 |
| Issued or guaranteed by U.S. | $51,340,000 | 652 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,456,000 | 1,125 |
| Commercial mortgage pass-through securities | $3,456,000 | 721 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $113,045,000 | 1,029 |
| Total debt securities | $113,045,000 | 1,123 |
| Structured notes |
| Amortized cost | $1,200,000 | 381 |
| Fair value | $1,200,000 | 381 |
| 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 | $111,496,000 | 1,147 |
| U.S. Government securities | $79,035,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $79,035,000 | 962 |
| Securities issued by states & political subdivisions | $32,461,000 | 998 |
| 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 | $24,706,000 | 1,630 |
| Mortgage-backed securities | $51,082,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $46,831,000 | 698 |
| Issued or guaranteed by U.S. | $46,831,000 | 678 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,251,000 | 1,032 |
| Commercial mortgage pass-through securities | $4,251,000 | 651 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,561,000 | 1,311 |
| Available-for-sale securities (fair market value) | $109,935,000 | 1,049 |
| Total debt securities | $111,496,000 | 1,130 |
| Structured notes |
| Amortized cost | $2,200,000 | 348 |
| Fair value | $2,202,000 | 348 |
| 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 | $107,800,000 | 1,192 |
| U.S. Government securities | $78,269,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $78,269,000 | 993 |
| Securities issued by states & political subdivisions | $29,531,000 | 1,129 |
| 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 | $26,614,000 | 1,591 |
| Mortgage-backed securities | $44,921,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $40,765,000 | 762 |
| Issued or guaranteed by U.S. | $40,765,000 | 756 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,156,000 | 1,017 |
| Commercial mortgage pass-through securities | $4,156,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,774,000 | 1,328 |
| Available-for-sale securities (fair market value) | $106,026,000 | 1,089 |
| Total debt securities | $107,800,000 | 1,173 |
| Structured notes |
| Amortized cost | $6,199,000 | 171 |
| Fair value | $6,199,000 | 169 |
| 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 | $103,135,000 | 1,244 |
| U.S. Government securities | $74,533,000 | 1,092 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $74,533,000 | 1,034 |
| Securities issued by states & political subdivisions | $28,602,000 | 1,214 |
| 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 | $22,542,000 | 1,781 |
| Mortgage-backed securities | $41,061,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $40,556,000 | 774 |
| Issued or guaranteed by U.S. | $40,556,000 | 767 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $505,000 | 1,613 |
| Commercial mortgage pass-through securities | $505,000 | 1,224 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,878,000 | 1,326 |
| Available-for-sale securities (fair market value) | $101,257,000 | 1,144 |
| Total debt securities | $103,136,000 | 1,222 |
| Structured notes |
| Amortized cost | $6,199,000 | 186 |
| Fair value | $6,154,000 | 183 |
| 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 | $105,825,000 | 1,232 |
| U.S. Government securities | $78,460,000 | 1,052 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $78,460,000 | 995 |
| Securities issued by states & political subdivisions | $27,365,000 | 1,274 |
| 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 | $22,761,000 | 1,782 |
| Mortgage-backed securities | $43,849,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $43,849,000 | 741 |
| Issued or guaranteed by U.S. | $43,849,000 | 737 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $1,993,000 | 1,344 |
| Available-for-sale securities (fair market value) | $103,832,000 | 1,131 |
| Total debt securities | $105,823,000 | 1,214 |
| Structured notes |
| Amortized cost | $7,199,000 | 167 |
| Fair value | $7,097,000 | 168 |
| 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 | $104,390,000 | 1,241 |
| U.S. Government securities | $77,295,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $77,295,000 | 1,009 |
| Securities issued by states & political subdivisions | $27,095,000 | 1,291 |
| 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 | $21,336,000 | 1,846 |
| Mortgage-backed securities | $42,066,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $42,055,000 | 766 |
| Issued or guaranteed by U.S. | $42,055,000 | 763 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,877 |
| 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) | $2,006,000 | 1,368 |
| Available-for-sale securities (fair market value) | $102,384,000 | 1,137 |
| Total debt securities | $104,389,000 | 1,216 |
| Structured notes |
| Amortized cost | $7,199,000 | 164 |
| Fair value | $7,007,000 | 165 |
| 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 | $104,049,000 | 1,255 |
| U.S. Government securities | $72,874,000 | 1,119 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $72,874,000 | 1,058 |
| Securities issued by states & political subdivisions | $31,175,000 | 1,175 |
| 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 | $20,774,000 | 1,917 |
| Mortgage-backed securities | $37,017,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $36,985,000 | 866 |
| Issued or guaranteed by U.S. | $36,985,000 | 850 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $32,000 | 2,933 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,864 |
| 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) | $2,021,000 | 1,386 |
| Available-for-sale securities (fair market value) | $102,028,000 | 1,161 |
| Total debt securities | $104,048,000 | 1,236 |
| Structured notes |
| Amortized cost | $7,199,000 | 163 |
| Fair value | $7,038,000 | 164 |
| 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 | $104,537,000 | 1,268 |
| U.S. Government securities | $73,128,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $73,128,000 | 1,086 |
| Securities issued by states & political subdivisions | $31,409,000 | 1,187 |
| 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 | $21,198,000 | 1,913 |
| Mortgage-backed securities | $37,130,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $37,078,000 | 888 |
| Issued or guaranteed by U.S. | $37,078,000 | 887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $52,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,844 |
| 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) | $2,108,000 | 1,407 |
| Available-for-sale securities (fair market value) | $102,429,000 | 1,165 |
| Total debt securities | $104,538,000 | 1,250 |
| Structured notes |
| Amortized cost | $7,199,000 | 161 |
| Fair value | $7,063,000 | 160 |
| 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 | $104,453,000 | 1,284 |
| U.S. Government securities | $72,749,000 | 1,144 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $72,749,000 | 1,087 |
| Securities issued by states & political subdivisions | $31,704,000 | 1,221 |
| 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 | $21,705,000 | 1,912 |
| Mortgage-backed securities | $38,000,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $37,926,000 | 902 |
| Issued or guaranteed by U.S. | $37,926,000 | 902 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $74,000 | 2,901 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 2,825 |
| 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) | $2,315,000 | 1,411 |
| Available-for-sale securities (fair market value) | $102,138,000 | 1,180 |
| Total debt securities | $104,454,000 | 1,264 |
| Structured notes |
| Amortized cost | $7,199,000 | 159 |
| Fair value | $7,130,000 | 160 |
| 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 | $120,608,000 | 1,138 |
| U.S. Government securities | $81,353,000 | 1,064 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $81,353,000 | 1,014 |
| Securities issued by states & political subdivisions | $39,255,000 | 1,033 |
| 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 | $22,218,000 | 1,927 |
| Mortgage-backed securities | $43,420,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $43,324,000 | 842 |
| Issued or guaranteed by U.S. | $43,324,000 | 842 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $96,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,840 |
| 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) | $2,752,000 | 1,404 |
| Available-for-sale securities (fair market value) | $117,856,000 | 1,027 |
| Total debt securities | $120,608,000 | 1,120 |
| Structured notes |
| Amortized cost | $8,499,000 | 149 |
| Fair value | $8,465,000 | 149 |
| 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 | $122,803,000 | 1,136 |
| U.S. Government securities | $84,402,000 | 1,055 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $84,402,000 | 1,004 |
| Securities issued by states & political subdivisions | $38,401,000 | 1,060 |
| 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 | $21,348,000 | 2,000 |
| Mortgage-backed securities | $44,446,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $44,326,000 | 852 |
