| 2023-12-31 | Rank |
| Total securities | $73,030,000 | 2,108 |
| U.S. Government securities | $68,944,000 | 1,527 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $68,944,000 | 1,297 |
| Securities issued by states & political subdivisions | $194,000 | 3,731 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,937,000 | 1,398 |
| Mortgage-backed securities | $31,137,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $166,000 | 3,502 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,971,000 | 545 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $69,138,000 | 1,955 |
| Total debt securities | $69,138,000 | 2,156 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $71,395,000 | 2,101 |
| U.S. Government securities | $67,511,000 | 1,537 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $67,511,000 | 1,307 |
| Securities issued by states & political subdivisions | $191,000 | 3,775 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,687,000 | 1,432 |
| Mortgage-backed securities | $30,292,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $166,000 | 3,522 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,126,000 | 542 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $67,702,000 | 1,941 |
| Total debt securities | $67,702,000 | 2,147 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $73,815,000 | 2,118 |
| U.S. Government securities | $69,834,000 | 1,545 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $69,834,000 | 1,307 |
| Securities issued by states & political subdivisions | $190,000 | 3,811 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,541,000 | 1,404 |
| Mortgage-backed securities | $32,496,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $180,000 | 3,528 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,316,000 | 528 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $70,024,000 | 1,968 |
| Total debt securities | $70,024,000 | 2,178 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $75,852,000 | 2,164 |
| U.S. Government securities | $71,888,000 | 1,577 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $71,888,000 | 1,290 |
| Securities issued by states & political subdivisions | $190,000 | 3,862 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $47,830,000 | 1,394 |
| Mortgage-backed securities | $34,276,000 | 1,642 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $190,000 | 3,567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,086,000 | 537 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $72,078,000 | 2,001 |
| Total debt securities | $72,078,000 | 2,216 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $76,003,000 | 2,179 |
| U.S. Government securities | $72,066,000 | 1,581 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $72,066,000 | 1,288 |
| Securities issued by states & political subdivisions | $189,000 | 3,900 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $37,035,000 | 1,539 |
| Mortgage-backed securities | $34,574,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $196,000 | 3,600 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,378,000 | 542 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $72,255,000 | 2,022 |
| Total debt securities | $72,255,000 | 2,245 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $67,182,000 | 2,370 |
| U.S. Government securities | $63,061,000 | 1,756 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $63,061,000 | 1,421 |
| Securities issued by states & political subdivisions | $387,000 | 3,878 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $26,188,000 | 1,814 |
| Mortgage-backed securities | $35,478,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $202,000 | 3,619 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,276,000 | 535 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $63,448,000 | 2,222 |
| Total debt securities | $63,448,000 | 2,445 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $72,329,000 | 2,295 |
| U.S. Government securities | $67,878,000 | 1,682 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $67,878,000 | 1,377 |
| Securities issued by states & political subdivisions | $649,000 | 3,848 |
| 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 | $29,437,000 | 1,684 |
| Mortgage-backed securities | $39,212,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $234,000 | 3,704 |
| Issued or guaranteed by U.S. | $234,000 | 3,627 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $38,978,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $38,978,000 | 506 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $68,527,000 | 2,170 |
| Total debt securities | $68,527,000 | 2,350 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $71,300,000 | 2,285 |
| U.S. Government securities | $66,697,000 | 1,656 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $66,697,000 | 1,411 |
| Securities issued by states & political subdivisions | $652,000 | 3,860 |
| 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 | $26,757,000 | 1,738 |
| Mortgage-backed securities | $44,170,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $264,000 | 3,707 |
| Issued or guaranteed by U.S. | $264,000 | 3,638 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $43,906,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $43,906,000 | 469 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $67,349,000 | 2,192 |
| Total debt securities | $67,349,000 | 2,350 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $49,770,000 | 2,691 |
| U.S. Government securities | $44,998,000 | 1,996 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $44,998,000 | 1,786 |
| Securities issued by states & political subdivisions | $663,000 | 3,891 |
| 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 | $29,336,000 | 1,631 |
| Mortgage-backed securities | $40,655,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $308,000 | 3,706 |
| Issued or guaranteed by U.S. | $308,000 | 3,625 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $40,347,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $40,347,000 | 487 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $45,661,000 | 2,640 |
| Total debt securities | $45,661,000 | 2,795 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $54,775,000 | 2,506 |
| U.S. Government securities | $50,019,000 | 1,800 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $50,019,000 | 1,642 |
| Securities issued by states & political subdivisions | $668,000 | 3,938 |
| 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 | $28,062,000 | 1,643 |
| Mortgage-backed securities | $45,367,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $349,000 | 3,738 |
| Issued or guaranteed by U.S. | $349,000 | 3,661 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $45,018,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $45,018,000 | 447 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $50,687,000 | 2,446 |
| Total debt securities | $50,687,000 | 2,581 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $59,249,000 | 2,329 |
| U.S. Government securities | $54,315,000 | 1,634 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,315,000 | 1,493 |
| Securities issued by states & political subdivisions | $854,000 | 3,909 |
| 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 | $32,209,000 | 1,484 |
| Mortgage-backed securities | $49,110,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $395,000 | 3,737 |
| Issued or guaranteed by U.S. | $395,000 | 3,652 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $48,715,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $48,715,000 | 411 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $55,169,000 | 2,288 |
| Total debt securities | $55,169,000 | 2,424 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $56,134,000 | 2,266 |
| U.S. Government securities | $51,218,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $51,218,000 | 1,485 |
| Securities issued by states & political subdivisions | $858,000 | 3,913 |
| 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 | $32,873,000 | 1,431 |
| Mortgage-backed securities | $45,949,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $445,000 | 3,719 |
| Issued or guaranteed by U.S. | $445,000 | 3,637 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $45,504,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $45,504,000 | 412 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $52,076,000 | 2,233 |
| Total debt securities | $52,076,000 | 2,365 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $48,981,000 | 2,365 |
| U.S. Government securities | $44,935,000 | 1,621 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $44,935,000 | 1,537 |
| Securities issued by states & political subdivisions | $1,008,000 | 3,883 |
| 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 | $33,086,000 | 1,417 |
| Mortgage-backed securities | $39,152,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $504,000 | 3,686 |
| Issued or guaranteed by U.S. | $504,000 | 3,608 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $38,648,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $38,648,000 | 448 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $45,943,000 | 2,291 |
| Total debt securities | $45,943,000 | 2,424 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $45,628,000 | 2,359 |
| U.S. Government securities | $41,606,000 | 1,642 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $41,606,000 | 1,566 |
| Securities issued by states & political subdivisions | $1,010,000 | 3,853 |
| 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 | $33,792,000 | 1,371 |
| Mortgage-backed securities | $35,562,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $565,000 | 3,662 |
| Issued or guaranteed by U.S. | $565,000 | 3,579 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $34,997,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $34,997,000 | 482 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $42,616,000 | 2,303 |
