| 2020-03-31 | Rank |
| Total securities | $991,398,000 | 199 |
| U.S. Government securities | $591,920,000 | 224 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $591,920,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $357,379,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $97,991,000 | 32 |
| Other domestic debt securities - All other | $259,388,000 | 38 |
| Foreign debt securities | $41,962,000 | 32 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $583,933,000 | 195 |
| Certificates of participation in pools of residential mortgages | $241,656,000 | 215 |
| Issued or guaranteed by U.S. | $241,656,000 | 212 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $26,015,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $26,015,000 | 644 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $316,262,000 | 107 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $316,262,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $991,261,000 | 180 |
| Total debt securities | $991,261,000 | 196 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $3,696,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,995,000 | 104 |
| 2019-12-31 | Rank |
| Total securities | $1,039,682,000 | 195 |
| U.S. Government securities | $630,774,000 | 219 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $630,774,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $366,392,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $104,372,000 | 30 |
| Other domestic debt securities - All other | $262,020,000 | 32 |
| Foreign debt securities | $42,430,000 | 32 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $622,134,000 | 192 |
| Certificates of participation in pools of residential mortgages | $256,807,000 | 200 |
| Issued or guaranteed by U.S. | $256,807,000 | 199 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,772,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $29,772,000 | 586 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $335,555,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $335,555,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,039,596,000 | 174 |
| Total debt securities | $1,039,595,000 | 191 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $1,010,323,000 | 198 |
| U.S. Government securities | $631,806,000 | 215 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $631,806,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $336,032,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $104,448,000 | 27 |
| Other domestic debt securities - All other | $231,584,000 | 37 |
| Foreign debt securities | $42,415,000 | 32 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $621,811,000 | 185 |
| Certificates of participation in pools of residential mortgages | $238,974,000 | 193 |
| Issued or guaranteed by U.S. | $238,974,000 | 192 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $36,195,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $36,195,000 | 497 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $346,642,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $346,642,000 | 68 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,010,253,000 | 175 |
| Total debt securities | $1,010,251,000 | 194 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $1,051,111,000 | 189 |
| U.S. Government securities | $674,118,000 | 210 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $674,118,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $329,452,000 | 70 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $104,450,000 | 26 |
| Other domestic debt securities - All other | $225,002,000 | 39 |
| Foreign debt securities | $47,497,000 | 30 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $674,118,000 | 178 |
| Certificates of participation in pools of residential mortgages | $244,765,000 | 198 |
| Issued or guaranteed by U.S. | $244,765,000 | 198 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $63,338,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $63,338,000 | 340 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $366,015,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $366,015,000 | 58 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,051,067,000 | 168 |
| Total debt securities | $1,051,066,000 | 187 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $1,094,024,000 | 182 |
| U.S. Government securities | $724,507,000 | 200 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $724,507,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $317,718,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $99,647,000 | 28 |
| Other domestic debt securities - All other | $218,071,000 | 39 |
| Foreign debt securities | $51,690,000 | 29 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $724,507,000 | 168 |
| Certificates of participation in pools of residential mortgages | $277,706,000 | 182 |
| Issued or guaranteed by U.S. | $277,706,000 | 182 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $70,309,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $70,309,000 | 318 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $376,492,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $376,492,000 | 55 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,093,915,000 | 163 |
| Total debt securities | $1,093,914,000 | 180 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $1,081,579,000 | 189 |
| U.S. Government securities | $722,927,000 | 202 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $722,927,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $302,272,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $93,382,000 | 50 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $208,890,000 | 42 |
| Foreign debt securities | $56,348,000 | 27 |
| Equity securities | $32,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $722,927,000 | 164 |
| Certificates of participation in pools of residential mortgages | $288,817,000 | 170 |
| Issued or guaranteed by U.S. | $288,817,000 | 170 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $73,161,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $73,161,000 | 307 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $360,949,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $360,949,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,081,579,000 | 164 |
| Total debt securities | $1,081,546,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $1,020,088,000 | 189 |