| Issued or guaranteed by U.S. | $44,326,000 | 852 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $120,000 | 2,928 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,847 |
| 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) | $2,855,000 | 1,417 |
| Available-for-sale securities (fair market value) | $119,948,000 | 1,017 |
| Total debt securities | $122,803,000 | 1,122 |
| Structured notes |
| Amortized cost | $8,499,000 | 155 |
| Fair value | $8,455,000 | 154 |
| 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 | $137,273,000 | 1,045 |
| U.S. Government securities | $95,665,000 | 959 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $95,665,000 | 914 |
| Securities issued by states & political subdivisions | $41,608,000 | 1,000 |
| 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 | $21,024,000 | 2,033 |
| Mortgage-backed securities | $52,936,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $52,786,000 | 750 |
| Issued or guaranteed by U.S. | $52,786,000 | 750 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $150,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,867 |
| 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) | $3,565,000 | 1,365 |
| Available-for-sale securities (fair market value) | $133,708,000 | 946 |
| Total debt securities | $137,273,000 | 1,034 |
| Structured notes |
| Amortized cost | $10,999,000 | 135 |
| Fair value | $10,910,000 | 135 |
| 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 | $136,308,000 | 1,040 |
| U.S. Government securities | $99,238,000 | 907 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $99,238,000 | 863 |
| Securities issued by states & political subdivisions | $37,070,000 | 1,088 |
| 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 | $21,268,000 | 2,019 |
| Mortgage-backed securities | $56,505,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $56,327,000 | 706 |
| Issued or guaranteed by U.S. | $56,327,000 | 706 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $178,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,843 |
| 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) | $3,585,000 | 1,378 |
| Available-for-sale securities (fair market value) | $132,723,000 | 928 |
| Total debt securities | $136,308,000 | 1,028 |
| Structured notes |
| Amortized cost | $10,999,000 | 126 |
| Fair value | $10,851,000 | 125 |
| 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 | $134,272,000 | 1,042 |
| U.S. Government securities | $102,083,000 | 878 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $102,083,000 | 838 |
| Securities issued by states & political subdivisions | $32,189,000 | 1,254 |
| 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 | $21,889,000 | 1,987 |
| Mortgage-backed securities | $60,428,000 | 968 |
| Certificates of participation in pools of residential mortgages | $60,210,000 | 671 |
| Issued or guaranteed by U.S. | $60,210,000 | 671 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $218,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,850 |
| 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) | $3,732,000 | 1,363 |
| Available-for-sale securities (fair market value) | $130,540,000 | 939 |
| Total debt securities | $134,272,000 | 1,033 |
| Structured notes |
| Amortized cost | $12,499,000 | 110 |
| Fair value | $12,496,000 | 111 |
| 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 | $130,576,000 | 1,086 |
| U.S. Government securities | $106,490,000 | 862 |
| U.S. Treasury securities | $1,007,000 | 980 |
| U.S. Government agency obligations | $105,483,000 | 831 |
| Securities issued by states & political subdivisions | $24,086,000 | 1,643 |
| 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 | $18,465,000 | 2,251 |
| Mortgage-backed securities | $67,140,000 | 900 |
| Certificates of participation in pools of residential mortgages | $66,881,000 | 613 |
| Issued or guaranteed by U.S. | $66,881,000 | 611 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $259,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,842 |
| 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) | $4,256,000 | 1,348 |
| Available-for-sale securities (fair market value) | $126,320,000 | 991 |
| Total debt securities | $130,576,000 | 1,074 |
| Structured notes |
| Amortized cost | $17,503,000 | 88 |
| Fair value | $17,510,000 | 88 |
| 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 | $125,107,000 | 1,133 |
| U.S. Government securities | $104,471,000 | 892 |
| U.S. Treasury securities | $1,013,000 | 988 |
| U.S. Government agency obligations | $103,458,000 | 862 |
| Securities issued by states & political subdivisions | $20,636,000 | 1,817 |
| 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 | $18,605,000 | 2,263 |
| Mortgage-backed securities | $64,258,000 | 925 |
| Certificates of participation in pools of residential mortgages | $63,971,000 | 637 |
| Issued or guaranteed by U.S. | $63,971,000 | 637 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $287,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,854 |
| 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) | $4,878,000 | 1,330 |
| Available-for-sale securities (fair market value) | $120,229,000 | 1,039 |
| Total debt securities | $125,107,000 | 1,120 |
| Structured notes |
| Amortized cost | $15,495,000 | 113 |
| Fair value | $15,464,000 | 111 |
| 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 | $128,366,000 | 1,118 |
| U.S. Government securities | $113,667,000 | 841 |
| U.S. Treasury securities | $1,017,000 | 1,021 |
| U.S. Government agency obligations | $112,650,000 | 816 |
| Securities issued by states & political subdivisions | $14,699,000 | 2,309 |
| 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 | $18,770,000 | 2,249 |
| Mortgage-backed securities | $68,433,000 | 877 |
| Certificates of participation in pools of residential mortgages | $68,108,000 | 614 |
| Issued or guaranteed by U.S. | $68,108,000 | 614 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $325,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,870 |
| 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) | $4,941,000 | 1,353 |
| Available-for-sale securities (fair market value) | $123,425,000 | 1,017 |
| Total debt securities | $128,366,000 | 1,106 |
| Structured notes |
| Amortized cost | $14,123,000 | 153 |
| Fair value | $14,092,000 | 151 |
| 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 | $118,694,000 | 1,215 |
| U.S. Government securities | $108,011,000 | 892 |
| U.S. Treasury securities | $1,026,000 | 961 |
| U.S. Government agency obligations | $106,985,000 | 858 |
| Securities issued by states & political subdivisions | $10,683,000 | 2,737 |
| 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 | $17,609,000 | 2,347 |
| Mortgage-backed securities | $59,027,000 | 988 |
| Certificates of participation in pools of residential mortgages | $58,654,000 | 691 |
| Issued or guaranteed by U.S. | $58,654,000 | 691 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $373,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,883 |
| 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) | $3,400,000 | 1,514 |
| Available-for-sale securities (fair market value) | $115,294,000 | 1,084 |
| Total debt securities | $118,694,000 | 1,200 |
| Structured notes |
| Amortized cost | $10,998,000 | 234 |
| Fair value | $11,007,000 | 232 |
| 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 | $110,420,000 | 1,313 |
| U.S. Government securities | $103,774,000 | 940 |
| U.S. Treasury securities | $1,032,000 | 984 |
| U.S. Government agency obligations | $102,742,000 | 906 |
| Securities issued by states & political subdivisions | $6,646,000 | 3,304 |
| 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 | $17,810,000 | 2,365 |
| Mortgage-backed securities | $53,145,000 | 1,111 |
| Certificates of participation in pools of residential mortgages | $52,722,000 | 779 |
| Issued or guaranteed by U.S. | $52,722,000 | 779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $423,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $423,000 | 2,896 |
| 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) | $3,590,000 | 1,516 |
| Available-for-sale securities (fair market value) | $106,830,000 | 1,183 |
| Total debt securities | $110,420,000 | 1,288 |
| Structured notes |
| Amortized cost | $9,498,000 | 319 |
| Fair value | $9,447,000 | 316 |
| 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 | $103,563,000 | 1,391 |
| U.S. Government securities | $97,546,000 | 1,012 |
| U.S. Treasury securities | $1,039,000 | 967 |
| U.S. Government agency obligations | $96,507,000 | 969 |
| Securities issued by states & political subdivisions | $6,017,000 | 3,435 |
| 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 | $18,177,000 | 2,362 |
| Mortgage-backed securities | $42,571,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $42,110,000 | 948 |
| Issued or guaranteed by U.S. | $42,110,000 | 948 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $461,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,908 |
| 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) | $3,940,000 | 1,483 |
| Available-for-sale securities (fair market value) | $99,623,000 | 1,282 |
| Total debt securities | $103,563,000 | 1,370 |
| Structured notes |
