| 2023-12-31 | Rank |
| Total securities | $133,768,000 | 1,379 |
| U.S. Government securities | $81,959,000 | 1,362 |
| U.S. Treasury securities | $54,456,000 | 428 |
| U.S. Government agency obligations | $27,503,000 | 2,245 |
| Securities issued by states & political subdivisions | $27,855,000 | 1,455 |
| Other domestic debt securities | $24,029,000 | 651 |
| 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 | $24,029,000 | 355 |
| 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 | $26,112,000 | 2,102 |
| Mortgage-backed securities | $27,303,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,770,000 | 2,056 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,533,000 | 790 |
| 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) | $51,884,000 | 542 |
| Available-for-sale securities (fair market value) | $81,959,000 | 1,753 |
| Total debt securities | $133,844,000 | 1,363 |
| Structured notes |
| Amortized cost | $22,300,000 | 81 |
| Fair value | $20,001,000 | 82 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $119,136,000 | 1,493 |
| U.S. Government securities | $69,064,000 | 1,511 |
| U.S. Treasury securities | $44,255,000 | 526 |
| U.S. Government agency obligations | $24,809,000 | 2,336 |
| Securities issued by states & political subdivisions | $27,872,000 | 1,418 |
| Other domestic debt securities | $22,300,000 | 669 |
| 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 | $22,300,000 | 373 |
| 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 | $25,760,000 | 2,050 |
| Mortgage-backed securities | $24,613,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,504,000 | 2,072 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,109,000 | 852 |
| 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) | $50,172,000 | 557 |
| Available-for-sale securities (fair market value) | $69,064,000 | 1,921 |
| Total debt securities | $119,235,000 | 1,478 |
| Structured notes |
| Amortized cost | $22,300,000 | 79 |
| Fair value | $19,016,000 | 83 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $88,584,000 | 1,884 |
| U.S. Government securities | $41,311,000 | 2,139 |
| U.S. Treasury securities | $14,618,000 | 1,160 |
| U.S. Government agency obligations | $26,693,000 | 2,308 |
| Securities issued by states & political subdivisions | $24,973,000 | 1,606 |
| Other domestic debt securities | $22,300,000 | 668 |
| 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 | $22,300,000 | 374 |
| 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 | $26,566,000 | 2,024 |
| Mortgage-backed securities | $26,473,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,279,000 | 2,050 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,194,000 | 827 |
| 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) | $47,273,000 | 573 |
| Available-for-sale securities (fair market value) | $41,311,000 | 2,645 |
| Total debt securities | $88,586,000 | 1,867 |
| Structured notes |
| Amortized cost | $18,800,000 | 97 |
| Fair value | $15,821,000 | 102 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $81,459,000 | 2,062 |
| U.S. Government securities | $32,418,000 | 2,512 |
| U.S. Treasury securities | $4,857,000 | 2,011 |
| U.S. Government agency obligations | $27,561,000 | 2,276 |
| Securities issued by states & political subdivisions | $24,991,000 | 1,646 |
| Other domestic debt securities | $24,050,000 | 676 |
| 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 | $24,050,000 | 374 |
| 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 | $27,039,000 | 1,943 |
| Mortgage-backed securities | $27,337,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,755,000 | 2,064 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,582,000 | 848 |
| 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) | $49,041,000 | 588 |
| Available-for-sale securities (fair market value) | $32,418,000 | 2,987 |
| Total debt securities | $81,461,000 | 2,048 |
| Structured notes |
| Amortized cost | $24,050,000 | 86 |
| Fair value | $22,812,000 | 80 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $81,383,000 | 2,083 |
| U.S. Government securities | $32,085,000 | 2,523 |
| U.S. Treasury securities | $4,791,000 | 2,062 |
| U.S. Government agency obligations | $27,294,000 | 2,299 |
| Securities issued by states & political subdivisions | $25,248,000 | 1,683 |
| Other domestic debt securities | $24,050,000 | 681 |
| 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 | $24,050,000 | 383 |
| 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 | $27,082,000 | 1,851 |
| Mortgage-backed securities | $27,060,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,868,000 | 2,072 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,192,000 | 862 |
| 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) | $49,298,000 | 590 |
| Available-for-sale securities (fair market value) | $32,085,000 | 3,034 |
| Total debt securities | $81,383,000 | 2,068 |
| Structured notes |
| Amortized cost | $24,050,000 | 89 |
| Fair value | $22,550,000 | 86 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $76,133,000 | 2,174 |
| U.S. Government securities | $33,188,000 | 2,506 |
| U.S. Treasury securities | $4,803,000 | 2,090 |
| U.S. Government agency obligations | $28,385,000 | 2,272 |
| Securities issued by states & political subdivisions | $18,878,000 | 1,986 |
| Other domestic debt securities | $24,067,000 | 663 |
| 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 | $24,067,000 | 384 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,677,000 | 1,759 |
| Mortgage-backed securities | $28,146,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,244,000 | 2,051 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,902,000 | 857 |
| 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) | $42,945,000 | 613 |
| Available-for-sale securities (fair market value) | $33,188,000 | 3,013 |
| Total debt securities | $76,133,000 | 2,161 |
| Structured notes |
| Amortized cost | $24,067,000 | 87 |
| Fair value | $22,622,000 | 82 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $77,797,000 | 2,179 |
| U.S. Government securities | $34,833,000 | 2,476 |
| U.S. Treasury securities | $4,878,000 | 2,051 |
| U.S. Government agency obligations | $29,955,000 | 2,236 |
| Securities issued by states & political subdivisions | $18,896,000 | 2,032 |
| Other domestic debt securities | $24,068,000 | 630 |
| 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 | $24,068,000 | 393 |
| 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 | $21,615,000 | 2,005 |
| Mortgage-backed securities | $29,665,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $11,877,000 | 2,106 |
| Issued or guaranteed by U.S. | $11,877,000 | 2,055 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $17,788,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $17,788,000 | 847 |
| 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) | $42,964,000 | 552 |
| Available-for-sale securities (fair market value) | $34,833,000 | 3,020 |
| Total debt securities | $77,797,000 | 2,167 |
| Structured notes |
| Amortized cost | $24,068,000 | 85 |
| Fair value | $22,937,000 | 81 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $76,402,000 | 2,174 |
| U.S. Government securities | $33,418,000 | 2,489 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $33,418,000 | 2,138 |
| Securities issued by states & political subdivisions | $18,914,000 | 2,052 |
| Other domestic debt securities | $24,070,000 | 609 |
| 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 | $24,070,000 | 379 |
| 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 | $22,373,000 | 1,916 |
| Mortgage-backed securities | $33,121,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $13,275,000 | 2,040 |
| Issued or guaranteed by U.S. | $13,275,000 | 1,995 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $19,846,000 | 860 |
| CMOs issued by government agencies or sponsored agencies | $19,846,000 | 790 |
| 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) | $42,984,000 | 495 |
| Available-for-sale securities (fair market value) | $33,418,000 | 3,048 |
| Total debt securities | $76,400,000 | 2,164 |
| Structured notes |
| Amortized cost | $24,070,000 | 76 |
| Fair value | $23,949,000 | 72 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $58,318,000 | 2,489 |
| U.S. Government securities | $19,134,000 | 2,985 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $19,134,000 | 2,702 |
| Securities issued by states & political subdivisions | $19,162,000 | 2,088 |
| Other domestic debt securities | $20,022,000 | 650 |
| 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 | $20,022,000 | 413 |
| 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 | $23,234,000 | 1,871 |
| Mortgage-backed securities | $19,134,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $9,751,000 | 2,308 |
| Issued or guaranteed by U.S. | $9,751,000 | 2,244 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,383,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $9,383,000 | 1,170 |