| Total debt securities | $42,616,000 | 2,446 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $46,332,000 | 2,278 |
| U.S. Government securities | $42,260,000 | 1,611 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $42,260,000 | 1,528 |
| Securities issued by states & political subdivisions | $1,091,000 | 3,830 |
| 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 | $33,296,000 | 1,399 |
| Mortgage-backed securities | $35,993,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $627,000 | 3,643 |
| Issued or guaranteed by U.S. | $627,000 | 3,559 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $35,366,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $35,366,000 | 497 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $43,351,000 | 2,213 |
| Total debt securities | $43,351,000 | 2,358 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $49,700,000 | 2,113 |
| U.S. Government securities | $45,722,000 | 1,531 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $45,722,000 | 1,450 |
| Securities issued by states & political subdivisions | $1,081,000 | 3,813 |
| 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 | $35,897,000 | 1,257 |
| Mortgage-backed securities | $39,473,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $682,000 | 3,643 |
| Issued or guaranteed by U.S. | $682,000 | 3,547 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $38,791,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $38,791,000 | 475 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $46,803,000 | 2,051 |
| Total debt securities | $46,803,000 | 2,175 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $52,285,000 | 2,031 |
| U.S. Government securities | $47,900,000 | 1,514 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $47,900,000 | 1,426 |
| Securities issued by states & political subdivisions | $1,366,000 | 3,746 |
| 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 | $41,393,000 | 1,117 |
| Mortgage-backed securities | $40,975,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $717,000 | 3,639 |
| Issued or guaranteed by U.S. | $717,000 | 3,553 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $40,258,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $40,258,000 | 463 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $49,266,000 | 1,974 |
| Total debt securities | $49,266,000 | 2,101 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $55,813,000 | 1,932 |
| U.S. Government securities | $51,481,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $51,481,000 | 1,336 |
| Securities issued by states & political subdivisions | $1,368,000 | 3,789 |
| 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 | $2,964,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,305,000 | 1,063 |
| Mortgage-backed securities | $44,009,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $776,000 | 3,642 |
| Issued or guaranteed by U.S. | $776,000 | 3,552 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $43,233,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $43,233,000 | 429 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $55,813,000 | 1,790 |
| Total debt securities | $52,849,000 | 1,999 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $59,438,000 | 1,858 |
| U.S. Government securities | $54,814,000 | 1,371 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $54,814,000 | 1,289 |
| Securities issued by states & political subdivisions | $1,670,000 | 3,754 |
| 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 | $2,954,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,305,000 | 1,028 |
| Mortgage-backed securities | $46,678,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $836,000 | 3,625 |
| Issued or guaranteed by U.S. | $836,000 | 3,547 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $45,842,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $45,842,000 | 400 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $59,438,000 | 1,730 |
| Total debt securities | $56,484,000 | 1,918 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $61,217,000 | 1,849 |
| U.S. Government securities | $56,626,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $56,626,000 | 1,262 |
| Securities issued by states & political subdivisions | $1,666,000 | 3,820 |
| 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 | $2,925,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,363,000 | 1,047 |
| Mortgage-backed securities | $48,265,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $895,000 | 3,632 |
| Issued or guaranteed by U.S. | $895,000 | 3,548 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $47,370,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $47,370,000 | 385 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $61,217,000 | 1,713 |
| Total debt securities | $58,292,000 | 1,904 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $62,966,000 | 1,840 |
| U.S. Government securities | $58,144,000 | 1,318 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $58,144,000 | 1,252 |
| Securities issued by states & political subdivisions | $1,922,000 | 3,791 |
| 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 | $2,900,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,606,000 | 1,070 |
| Mortgage-backed securities | $49,438,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $945,000 | 3,628 |
| Issued or guaranteed by U.S. | $945,000 | 3,555 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $48,493,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $48,493,000 | 382 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $62,966,000 | 1,698 |
| Total debt securities | $60,066,000 | 1,883 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $64,598,000 | 1,810 |
| U.S. Government securities | $59,754,000 | 1,297 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $59,754,000 | 1,220 |
| Securities issued by states & political subdivisions | $1,919,000 | 3,840 |
| 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 | $2,925,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,717,000 | 1,105 |
| Mortgage-backed securities | $50,559,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $991,000 | 3,656 |
| Issued or guaranteed by U.S. | $991,000 | 3,627 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $49,568,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $49,568,000 | 371 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $64,598,000 | 1,669 |
| Total debt securities | $61,673,000 | 1,865 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $69,029,000 | 1,753 |
| U.S. Government securities | $63,789,000 | 1,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $63,789,000 | 1,178 |
| Securities issued by states & political subdivisions | $2,324,000 | 3,801 |
| 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 | $2,916,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,240,000 | 1,032 |
| Mortgage-backed securities | $53,481,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $1,069,000 | 3,682 |
| Issued or guaranteed by U.S. | $1,069,000 | 3,506 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $52,412,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $52,412,000 | 359 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $69,029,000 | 1,610 |
| Total debt securities | $66,113,000 | 1,795 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $71,787,000 | 1,717 |
| U.S. Government securities | $66,536,000 | 1,226 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $66,536,000 | 1,173 |
| Securities issued by states & political subdivisions | $2,348,000 | 3,839 |
| 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 | $2,903,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,587,000 | 1,055 |
| Mortgage-backed securities | $55,849,000 | 987 |
| Certificates of participation in pools of residential mortgages | $1,149,000 | 3,705 |
| Issued or guaranteed by U.S. | $1,149,000 | 3,698 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $54,700,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $54,700,000 | 354 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $71,787,000 | 1,576 |
| Total debt securities | $68,884,000 | 1,748 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $74,210,000 | 1,704 |
| U.S. Government securities | $68,687,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $68,687,000 | 1,143 |
| Securities issued by states & political subdivisions | $2,629,000 | 3,841 |
| 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 | $2,894,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,176,000 | 1,060 |
| Mortgage-backed securities | $56,795,000 | 981 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 3,720 |
| Issued or guaranteed by U.S. | $1,245,000 | 3,714 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $55,550,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $55,550,000 | 349 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $74,210,000 | 1,570 |
| Total debt securities | $71,316,000 | 1,740 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $78,135,000 | 1,652 |
| U.S. Government securities | $72,566,000 | 1,155 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $72,566,000 | 1,110 |
| Securities issued by states & political subdivisions | $2,666,000 | 3,877 |
| 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 | $2,903,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,317,000 | 1,090 |
| Mortgage-backed securities | $60,231,000 | 950 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 3,747 |
| Issued or guaranteed by U.S. | $1,338,000 | 3,741 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $58,893,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $58,893,000 | 336 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $78,135,000 | 1,514 |