| Amortized cost | $6,980,000 | 448 |
| Fair value | $6,992,000 | 442 |
| 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 | $103,571,000 | 1,379 |
| U.S. Government securities | $97,865,000 | 1,003 |
| U.S. Treasury securities | $1,041,000 | 987 |
| U.S. Government agency obligations | $96,824,000 | 966 |
| Securities issued by states & political subdivisions | $5,706,000 | 3,515 |
| 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 | $18,191,000 | 2,377 |
| Mortgage-backed securities | $45,070,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $44,575,000 | 918 |
| Issued or guaranteed by U.S. | $44,575,000 | 916 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $495,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,945 |
| 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) | $4,321,000 | 1,463 |
| Available-for-sale securities (fair market value) | $99,250,000 | 1,269 |
| Total debt securities | $103,571,000 | 1,355 |
| Structured notes |
| Amortized cost | $5,980,000 | 566 |
| Fair value | $5,969,000 | 554 |
| 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 | $104,079,000 | 1,408 |
| U.S. Government securities | $98,375,000 | 1,021 |
| U.S. Treasury securities | $1,048,000 | 983 |
| U.S. Government agency obligations | $97,327,000 | 979 |
| Securities issued by states & political subdivisions | $5,704,000 | 3,556 |
| 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 | $18,293,000 | 2,368 |
| Mortgage-backed securities | $47,162,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $46,620,000 | 896 |
| Issued or guaranteed by U.S. | $46,620,000 | 896 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $542,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 2,956 |
| 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) | $4,591,000 | 1,448 |
| Available-for-sale securities (fair market value) | $99,488,000 | 1,306 |
| Total debt securities | $104,079,000 | 1,389 |
| Structured notes |
| Amortized cost | $6,930,000 | 561 |
| Fair value | $6,906,000 | 550 |
| 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 | $101,849,000 | 1,460 |
| U.S. Government securities | $96,750,000 | 1,050 |
| U.S. Treasury securities | $1,053,000 | 931 |
| U.S. Government agency obligations | $95,697,000 | 1,008 |
| Securities issued by states & political subdivisions | $5,099,000 | 3,703 |
| 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 | $18,476,000 | 2,375 |
| Mortgage-backed securities | $46,827,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $46,232,000 | 918 |
| Issued or guaranteed by U.S. | $46,232,000 | 918 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $595,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,967 |
| 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) | $4,874,000 | 1,449 |
| Available-for-sale securities (fair market value) | $96,975,000 | 1,356 |
| Total debt securities | $101,849,000 | 1,437 |
| Structured notes |
| Amortized cost | $6,930,000 | 578 |
| Fair value | $6,901,000 | 562 |
| 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 | $89,849,000 | 1,659 |
| U.S. Government securities | $85,052,000 | 1,184 |
| U.S. Treasury securities | $2,594,000 | 640 |
| U.S. Government agency obligations | $82,458,000 | 1,173 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,797 |
| 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 | $18,267,000 | 2,391 |
| Mortgage-backed securities | $36,463,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $35,807,000 | 1,143 |
| Issued or guaranteed by U.S. | $35,807,000 | 1,143 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $656,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,964 |
| 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) | $4,910,000 | 1,454 |
| Available-for-sale securities (fair market value) | $84,939,000 | 1,560 |
| Total debt securities | $89,849,000 | 1,638 |
| Structured notes |
| Amortized cost | $3,500,000 | 932 |
| Fair value | $3,436,000 | 936 |
| 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 | $95,408,000 | 1,555 |
| U.S. Government securities | $91,043,000 | 1,100 |
| U.S. Treasury securities | $3,622,000 | 519 |
| U.S. Government agency obligations | $87,421,000 | 1,089 |
| Securities issued by states & political subdivisions | $4,365,000 | 3,900 |
| 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 | $18,600,000 | 2,343 |
| Mortgage-backed securities | $32,924,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $32,207,000 | 1,250 |
| Issued or guaranteed by U.S. | $32,207,000 | 1,250 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $717,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $717,000 | 2,917 |
| 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) | $4,932,000 | 1,434 |
| Available-for-sale securities (fair market value) | $90,476,000 | 1,450 |
| Total debt securities | $95,408,000 | 1,532 |
| Structured notes |
| Amortized cost | $3,500,000 | 911 |
| Fair value | $3,398,000 | 913 |
| 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 | $79,929,000 | 1,862 |
| U.S. Government securities | $76,648,000 | 1,302 |
| U.S. Treasury securities | $5,177,000 | 423 |
| U.S. Government agency obligations | $71,471,000 | 1,337 |
| Securities issued by states & political subdivisions | $3,281,000 | 4,190 |
| 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 | $18,762,000 | 2,315 |
| Mortgage-backed securities | $13,548,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $12,762,000 | 2,351 |
| Issued or guaranteed by U.S. | $12,762,000 | 2,349 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $786,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,898 |
| 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) | $3,588,000 | 1,534 |
| Available-for-sale securities (fair market value) | $76,341,000 | 1,750 |
| Total debt securities | $79,929,000 | 1,841 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,078 |
| Fair value | $2,420,000 | 1,095 |
| 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 | $65,123,000 | 2,191 |
| U.S. Government securities | $61,843,000 | 1,563 |
| U.S. Treasury securities | $5,180,000 | 422 |
| U.S. Government agency obligations | $56,663,000 | 1,633 |
| Securities issued by states & political subdivisions | $3,280,000 | 4,194 |
| 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 | $18,843,000 | 2,294 |
| Mortgage-backed securities | $7,202,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $6,332,000 | 3,205 |
| Issued or guaranteed by U.S. | $6,332,000 | 3,202 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $870,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,887 |
| 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) | $3,615,000 | 1,476 |
| Available-for-sale securities (fair market value) | $61,508,000 | 2,077 |
| Total debt securities | $65,123,000 | 2,166 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,059 |
| Fair value | $2,425,000 | 1,085 |
| 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 | $75,295,000 | 1,961 |
| U.S. Government securities | $72,014,000 | 1,403 |
| U.S. Treasury securities | $5,291,000 | 437 |
| U.S. Government agency obligations | $66,723,000 | 1,445 |
| Securities issued by states & political subdivisions | $3,281,000 | 4,179 |
| 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 | $19,500,000 | 2,262 |
| Mortgage-backed securities | $7,798,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $6,833,000 | 3,164 |
| Issued or guaranteed by U.S. | $6,833,000 | 3,163 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $965,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,887 |
| 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) | $3,656,000 | 1,441 |
| Available-for-sale securities (fair market value) | $71,639,000 | 1,862 |
| Total debt securities | $75,295,000 | 1,932 |
| Structured notes |
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,498,000 | 1,105 |
| 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 | $75,944,000 | 1,915 |
| U.S. Government securities | $72,663,000 | 1,374 |
| U.S. Treasury securities | $5,309,000 | 432 |
| U.S. Government agency obligations | $67,354,000 | 1,423 |
| Securities issued by states & political subdivisions | $3,281,000 | 4,176 |
| 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 | $19,147,000 | 2,269 |
| Mortgage-backed securities | $8,349,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $7,276,000 | 3,077 |
| Issued or guaranteed by U.S. | $7,276,000 | 3,076 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,073,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,878 |
| 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) | $3,715,000 | 1,442 |
| Available-for-sale securities (fair market value) | $72,229,000 | 1,813 |
| Total debt securities | $75,945,000 | 1,893 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,000,000 | 1,733 |
| 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 | $68,704,000 | 2,079 |
| U.S. Government securities | $65,423,000 | 1,534 |
| U.S. Treasury securities | $5,337,000 | 387 |
| U.S. Government agency obligations | $60,086,000 | 1,589 |
| Securities issued by states & political subdivisions | $3,281,000 | 4,172 |
| 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 | $20,314,000 | 2,194 |