| 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) | $39,184,000 | 423 |
| Available-for-sale securities (fair market value) | $19,134,000 | 3,499 |
| Total debt securities | $58,319,000 | 2,473 |
| Structured notes |
| Amortized cost | $20,022,000 | 79 |
| Fair value | $19,941,000 | 81 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $57,483,000 | 2,447 |
| U.S. Government securities | $20,779,000 | 2,823 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $20,779,000 | 2,616 |
| Securities issued by states & political subdivisions | $19,180,000 | 2,059 |
| Other domestic debt securities | $17,524,000 | 664 |
| 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 | $17,524,000 | 429 |
| 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 | $24,180,000 | 1,802 |
| Mortgage-backed securities | $20,578,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $10,535,000 | 2,249 |
| Issued or guaranteed by U.S. | $10,535,000 | 2,194 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,043,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $10,043,000 | 1,135 |
| 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) | $36,704,000 | 406 |
| Available-for-sale securities (fair market value) | $20,779,000 | 3,403 |
| Total debt securities | $57,482,000 | 2,433 |
| Structured notes |
| Amortized cost | $17,524,000 | 72 |
| Fair value | $17,531,000 | 72 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $59,160,000 | 2,332 |
| U.S. Government securities | $22,437,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,437,000 | 2,495 |
| Securities issued by states & political subdivisions | $19,198,000 | 2,024 |
| Other domestic debt securities | $17,525,000 | 640 |
| 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 | $17,525,000 | 405 |
| 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 | $25,679,000 | 1,721 |
| Mortgage-backed securities | $22,234,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $11,235,000 | 2,160 |
| Issued or guaranteed by U.S. | $11,235,000 | 2,104 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $10,999,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $10,999,000 | 1,051 |
| 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) | $36,723,000 | 390 |
| Available-for-sale securities (fair market value) | $22,437,000 | 3,298 |
| Total debt securities | $59,160,000 | 2,312 |
| Structured notes |
| Amortized cost | $17,525,000 | 61 |
| Fair value | $17,545,000 | 61 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $54,430,000 | 2,317 |
| U.S. Government securities | $19,937,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $19,937,000 | 2,506 |
| Securities issued by states & political subdivisions | $19,216,000 | 1,981 |
| Other domestic debt securities | $15,277,000 | 668 |
| 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 | $15,277,000 | 417 |
| 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 | $27,380,000 | 1,615 |
| Mortgage-backed securities | $19,732,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $12,208,000 | 2,017 |
| Issued or guaranteed by U.S. | $12,208,000 | 1,960 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,524,000 | 1,249 |
| CMOs issued by government agencies or sponsored agencies | $7,524,000 | 1,206 |
| 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) | $34,493,000 | 384 |
| Available-for-sale securities (fair market value) | $19,937,000 | 3,315 |
| Total debt securities | $54,430,000 | 2,298 |
| Structured notes |
| Amortized cost | $15,277,000 | 46 |
| Fair value | $15,245,000 | 47 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $46,777,000 | 2,419 |
| U.S. Government securities | $12,540,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,540,000 | 2,925 |
| Securities issued by states & political subdivisions | $19,458,000 | 1,924 |
| Other domestic debt securities | $14,779,000 | 633 |
| 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 | $14,779,000 | 404 |
| 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 | $19,980,000 | 1,918 |
| Mortgage-backed securities | $12,334,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | $7,995,000 | 2,300 |
| Issued or guaranteed by U.S. | $7,995,000 | 2,237 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,339,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $4,339,000 | 1,575 |
| 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) | $33,237,000 | 367 |
| Available-for-sale securities (fair market value) | $13,540,000 | 3,579 |
| Total debt securities | $46,777,000 | 2,396 |
| Structured notes |
| Amortized cost | $14,779,000 | 32 |
| Fair value | $14,730,000 | 32 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $55,229,000 | 2,067 |
| U.S. Government securities | $15,927,000 | 2,750 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,927,000 | 2,615 |
| Securities issued by states & political subdivisions | $25,021,000 | 1,531 |
| Other domestic debt securities | $14,281,000 | 628 |
| 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 | $14,281,000 | 408 |
| 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 | $20,625,000 | 1,855 |
| Mortgage-backed securities | $15,719,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $8,988,000 | 2,161 |
| Issued or guaranteed by U.S. | $8,988,000 | 2,097 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,731,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $6,731,000 | 1,322 |
| 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) | $38,302,000 | 322 |
| Available-for-sale securities (fair market value) | $16,927,000 | 3,317 |
| Total debt securities | $55,228,000 | 2,050 |
| Structured notes |
| Amortized cost | $14,281,000 | 28 |
| Fair value | $14,250,000 | 27 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $58,603,000 | 1,936 |
| U.S. Government securities | $19,137,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $19,137,000 | 2,409 |
| Securities issued by states & political subdivisions | $28,183,000 | 1,321 |
| Other domestic debt securities | $11,283,000 | 664 |
| 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 | $11,283,000 | 439 |
| 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 | $22,051,000 | 1,803 |
| Mortgage-backed securities | $18,927,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $9,976,000 | 2,046 |
| Issued or guaranteed by U.S. | $9,976,000 | 1,991 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,951,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $8,951,000 | 1,179 |
| 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) | $39,466,000 | 321 |
| Available-for-sale securities (fair market value) | $19,137,000 | 3,153 |
| Total debt securities | $58,603,000 | 1,923 |
| Structured notes |
| Amortized cost | $11,283,000 | 32 |
| Fair value | $11,413,000 | 31 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $56,833,000 | 1,914 |
| U.S. Government securities | $20,848,000 | 2,447 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,848,000 | 2,329 |
| Securities issued by states & political subdivisions | $28,200,000 | 1,205 |
| Other domestic debt securities | $7,785,000 | 784 |
| 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 | $7,785,000 | 507 |
| 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 | $22,908,000 | 1,698 |
| Mortgage-backed securities | $20,635,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $10,620,000 | 1,978 |
| Issued or guaranteed by U.S. | $10,620,000 | 1,921 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,015,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $10,015,000 | 1,131 |
| 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) | $35,985,000 | 340 |
| Available-for-sale securities (fair market value) | $20,848,000 | 3,051 |
| Total debt securities | $56,833,000 | 1,896 |
| Structured notes |
| Amortized cost | $7,785,000 | 70 |
| Fair value | $7,785,000 | 70 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $46,146,000 | 2,232 |
| U.S. Government securities | $11,518,000 | 3,238 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,518,000 | 3,082 |
| Securities issued by states & political subdivisions | $28,628,000 | 1,149 |
| Other domestic debt securities | $6,000,000 | 823 |
| 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 | $6,000,000 | 550 |
| 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 | $21,297,000 | 1,769 |
| Mortgage-backed securities | $11,306,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $11,306,000 | 1,880 |
| Issued or guaranteed by U.S. | $11,306,000 | 1,829 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $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) | $34,628,000 | 372 |
| Available-for-sale securities (fair market value) | $11,518,000 | 3,694 |
| Total debt securities | $46,146,000 | 2,211 |
| Structured notes |
| Amortized cost | $6,000,000 | 113 |
| Fair value | $6,000,000 | 115 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $44,064,000 | 2,307 |
| U.S. Government securities | $12,403,000 | 3,194 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,403,000 | 3,040 |