| Total debt securities | $75,232,000 | 1,676 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $81,836,000 | 1,627 |
| U.S. Government securities | $76,065,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $76,065,000 | 1,098 |
| Securities issued by states & political subdivisions | $2,871,000 | 3,865 |
| 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 | $2,900,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,545,000 | 1,097 |
| Mortgage-backed securities | $63,108,000 | 931 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 3,748 |
| Issued or guaranteed by U.S. | $1,451,000 | 3,742 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,657,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $61,657,000 | 333 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $81,836,000 | 1,478 |
| Total debt securities | $78,936,000 | 1,655 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $83,695,000 | 1,611 |
| U.S. Government securities | $78,597,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $78,597,000 | 1,078 |
| Securities issued by states & political subdivisions | $2,233,000 | 4,059 |
| 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 | $2,865,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,075,000 | 1,046 |
| Mortgage-backed securities | $65,419,000 | 913 |
| Certificates of participation in pools of residential mortgages | $1,536,000 | 3,788 |
| Issued or guaranteed by U.S. | $1,536,000 | 3,784 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $63,883,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $63,883,000 | 329 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $83,695,000 | 1,457 |
| Total debt securities | $80,830,000 | 1,630 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $80,160,000 | 1,663 |
| U.S. Government securities | $74,810,000 | 1,153 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $74,810,000 | 1,105 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,033 |
| 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 | $2,872,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,338,000 | 1,008 |
| Mortgage-backed securities | $61,142,000 | 957 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 3,786 |
| Issued or guaranteed by U.S. | $1,633,000 | 3,779 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $59,509,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $59,509,000 | 343 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $80,160,000 | 1,503 |
| Total debt securities | $77,288,000 | 1,689 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $67,210,000 | 1,907 |
| U.S. Government securities | $61,917,000 | 1,341 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $61,917,000 | 1,284 |
| Securities issued by states & political subdivisions | $2,352,000 | 4,074 |
| 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 | $2,941,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,073,000 | 1,032 |
| Mortgage-backed securities | $49,606,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 3,771 |
| Issued or guaranteed by U.S. | $1,787,000 | 3,768 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,819,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $47,819,000 | 403 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $67,210,000 | 1,746 |
| Total debt securities | $64,269,000 | 1,950 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $72,285,000 | 1,832 |
| U.S. Government securities | $67,407,000 | 1,277 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $67,407,000 | 1,219 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,195 |
| 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 | $2,928,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,835,000 | 1,003 |
| Mortgage-backed securities | $54,600,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $3,798,000 | 3,271 |
| Issued or guaranteed by U.S. | $3,798,000 | 3,267 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $50,802,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $50,802,000 | 407 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $72,285,000 | 1,649 |
| Total debt securities | $69,357,000 | 1,874 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $68,387,000 | 1,946 |
| U.S. Government securities | $63,525,000 | 1,371 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $63,525,000 | 1,306 |
| Securities issued by states & political subdivisions | $1,934,000 | 4,227 |
| 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 | $2,928,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,212,000 | 986 |
| Mortgage-backed securities | $50,563,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $3,988,000 | 3,257 |
| Issued or guaranteed by U.S. | $3,988,000 | 3,256 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,575,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $46,575,000 | 435 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $68,387,000 | 1,757 |
| Total debt securities | $65,459,000 | 1,990 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $79,029,000 | 1,731 |
| U.S. Government securities | $73,946,000 | 1,232 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $73,946,000 | 1,165 |
| Securities issued by states & political subdivisions | $2,158,000 | 4,213 |
| 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 | $2,925,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,914,000 | 979 |
| Mortgage-backed securities | $59,474,000 | 992 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,181,000 | 3,215 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $55,293,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $55,293,000 | 380 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $79,029,000 | 1,559 |
| Total debt securities | $76,104,000 | 1,767 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $77,763,000 | 1,760 |
| U.S. Government securities | $72,656,000 | 1,245 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $72,656,000 | 1,179 |
| Securities issued by states & political subdivisions | $2,182,000 | 4,260 |
| 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 | $2,925,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,089,000 | 984 |
| Mortgage-backed securities | $57,981,000 | 998 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,195 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,192 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $53,548,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $53,548,000 | 398 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $77,763,000 | 1,584 |
| Total debt securities | $74,838,000 | 1,793 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $81,218,000 | 1,734 |
| U.S. Government securities | $76,056,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $76,056,000 | 1,179 |
| Securities issued by states & political subdivisions | $2,246,000 | 4,256 |
| 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 | $2,916,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,934,000 | 1,001 |
| Mortgage-backed securities | $60,679,000 | 988 |
| Certificates of participation in pools of residential mortgages | $4,681,000 | 3,214 |
| Issued or guaranteed by U.S. | $4,681,000 | 3,212 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,998,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $55,998,000 | 394 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $81,218,000 | 1,556 |
| Total debt securities | $78,302,000 | 1,764 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $85,775,000 | 1,657 |
| U.S. Government securities | $80,580,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $80,580,000 | 1,135 |
| Securities issued by states & political subdivisions | $2,273,000 | 4,264 |
| 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 | $2,922,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,454,000 | 1,210 |
| Mortgage-backed securities | $67,121,000 | 908 |
| Certificates of participation in pools of residential mortgages | $7,487,000 | 2,811 |
| Issued or guaranteed by U.S. | $7,487,000 | 2,810 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $59,634,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $59,634,000 | 380 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $85,775,000 | 1,483 |
| Total debt securities | $82,853,000 | 1,688 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $87,226,000 | 1,645 |
| U.S. Government securities | $81,845,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $81,845,000 | 1,117 |
| Securities issued by states & political subdivisions | $2,468,000 | 4,271 |
| 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 | $2,913,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,722,000 | 1,200 |
| Mortgage-backed securities | $68,019,000 | 921 |
| Certificates of participation in pools of residential mortgages | $7,684,000 | 2,826 |
| Issued or guaranteed by U.S. | $7,684,000 | 2,825 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,335,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $60,335,000 | 383 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $87,226,000 | 1,458 |
| Total debt securities | $84,313,000 | 1,680 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $87,577,000 | 1,679 |
| U.S. Government securities | $79,814,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $79,814,000 | 1,157 |
| Securities issued by states & political subdivisions | $4,844,000 | 3,728 |
| 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 | $2,919,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,916,000 | 1,483 |
| Mortgage-backed securities | $61,101,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $12,538,000 | 2,309 |
| Issued or guaranteed by U.S. | $12,538,000 | 2,307 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $48,563,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $48,563,000 | 468 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $87,577,000 | 1,488 |