| Mortgage-backed securities | $8,951,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $7,849,000 | 3,127 |
| Issued or guaranteed by U.S. | $7,849,000 | 3,126 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,102,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,931 |
| 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) | $3,732,000 | 1,453 |
| Available-for-sale securities (fair market value) | $64,972,000 | 1,988 |
| Total debt securities | $68,704,000 | 2,055 |
| 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 | $80,661,000 | 1,809 |
| U.S. Government securities | $77,379,000 | 1,320 |
| U.S. Treasury securities | $7,344,000 | 330 |
| U.S. Government agency obligations | $70,035,000 | 1,432 |
| Securities issued by states & political subdivisions | $3,282,000 | 4,137 |
| 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 | $20,558,000 | 2,213 |
| Mortgage-backed securities | $9,486,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $8,198,000 | 3,088 |
| Issued or guaranteed by U.S. | $8,198,000 | 3,088 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,288,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $1,288,000 | 2,882 |
| 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) | $3,748,000 | 1,452 |
| Available-for-sale securities (fair market value) | $76,913,000 | 1,717 |
| Total debt securities | $80,661,000 | 1,786 |
| Structured notes |
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $3,002,000 | 1,264 |
| 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 | $74,726,000 | 1,927 |
| U.S. Government securities | $71,344,000 | 1,475 |
| U.S. Treasury securities | $9,762,000 | 293 |
| U.S. Government agency obligations | $61,582,000 | 1,633 |
| Securities issued by states & political subdivisions | $3,382,000 | 4,040 |
| 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 | $20,959,000 | 2,200 |
| Mortgage-backed securities | $9,937,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $8,518,000 | 3,034 |
| Issued or guaranteed by U.S. | $8,518,000 | 3,032 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,419,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,865 |
| 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) | $3,922,000 | 1,442 |
| Available-for-sale securities (fair market value) | $70,804,000 | 1,840 |
| Total debt securities | $74,726,000 | 1,907 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,443 |
| Fair value | $3,003,000 | 1,401 |
| 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 | $78,052,000 | 1,802 |
| U.S. Government securities | $74,670,000 | 1,352 |
| U.S. Treasury securities | $10,819,000 | 244 |
| U.S. Government agency obligations | $63,851,000 | 1,508 |
| Securities issued by states & political subdivisions | $3,382,000 | 4,024 |
| 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 | $15,326,000 | 2,547 |
| Mortgage-backed securities | $10,625,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $9,092,000 | 2,844 |
| Issued or guaranteed by U.S. | $9,092,000 | 2,844 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,533,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $1,533,000 | 2,708 |
| 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) | $4,094,000 | 1,468 |
| Available-for-sale securities (fair market value) | $73,958,000 | 1,719 |
| Total debt securities | $78,052,000 | 1,785 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,400 |
| Fair value | $3,001,000 | 1,392 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $70,099,000 | 1,928 |
| U.S. Government securities | $66,717,000 | 1,446 |
| U.S. Treasury securities | $14,866,000 | 215 |
| U.S. Government agency obligations | $51,851,000 | 1,737 |
| Securities issued by states & political subdivisions | $3,382,000 | 3,958 |
| 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 | $12,093,000 | 2,876 |
| Mortgage-backed securities | $11,553,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $9,887,000 | 2,680 |
| Issued or guaranteed by U.S. | $9,887,000 | 2,676 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,666,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 2,652 |
| 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) | $4,139,000 | 1,471 |
| Available-for-sale securities (fair market value) | $65,960,000 | 1,834 |
| Total debt securities | $70,099,000 | 1,907 |
| 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 | $61,664,000 | 2,147 |
| U.S. Government securities | $58,281,000 | 1,645 |
| U.S. Treasury securities | $17,726,000 | 212 |
| U.S. Government agency obligations | $40,555,000 | 2,135 |
| Securities issued by states & political subdivisions | $3,383,000 | 3,934 |
| 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 | $11,635,000 | 2,954 |
| Mortgage-backed securities | $11,980,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $10,208,000 | 2,588 |
| Issued or guaranteed by U.S. | $10,208,000 | 2,581 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,772,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,772,000 | 2,561 |
| 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) | $6,158,000 | 1,289 |
| Available-for-sale securities (fair market value) | $55,506,000 | 2,120 |
| Total debt securities | $61,664,000 | 2,126 |
| Structured notes |
| Amortized cost | $1,497,000 | 2,271 |
| Fair value | $1,498,000 | 2,254 |
| 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 | $53,494,000 | 2,405 |
| U.S. Government securities | $49,861,000 | 1,865 |
| U.S. Treasury securities | $19,045,000 | 227 |
| U.S. Government agency obligations | $30,816,000 | 2,648 |
| Securities issued by states & political subdivisions | $3,633,000 | 3,811 |
| 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 | $11,691,000 | 2,962 |
| Mortgage-backed securities | $12,338,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $10,495,000 | 2,486 |
| Issued or guaranteed by U.S. | $10,495,000 | 2,481 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,843,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,843,000 | 2,477 |
| 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) | $6,427,000 | 1,268 |
| Available-for-sale securities (fair market value) | $47,067,000 | 2,391 |
| Total debt securities | $53,495,000 | 2,383 |
| Structured notes |
| Amortized cost | $1,497,000 | 2,313 |
| Fair value | $1,478,000 | 2,294 |
| 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 | $52,082,000 | 2,344 |
| U.S. Government securities | $48,449,000 | 1,813 |
| U.S. Treasury securities | $19,078,000 | 219 |
| U.S. Government agency obligations | $29,371,000 | 2,610 |
| Securities issued by states & political subdivisions | $3,633,000 | 3,820 |
| 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 | $10,795,000 | 3,048 |
| Mortgage-backed securities | $12,857,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $10,838,000 | 2,349 |
| Issued or guaranteed by U.S. | $10,838,000 | 2,343 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,019,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 2,369 |
| 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) | $8,445,000 | 1,116 |
| Available-for-sale securities (fair market value) | $43,637,000 | 2,438 |
| Total debt securities | $52,082,000 | 2,314 |
| Structured notes |
| Amortized cost | $500,000 | 2,741 |
| Fair value | $479,000 | 2,862 |
| 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 | $51,696,000 | 2,320 |
| U.S. Government securities | $48,062,000 | 1,799 |
| U.S. Treasury securities | $20,303,000 | 194 |
| U.S. Government agency obligations | $27,759,000 | 2,688 |
| Securities issued by states & political subdivisions | $3,634,000 | 3,743 |
| 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 | $13,290,000 | 2,752 |
| Mortgage-backed securities | $13,744,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $11,508,000 | 2,244 |
| Issued or guaranteed by U.S. | $11,508,000 | 2,241 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,236,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $2,236,000 | 2,262 |
| 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) | $8,512,000 | 1,139 |
| Available-for-sale securities (fair market value) | $43,184,000 | 2,420 |
| Total debt securities | $51,696,000 | 2,290 |
| Structured notes |
| Amortized cost | $6,477,000 | 918 |
| Fair value | $6,507,000 | 914 |
| 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 | $47,031,000 | 2,497 |
| U.S. Government securities | $43,397,000 | 1,995 |
| U.S. Treasury securities | $17,731,000 | 205 |
| U.S. Government agency obligations | $25,666,000 | 2,890 |
| Securities issued by states & political subdivisions | $3,634,000 | 3,678 |
| 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 | $18,594,000 | 2,273 |
| Mortgage-backed securities | $14,124,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $11,779,000 | 2,224 |
| Issued or guaranteed by U.S. | $11,779,000 | 2,218 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,345,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $2,345,000 | 2,159 |
| 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) | $7,599,000 | 1,236 |
| Available-for-sale securities (fair market value) | $39,432,000 | 2,575 |
| Total debt securities | $47,032,000 | 2,472 |