| Securities issued by states & political subdivisions | $28,645,000 | 1,146 |
| Other domestic debt securities | $3,016,000 | 1,123 |
| 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 | $3,016,000 | 784 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,020,000 | 1,969 |
| Mortgage-backed securities | $12,190,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $12,190,000 | 1,801 |
| Issued or guaranteed by U.S. | $12,190,000 | 1,746 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $28,645,000 | 452 |
| Available-for-sale securities (fair market value) | $15,419,000 | 3,452 |
| Total debt securities | $44,063,000 | 2,290 |
| Structured notes |
| Amortized cost | $3,000,000 | 281 |
| Fair value | $3,016,000 | 280 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $43,760,000 | 2,359 |
| U.S. Government securities | $13,118,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,118,000 | 3,006 |
| Securities issued by states & political subdivisions | $29,142,000 | 1,149 |
| Other domestic debt securities | $1,500,000 | 1,376 |
| 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 | $1,500,000 | 1,032 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,727,000 | 1,977 |
| Mortgage-backed securities | $12,905,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $12,905,000 | 1,734 |
| Issued or guaranteed by U.S. | $12,905,000 | 1,704 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $29,142,000 | 462 |
| Available-for-sale securities (fair market value) | $14,618,000 | 3,564 |
| Total debt securities | $43,759,000 | 2,341 |
| Structured notes |
| Amortized cost | $1,000,000 | 545 |
| Fair value | $1,000,000 | 554 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $42,749,000 | 2,421 |
| U.S. Government securities | $13,590,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,590,000 | 2,990 |
| Securities issued by states & political subdivisions | $29,159,000 | 1,184 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,086,000 | 1,975 |
| Mortgage-backed securities | $13,376,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $13,376,000 | 1,694 |
| Issued or guaranteed by U.S. | $13,376,000 | 1,663 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $29,159,000 | 477 |
| Available-for-sale securities (fair market value) | $13,590,000 | 3,686 |
| Total debt securities | $42,749,000 | 2,399 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $43,562,000 | 2,413 |
| U.S. Government securities | $13,992,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,992,000 | 3,007 |
| Securities issued by states & political subdivisions | $29,570,000 | 1,188 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,113,000 | 2,453 |
| Mortgage-backed securities | $13,772,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $13,772,000 | 1,659 |
| Issued or guaranteed by U.S. | $13,772,000 | 1,639 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,570,000 | 494 |
| Available-for-sale securities (fair market value) | $13,992,000 | 3,694 |
| Total debt securities | $43,562,000 | 2,395 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $42,227,000 | 2,479 |
| U.S. Government securities | $14,535,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,535,000 | 2,991 |
| Securities issued by states & political subdivisions | $27,692,000 | 1,268 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,324,000 | 2,431 |
| Mortgage-backed securities | $14,314,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $14,314,000 | 1,651 |
| Issued or guaranteed by U.S. | $14,314,000 | 1,645 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $27,692,000 | 519 |
| Available-for-sale securities (fair market value) | $14,535,000 | 3,685 |
| Total debt securities | $42,226,000 | 2,457 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $43,352,000 | 2,483 |
| U.S. Government securities | $15,273,000 | 3,099 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,273,000 | 2,939 |
| Securities issued by states & political subdivisions | $28,079,000 | 1,297 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,008,000 | 2,410 |
| Mortgage-backed securities | $15,051,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $15,051,000 | 1,652 |
| Issued or guaranteed by U.S. | $15,051,000 | 1,584 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $28,079,000 | 526 |
| Available-for-sale securities (fair market value) | $15,273,000 | 3,683 |
| Total debt securities | $43,351,000 | 2,465 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $44,189,000 | 2,473 |
| U.S. Government securities | $16,094,000 | 3,089 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,094,000 | 2,948 |
| Securities issued by states & political subdivisions | $28,095,000 | 1,319 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,782,000 | 2,389 |
| Mortgage-backed securities | $15,870,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $15,870,000 | 1,630 |
| Issued or guaranteed by U.S. | $15,870,000 | 1,627 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $28,095,000 | 537 |
| Available-for-sale securities (fair market value) | $16,094,000 | 3,666 |
| Total debt securities | $44,189,000 | 2,454 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $45,644,000 | 2,440 |
| U.S. Government securities | $17,308,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,308,000 | 2,864 |
| Securities issued by states & political subdivisions | $28,336,000 | 1,361 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,413,000 | 2,365 |
| Mortgage-backed securities | $17,081,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $17,081,000 | 1,584 |
| Issued or guaranteed by U.S. | $17,081,000 | 1,583 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $28,336,000 | 546 |
| Available-for-sale securities (fair market value) | $17,308,000 | 3,624 |
| Total debt securities | $45,642,000 | 2,421 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $55,531,000 | 2,159 |
| U.S. Government securities | $27,179,000 | 2,391 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,179,000 | 2,296 |
| Securities issued by states & political subdivisions | $28,352,000 | 1,380 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,077,000 | 1,941 |
| Mortgage-backed securities | $26,950,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $26,950,000 | 1,176 |
| Issued or guaranteed by U.S. | $26,950,000 | 1,174 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $28,352,000 | 568 |
| Available-for-sale securities (fair market value) | $27,179,000 | 3,048 |
| Total debt securities | $55,531,000 | 2,138 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $46,387,000 | 2,491 |
| U.S. Government securities | $28,873,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,873,000 | 2,261 |
| Securities issued by states & political subdivisions | $17,514,000 | 2,033 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,567,000 | 1,875 |
| Mortgage-backed securities | $28,643,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $28,643,000 | 1,150 |
| Issued or guaranteed by U.S. | $28,643,000 | 1,149 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $17,514,000 | 759 |
| Available-for-sale securities (fair market value) | $28,873,000 | 3,006 |
| Total debt securities | $46,387,000 | 2,473 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $44,706,000 | 2,582 |
| U.S. Government securities | $30,011,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $30,011,000 | 2,215 |
| Securities issued by states & political subdivisions | $14,695,000 | 2,274 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,582,000 | 1,827 |
| Mortgage-backed securities | $29,779,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $29,779,000 | 1,149 |
| Issued or guaranteed by U.S. | $29,779,000 | 1,148 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $14,695,000 | 831 |
| Available-for-sale securities (fair market value) | $30,011,000 | 2,953 |
| Total debt securities | $44,706,000 | 2,566 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $45,869,000 | 2,516 |
| U.S. Government securities | $31,504,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,504,000 | 2,127 |
| Securities issued by states & political subdivisions | $14,365,000 | 2,322 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,144,000 | 1,957 |
| Mortgage-backed securities | $31,271,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $31,271,000 | 1,097 |
| Issued or guaranteed by U.S. | $31,271,000 | 1,096 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $14,365,000 | 833 |
| Available-for-sale securities (fair market value) | $31,504,000 | 2,874 |
| Total debt securities | $45,869,000 | 2,493 |
| 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 | $49,218,000 | 2,396 |
| U.S. Government securities | $34,853,000 | 2,071 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $34,853,000 | 1,983 |
| Securities issued by states & political subdivisions | $14,365,000 | 2,326 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,674,000 | 1,653 |