| Total debt securities | $84,658,000 | 1,711 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $90,693,000 | 1,631 |
| U.S. Government securities | $82,825,000 | 1,216 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $82,825,000 | 1,160 |
| Securities issued by states & political subdivisions | $4,952,000 | 3,733 |
| 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 | $2,916,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,026,000 | 1,407 |
| Mortgage-backed securities | $63,613,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $13,060,000 | 2,291 |
| Issued or guaranteed by U.S. | $13,060,000 | 2,290 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $50,553,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $50,553,000 | 451 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $90,693,000 | 1,455 |
| Total debt securities | $87,777,000 | 1,658 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $90,948,000 | 1,642 |
| U.S. Government securities | $83,077,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $83,077,000 | 1,160 |
| Securities issued by states & political subdivisions | $4,975,000 | 3,764 |
| 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 | $2,896,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,993,000 | 1,539 |
| Mortgage-backed securities | $63,077,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $13,374,000 | 2,288 |
| Issued or guaranteed by U.S. | $13,374,000 | 2,287 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $49,703,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $49,703,000 | 453 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $90,948,000 | 1,460 |
| Total debt securities | $88,052,000 | 1,662 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $85,452,000 | 1,724 |
| U.S. Government securities | $77,310,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $77,310,000 | 1,222 |
| Securities issued by states & political subdivisions | $5,265,000 | 3,724 |
| 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 | $2,877,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,938,000 | 1,490 |
| Mortgage-backed securities | $41,850,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $13,728,000 | 2,247 |
| Issued or guaranteed by U.S. | $13,728,000 | 2,247 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $28,122,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $28,122,000 | 691 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $85,452,000 | 1,538 |
| Total debt securities | $82,575,000 | 1,758 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $85,357,000 | 1,763 |
| U.S. Government securities | $75,664,000 | 1,321 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $75,664,000 | 1,277 |
| Securities issued by states & political subdivisions | $6,803,000 | 3,426 |
| 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 | $2,890,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,808,000 | 1,513 |
| Mortgage-backed securities | $39,368,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $14,265,000 | 2,219 |
| Issued or guaranteed by U.S. | $14,265,000 | 2,217 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $25,103,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $25,103,000 | 754 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $85,357,000 | 1,573 |
| Total debt securities | $82,467,000 | 1,794 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $88,835,000 | 1,680 |
| U.S. Government securities | $78,972,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $78,972,000 | 1,230 |
| Securities issued by states & political subdivisions | $6,960,000 | 3,398 |
| 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 | $2,903,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,931,000 | 1,591 |
| Mortgage-backed securities | $42,177,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $8,610,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,610,000 | 2,818 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,567,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $33,567,000 | 622 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $88,835,000 | 1,510 |
| Total debt securities | $85,932,000 | 1,706 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $83,625,000 | 1,792 |
| U.S. Government securities | $73,762,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $73,762,000 | 1,331 |
| Securities issued by states & political subdivisions | $6,909,000 | 3,391 |
| 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 | $2,954,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,317,000 | 1,500 |
| Mortgage-backed securities | $51,302,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $9,416,000 | 2,737 |
| Issued or guaranteed by U.S. | $9,416,000 | 2,736 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $41,886,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $41,886,000 | 533 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $83,625,000 | 1,631 |
| Total debt securities | $80,671,000 | 1,810 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $90,210,000 | 1,631 |
| U.S. Government securities | $80,082,000 | 1,251 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $80,082,000 | 1,207 |
| Securities issued by states & political subdivisions | $7,171,000 | 3,300 |
| 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 | $2,957,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,078,000 | 1,709 |
| Mortgage-backed securities | $57,185,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $9,987,000 | 2,661 |
| Issued or guaranteed by U.S. | $9,987,000 | 2,658 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $47,198,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $47,198,000 | 499 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $90,210,000 | 1,485 |
| Total debt securities | $87,253,000 | 1,659 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $71,414,000 | 2,007 |
| U.S. Government securities | $61,173,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $61,173,000 | 1,571 |
| Securities issued by states & political subdivisions | $7,281,000 | 3,264 |
| 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 | $2,960,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,710,000 | 1,460 |
| Mortgage-backed securities | $61,168,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $5,903,000 | 3,489 |
| Issued or guaranteed by U.S. | $5,903,000 | 3,489 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $55,265,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $55,265,000 | 472 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $71,414,000 | 1,822 |
| Total debt securities | $68,454,000 | 2,063 |
| 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 | $80,039,000 | 1,819 |
| U.S. Government securities | $69,680,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $69,680,000 | 1,442 |
| Securities issued by states & political subdivisions | $7,405,000 | 3,184 |
| 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 | $2,954,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,512,000 | 1,341 |
| Mortgage-backed securities | $69,675,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $6,487,000 | 3,391 |
| Issued or guaranteed by U.S. | $6,487,000 | 3,390 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $63,188,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $63,188,000 | 439 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $80,039,000 | 1,663 |
| Total debt securities | $77,085,000 | 1,863 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $90,006,000 | 1,631 |
| U.S. Government securities | $79,640,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $79,640,000 | 1,296 |
| Securities issued by states & political subdivisions | $7,418,000 | 3,090 |
| 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 | $2,948,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,301,000 | 1,334 |
| Mortgage-backed securities | $79,634,000 | 933 |
| Certificates of participation in pools of residential mortgages | $7,021,000 | 3,292 |
| Issued or guaranteed by U.S. | $7,021,000 | 3,290 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $72,613,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $72,613,000 | 412 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $90,006,000 | 1,481 |
| Total debt securities | $87,058,000 | 1,670 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $91,927,000 | 1,556 |
| U.S. Government securities | $81,309,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $81,309,000 | 1,215 |
| Securities issued by states & political subdivisions | $7,683,000 | 3,008 |
| 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 | $2,935,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,514,000 | 1,320 |
| Mortgage-backed securities | $81,303,000 | 875 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,260 |
| Issued or guaranteed by U.S. | $260,000 | 5,246 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $81,043,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $81,043,000 | 364 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $91,927,000 | 1,405 |
| Total debt securities | $88,992,000 | 1,577 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $94,422,000 | 1,496 |
| U.S. Government securities | $83,708,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $83,708,000 | 1,143 |
| Securities issued by states & political subdivisions | $7,782,000 | 2,931 |
| 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 | $2,932,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,133,000 | 982 |
| Mortgage-backed securities | $83,702,000 | 844 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,257 |