| Structured notes |
| Amortized cost | $6,477,000 | 978 |
| Fair value | $6,526,000 | 973 |
| 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 | $51,988,000 | 2,318 |
| U.S. Government securities | $48,254,000 | 1,849 |
| U.S. Treasury securities | $22,054,000 | 178 |
| U.S. Government agency obligations | $26,200,000 | 2,915 |
| Securities issued by states & political subdivisions | $3,734,000 | 3,632 |
| 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 | $17,715,000 | 2,397 |
| Mortgage-backed securities | $14,260,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $11,835,000 | 2,297 |
| Issued or guaranteed by U.S. | $11,835,000 | 2,292 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,425,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $2,425,000 | 2,075 |
| 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) | $8,734,000 | 1,169 |
| Available-for-sale securities (fair market value) | $43,254,000 | 2,412 |
| Total debt securities | $51,989,000 | 2,290 |
| Structured notes |
| Amortized cost | $6,474,000 | 785 |
| Fair value | $6,465,000 | 786 |
| 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 | $48,650,000 | 2,423 |
| U.S. Government securities | $44,915,000 | 1,915 |
| U.S. Treasury securities | $22,060,000 | 151 |
| U.S. Government agency obligations | $22,855,000 | 3,159 |
| Securities issued by states & political subdivisions | $3,735,000 | 3,653 |
| 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 | $18,324,000 | 2,355 |
| Mortgage-backed securities | $12,971,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $10,102,000 | 2,570 |
| Issued or guaranteed by U.S. | $10,102,000 | 2,563 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,869,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,869,000 | 1,955 |
| 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) | $5,855,000 | 1,438 |
| Available-for-sale securities (fair market value) | $42,795,000 | 2,422 |
| Total debt securities | $48,650,000 | 2,394 |
| Structured notes |
| Amortized cost | $5,475,000 | 737 |
| Fair value | $5,385,000 | 744 |
| 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 | $25,796,000 | 3,840 |
| U.S. Government securities | $22,061,000 | 3,282 |
| U.S. Treasury securities | $13,037,000 | 201 |
| U.S. Government agency obligations | $9,024,000 | 5,096 |
| Securities issued by states & political subdivisions | $3,735,000 | 3,653 |
| 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 | $18,437,000 | 2,362 |
| Mortgage-backed securities | $6,516,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $3,425,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,425,000 | 4,063 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,091,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $3,091,000 | 1,881 |
| 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) | $5,942,000 | 1,473 |
| Available-for-sale securities (fair market value) | $19,854,000 | 4,038 |
| Total debt securities | $25,794,000 | 3,807 |
| Structured notes |
| Amortized cost | $500,000 | 2,012 |
| Fair value | $505,000 | 2,016 |
| 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 | $34,699,000 | 3,109 |
| U.S. Government securities | $30,764,000 | 2,564 |
| U.S. Treasury securities | $20,444,000 | 148 |
| U.S. Government agency obligations | $10,320,000 | 4,844 |
| Securities issued by states & political subdivisions | $3,935,000 | 3,551 |
| 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 | $21,173,000 | 2,129 |
| Mortgage-backed securities | $6,819,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $3,539,000 | 4,097 |
| Issued or guaranteed by U.S. | $3,539,000 | 4,084 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,280,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $3,280,000 | 1,798 |
| 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) | $6,212,000 | 1,454 |
| Available-for-sale securities (fair market value) | $28,487,000 | 3,201 |
| Total debt securities | $34,699,000 | 3,077 |
| Structured notes |
| Amortized cost | $500,000 | 1,532 |
| Fair value | $502,000 | 1,551 |
| 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 | $40,316,000 | 2,770 |
| U.S. Government securities | $35,619,000 | 2,292 |
| U.S. Treasury securities | $20,592,000 | 129 |
| U.S. Government agency obligations | $15,027,000 | 4,105 |
| Securities issued by states & political subdivisions | $4,697,000 | 3,232 |
| 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 | $22,247,000 | 2,090 |
| Mortgage-backed securities | $9,523,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $5,962,000 | 3,522 |
| Issued or guaranteed by U.S. | $5,962,000 | 3,511 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,561,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $3,561,000 | 1,759 |
| 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) | $7,000,000 | 1,402 |
| Available-for-sale securities (fair market value) | $33,316,000 | 2,860 |
| Total debt securities | $40,316,000 | 2,745 |
| Structured notes |
| Amortized cost | $500,000 | 1,280 |
| Fair value | $499,000 | 1,360 |
| 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 | $53,267,000 | 2,192 |
| U.S. Government securities | $48,572,000 | 1,745 |
| U.S. Treasury securities | $34,238,000 | 79 |
| U.S. Government agency obligations | $14,334,000 | 4,267 |
| Securities issued by states & political subdivisions | $4,695,000 | 3,191 |
| 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 | $18,669,000 | 2,399 |
| Mortgage-backed securities | $9,814,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $6,099,000 | 3,460 |
| Issued or guaranteed by U.S. | $6,099,000 | 3,448 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,715,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $3,715,000 | 1,706 |
| 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) | $8,037,000 | 1,303 |
| Available-for-sale securities (fair market value) | $45,230,000 | 2,228 |
| Total debt securities | $53,267,000 | 2,162 |
| 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 | $49,104,000 | 2,293 |
| U.S. Government securities | $44,209,000 | 1,847 |
| U.S. Treasury securities | $35,648,000 | 68 |
| U.S. Government agency obligations | $8,561,000 | 5,347 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,117 |
| 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 | $11,989,000 | 3,132 |
| Mortgage-backed securities | $2,103,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $2,103,000 | 4,651 |
| Issued or guaranteed by U.S. | $2,103,000 | 4,637 |
| 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) | $7,561,000 | 1,347 |
| Available-for-sale securities (fair market value) | $41,543,000 | 2,327 |
| Total debt securities | $49,104,000 | 2,266 |
| 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 | $13,847,000 | 5,271 |
| U.S. Government securities | $8,851,000 | 5,375 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,851,000 | 5,298 |
| Securities issued by states & political subdivisions | $4,996,000 | 3,103 |
| 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 | $10,383,000 | 3,318 |
| Mortgage-backed securities | $2,418,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 4,535 |
| Issued or guaranteed by U.S. | $2,418,000 | 4,517 |
| 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) | $7,997,000 | 1,302 |
| Available-for-sale securities (fair market value) | $5,850,000 | 6,210 |
| Total debt securities | $13,846,000 | 5,216 |
| 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 | $12,264,000 | 5,549 |
| U.S. Government securities | $7,068,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,068,000 | 5,782 |
| Securities issued by states & political subdivisions | $5,196,000 | 3,076 |
| 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 | $9,599,000 | 3,443 |
| Mortgage-backed securities | $2,563,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,563,000 | 4,347 |
| 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) | $8,472,000 | 1,260 |
| Available-for-sale securities (fair market value) | $3,792,000 | 6,693 |
| Total debt securities | $12,264,000 | 5,483 |
| 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 | $13,891,000 | 5,342 |
| U.S. Government securities | $8,695,000 | 5,546 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,695,000 | 5,443 |
| Securities issued by states & political subdivisions | $5,196,000 | 3,052 |
| 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 | $10,950,000 | 3,241 |
| Mortgage-backed securities | $1,719,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,719,000 | 4,515 |
| Issued or guaranteed by U.S. | $1,719,000 | 4,497 |
| 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) | $12,078,000 | 1,086 |
| Available-for-sale securities (fair market value) | $1,813,000 | 7,161 |
| Total debt securities | $13,891,000 | 5,281 |
| Structured notes |
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $1,001,000 | 1,553 |
| 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 | $16,781,000 | 4,914 |
| U.S. Government securities | $11,799,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,799,000 | 4,898 |
| Securities issued by states & political subdivisions | $4,982,000 | 3,078 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,129,000 | 2,911 |