| U.S. Government securities | $885,867,000 | 175 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $885,867,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $99,053,000 | 138 |
| 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 | $99,053,000 | 68 |
| Foreign debt securities | $33,934,000 | 37 |
| Equity securities | $1,234,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $885,867,000 | 148 |
| Certificates of participation in pools of residential mortgages | $630,980,000 | 101 |
| Issued or guaranteed by U.S. | $630,980,000 | 101 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $247,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,692 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $254,640,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $254,640,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,020,088,000 | 168 |
| Total debt securities | $1,018,854,000 | 187 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $1,025,012,000 | 191 |
| U.S. Government securities | $977,127,000 | 160 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $977,127,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $46,755,000 | 238 |
| 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 | $46,755,000 | 132 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,130,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $977,127,000 | 141 |
| Certificates of participation in pools of residential mortgages | $683,301,000 | 98 |
| Issued or guaranteed by U.S. | $683,301,000 | 97 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $250,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,708 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $293,576,000 | 85 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $293,576,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,025,012,000 | 167 |
| Total debt securities | $1,023,882,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $1,098,997,000 | 180 |
| U.S. Government securities | $1,070,595,000 | 153 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,070,595,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $27,146,000 | 315 |
| 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 | $27,146,000 | 198 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,256,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,070,595,000 | 134 |
| Certificates of participation in pools of residential mortgages | $727,087,000 | 96 |
| Issued or guaranteed by U.S. | $727,087,000 | 95 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $259,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,697 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $343,249,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $343,249,000 | 53 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,098,997,000 | 157 |
| Total debt securities | $1,097,741,000 | 178 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $1,127,905,000 | 171 |
| U.S. Government securities | $1,123,665,000 | 136 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,123,665,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $3,623,000 | 941 |
| 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 | $3,623,000 | 727 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $617,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,123,665,000 | 120 |
| Certificates of participation in pools of residential mortgages | $722,567,000 | 95 |
| Issued or guaranteed by U.S. | $722,567,000 | 94 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $268,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,683 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $400,830,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $400,830,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,127,905,000 | 149 |
| Total debt securities | $1,127,288,000 | 168 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $1,090,381,000 | 178 |
| U.S. Government securities | $1,079,494,000 | 141 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,079,494,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $10,350,000 | 572 |
| 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 | $10,350,000 | 422 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $537,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,079,494,000 | 123 |
| Certificates of participation in pools of residential mortgages | $654,237,000 | 104 |
| Issued or guaranteed by U.S. | $654,237,000 | 103 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $290,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,688 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $424,967,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $424,967,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,090,381,000 | 154 |
| Total debt securities | $1,089,845,000 | 176 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $1,140,651,000 | 173 |
| U.S. Government securities | $1,104,800,000 | 139 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,104,800,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $35,382,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $10,025,000 | 117 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $25,357,000 | 228 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $469,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,104,800,000 | 121 |
| Certificates of participation in pools of residential mortgages | $636,399,000 | 107 |
| Issued or guaranteed by U.S. | $636,399,000 | 106 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $331,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,687 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $468,070,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $468,070,000 | 42 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,140,651,000 | 148 |
| Total debt securities | $1,140,182,000 | 172 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $899,967,000 | 203 |
| U.S. Government securities | $864,379,000 | 161 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $864,379,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $35,588,000 | 276 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $10,025,000 | 120 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $25,563,000 | 233 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $864,379,000 | 143 |
| Certificates of participation in pools of residential mortgages | $351,671,000 | 153 |