| Issued or guaranteed by U.S. | $272,000 | 5,242 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $83,430,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $83,430,000 | 356 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $94,422,000 | 1,348 |
| Total debt securities | $91,490,000 | 1,511 |
| 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 | $101,707,000 | 1,410 |
| U.S. Government securities | $90,979,000 | 1,104 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $90,979,000 | 1,060 |
| Securities issued by states & political subdivisions | $7,822,000 | 2,864 |
| 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 | $2,906,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,983,000 | 1,207 |
| Mortgage-backed securities | $90,972,000 | 776 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,257 |
| Issued or guaranteed by U.S. | $284,000 | 5,242 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $90,688,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $90,688,000 | 323 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $101,707,000 | 1,263 |
| Total debt securities | $98,801,000 | 1,420 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $89,003,000 | 1,556 |
| U.S. Government securities | $78,327,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $78,327,000 | 1,224 |
| Securities issued by states & political subdivisions | $7,795,000 | 2,826 |
| 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 | $2,881,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,145,000 | 1,787 |
| Mortgage-backed securities | $78,321,000 | 845 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,218 |
| Issued or guaranteed by U.S. | $302,000 | 5,207 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $78,019,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $78,019,000 | 338 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $89,003,000 | 1,401 |
| Total debt securities | $86,122,000 | 1,571 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $65,553,000 | 1,944 |
| U.S. Government securities | $56,911,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $56,911,000 | 1,524 |
| Securities issued by states & political subdivisions | $5,749,000 | 3,246 |
| 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 | $2,893,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,704,000 | 1,525 |
| Mortgage-backed securities | $56,904,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $319,000 | 5,177 |
| Issued or guaranteed by U.S. | $319,000 | 5,164 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $56,585,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $56,585,000 | 424 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $65,553,000 | 1,758 |
| Total debt securities | $62,660,000 | 1,989 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $72,325,000 | 1,734 |
| U.S. Government securities | $65,538,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $65,538,000 | 1,314 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,672 |
| 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 | $2,941,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,255,000 | 1,340 |
| Mortgage-backed securities | $65,531,000 | 927 |
| Certificates of participation in pools of residential mortgages | $345,000 | 5,160 |
| Issued or guaranteed by U.S. | $345,000 | 5,148 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $65,186,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $65,186,000 | 378 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $72,325,000 | 1,541 |
| Total debt securities | $69,384,000 | 1,778 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $88,260,000 | 1,478 |
| U.S. Government securities | $82,218,000 | 1,138 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $82,218,000 | 1,094 |
| Securities issued by states & political subdivisions | $3,123,000 | 3,848 |
| 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 | $2,919,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,177,000 | 1,175 |
| Mortgage-backed securities | $82,211,000 | 759 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,194 |
| Issued or guaranteed by U.S. | $373,000 | 5,184 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $81,838,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $81,838,000 | 297 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $88,260,000 | 1,310 |
| Total debt securities | $85,341,000 | 1,498 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $90,185,000 | 1,449 |
| U.S. Government securities | $84,007,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $84,007,000 | 1,077 |
| Securities issued by states & political subdivisions | $3,265,000 | 3,799 |
| 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 | $2,913,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,876,000 | 1,138 |
| Mortgage-backed securities | $84,000,000 | 754 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,302 |
| Issued or guaranteed by U.S. | $399,000 | 5,291 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $83,601,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $83,601,000 | 298 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $90,185,000 | 1,286 |
| Total debt securities | $87,272,000 | 1,469 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $79,730,000 | 1,597 |
| U.S. Government securities | $73,469,000 | 1,234 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $73,469,000 | 1,186 |
| Securities issued by states & political subdivisions | $3,348,000 | 3,778 |
| 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 | $2,913,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,491,000 | 1,037 |
| Mortgage-backed securities | $70,452,000 | 872 |
| Certificates of participation in pools of residential mortgages | $432,000 | 5,343 |
| Issued or guaranteed by U.S. | $432,000 | 5,329 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $70,020,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $70,020,000 | 318 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $79,730,000 | 1,404 |
| Total debt securities | $76,817,000 | 1,630 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $85,478,000 | 1,498 |
| U.S. Government securities | $74,291,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $74,291,000 | 1,145 |
| Securities issued by states & political subdivisions | $4,194,000 | 3,494 |
| Other domestic debt securities | $4,058,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $4,058,000 | 116 |
| 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 | $2,935,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,605,000 | 967 |
| Mortgage-backed securities | $72,253,000 | 871 |
| Certificates of participation in pools of residential mortgages | $570,000 | 5,324 |
| Issued or guaranteed by U.S. | $570,000 | 5,308 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $67,625,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $67,625,000 | 313 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $4,058,000 | 116 |
| Commercial mortgage pass-through securities | $4,058,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $85,478,000 | 1,303 |
| Total debt securities | $82,543,000 | 1,509 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $81,665,000 | 1,538 |
| U.S. Government securities | $73,511,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $73,511,000 | 1,139 |
| Securities issued by states & political subdivisions | $2,061,000 | 4,314 |
| Other domestic debt securities | $3,708,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $3,708,000 | 117 |
| 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 | $2,385,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,511,000 | 862 |
| Mortgage-backed securities | $71,027,000 | 890 |
| Certificates of participation in pools of residential mortgages | $611,000 | 5,353 |
| Issued or guaranteed by U.S. | $611,000 | 5,333 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $66,708,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $66,708,000 | 289 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $3,708,000 | 117 |
| Commercial mortgage pass-through securities | $3,708,000 | 57 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $81,665,000 | 1,341 |
| Total debt securities | $79,280,000 | 1,554 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $92,814,000 | 1,335 |
| U.S. Government securities | $84,681,000 | 1,027 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $84,681,000 | 992 |
| Securities issued by states & political subdivisions | $5,751,000 | 2,957 |
| 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 | $2,382,000 | 545 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,372,000 | 712 |
| Mortgage-backed securities | $78,407,000 | 832 |
| Certificates of participation in pools of residential mortgages | $4,375,000 | 3,945 |
| Issued or guaranteed by U.S. | $4,375,000 | 3,933 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $74,032,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $74,032,000 | 260 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $92,814,000 | 1,166 |
| Total debt securities | $90,432,000 | 1,344 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $109,263,000 | 1,115 |
| U.S. Government securities | $101,074,000 | 835 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $101,074,000 | 812 |
| Securities issued by states & political subdivisions | $5,776,000 | 2,936 |
| 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 | $2,413,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $100,117,000 | 580 |
| Mortgage-backed securities | $89,697,000 | 718 |
| Certificates of participation in pools of residential mortgages | $4,425,000 | 3,888 |
| Issued or guaranteed by U.S. | $4,425,000 | 3,875 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $85,272,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $85,272,000 | 236 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $109,263,000 | 960 |