| Mortgage-backed securities | $34,273,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $34,273,000 | 1,029 |
| Issued or guaranteed by U.S. | $34,273,000 | 1,028 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $11,315,000 | 924 |
| Available-for-sale securities (fair market value) | $37,903,000 | 2,584 |
| Total debt securities | $49,218,000 | 2,371 |
| 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 | $48,931,000 | 2,460 |
| U.S. Government securities | $37,616,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $37,616,000 | 1,922 |
| Securities issued by states & political subdivisions | $11,315,000 | 2,641 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,940,000 | 1,603 |
| Mortgage-backed securities | $37,032,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $37,032,000 | 1,002 |
| Issued or guaranteed by U.S. | $37,032,000 | 998 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $11,315,000 | 956 |
| Available-for-sale securities (fair market value) | $37,616,000 | 2,630 |
| Total debt securities | $48,931,000 | 2,437 |
| 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 | $50,715,000 | 2,417 |
| U.S. Government securities | $39,400,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $39,400,000 | 1,931 |
| Securities issued by states & political subdivisions | $11,315,000 | 2,621 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,340,000 | 1,564 |
| Mortgage-backed securities | $38,812,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $38,812,000 | 957 |
| Issued or guaranteed by U.S. | $38,812,000 | 957 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $11,315,000 | 980 |
| Available-for-sale securities (fair market value) | $39,400,000 | 2,595 |
| Total debt securities | $50,715,000 | 2,386 |
| 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 | $51,556,000 | 2,410 |
| U.S. Government securities | $40,166,000 | 1,999 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $40,166,000 | 1,909 |
| Securities issued by states & political subdivisions | $11,390,000 | 2,652 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,728,000 | 1,551 |
| Mortgage-backed securities | $39,576,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $39,576,000 | 952 |
| Issued or guaranteed by U.S. | $39,576,000 | 951 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $11,390,000 | 991 |
| Available-for-sale securities (fair market value) | $40,166,000 | 2,596 |
| Total debt securities | $51,556,000 | 2,383 |
| 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 | $38,170,000 | 2,953 |
| U.S. Government securities | $38,170,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $38,170,000 | 2,022 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,390,000 | 1,690 |
| Mortgage-backed securities | $36,277,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $36,277,000 | 1,015 |
| Issued or guaranteed by U.S. | $36,277,000 | 1,014 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $38,170,000 | 2,703 |
| Total debt securities | $38,170,000 | 2,929 |
| 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 | $33,953,000 | 3,256 |
| U.S. Government securities | $33,953,000 | 2,367 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $33,953,000 | 2,276 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,238,000 | 1,658 |
| Mortgage-backed securities | $32,035,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $32,035,000 | 1,156 |
| Issued or guaranteed by U.S. | $32,035,000 | 1,155 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $33,953,000 | 2,973 |
| Total debt securities | $33,953,000 | 3,226 |
| 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 | $36,182,000 | 3,171 |
| U.S. Government securities | $36,182,000 | 2,309 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $36,182,000 | 2,226 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,320,000 | 1,596 |
| Mortgage-backed securities | $34,248,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $34,248,000 | 1,098 |
| Issued or guaranteed by U.S. | $34,248,000 | 1,096 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $36,182,000 | 2,896 |
| Total debt securities | $36,182,000 | 3,142 |
| 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 | $40,166,000 | 2,977 |
| U.S. Government securities | $40,166,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $40,166,000 | 2,083 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,977,000 | 1,544 |
| Mortgage-backed securities | $38,225,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $38,225,000 | 1,037 |
| Issued or guaranteed by U.S. | $38,225,000 | 1,034 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $40,166,000 | 2,724 |
| Total debt securities | $40,166,000 | 2,959 |
| 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 | $41,292,000 | 2,991 |
| U.S. Government securities | $41,292,000 | 2,186 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $41,292,000 | 2,101 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,954,000 | 1,507 |
| Mortgage-backed securities | $39,335,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $39,335,000 | 1,036 |
| Issued or guaranteed by U.S. | $39,335,000 | 1,035 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $41,292,000 | 2,724 |
| Total debt securities | $41,292,000 | 2,971 |
| 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 | $42,668,000 | 2,966 |
| U.S. Government securities | $42,668,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $42,668,000 | 2,074 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,390,000 | 1,506 |
| Mortgage-backed securities | $40,696,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $40,696,000 | 1,038 |
| Issued or guaranteed by U.S. | $40,696,000 | 1,037 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $42,668,000 | 2,704 |
| Total debt securities | $42,668,000 | 2,942 |
| 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 | $43,425,000 | 2,962 |
| U.S. Government securities | $43,425,000 | 2,134 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $43,425,000 | 2,065 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,065,000 | 1,535 |
| Mortgage-backed securities | $41,438,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $41,438,000 | 1,018 |
| Issued or guaranteed by U.S. | $41,438,000 | 1,017 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $43,425,000 | 2,697 |
| Total debt securities | $43,425,000 | 2,935 |
| 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 | $43,961,000 | 2,943 |
| U.S. Government securities | $43,961,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,961,000 | 2,027 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,982,000 | 1,612 |
| Mortgage-backed securities | $41,965,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $41,965,000 | 992 |
| Issued or guaranteed by U.S. | $41,965,000 | 991 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $43,961,000 | 2,676 |
| Total debt securities | $43,961,000 | 2,913 |
| 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 | $45,219,000 | 2,914 |
| U.S. Government securities | $45,219,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,219,000 | 2,006 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,545,000 | 1,690 |
| Mortgage-backed securities | $43,206,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $43,206,000 | 968 |
| Issued or guaranteed by U.S. | $43,206,000 | 965 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $45,219,000 | 2,656 |
| Total debt securities | $45,219,000 | 2,887 |
| 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 | $43,040,000 | 2,974 |
| U.S. Government securities | $43,040,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $43,040,000 | 2,048 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,634,000 | 1,717 |
| Mortgage-backed securities | $41,017,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $41,017,000 | 1,017 |
| Issued or guaranteed by U.S. | $41,017,000 | 1,016 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $43,040,000 | 2,733 |
| Total debt securities | $43,040,000 | 2,946 |
| 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 | $45,848,000 | 2,874 |
| U.S. Government securities | $45,848,000 | 2,029 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $45,848,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,508,000 | 1,667 |
| Mortgage-backed securities | $43,811,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $43,811,000 | 975 |
| Issued or guaranteed by U.S. | $43,811,000 | 975 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $45,848,000 | 2,663 |
| Total debt securities | $45,848,000 | 2,847 |
| 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 | $33,962,000 | 3,427 |
| U.S. Government securities | $33,962,000 | 2,526 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,962,000 | 2,465 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,324,000 | 2,010 |
| Mortgage-backed securities | $31,920,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $31,920,000 | 1,264 |