| Issued or guaranteed by U.S. | $351,671,000 | 151 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,759,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $17,759,000 | 757 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $494,949,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $494,949,000 | 42 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $899,967,000 | 172 |
| Total debt securities | $899,967,000 | 199 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $666,589,000 | 250 |
| U.S. Government securities | $620,664,000 | 206 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $620,664,000 | 200 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $45,925,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $10,000,000 | 116 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $35,925,000 | 179 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $620,664,000 | 171 |
| Certificates of participation in pools of residential mortgages | $54,058,000 | 737 |
| Issued or guaranteed by U.S. | $54,058,000 | 737 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,949,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $18,949,000 | 724 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $547,657,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $547,657,000 | 39 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $666,589,000 | 223 |
| Total debt securities | $666,589,000 | 245 |
| 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 | $156,813,000 | 913 |
| U.S. Government securities | $99,600,000 | 893 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $99,600,000 | 853 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $57,213,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $20,250,000 | 87 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $36,963,000 | 175 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $99,600,000 | 654 |
| Certificates of participation in pools of residential mortgages | $58,347,000 | 685 |
| Issued or guaranteed by U.S. | $58,347,000 | 685 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,246,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $20,246,000 | 709 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $21,007,000 | 309 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $21,007,000 | 195 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $156,813,000 | 800 |
| Total debt securities | $156,813,000 | 905 |
| 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 | $150,419,000 | 951 |
| U.S. Government securities | $104,956,000 | 869 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $104,956,000 | 832 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $45,463,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $20,213,000 | 90 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $25,250,000 | 227 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $104,956,000 | 630 |
| Certificates of participation in pools of residential mortgages | $62,077,000 | 649 |
| Issued or guaranteed by U.S. | $62,077,000 | 647 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,736,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $21,736,000 | 686 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $21,143,000 | 292 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $21,143,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $150,419,000 | 833 |
| Total debt securities | $150,419,000 | 942 |
| 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 | $148,929,000 | 980 |
| U.S. Government securities | $125,589,000 | 760 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $125,589,000 | 725 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $19,998,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $19,998,000 | 93 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,342,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $110,579,000 | 602 |
| Certificates of participation in pools of residential mortgages | $66,380,000 | 617 |
| Issued or guaranteed by U.S. | $66,380,000 | 617 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,117,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $23,117,000 | 665 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $21,082,000 | 279 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $21,082,000 | 172 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $148,929,000 | 852 |
| Total debt securities | $145,588,000 | 985 |
| 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 | $155,101,000 | 955 |
| U.S. Government securities | $131,511,000 | 749 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $131,511,000 | 716 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $20,250,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $20,250,000 | 95 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,340,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $116,540,000 | 568 |
| Certificates of participation in pools of residential mortgages | $71,446,000 | 580 |
| Issued or guaranteed by U.S. | $71,446,000 | 579 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,275,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $24,275,000 | 653 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $20,819,000 | 255 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $20,819,000 | 157 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $155,101,000 | 824 |
| Total debt securities | $151,760,000 | 965 |
| 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 | $224,122,000 | 663 |
| U.S. Government securities | $200,732,000 | 509 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $200,732,000 | 491 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $20,250,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $20,250,000 | 95 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,140,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $123,656,000 | 535 |
| Certificates of participation in pools of residential mortgages | $76,459,000 | 546 |
| Issued or guaranteed by U.S. | $76,459,000 | 545 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $26,111,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $26,111,000 | 630 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $21,086,000 | 243 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $21,086,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $224,122,000 | 578 |
| Total debt securities | $220,983,000 | 666 |