| Total debt securities | $106,850,000 | 1,122 |
| 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 | $112,641,000 | 1,059 |
| U.S. Government securities | $104,912,000 | 786 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $104,912,000 | 771 |
| Securities issued by states & political subdivisions | $5,261,000 | 3,026 |
| 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 | $2,468,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,371,000 | 645 |
| Mortgage-backed securities | $93,644,000 | 651 |
| Certificates of participation in pools of residential mortgages | $4,475,000 | 3,793 |
| Issued or guaranteed by U.S. | $4,475,000 | 3,781 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $89,169,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $89,169,000 | 215 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $112,641,000 | 907 |
| Total debt securities | $110,173,000 | 1,063 |
| 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 | $100,119,000 | 1,206 |
| U.S. Government securities | $92,073,000 | 915 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $92,073,000 | 891 |
| Securities issued by states & political subdivisions | $5,563,000 | 2,958 |
| 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 | $2,483,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,824,000 | 746 |
| Mortgage-backed securities | $80,740,000 | 738 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 3,784 |
| Issued or guaranteed by U.S. | $4,530,000 | 3,773 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $76,210,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $76,210,000 | 227 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $100,119,000 | 1,036 |
| Total debt securities | $97,636,000 | 1,207 |
| 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 | $99,461,000 | 1,234 |
| U.S. Government securities | $89,684,000 | 937 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $89,684,000 | 914 |
| Securities issued by states & political subdivisions | $7,278,000 | 2,584 |
| 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 | $2,499,000 | 725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,487,000 | 777 |
| Mortgage-backed securities | $74,175,000 | 776 |
| Certificates of participation in pools of residential mortgages | $5,099,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,099,000 | 3,484 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,076,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $69,076,000 | 246 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $99,461,000 | 1,074 |
| Total debt securities | $96,962,000 | 1,219 |
| 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 | $97,557,000 | 1,226 |
| U.S. Government securities | $92,143,000 | 904 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $92,143,000 | 878 |
| Securities issued by states & political subdivisions | $5,413,000 | 2,996 |
| 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 | $1,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,418,000 | 645 |
| Mortgage-backed securities | $69,846,000 | 736 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,529 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,511 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $68,156,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $68,156,000 | 246 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $97,557,000 | 1,081 |
| Total debt securities | $97,556,000 | 1,198 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $103,689,000 | 1,174 |
| U.S. Government securities | $95,235,000 | 878 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $95,235,000 | 853 |
| Securities issued by states & political subdivisions | $5,913,000 | 2,837 |
| 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 | $2,541,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,683,000 | 628 |
| Mortgage-backed securities | $73,080,000 | 681 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,838,000 | 4,282 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $71,242,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $71,242,000 | 229 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $103,689,000 | 1,022 |
| Total debt securities | $101,148,000 | 1,171 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $101,536,000 | 1,195 |
| U.S. Government securities | $92,912,000 | 926 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $92,912,000 | 892 |
| Securities issued by states & political subdivisions | $6,096,000 | 2,788 |
| 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 | $2,528,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,249,000 | 625 |
| Mortgage-backed securities | $71,037,000 | 686 |
| Certificates of participation in pools of residential mortgages | $2,005,000 | 4,163 |
| Issued or guaranteed by U.S. | $2,005,000 | 4,150 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,032,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $69,032,000 | 242 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $101,536,000 | 1,035 |
| Total debt securities | $99,008,000 | 1,200 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $105,653,000 | 1,156 |
| U.S. Government securities | $96,976,000 | 887 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $96,976,000 | 857 |
| Securities issued by states & political subdivisions | $6,144,000 | 2,780 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,533,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $78,179,000 | 676 |
| Mortgage-backed securities | $74,969,000 | 663 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,162,000 | 4,069 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $72,807,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $72,807,000 | 227 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $105,653,000 | 995 |
| Total debt securities | $103,120,000 | 1,159 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $102,402,000 | 1,211 |
| U.S. Government securities | $94,003,000 | 946 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $94,003,000 | 916 |
| Securities issued by states & political subdivisions | $5,871,000 | 2,867 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,528,000 | 693 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $85,089,000 | 633 |
| Mortgage-backed securities | $72,058,000 | 705 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,024 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $69,790,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $69,790,000 | 239 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $102,402,000 | 1,042 |
| Total debt securities | $99,874,000 | 1,208 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $105,206,000 | 1,196 |
| U.S. Government securities | $96,410,000 | 943 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $96,410,000 | 918 |
| Securities issued by states & political subdivisions | $6,271,000 | 2,747 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,525,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,938,000 | 629 |
| Mortgage-backed securities | $74,503,000 | 697 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,461,000 | 3,911 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $72,042,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $72,042,000 | 242 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $105,206,000 | 1,013 |
| Total debt securities | $102,681,000 | 1,194 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $102,129,000 | 1,214 |
| U.S. Government securities | $93,340,000 | 964 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $93,340,000 | 934 |
| Securities issued by states & political subdivisions | $6,280,000 | 2,719 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,509,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,914,000 | 645 |
| Mortgage-backed securities | $71,548,000 | 717 |
| Certificates of participation in pools of residential mortgages | $2,654,000 | 3,845 |
| Issued or guaranteed by U.S. | $2,654,000 | 3,830 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $68,894,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $68,894,000 | 243 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $102,129,000 | 1,035 |
| Total debt securities | $99,620,000 | 1,216 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $105,473,000 | 1,196 |
| U.S. Government securities | $96,565,000 | 950 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $96,565,000 | 920 |
| Securities issued by states & political subdivisions | $6,389,000 | 2,680 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,519,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $87,603,000 | 614 |
| Mortgage-backed securities | $74,543,000 | 699 |
| Certificates of participation in pools of residential mortgages | $2,950,000 | 3,750 |
| Issued or guaranteed by U.S. | $2,950,000 | 3,735 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $71,593,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $71,593,000 | 236 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $105,473,000 | 1,020 |
| Total debt securities | $102,954,000 | 1,189 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $108,723,000 | 1,154 |
| U.S. Government securities | $99,768,000 | 923 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $99,768,000 | 892 |
| Securities issued by states & political subdivisions | $6,441,000 | 2,664 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,514,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,357,000 | 601 |
| Mortgage-backed securities | $77,272,000 | 682 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,657 |
| Issued or guaranteed by U.S. | $3,210,000 | 3,643 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $74,062,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $74,062,000 | 237 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $108,723,000 | 979 |