| Issued or guaranteed by U.S. | $31,920,000 | 1,262 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $33,962,000 | 3,173 |
| Total debt securities | $33,962,000 | 3,399 |
| 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 | $35,018,000 | 3,413 |
| U.S. Government securities | $35,018,000 | 2,529 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $35,018,000 | 2,472 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,527,000 | 1,830 |
| Mortgage-backed securities | $34,995,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $34,995,000 | 1,234 |
| Issued or guaranteed by U.S. | $34,995,000 | 1,234 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,018,000 | 3,150 |
| Total debt securities | $35,018,000 | 3,386 |
| 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 | $37,358,000 | 3,270 |
| U.S. Government securities | $37,358,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $37,358,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,759,000 | 1,716 |
| Mortgage-backed securities | $37,334,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $37,334,000 | 1,181 |
| Issued or guaranteed by U.S. | $37,334,000 | 1,181 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $37,358,000 | 3,023 |
| Total debt securities | $37,358,000 | 3,249 |
| 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 | $44,874,000 | 2,923 |
| U.S. Government securities | $44,874,000 | 2,129 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $44,874,000 | 2,078 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,234,000 | 1,662 |
| Mortgage-backed securities | $39,857,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $39,857,000 | 1,114 |
| Issued or guaranteed by U.S. | $39,857,000 | 1,114 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $44,874,000 | 2,681 |
| Total debt securities | $44,874,000 | 2,901 |
| Structured notes |
| Amortized cost | $5,000,000 | 1,010 |
| Fair value | $4,993,000 | 1,041 |
| 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 | $45,721,000 | 2,787 |
| U.S. Government securities | $45,721,000 | 2,028 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $45,721,000 | 1,980 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,330,000 | 1,997 |
| Mortgage-backed securities | $25,670,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $25,670,000 | 1,479 |
| Issued or guaranteed by U.S. | $25,670,000 | 1,475 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $45,721,000 | 2,544 |
| Total debt securities | $45,721,000 | 2,766 |
| Structured notes |
| Amortized cost | $20,000,000 | 272 |
| Fair value | $20,025,000 | 276 |
| 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 | $55,312,000 | 2,340 |
| U.S. Government securities | $55,312,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $55,312,000 | 1,640 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,101,000 | 1,797 |
| Mortgage-backed securities | $25,119,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $25,119,000 | 1,438 |
| Issued or guaranteed by U.S. | $25,119,000 | 1,434 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $55,312,000 | 2,118 |
| Total debt securities | $55,312,000 | 2,316 |
| Structured notes |
| Amortized cost | $30,000,000 | 163 |
| Fair value | $30,167,000 | 164 |
| 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 | $71,922,000 | 1,882 |
| U.S. Government securities | $71,922,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $71,922,000 | 1,321 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,989,000 | 1,490 |
| Mortgage-backed securities | $27,000,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $27,000,000 | 1,341 |
| Issued or guaranteed by U.S. | $27,000,000 | 1,335 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $71,922,000 | 1,696 |
| Total debt securities | $71,922,000 | 1,864 |
| Structured notes |
| Amortized cost | $45,231,000 | 120 |
| Fair value | $44,895,000 | 122 |
| 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 | $77,538,000 | 1,740 |
| U.S. Government securities | $77,538,000 | 1,283 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $77,538,000 | 1,231 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,531,000 | 1,415 |
| Mortgage-backed securities | $28,494,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $28,494,000 | 1,252 |
| Issued or guaranteed by U.S. | $28,494,000 | 1,244 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $77,538,000 | 1,574 |
| Total debt securities | $77,538,000 | 1,727 |
| Structured notes |
| Amortized cost | $50,223,000 | 112 |
| Fair value | $49,015,000 | 115 |
| 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 | $74,951,000 | 1,721 |
| U.S. Government securities | $74,951,000 | 1,242 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $74,951,000 | 1,185 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,027,000 | 1,771 |
| Mortgage-backed securities | $31,198,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $31,198,000 | 1,116 |
| Issued or guaranteed by U.S. | $31,198,000 | 1,105 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $74,951,000 | 1,547 |
| Total debt securities | $74,951,000 | 1,706 |
| Structured notes |
| Amortized cost | $45,226,000 | 115 |
| Fair value | $43,723,000 | 118 |
| 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 | $65,380,000 | 1,890 |
| U.S. Government securities | $65,380,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $65,380,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,600,000 | 1,304 |
| Mortgage-backed securities | $35,071,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $35,071,000 | 992 |
| Issued or guaranteed by U.S. | $35,071,000 | 982 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $65,380,000 | 1,688 |
| Total debt securities | $65,380,000 | 1,868 |
| Structured notes |
| Amortized cost | $24,997,000 | 207 |
| Fair value | $25,263,000 | 203 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $47,876,000 | 2,461 |
| U.S. Government securities | $47,876,000 | 1,824 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,876,000 | 1,761 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,477,000 | 1,720 |
| Mortgage-backed securities | $37,744,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $37,744,000 | 917 |
| Issued or guaranteed by U.S. | $37,744,000 | 910 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $47,876,000 | 2,199 |
| Total debt securities | $47,876,000 | 2,437 |
| Structured notes |
| Amortized cost | $4,988,000 | 1,204 |
| Fair value | $5,099,000 | 1,143 |
| 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 | $29,337,000 | 3,533 |
| U.S. Government securities | $29,337,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,337,000 | 2,682 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,721,000 | 2,170 |
| Mortgage-backed securities | $29,303,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $29,303,000 | 1,211 |
| Issued or guaranteed by U.S. | $29,303,000 | 1,206 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,337,000 | 3,210 |
| Total debt securities | $29,337,000 | 3,506 |
| 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 | $60,911,000 | 2,027 |
| U.S. Government securities | $60,910,000 | 1,459 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $60,910,000 | 1,417 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $1,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,150,000 | 1,751 |
| Mortgage-backed securities | $60,874,000 | 998 |
| Certificates of participation in pools of residential mortgages | $60,874,000 | 652 |
| Issued or guaranteed by U.S. | $60,874,000 | 646 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $60,911,000 | 1,798 |
| Total debt securities | $60,910,000 | 2,002 |
| 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 | $64,882,000 | 1,911 |
| U.S. Government securities | $64,881,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,881,000 | 1,319 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,445,000 | 2,359 |
| Mortgage-backed securities | $64,844,000 | 956 |
| Certificates of participation in pools of residential mortgages | $64,844,000 | 627 |
| Issued or guaranteed by U.S. | $64,844,000 | 621 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $64,882,000 | 1,688 |
| Total debt securities | $64,881,000 | 1,874 |
| 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 | $103,070,000 | 1,228 |
| U.S. Government securities | $103,069,000 | 832 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $103,069,000 | 803 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,482,000 | 1,550 |
| Mortgage-backed securities | $103,030,000 | 633 |
| Certificates of participation in pools of residential mortgages | $103,030,000 | 439 |
| Issued or guaranteed by U.S. | $103,030,000 | 435 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $103,070,000 | 1,057 |
| Total debt securities | $103,069,000 | 1,203 |
| 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 | $107,742,000 | 1,160 |