| 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 | $234,766,000 | 653 |
| U.S. Government securities | $209,184,000 | 504 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $209,184,000 | 483 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $25,582,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $20,282,000 | 93 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,300,000 | 628 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $132,154,000 | 518 |
| Certificates of participation in pools of residential mortgages | $83,389,000 | 507 |
| Issued or guaranteed by U.S. | $83,389,000 | 507 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,729,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $27,729,000 | 624 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $21,036,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $21,036,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $234,766,000 | 564 |
| Total debt securities | $234,766,000 | 645 |
| 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 | $254,104,000 | 609 |
| U.S. Government securities | $223,432,000 | 481 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $223,432,000 | 463 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $30,672,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $20,322,000 | 96 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,350,000 | 397 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $143,102,000 | 509 |
| Certificates of participation in pools of residential mortgages | $91,008,000 | 474 |
| Issued or guaranteed by U.S. | $91,008,000 | 473 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,947,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $30,947,000 | 593 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $21,147,000 | 218 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $21,147,000 | 133 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $254,104,000 | 519 |
| Total debt securities | $254,104,000 | 600 |
| 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 | $174,739,000 | 860 |
| U.S. Government securities | $154,367,000 | 672 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $154,367,000 | 637 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $20,372,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $10,322,000 | 133 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,050,000 | 409 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $154,367,000 | 484 |
| Certificates of participation in pools of residential mortgages | $100,224,000 | 442 |
| Issued or guaranteed by U.S. | $100,224,000 | 441 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,262,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $33,262,000 | 569 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $20,881,000 | 214 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $20,881,000 | 132 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $174,739,000 | 743 |
| Total debt securities | $174,739,000 | 851 |
| 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 | $190,326,000 | 799 |
| U.S. Government securities | $162,022,000 | 646 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $162,022,000 | 615 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $28,304,000 | 309 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $18,304,000 | 99 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $10,000,000 | 413 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $162,022,000 | 459 |
| Certificates of participation in pools of residential mortgages | $107,591,000 | 408 |
| Issued or guaranteed by U.S. | $107,591,000 | 408 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $54,431,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $54,431,000 | 422 |
| 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) | $190,326,000 | 683 |
| Total debt securities | $190,326,000 | 788 |
| 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 | $188,986,000 | 808 |
| U.S. Government securities | $176,836,000 | 604 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $176,836,000 | 581 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $12,150,000 | 562 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $12,150,000 | 52 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $188,986,000 | 414 |
| Certificates of participation in pools of residential mortgages | $138,580,000 | 325 |
| Issued or guaranteed by U.S. | $138,580,000 | 323 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $38,256,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $38,256,000 | 547 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $12,150,000 | 277 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $12,150,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $188,986,000 | 692 |
| Total debt securities | $188,986,000 | 798 |
| 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 | $205,911,000 | 744 |
| U.S. Government securities | $193,661,000 | 552 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $193,661,000 | 529 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $12,150,000 | 581 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $12,150,000 | 54 |
| 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 | $100,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $205,811,000 | 391 |
| Certificates of participation in pools of residential mortgages | $151,437,000 | 300 |
| Issued or guaranteed by U.S. | $151,437,000 | 298 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $42,224,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $42,224,000 | 507 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $12,150,000 | 253 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $12,150,000 | 146 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $205,911,000 | 650 |
| Total debt securities | $205,811,000 | 733 |
| 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 | $221,296,000 | 693 |
| U.S. Government securities | $209,116,000 | 518 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $209,116,000 | 500 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $12,180,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,180,000 | 135 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $209,116,000 | 390 |
| Certificates of participation in pools of residential mortgages | $163,657,000 | 283 |