| Total debt securities | $106,209,000 | 1,148 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $108,755,000 | 1,142 |
| U.S. Government securities | $98,877,000 | 919 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $98,877,000 | 891 |
| Securities issued by states & political subdivisions | $7,361,000 | 2,427 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,517,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,478,000 | 714 |
| Mortgage-backed securities | $75,957,000 | 689 |
| Certificates of participation in pools of residential mortgages | $3,482,000 | 3,606 |
| Issued or guaranteed by U.S. | $3,482,000 | 3,592 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,475,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $72,475,000 | 245 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $108,755,000 | 965 |
| Total debt securities | $106,238,000 | 1,133 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $109,626,000 | 1,147 |
| U.S. Government securities | $99,403,000 | 925 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $99,403,000 | 888 |
| Securities issued by states & political subdivisions | $7,706,000 | 2,332 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,517,000 | 760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $73,018,000 | 693 |
| Mortgage-backed securities | $76,071,000 | 699 |
| Certificates of participation in pools of residential mortgages | $3,883,000 | 3,553 |
| Issued or guaranteed by U.S. | $3,883,000 | 3,537 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $72,188,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $72,188,000 | 253 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $109,626,000 | 972 |
| Total debt securities | $107,109,000 | 1,135 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $109,433,000 | 1,153 |
| U.S. Government securities | $99,013,000 | 948 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $99,013,000 | 914 |
| Securities issued by states & political subdivisions | $7,919,000 | 2,295 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,501,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,176,000 | 686 |
| Mortgage-backed securities | $78,193,000 | 709 |
| Certificates of participation in pools of residential mortgages | $9,150,000 | 2,433 |
| Issued or guaranteed by U.S. | $9,150,000 | 2,425 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,043,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $69,043,000 | 276 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $109,433,000 | 980 |
| Total debt securities | $106,932,000 | 1,151 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $107,285,000 | 1,197 |
| U.S. Government securities | $96,795,000 | 983 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $96,795,000 | 943 |
| Securities issued by states & political subdivisions | $7,984,000 | 2,318 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,506,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,815,000 | 634 |
| Mortgage-backed securities | $78,158,000 | 736 |
| Certificates of participation in pools of residential mortgages | $18,053,000 | 1,601 |
| Issued or guaranteed by U.S. | $18,053,000 | 1,591 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $60,105,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $60,105,000 | 300 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $107,285,000 | 1,023 |
| Total debt securities | $104,779,000 | 1,195 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $108,503,000 | 1,189 |
| U.S. Government securities | $97,886,000 | 965 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $97,886,000 | 925 |
| Securities issued by states & political subdivisions | $8,114,000 | 2,290 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,503,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,690,000 | 656 |
| Mortgage-backed securities | $82,151,000 | 709 |
| Certificates of participation in pools of residential mortgages | $19,479,000 | 1,519 |
| Issued or guaranteed by U.S. | $19,479,000 | 1,510 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,672,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $62,672,000 | 292 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $108,503,000 | 1,005 |
| Total debt securities | $106,000,000 | 1,170 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $106,935,000 | 1,212 |
| U.S. Government securities | $96,164,000 | 1,007 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $96,164,000 | 966 |
| Securities issued by states & political subdivisions | $8,283,000 | 2,247 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,488,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $77,332,000 | 610 |
| Mortgage-backed securities | $75,488,000 | 772 |
| Certificates of participation in pools of residential mortgages | $21,268,000 | 1,439 |
| Issued or guaranteed by U.S. | $21,268,000 | 1,428 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $54,220,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $54,220,000 | 330 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $106,935,000 | 1,027 |
| Total debt securities | $104,447,000 | 1,207 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $105,905,000 | 1,245 |
| U.S. Government securities | $93,568,000 | 1,019 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $93,568,000 | 976 |
| Securities issued by states & political subdivisions | $9,828,000 | 1,978 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,509,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,455,000 | 576 |
| Mortgage-backed securities | $70,886,000 | 825 |
| Certificates of participation in pools of residential mortgages | $24,459,000 | 1,319 |
| Issued or guaranteed by U.S. | $24,459,000 | 1,312 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $46,427,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $46,427,000 | 370 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $105,905,000 | 1,059 |
| Total debt securities | $103,396,000 | 1,232 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $105,414,000 | 1,292 |
| U.S. Government securities | $93,030,000 | 1,077 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $93,030,000 | 1,031 |
| Securities issued by states & political subdivisions | $9,888,000 | 1,958 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,496,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $79,181,000 | 581 |
| Mortgage-backed securities | $74,033,000 | 808 |
| Certificates of participation in pools of residential mortgages | $26,303,000 | 1,258 |
| Issued or guaranteed by U.S. | $26,303,000 | 1,249 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $47,730,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $47,730,000 | 403 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $105,414,000 | 1,100 |
| Total debt securities | $102,918,000 | 1,285 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $105,440,000 | 1,259 |
| U.S. Government securities | $95,154,000 | 1,035 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $95,154,000 | 993 |
| Securities issued by states & political subdivisions | $7,809,000 | 2,359 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,477,000 | 976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,834,000 | 661 |
| Mortgage-backed securities | $63,226,000 | 884 |
| Certificates of participation in pools of residential mortgages | $29,183,000 | 1,157 |
| Issued or guaranteed by U.S. | $29,183,000 | 1,154 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $34,043,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $34,043,000 | 507 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $105,440,000 | 1,080 |
| Total debt securities | $102,963,000 | 1,247 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $97,974,000 | 1,322 |
| U.S. Government securities | $87,464,000 | 1,079 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $87,464,000 | 1,036 |
| Securities issued by states & political subdivisions | $8,022,000 | 2,280 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,488,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,483,000 | 567 |
| Mortgage-backed securities | $58,955,000 | 936 |
| Certificates of participation in pools of residential mortgages | $35,853,000 | 991 |
| Issued or guaranteed by U.S. | $35,853,000 | 986 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,102,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $23,102,000 | 685 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $97,974,000 | 1,130 |
| Total debt securities | $95,486,000 | 1,302 |
| 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 | $119,595,000 | 1,080 |
| U.S. Government securities | $109,921,000 | 877 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $109,921,000 | 838 |
| Securities issued by states & political subdivisions | $7,208,000 | 2,368 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,466,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,953,000 | 476 |
| Mortgage-backed securities | $81,423,000 | 743 |
| Certificates of participation in pools of residential mortgages | $39,227,000 | 904 |
| Issued or guaranteed by U.S. | $39,227,000 | 899 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $42,196,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $42,196,000 | 480 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $119,595,000 | 924 |
| Total debt securities | $117,129,000 | 1,063 |
| 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 | $113,512,000 | 1,102 |
| U.S. Government securities | $103,298,000 | 888 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $103,298,000 | 847 |
| Securities issued by states & political subdivisions | $7,724,000 | 2,241 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,490,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,486,000 | 535 |