| U.S. Government securities | $107,741,000 | 806 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $107,741,000 | 784 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $1,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,751,000 | 1,454 |
| Mortgage-backed securities | $107,702,000 | 625 |
| Certificates of participation in pools of residential mortgages | $107,702,000 | 442 |
| Issued or guaranteed by U.S. | $107,702,000 | 436 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $107,742,000 | 999 |
| Total debt securities | $107,741,000 | 1,130 |
| 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 | $83,555,000 | 1,452 |
| U.S. Government securities | $83,479,000 | 1,031 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $83,479,000 | 1,003 |
| Securities issued by states & political subdivisions | $75,000 | 5,783 |
| 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 | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,344,000 | 1,768 |
| Mortgage-backed securities | $83,438,000 | 767 |
| Certificates of participation in pools of residential mortgages | $83,438,000 | 521 |
| Issued or guaranteed by U.S. | $83,438,000 | 517 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $83,555,000 | 1,255 |
| Total debt securities | $83,554,000 | 1,426 |
| 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 | $41,907,000 | 2,626 |
| U.S. Government securities | $41,831,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $41,831,000 | 1,909 |
| Securities issued by states & political subdivisions | $75,000 | 5,802 |
| 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 | $1,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,291,000 | 1,696 |
| Mortgage-backed securities | $41,789,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $41,789,000 | 937 |
| Issued or guaranteed by U.S. | $41,789,000 | 928 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $41,907,000 | 2,311 |
| Total debt securities | $41,906,000 | 2,594 |
| 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 | $37,131,000 | 2,941 |
| U.S. Government securities | $37,055,000 | 2,205 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $37,055,000 | 2,163 |
| Securities issued by states & political subdivisions | $75,000 | 5,860 |
| 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 | $1,000 | 1,964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,204,000 | 1,772 |
| Mortgage-backed securities | $37,013,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $37,013,000 | 1,022 |
| Issued or guaranteed by U.S. | $37,013,000 | 1,011 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $37,131,000 | 2,619 |
| Total debt securities | $37,130,000 | 2,907 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $36,417,000 | 2,980 |
| U.S. Government securities | $36,341,000 | 2,245 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $36,341,000 | 2,202 |
| Securities issued by states & political subdivisions | $75,000 | 5,864 |
| 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 | $1,000 | 1,939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,350,000 | 1,541 |
| Mortgage-backed securities | $36,298,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $36,298,000 | 996 |
| Issued or guaranteed by U.S. | $36,298,000 | 983 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $36,417,000 | 2,653 |
| Total debt securities | $36,416,000 | 2,938 |
| 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 | $33,727,000 | 3,177 |
| U.S. Government securities | $33,582,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $33,582,000 | 2,367 |
| Securities issued by states & political subdivisions | $144,000 | 5,790 |
| 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 | $28,069,000 | 1,687 |
| Mortgage-backed securities | $33,538,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $33,538,000 | 952 |
| Issued or guaranteed by U.S. | $33,538,000 | 942 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $33,727,000 | 2,789 |
| Total debt securities | $33,726,000 | 3,135 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $31,144,000 | 3,362 |
| U.S. Government securities | $30,999,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,999,000 | 2,564 |
| Securities issued by states & political subdivisions | $144,000 | 5,830 |
| 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 | $1,000 | 1,828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,774,000 | 1,676 |
| Mortgage-backed securities | $30,954,000 | 1,324 |
| Certificates of participation in pools of residential mortgages | $30,954,000 | 953 |
| Issued or guaranteed by U.S. | $30,954,000 | 947 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $31,144,000 | 2,950 |
| Total debt securities | $31,143,000 | 3,320 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $31,991,000 | 3,282 |
| U.S. Government securities | $31,847,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,847,000 | 2,484 |
| Securities issued by states & political subdivisions | $143,000 | 5,887 |
| 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 | $1,000 | 1,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,125,000 | 1,749 |
| Mortgage-backed securities | $31,801,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $31,801,000 | 921 |
| Issued or guaranteed by U.S. | $31,801,000 | 914 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,991,000 | 2,871 |
| Total debt securities | $31,990,000 | 3,240 |
| 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 | $31,924,000 | 3,314 |
| U.S. Government securities | $31,779,000 | 2,566 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $31,779,000 | 2,492 |
| Securities issued by states & political subdivisions | $144,000 | 5,949 |
| 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 | $1,000 | 1,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,989,000 | 1,670 |
| Mortgage-backed securities | $31,732,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $31,732,000 | 906 |
| Issued or guaranteed by U.S. | $31,732,000 | 900 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $31,924,000 | 2,880 |
| Total debt securities | $31,923,000 | 3,274 |
| 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 | $29,786,000 | 3,487 |
| U.S. Government securities | $29,572,000 | 2,759 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,572,000 | 2,684 |
| Securities issued by states & political subdivisions | $213,000 | 5,855 |
| 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 | $1,000 | 1,932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,818,000 | 1,784 |
| Mortgage-backed securities | $29,524,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $29,524,000 | 963 |
| Issued or guaranteed by U.S. | $29,524,000 | 955 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $29,786,000 | 3,031 |
| Total debt securities | $29,785,000 | 3,440 |
| 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 | $28,851,000 | 3,594 |
| U.S. Government securities | $28,638,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,638,000 | 2,794 |
| Securities issued by states & political subdivisions | $212,000 | 5,922 |
| 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 | $1,000 | 213 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,865,000 | 2,125 |
| Mortgage-backed securities | $28,585,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $28,585,000 | 1,000 |
| Issued or guaranteed by U.S. | $28,585,000 | 989 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $28,851,000 | 3,128 |
| Total debt securities | $28,851,000 | 3,546 |
| 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 | $26,548,000 | 3,798 |
| U.S. Government securities | $26,336,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $26,336,000 | 2,979 |
| Securities issued by states & political subdivisions | $211,000 | 5,960 |
| 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 | $1,000 | 2,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,400,000 | 2,218 |
| Mortgage-backed securities | $26,279,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $26,279,000 | 1,087 |
| Issued or guaranteed by U.S. | $26,279,000 | 1,079 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $26,548,000 | 3,313 |
| Total debt securities | $26,548,000 | 3,738 |
| 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 | $26,727,000 | 3,841 |
| U.S. Government securities | $26,514,000 | 3,078 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $26,514,000 | 2,983 |
| Securities issued by states & political subdivisions | $212,000 | 5,984 |
| 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 | $1,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,799,000 | 2,082 |
| Mortgage-backed securities | $26,455,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $26,455,000 | 1,097 |
| Issued or guaranteed by U.S. | $26,455,000 | 1,089 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $26,727,000 | 3,350 |
| Total debt securities | $26,726,000 | 3,785 |
| 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 | $25,119,000 | 4,034 |
| U.S. Government securities | $24,841,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,841,000 | 3,153 |