| Mortgage-backed securities | $1,840,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 4,292 |
| Issued or guaranteed by U.S. | $1,840,000 | 4,280 |
| 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) | $12,964,000 | 1,072 |
| Available-for-sale securities (fair market value) | $3,817,000 | 6,755 |
| Total debt securities | $16,781,000 | 4,867 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,267 |
| Fair value | $2,001,000 | 1,224 |
| 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 | $16,236,000 | 4,998 |
| U.S. Government securities | $11,901,000 | 5,000 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,901,000 | 4,892 |
| Securities issued by states & political subdivisions | $4,335,000 | 3,288 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,224,000 | 2,898 |
| Mortgage-backed securities | $1,975,000 | 4,724 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,175 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,161 |
| 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) | $12,426,000 | 1,118 |
| Available-for-sale securities (fair market value) | $3,810,000 | 6,779 |
| Total debt securities | $16,236,000 | 4,959 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,339 |
| Fair value | $1,983,000 | 1,319 |
| 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 | $21,692,000 | 4,276 |
| U.S. Government securities | $17,549,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,549,000 | 3,920 |
| Securities issued by states & political subdivisions | $3,643,000 | 3,544 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| 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 | $17,835,000 | 2,377 |
| Mortgage-backed securities | $2,113,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,113 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,096 |
| 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) | $13,344,000 | 1,090 |
| Available-for-sale securities (fair market value) | $8,348,000 | 5,807 |
| Total debt securities | $21,692,000 | 4,228 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,395 |
| Fair value | $1,988,000 | 1,376 |
| 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 | $17,058,000 | 4,989 |
| U.S. Government securities | $13,626,000 | 4,735 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,626,000 | 4,610 |
| Securities issued by states & political subdivisions | $2,932,000 | 3,845 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| 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 | $12,390,000 | 3,039 |
| Mortgage-backed securities | $2,209,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $2,209,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,209,000 | 4,055 |
| 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) | $13,714,000 | 1,096 |
| Available-for-sale securities (fair market value) | $3,344,000 | 6,921 |
| Total debt securities | $17,058,000 | 4,943 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,480 |
| Fair value | $1,981,000 | 1,482 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $25,646,000 | 3,906 |
| U.S. Government securities | $22,213,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,213,000 | 3,376 |
| Securities issued by states & political subdivisions | $2,933,000 | 3,810 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| 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 | $7,996,000 | 3,807 |
| Mortgage-backed securities | $2,343,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,988 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,967 |
| 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) | $17,334,000 | 963 |
| Available-for-sale securities (fair market value) | $8,312,000 | 5,883 |
| Total debt securities | $25,648,000 | 3,847 |
| Structured notes |
| Amortized cost | $6,999,000 | 577 |
| Fair value | $6,944,000 | 568 |
| 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 | $26,087,000 | 3,843 |
| U.S. Government securities | $23,355,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $23,355,000 | 3,250 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,172 |
| Other domestic debt securities | $500,000 | 2,349 |
| 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 | $500,000 | 1,793 |
| 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 | $20,728,000 | 2,103 |
| Mortgage-backed securities | $2,529,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $2,529,000 | 3,902 |
| Issued or guaranteed by U.S. | $2,529,000 | 3,886 |
| 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) | $17,783,000 | 964 |
| Available-for-sale securities (fair market value) | $8,304,000 | 5,894 |
| Total debt securities | $26,087,000 | 3,782 |
| Structured notes |
| Amortized cost | $6,999,000 | 613 |
| Fair value | $6,902,000 | 600 |
| 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 | $29,313,000 | 3,614 |
| U.S. Government securities | $25,554,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,554,000 | 3,069 |
| Securities issued by states & political subdivisions | $2,260,000 | 4,184 |
| Other domestic debt securities | $1,499,000 | 1,775 |
| 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 | $1,499,000 | 1,287 |
| 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 | $21,746,000 | 2,008 |
| Mortgage-backed securities | $2,710,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 3,852 |
| Issued or guaranteed by U.S. | $2,710,000 | 3,834 |
| 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) | $20,959,000 | 853 |
| Available-for-sale securities (fair market value) | $8,354,000 | 5,941 |
| Total debt securities | $29,313,000 | 3,559 |
| Structured notes |
| Amortized cost | $6,999,000 | 634 |
| Fair value | $6,922,000 | 628 |
| 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 | $31,210,000 | 3,461 |
| U.S. Government securities | $25,750,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,750,000 | 3,065 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,087 |
| Other domestic debt securities | $2,999,000 | 1,352 |
| 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 | $2,999,000 | 940 |
| 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 | $17,674,000 | 2,357 |
| Mortgage-backed securities | $2,895,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $2,895,000 | 3,789 |
| Issued or guaranteed by U.S. | $2,895,000 | 3,773 |
| 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) | $22,814,000 | 836 |
| Available-for-sale securities (fair market value) | $8,396,000 | 5,955 |
| Total debt securities | $31,210,000 | 3,403 |
| Structured notes |
| Amortized cost | $6,999,000 | 632 |
| Fair value | $6,948,000 | 622 |
| 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 | $34,494,000 | 3,164 |
| U.S. Government securities | $28,033,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $28,033,000 | 2,825 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,085 |
| Other domestic debt securities | $4,000,000 | 1,201 |
| 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 | $4,000,000 | 838 |
| 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 | $19,642,000 | 2,132 |
| Mortgage-backed securities | $2,657,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,657,000 | 3,923 |
| 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) | $26,570,000 | 754 |
| Available-for-sale securities (fair market value) | $7,924,000 | 6,061 |
| Total debt securities | $34,494,000 | 3,111 |
| Structured notes |
| Amortized cost | $5,000,000 | 843 |
| Fair value | $4,972,000 | 850 |
| 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 | $37,996,000 | 2,966 |
| U.S. Government securities | $30,834,000 | 2,747 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $30,834,000 | 2,649 |
| Securities issued by states & political subdivisions | $2,662,000 | 3,962 |
| Other domestic debt securities | $4,500,000 | 1,155 |
| 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 | $4,500,000 | 809 |
| 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 | $19,628,000 | 2,116 |
| Mortgage-backed securities | $1,924,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,394 |
| 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) | $27,536,000 | 743 |
| Available-for-sale securities (fair market value) | $10,460,000 | 5,539 |
| Total debt securities | $37,998,000 | 2,914 |
| Structured notes |
| Amortized cost | $6,990,000 | 622 |
| Fair value | $6,988,000 | 605 |
| 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 | $42,206,000 | 2,766 |
| U.S. Government securities | $34,724,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,724,000 | 2,423 |
| Securities issued by states & political subdivisions | $2,982,000 | 3,794 |
| Other domestic debt securities | $4,500,000 | 1,197 |
| 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 | $4,500,000 | 863 |
| 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 | $17,093,000 | 2,368 |
| Mortgage-backed securities | $2,143,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,143,000 | 4,338 |
| 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) | $31,575,000 | 692 |
| Available-for-sale securities (fair market value) | $10,631,000 | 5,579 |
| Total debt securities | $42,206,000 | 2,720 |
| Structured notes |
| Amortized cost | $6,999,000 | 618 |