| Mortgage-backed securities | $75,754,000 | 760 |
| Certificates of participation in pools of residential mortgages | $34,921,000 | 943 |
| Issued or guaranteed by U.S. | $34,921,000 | 939 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $40,833,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $40,833,000 | 493 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $113,512,000 | 934 |
| Total debt securities | $111,022,000 | 1,076 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $106,379,000 | 1,066 |
| U.S. Government securities | $97,833,000 | 840 |
| U.S. Treasury securities | $251,000 | 2,865 |
| U.S. Government agency obligations | $97,582,000 | 803 |
| Securities issued by states & political subdivisions | $5,831,000 | 2,589 |
| Other domestic debt securities | $214,000 | 3,756 |
| Privately issued residential mortgage-backed securities | $214,000 | 1,137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,501,000 | 942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $86,933,000 | 485 |
| Mortgage-backed securities | $85,377,000 | 645 |
| Certificates of participation in pools of residential mortgages | $20,170,000 | 1,282 |
| Issued or guaranteed by U.S. | $20,170,000 | 1,272 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $65,207,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $64,993,000 | 338 |
| Privately issued | $214,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $106,379,000 | 899 |
| Total debt securities | $103,878,000 | 1,053 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $94,741,000 | 1,175 |
| U.S. Government securities | $83,229,000 | 989 |
| U.S. Treasury securities | $251,000 | 3,794 |
| U.S. Government agency obligations | $82,978,000 | 927 |
| Securities issued by states & political subdivisions | $7,267,000 | 2,135 |
| Other domestic debt securities | $338,000 | 3,204 |
| Privately issued residential mortgage-backed securities | $338,000 | 1,007 |
| 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 | $3,907,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,145,000 | 592 |
| Mortgage-backed securities | $31,816,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $11,239,000 | 1,621 |
| Issued or guaranteed by U.S. | $11,239,000 | 1,608 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,577,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $20,239,000 | 601 |
| Privately issued | $338,000 | 875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $94,741,000 | 924 |
| Total debt securities | $90,834,000 | 1,177 |
| 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 | $85,983,000 | 1,340 |
| U.S. Government securities | $74,679,000 | 1,147 |
| U.S. Treasury securities | $2,111,000 | 2,588 |
| U.S. Government agency obligations | $72,568,000 | 1,086 |
| Securities issued by states & political subdivisions | $7,367,000 | 2,208 |
| Other domestic debt securities | $338,000 | 3,085 |
| Privately issued residential mortgage-backed securities | $338,000 | 1,025 |
| 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 | $3,599,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $68,045,000 | 616 |
| Mortgage-backed securities | $26,602,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $7,723,000 | 2,174 |
| Issued or guaranteed by U.S. | $7,723,000 | 2,163 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $18,879,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $18,541,000 | 695 |
| Privately issued | $338,000 | 898 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $85,983,000 | 1,014 |
| Total debt securities | $82,384,000 | 1,337 |
| 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 | $72,417,000 | 1,631 |
| U.S. Government securities | $57,319,000 | 1,526 |
| U.S. Treasury securities | $3,954,000 | 2,687 |
| U.S. Government agency obligations | $53,365,000 | 1,394 |
| Securities issued by states & political subdivisions | $11,826,000 | 1,420 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,272,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,826,000 | 644 |
| Mortgage-backed securities | $14,496,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $6,365,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,365,000 | 2,595 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $8,131,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $8,131,000 | 1,260 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $72,417,000 | 1,209 |
| Total debt securities | $69,145,000 | 1,642 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $51,626,000 | 2,213 |
| U.S. Government securities | $43,442,000 | 2,077 |
| U.S. Treasury securities | $4,488,000 | 3,453 |
| U.S. Government agency obligations | $38,954,000 | 1,803 |
| Securities issued by states & political subdivisions | $5,600,000 | 2,519 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,584,000 | 1,241 |
| 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 | 839 |
| Mortgage-backed securities | $12,872,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $317,000 | 6,575 |
| Issued or guaranteed by U.S. | $317,000 | 6,553 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,555,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $12,555,000 | 904 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $51,626,000 | 1,550 |
| Total debt securities | $49,042,000 | 2,261 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $57,049,000 | 2,143 |
| U.S. Government securities | $48,084,000 | 2,016 |
| U.S. Treasury securities | $5,453,000 | 3,599 |
| U.S. Government agency obligations | $42,631,000 | 1,708 |
| Securities issued by states & political subdivisions | $6,494,000 | 2,245 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,471,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,726,000 | 740 |
| Mortgage-backed securities | $15,738,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $613,000 | 6,434 |
| Issued or guaranteed by U.S. | $613,000 | 6,418 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $15,125,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $15,125,000 | 859 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $57,049,000 | 1,426 |
| Total debt securities | $54,578,000 | 2,163 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $59,192,000 | 2,106 |
| U.S. Government securities | $51,684,000 | 1,949 |
| U.S. Treasury securities | $7,406,000 | 3,452 |
| U.S. Government agency obligations | $44,278,000 | 1,604 |
| Securities issued by states & political subdivisions | $6,162,000 | 2,376 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,346,000 | 1,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,905,000 | 789 |
| Mortgage-backed securities | $13,739,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $754,000 | 6,506 |
| Issued or guaranteed by U.S. | $754,000 | 6,474 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $12,985,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $12,985,000 | 1,095 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $59,192,000 | 1,429 |
| Total debt securities | $57,846,000 | 2,098 |
| Structured notes |
| Amortized cost | $249,000 | 4,239 |
| Fair value | $250,000 | 4,128 |
| 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 | $49,637,000 | 2,636 |
| U.S. Government securities | $39,976,000 | 2,617 |
| U.S. Treasury securities | $8,025,000 | 4,004 |
| U.S. Government agency obligations | $31,951,000 | 2,118 |
| Securities issued by states & political subdivisions | $8,074,000 | 1,906 |
| Other domestic debt securities | $255,000 | 4,303 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,000 | 3,429 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,332,000 | 1,706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,396,000 | 895 |
| Mortgage-backed securities | $12,246,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $835,000 | 6,708 |
| Issued or guaranteed by U.S. | $835,000 | 6,685 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $11,411,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $11,411,000 | 1,289 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,875,000 | 3,932 |
| Available-for-sale securities (fair market value) | $32,762,000 | 1,756 |
| Total debt securities | $48,305,000 | 2,642 |
| 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 | $32,327,000 | 4,219 |
| U.S. Government securities | $28,580,000 | 3,761 |
| U.S. Treasury securities | $3,791,000 | 6,652 |
| U.S. Government agency obligations | $24,789,000 | 2,764 |
| Securities issued by states & political subdivisions | $2,616,000 | 4,636 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,131,000 | 1,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,819,000 | 1,086 |
| Mortgage-backed securities | $10,704,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $576,000 | 7,896 |
| Issued or guaranteed by U.S. | $576,000 | 7,842 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,128,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $10,128,000 | 1,594 |
| 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 | $31,196,000 | 4,232 |
| 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 | $27,820,000 | 4,763 |
| U.S. Government securities | $25,468,000 | 4,152 |
| U.S. Treasury securities | $5,738,000 | 5,324 |
| U.S. Government agency obligations | $19,730,000 | 3,274 |
| Securities issued by states & political subdivisions | $1,517,000 | 5,670 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $23,367,000 | 1,239 |
| Mortgage-backed securities | $8,267,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $975,000 | 7,569 |
| Issued or guaranteed by U.S. | $975,000 | 7,513 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $7,292,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $7,292,000 | 1,889 |
| 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 | $26,985,000 | 4,780 |
| 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 |