| Securities issued by states & political subdivisions | $277,000 | 5,893 |
| 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 | $1,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,815,000 | 2,242 |
| Mortgage-backed securities | $24,781,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $24,781,000 | 1,183 |
| Issued or guaranteed by U.S. | $24,781,000 | 1,175 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $25,119,000 | 3,493 |
| Total debt securities | $25,116,000 | 3,974 |
| 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 | $24,333,000 | 4,067 |
| U.S. Government securities | $24,055,000 | 3,285 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,055,000 | 3,167 |
| Securities issued by states & political subdivisions | $277,000 | 5,933 |
| 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 | $1,000 | 233 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,214,000 | 2,076 |
| Mortgage-backed securities | $23,995,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $23,995,000 | 1,228 |
| Issued or guaranteed by U.S. | $23,995,000 | 1,216 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $24,333,000 | 3,514 |
| Total debt securities | $24,333,000 | 4,017 |
| 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 | $26,197,000 | 3,926 |
| U.S. Government securities | $25,918,000 | 3,137 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,918,000 | 3,026 |
| Securities issued by states & political subdivisions | $278,000 | 5,941 |
| 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 | $1,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,795,000 | 1,935 |
| Mortgage-backed securities | $25,857,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $25,857,000 | 1,187 |
| Issued or guaranteed by U.S. | $25,857,000 | 1,178 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,197,000 | 3,400 |
| Total debt securities | $26,196,000 | 3,861 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $26,747,000 | 3,920 |
| U.S. Government securities | $26,466,000 | 3,133 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,466,000 | 3,009 |
| Securities issued by states & political subdivisions | $280,000 | 5,961 |
| 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 | $1,000 | 2,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,612,000 | 2,034 |
| Mortgage-backed securities | $26,403,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $26,403,000 | 1,217 |
| Issued or guaranteed by U.S. | $26,403,000 | 1,208 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $26,747,000 | 3,397 |
| Total debt securities | $26,746,000 | 3,863 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $25,301,000 | 4,097 |
| U.S. Government securities | $24,958,000 | 3,288 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,958,000 | 3,153 |
| Securities issued by states & political subdivisions | $342,000 | 5,898 |
| 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 | $1,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,728,000 | 2,266 |
| Mortgage-backed securities | $24,894,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $24,894,000 | 1,273 |
| Issued or guaranteed by U.S. | $24,894,000 | 1,265 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,301,000 | 3,547 |
| Total debt securities | $25,300,000 | 4,032 |
| 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 | $24,032,000 | 4,222 |
| U.S. Government securities | $23,687,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,687,000 | 3,294 |
| Securities issued by states & political subdivisions | $344,000 | 5,945 |
| 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 | $1,000 | 2,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,585,000 | 2,247 |
| Mortgage-backed securities | $23,622,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $23,622,000 | 1,323 |
| Issued or guaranteed by U.S. | $23,622,000 | 1,314 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $24,032,000 | 3,644 |
| Total debt securities | $24,031,000 | 4,144 |
| 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 | $25,138,000 | 4,156 |
| U.S. Government securities | $24,797,000 | 3,345 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,797,000 | 3,224 |
| Securities issued by states & political subdivisions | $340,000 | 5,986 |
| 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 | $1,000 | 2,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,184,000 | 2,282 |
| Mortgage-backed securities | $24,732,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $24,732,000 | 1,294 |
| Issued or guaranteed by U.S. | $24,732,000 | 1,285 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,138,000 | 3,588 |
| Total debt securities | $25,137,000 | 4,084 |
| 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 | $22,676,000 | 4,417 |
| U.S. Government securities | $22,335,000 | 3,567 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $22,335,000 | 3,442 |
| Securities issued by states & political subdivisions | $340,000 | 5,987 |
| 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 | $1,000 | 2,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,786,000 | 2,016 |
| Mortgage-backed securities | $20,271,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $20,271,000 | 1,525 |
| Issued or guaranteed by U.S. | $20,271,000 | 1,513 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $22,676,000 | 3,843 |
| Total debt securities | $22,675,000 | 4,343 |
| 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 | $25,207,000 | 4,196 |
| U.S. Government securities | $24,806,000 | 3,357 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $24,806,000 | 3,239 |
| Securities issued by states & political subdivisions | $400,000 | 5,954 |
| 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 | $1,000 | 2,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,533,000 | 2,061 |
| Mortgage-backed securities | $21,728,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $21,728,000 | 1,450 |
| Issued or guaranteed by U.S. | $21,728,000 | 1,438 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $25,207,000 | 3,621 |
| Total debt securities | $25,206,000 | 4,122 |
| 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 | $25,851,000 | 4,052 |
| U.S. Government securities | $25,450,000 | 3,197 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,450,000 | 3,081 |
| Securities issued by states & political subdivisions | $400,000 | 5,981 |
| 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 | $1,000 | 2,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,853,000 | 2,160 |
| Mortgage-backed securities | $23,355,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $23,072,000 | 1,385 |
| Issued or guaranteed by U.S. | $23,072,000 | 1,379 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $283,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,317 |
| 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) | $25,851,000 | 3,502 |
| Total debt securities | $25,850,000 | 3,958 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $29,321,000 | 3,615 |
| U.S. Government securities | $28,920,000 | 2,815 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $28,920,000 | 2,710 |
| Securities issued by states & political subdivisions | $400,000 | 5,984 |
| 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 | $1,000 | 2,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,226,000 | 1,443 |
| Mortgage-backed securities | $26,823,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $24,527,000 | 1,323 |
| Issued or guaranteed by U.S. | $24,527,000 | 1,315 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,296,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,296,000 | 2,259 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $29,321,000 | 3,124 |
| Total debt securities | $29,320,000 | 3,539 |
| 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 | $33,572,000 | 3,238 |
| U.S. Government securities | $33,171,000 | 2,499 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $33,171,000 | 2,402 |
| Securities issued by states & political subdivisions | $400,000 | 5,970 |
| 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 | $1,000 | 2,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,766,000 | 1,259 |
| Mortgage-backed securities | $31,074,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $28,596,000 | 1,153 |
| Issued or guaranteed by U.S. | $28,596,000 | 1,148 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,478,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $2,478,000 | 2,263 |
| 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) | $33,572,000 | 2,797 |
| Total debt securities | $33,571,000 | 3,158 |
| 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 | $35,494,000 | 3,088 |
| U.S. Government securities | $35,045,000 | 2,392 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,045,000 | 2,290 |
| Securities issued by states & political subdivisions | $448,000 | 5,900 |
| 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 | $1,000 | 2,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,795,000 | 1,205 |