| Fair value | $6,925,000 | 612 |
| 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 | $47,344,000 | 2,514 |
| U.S. Government securities | $39,562,000 | 2,249 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,562,000 | 2,167 |
| Securities issued by states & political subdivisions | $3,282,000 | 3,687 |
| Other domestic debt securities | $4,500,000 | 1,223 |
| 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 | $4,500,000 | 887 |
| 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 | $13,652,000 | 2,752 |
| Mortgage-backed securities | $2,360,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,360,000 | 4,271 |
| 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) | $41,601,000 | 542 |
| Available-for-sale securities (fair market value) | $5,743,000 | 6,652 |
| Total debt securities | $47,343,000 | 2,474 |
| Structured notes |
| Amortized cost | $2,998,000 | 1,228 |
| Fair value | $2,989,000 | 1,208 |
| 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 | $43,196,000 | 2,712 |
| U.S. Government securities | $34,859,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $34,859,000 | 2,405 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,689 |
| Other domestic debt securities | $5,054,000 | 1,145 |
| 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 | $5,054,000 | 845 |
| 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 | $15,166,000 | 2,511 |
| Mortgage-backed securities | $2,620,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,620,000 | 4,186 |
| 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) | $40,429,000 | 560 |
| Available-for-sale securities (fair market value) | $2,767,000 | 7,423 |
| Total debt securities | $43,196,000 | 2,656 |
| Structured notes |
| Amortized cost | $3,998,000 | 1,019 |
| Fair value | $3,993,000 | 1,010 |
| 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 | $49,729,000 | 2,460 |
| U.S. Government securities | $41,252,000 | 2,188 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $41,252,000 | 2,114 |
| Securities issued by states & political subdivisions | $3,423,000 | 3,645 |
| Other domestic debt securities | $5,054,000 | 1,187 |
| 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 | $5,054,000 | 885 |
| 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 | $15,204,000 | 2,496 |
| Mortgage-backed securities | $2,967,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $2,967,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,967,000 | 4,079 |
| 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) | $41,924,000 | 547 |
| Available-for-sale securities (fair market value) | $7,805,000 | 6,294 |
| Total debt securities | $49,727,000 | 2,409 |
| Structured notes |
| Amortized cost | $3,998,000 | 998 |
| Fair value | $3,941,000 | 984 |
| 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 | $47,996,000 | 2,539 |
| U.S. Government securities | $39,407,000 | 2,277 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $39,407,000 | 2,199 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,605 |
| Other domestic debt securities | $5,055,000 | 1,271 |
| 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 | $5,055,000 | 959 |
| 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 | $15,249,000 | 2,482 |
| Mortgage-backed securities | $3,525,000 | 4,550 |
| Certificates of participation in pools of residential mortgages | $3,525,000 | 3,916 |
| Issued or guaranteed by U.S. | $3,525,000 | 3,908 |
| 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) | $40,106,000 | 546 |
| Available-for-sale securities (fair market value) | $7,890,000 | 6,255 |
| Total debt securities | $47,996,000 | 2,480 |
| Structured notes |
| Amortized cost | $3,998,000 | 862 |
| Fair value | $4,015,000 | 859 |
| 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 | $51,634,000 | 2,431 |
| U.S. Government securities | $42,663,000 | 2,186 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $42,663,000 | 2,111 |
| Securities issued by states & political subdivisions | $3,969,000 | 3,441 |
| Other domestic debt securities | $5,002,000 | 1,284 |
| 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 | $5,002,000 | 1,041 |
| 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 | $16,232,000 | 2,315 |
| Mortgage-backed securities | $3,956,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,727 |
| 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) | $43,932,000 | 497 |
| Available-for-sale securities (fair market value) | $7,702,000 | 6,324 |
| Total debt securities | $51,634,000 | 2,373 |
| Structured notes |
| Amortized cost | $2,998,000 | 968 |
| Fair value | $2,966,000 | 983 |
| 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 | $60,085,000 | 2,100 |
| U.S. Government securities | $49,903,000 | 1,853 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $49,903,000 | 1,790 |
| Securities issued by states & political subdivisions | $4,170,000 | 3,369 |
| Other domestic debt securities | $6,012,000 | 1,216 |
| 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 | $6,012,000 | 986 |
| 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 | $16,854,000 | 2,159 |
| Mortgage-backed securities | $4,646,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $4,646,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,646,000 | 3,514 |
| 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) | $49,824,000 | 438 |
| Available-for-sale securities (fair market value) | $10,261,000 | 5,753 |
| Total debt securities | $60,084,000 | 2,039 |
| Structured notes |
| Amortized cost | $1,998,000 | 1,097 |
| Fair value | $1,968,000 | 1,084 |
| 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 | $55,073,000 | 2,203 |
| U.S. Government securities | $44,804,000 | 1,971 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $44,804,000 | 1,903 |
| Securities issued by states & political subdivisions | $4,255,000 | 3,305 |
| Other domestic debt securities | $6,014,000 | 1,244 |
| 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 | $6,014,000 | 993 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,929,000 | 2,171 |
| Mortgage-backed securities | $6,352,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $6,352,000 | 3,076 |
| Issued or guaranteed by U.S. | $6,352,000 | 3,064 |
| 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) | $44,703,000 | 468 |
| Available-for-sale securities (fair market value) | $10,370,000 | 5,651 |
| Total debt securities | $55,073,000 | 2,134 |
| 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 | $68,535,000 | 1,786 |
| U.S. Government securities | $57,091,000 | 1,560 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $57,091,000 | 1,502 |
| Securities issued by states & political subdivisions | $5,428,000 | 2,800 |
| Other domestic debt securities | $6,016,000 | 1,262 |
| 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 | $6,016,000 | 1,018 |
| 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 | $21,113,000 | 1,775 |
| Mortgage-backed securities | $8,154,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $8,154,000 | 2,672 |
| Issued or guaranteed by U.S. | $8,154,000 | 2,657 |
| 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) | $55,685,000 | 383 |
| Available-for-sale securities (fair market value) | $12,850,000 | 5,161 |
| Total debt securities | $68,535,000 | 1,729 |
| 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 | $76,662,000 | 1,604 |
| U.S. Government securities | $65,017,000 | 1,372 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $65,017,000 | 1,314 |
| Securities issued by states & political subdivisions | $5,628,000 | 2,729 |
| Other domestic debt securities | $6,017,000 | 1,262 |
| 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 | $6,017,000 | 1,030 |
| 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 | $21,188,000 | 1,756 |
| Mortgage-backed securities | $9,557,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $9,557,000 | 2,402 |
| Issued or guaranteed by U.S. | $9,557,000 | 2,385 |
| 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) | $63,789,000 | 326 |
| Available-for-sale securities (fair market value) | $12,873,000 | 5,101 |
| Total debt securities | $76,662,000 | 1,551 |
| Structured notes |
| Amortized cost | $4,986,000 | 214 |
| Fair value | $5,000,000 | 212 |
| 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 | $91,842,000 | 1,239 |
| U.S. Government securities | $78,815,000 | 1,026 |
| U.S. Treasury securities | $250,000 | 2,876 |
| U.S. Government agency obligations | $78,565,000 | 972 |
| Securities issued by states & political subdivisions | $7,003,000 | 2,299 |
| Other domestic debt securities | $6,024,000 | 1,268 |
| 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 | $6,024,000 | 1,012 |
| 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 | $20,829,000 | 1,664 |
| Mortgage-backed securities | $12,590,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $12,590,000 | 1,806 |
| Issued or guaranteed by U.S. | $12,590,000 | 1,795 |
| 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) | $60,819,000 | 338 |
| Available-for-sale securities (fair market value) | $31,023,000 | 2,726 |
| Total debt securities | $91,841,000 | 1,200 |
| Structured notes |
| Amortized cost | $2,000,000 | 188 |
| Fair value | $1,978,000 | 208 |
| 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 | $87,479,000 | 1,283 |
| U.S. Government securities | $78,793,000 | 1,054 |
| U.S. Treasury securities | $252,000 | 3,779 |
| U.S. Government agency obligations | $78,541,000 | 975 |
| Securities issued by states & political subdivisions | $7,815,000 | 2,031 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $871,000 | 2,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,304,000 | 1,275 |
| Mortgage-backed securities | $5,163,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $5,163,000 | 2,579 |
| Issued or guaranteed by U.S. | $5,163,000 | 2,560 |
| 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) | $86,608,000 | 298 |
| Available-for-sale securities (fair market value) | $871,000 | 8,578 |
| Total debt securities | $86,608,000 | 1,238 |
| 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 | $90,610,000 | 1,259 |
| U.S. Government securities | $81,014,000 | 1,060 |
| U.S. Treasury securities | $754,000 | 4,041 |
| U.S. Government agency obligations | $80,260,000 | 972 |
| Securities issued by states & political subdivisions | $8,785,000 | 1,896 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $811,000 | 2,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,849,000 | 2,125 |
| Mortgage-backed securities | $5,947,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $5,947,000 | 2,545 |
| Issued or guaranteed by U.S. | $5,947,000 | 2,533 |
| 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) | $89,298,000 | 312 |
| Available-for-sale securities (fair market value) | $1,312,000 | 8,652 |
| Total debt securities | $89,799,000 | 1,220 |
| 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 | $93,445,000 | 1,247 |
| U.S. Government securities | $81,589,000 | 1,081 |
| U.S. Treasury securities | $2,773,000 | 3,298 |
| U.S. Government agency obligations | $78,816,000 | 973 |
| Securities issued by states & political subdivisions | $10,147,000 | 1,665 |
| Other domestic debt securities | $980,000 | 2,271 |
| 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 | $980,000 | 1,880 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $729,000 | 2,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,391,000 | 2,115 |
| Mortgage-backed securities | $7,425,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $7,425,000 | 2,391 |
| Issued or guaranteed by U.S. | $7,425,000 | 2,375 |
| 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) | $90,698,000 | 309 |
| Available-for-sale securities (fair market value) | $2,747,000 | 8,197 |
| Total debt securities | $92,716,000 | 1,208 |
| Structured notes |
| Amortized cost | $250,000 | 1,336 |
| Fair value | $249,000 | 1,385 |
| 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 | $73,832,000 | 1,562 |
| U.S. Government securities | $63,155,000 | 1,438 |
| U.S. Treasury securities | $3,270,000 | 4,098 |
| U.S. Government agency obligations | $59,885,000 | 1,211 |
| Securities issued by states & political subdivisions | $8,894,000 | 1,651 |
| Other domestic debt securities | $905,000 | 1,922 |
| 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 | $905,000 | 1,542 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $878,000 | 2,542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,083,000 | 1,944 |
| Mortgage-backed securities | $5,282,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $5,282,000 | 2,833 |
| Issued or guaranteed by U.S. | $5,282,000 | 2,820 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,942,000 | 505 |
| Available-for-sale securities (fair market value) | $3,890,000 | 7,968 |
| Total debt securities | $72,954,000 | 1,511 |
| Structured notes |
| Amortized cost | $1,750,000 | 841 |
| Fair value | $1,744,000 | 843 |
| 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 | $62,907,000 | 1,933 |
| U.S. Government securities | $52,642,000 | 1,850 |
| U.S. Treasury securities | $5,759,000 | 3,445 |
| U.S. Government agency obligations | $46,883,000 | 1,555 |
| Securities issued by states & political subdivisions | $8,599,000 | 1,699 |
| Other domestic debt securities | $836,000 | 2,236 |
| 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 | $836,000 | 1,700 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $830,000 | 2,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,602,000 | 1,899 |
| Mortgage-backed securities | $4,839,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $4,839,000 | 3,264 |
| Issued or guaranteed by U.S. | $4,839,000 | 3,244 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,819,000 | 687 |
| Available-for-sale securities (fair market value) | $5,088,000 | 7,730 |
| Total debt securities | $62,077,000 | 1,893 |
| Structured notes |
| Amortized cost | $2,750,000 | 789 |
| Fair value | $2,726,000 | 789 |
| 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 | $63,702,000 | 1,957 |
| U.S. Government securities | $53,228,000 | 1,889 |
| U.S. Treasury securities | $12,058,000 | 2,273 |
| U.S. Government agency obligations | $41,170,000 | 1,713 |
| Securities issued by states & political subdivisions | $8,918,000 | 1,653 |
| Other domestic debt securities | $772,000 | 2,755 |
| 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 | $772,000 | 2,144 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $784,000 | 2,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,558,000 | 1,809 |
| Mortgage-backed securities | $6,161,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $5,759,000 | 3,050 |
| Issued or guaranteed by U.S. | $5,759,000 | 3,026 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $402,000 | 5,086 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 4,887 |
| 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) | $51,595,000 | 805 |
| Available-for-sale securities (fair market value) | $12,107,000 | 5,537 |
| Total debt securities | $62,918,000 | 1,921 |
| Structured notes |
| Amortized cost | $3,500,000 | 1,026 |
| Fair value | $3,459,000 | 1,031 |
| 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 | $39,311,000 | 3,334 |
| U.S. Government securities | $29,744,000 | 3,499 |
| U.S. Treasury securities | $14,850,000 | 2,374 |
| U.S. Government agency obligations | $14,894,000 | 4,024 |
| Securities issued by states & political subdivisions | $7,991,000 | 1,930 |
| Other domestic debt securities | $855,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,988 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $713,000 | 2,537 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $721,000 | 2,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,607,000 | 2,403 |
| Mortgage-backed securities | $5,738,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $5,085,000 | 3,370 |
| Issued or guaranteed by U.S. | $5,085,000 | 3,349 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $653,000 | 5,009 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 4,964 |
| Privately issued | $142,000 | 1,686 |
| 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) | $23,257,000 | 3,048 |
| Available-for-sale securities (fair market value) | $16,054,000 | 3,371 |
| Total debt securities | $38,590,000 | 3,328 |
| 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 | $45,251,000 | 3,077 |
| U.S. Government securities | $38,705,000 | 2,821 |
| U.S. Treasury securities | $19,394,000 | 1,913 |
| U.S. Government agency obligations | $19,311,000 | 3,402 |
| Securities issued by states & political subdivisions | $4,972,000 | 3,021 |
| Other domestic debt securities | $851,000 | 3,565 |
| Privately issued residential mortgage-backed securities | $192,000 | 2,375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $659,000 | 2,971 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $723,000 | 2,519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,315,000 | 2,020 |
| Mortgage-backed securities | $7,456,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $6,588,000 | 3,217 |
| Issued or guaranteed by U.S. | $6,396,000 | 3,246 |
| Privately issued | $192,000 | 532 |
| Collaterized mortgage obligations | $868,000 | 5,174 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 4,954 |
| 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 | $44,528,000 | 3,048 |
| 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 | $46,935,000 | 2,906 |
| U.S. Government securities | $39,545,000 | 2,717 |
| U.S. Treasury securities | $16,014,000 | 2,333 |
| U.S. Government agency obligations | $23,531,000 | 2,819 |
| Securities issued by states & political subdivisions | $5,693,000 | 2,457 |
| Other domestic debt securities | $862,000 | 4,331 |
| Privately issued residential mortgage-backed securities | $254,000 | 2,903 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $608,000 | 3,551 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $835,000 | 2,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,546,000 | 2,212 |
| Mortgage-backed securities | $11,032,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $11,032,000 | 2,347 |
| Issued or guaranteed by U.S. | $10,778,000 | 2,353 |
| Privately issued | $254,000 | 581 |
| 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 | $46,000,000 | 2,891 |
| 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 |