| Mortgage-backed securities | $32,948,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $30,318,000 | 1,062 |
| Issued or guaranteed by U.S. | $30,318,000 | 1,053 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,630,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $2,630,000 | 2,276 |
| 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) | $35,494,000 | 2,633 |
| Total debt securities | $35,493,000 | 3,009 |
| 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 | $27,387,000 | 3,607 |
| U.S. Government securities | $27,114,000 | 2,771 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,114,000 | 2,617 |
| Securities issued by states & political subdivisions | $272,000 | 6,361 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000 | 2,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,070,000 | 1,383 |
| Mortgage-backed securities | $23,497,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $23,068,000 | 1,160 |
| Issued or guaranteed by U.S. | $23,068,000 | 1,151 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $429,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,657 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $27,387,000 | 3,047 |
| Total debt securities | $27,386,000 | 3,516 |
| 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 | $32,973,000 | 3,190 |
| U.S. Government securities | $31,625,000 | 2,524 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $31,625,000 | 2,331 |
| Securities issued by states & political subdivisions | $477,000 | 6,128 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $871,000 | 2,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,442,000 | 1,305 |
| Mortgage-backed securities | $19,476,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $14,104,000 | 1,386 |
| Issued or guaranteed by U.S. | $14,104,000 | 1,373 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,372,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $5,372,000 | 1,325 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,450,000 | 1,957 |
| Available-for-sale securities (fair market value) | $23,523,000 | 3,345 |
| Total debt securities | $32,102,000 | 3,167 |
| 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 | $30,543,000 | 3,532 |
| U.S. Government securities | $29,361,000 | 2,811 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $29,361,000 | 2,504 |
| Securities issued by states & political subdivisions | $609,000 | 6,207 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $573,000 | 3,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,000 | 8,147 |
| Mortgage-backed securities | $16,254,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $10,859,000 | 1,775 |
| Issued or guaranteed by U.S. | $10,859,000 | 1,764 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,395,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,395,000 | 1,425 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,450,000 | 2,060 |
| Available-for-sale securities (fair market value) | $20,093,000 | 3,887 |
| Total debt securities | $29,970,000 | 3,483 |
| 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 | $27,983,000 | 3,836 |
| U.S. Government securities | $26,807,000 | 3,121 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $26,807,000 | 2,614 |
| Securities issued by states & political subdivisions | $753,000 | 6,143 |
| 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 | $423,000 | 3,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,853,000 | 1,527 |
| Mortgage-backed securities | $20,427,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $13,636,000 | 1,592 |
| Issued or guaranteed by U.S. | $13,636,000 | 1,581 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $6,791,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $6,791,000 | 1,396 |
| 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) | $6,000,000 | 3,114 |
| Available-for-sale securities (fair market value) | $21,983,000 | 3,542 |
| Total debt securities | $27,560,000 | 3,790 |
| 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 | $30,948,000 | 3,539 |
| U.S. Government securities | $28,823,000 | 3,043 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $28,823,000 | 2,383 |
| Securities issued by states & political subdivisions | $874,000 | 6,042 |
| 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 | $1,251,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,203,000 | 2,170 |
| Mortgage-backed securities | $15,472,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $8,634,000 | 2,117 |
| Issued or guaranteed by U.S. | $8,634,000 | 2,103 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $6,838,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $6,838,000 | 1,385 |
| 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) | $10,736,000 | 2,655 |
| Available-for-sale securities (fair market value) | $20,212,000 | 3,576 |
| Total debt securities | $29,697,000 | 3,566 |
| 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 | $24,599,000 | 4,561 |
| U.S. Government securities | $23,196,000 | 3,959 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $23,196,000 | 2,971 |
| Securities issued by states & political subdivisions | $770,000 | 6,508 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $633,000 | 3,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,546,000 | 2,431 |
| Mortgage-backed securities | $15,836,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $8,766,000 | 2,339 |
| Issued or guaranteed by U.S. | $8,766,000 | 2,320 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $7,070,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $7,070,000 | 1,487 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $24,599,000 | 3,228 |
| Total debt securities | $23,966,000 | 4,551 |
| 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 | $21,212,000 | 5,328 |
| U.S. Government securities | $20,265,000 | 4,599 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $20,265,000 | 3,279 |
| Securities issued by states & political subdivisions | $502,000 | 7,327 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $445,000 | 3,527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,214,000 | 2,036 |
| Mortgage-backed securities | $19,370,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $11,973,000 | 1,919 |
| Issued or guaranteed by U.S. | $11,973,000 | 1,899 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,397,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $7,397,000 | 1,618 |
| 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) | $21,212,000 | 3,767 |
| Total debt securities | $20,767,000 | 5,311 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $23,331,000 | 5,255 |
| U.S. Government securities | $22,919,000 | 4,433 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $22,919,000 | 2,852 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $412,000 | 3,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,757,000 | 1,871 |
| Mortgage-backed securities | $21,938,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $14,952,000 | 1,709 |
| Issued or guaranteed by U.S. | $14,952,000 | 1,691 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,986,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $6,986,000 | 1,759 |
| 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) | $2,612,000 | 9,578 |
| Available-for-sale securities (fair market value) | $20,719,000 | 2,730 |
| Total debt securities | $22,919,000 | 5,225 |
| 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 | $32,073,000 | 4,243 |
| U.S. Government securities | $31,679,000 | 3,413 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $31,679,000 | 2,190 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $394,000 | 3,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,021,000 | 2,197 |
| Mortgage-backed securities | $30,291,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $21,999,000 | 1,382 |
| Issued or guaranteed by U.S. | $21,999,000 | 1,361 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,292,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $8,292,000 | 1,806 |
| 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 | $31,679,000 | 4,178 |
| 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 | $28,609,000 | 4,652 |
| U.S. Government securities | $28,554,000 | 3,746 |
| U.S. Treasury securities | $1,713,000 | 9,198 |
| U.S. Government agency obligations | $26,841,000 | 2,516 |
| Securities issued by states & political subdivisions | $55,000 | 9,562 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,159,000 | 2,001 |
| Mortgage-backed securities | $23,119,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $10,257,000 | 2,476 |
| Issued or guaranteed by U.S. | $10,257,000 | 2,436 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $12,862,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $12,862,000 | 1,231 |
| 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 | $28,609,000 | 4,550 |
| 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 |