| Issued or guaranteed by U.S. | $163,657,000 | 282 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $45,459,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $45,459,000 | 489 |
| 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) | $221,296,000 | 604 |
| Total debt securities | $221,296,000 | 683 |
| 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 | $233,587,000 | 661 |
| U.S. Government securities | $221,407,000 | 495 |
| U.S. Treasury securities | $500,000 | 973 |
| U.S. Government agency obligations | $220,907,000 | 481 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $12,180,000 | 627 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $12,180,000 | 141 |
| 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 | $500,000 | 5,680 |
| Mortgage-backed securities | $220,907,000 | 370 |
| Certificates of participation in pools of residential mortgages | $170,278,000 | 265 |
| Issued or guaranteed by U.S. | $170,278,000 | 263 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $50,629,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $50,629,000 | 455 |
| 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) | $233,587,000 | 576 |
| Total debt securities | $233,587,000 | 649 |
| 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 | $252,629,000 | 612 |
| U.S. Government securities | $240,449,000 | 460 |
| U.S. Treasury securities | $750,000 | 920 |
| U.S. Government agency obligations | $239,699,000 | 443 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $12,180,000 | 630 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $12,180,000 | 134 |
| 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 | $750,000 | 5,611 |
| Mortgage-backed securities | $239,699,000 | 338 |
| Certificates of participation in pools of residential mortgages | $181,898,000 | 246 |
| Issued or guaranteed by U.S. | $181,898,000 | 244 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $57,801,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $57,801,000 | 412 |
| 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) | $252,629,000 | 538 |
| Total debt securities | $252,629,000 | 603 |
| 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 | $181,307,000 | 856 |
| U.S. Government securities | $169,067,000 | 633 |
| U.S. Treasury securities | $749,000 | 944 |
| U.S. Government agency obligations | $168,318,000 | 614 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $12,240,000 | 624 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $12,240,000 | 120 |
| 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 | $750,000 | 5,661 |
| Mortgage-backed securities | $168,318,000 | 466 |
| Certificates of participation in pools of residential mortgages | $80,725,000 | 576 |
| Issued or guaranteed by U.S. | $80,725,000 | 574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $87,593,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $87,593,000 | 314 |
| 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) | $181,307,000 | 763 |
| Total debt securities | $181,307,000 | 846 |
| 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 | $157,315,000 | 972 |
| U.S. Government securities | $145,270,000 | 712 |
| U.S. Treasury securities | $499,000 | 1,002 |
| U.S. Government agency obligations | $144,771,000 | 682 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $12,045,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,045,000 | 113 |
| 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 | $499,000 | 5,837 |
| Mortgage-backed securities | $144,771,000 | 515 |
| Certificates of participation in pools of residential mortgages | $48,542,000 | 875 |
| Issued or guaranteed by U.S. | $48,542,000 | 874 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $96,229,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $96,229,000 | 298 |
| 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) | $157,315,000 | 864 |
| Total debt securities | $157,315,000 | 955 |
| 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 | $128,534,000 | 1,186 |
| U.S. Government securities | $116,534,000 | 900 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $116,534,000 | 867 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $12,000,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $12,000,000 | 111 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $116,534,000 | 649 |
| Certificates of participation in pools of residential mortgages | $10,002,000 | 2,782 |
| Issued or guaranteed by U.S. | $10,002,000 | 2,780 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $106,532,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $106,532,000 | 291 |
| 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) | $128,534,000 | 1,076 |
| Total debt securities | $128,534,000 | 1,172 |
| 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 | $127,377,000 | 1,207 |
| U.S. Government securities | $127,377,000 | 840 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $127,377,000 | 809 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $127,377,000 | 612 |
| Certificates of participation in pools of residential mortgages | $10,129,000 | 2,804 |
| Issued or guaranteed by U.S. | $10,129,000 | 2,804 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $117,248,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $117,248,000 | 285 |
| 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) | $127,377,000 | 1,094 |
| Total debt securities | $127,377,000 | 1,194 |
| 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 | $146,730,000 | 1,060 |
| U.S. Government securities | $146,730,000 | 764 |
| U.S. Treasury securities | $7,008,000 | 359 |
| U.S. Government agency obligations | $139,722,000 | 770 |
| 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 | $134,979,000 | 496 |
| Mortgage-backed securities | $139,722,000 | 582 |
| Certificates of participation in pools of residential mortgages | $10,449,000 | 2,785 |
| Issued or guaranteed by U.S. | $10,449,000 | 2,783 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $129,273,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $129,273,000 | 276 |
| 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) | $146,730,000 | 941 |
| Total debt securities | $146,731,000 | 1,046 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $175,777,000 | 857 |
| U.S. Government securities | $175,644,000 | 609 |
| U.S. Treasury securities | $37,100,000 | 108 |
| U.S. Government agency obligations | $138,544,000 | 749 |
| Securities issued by states & political subdivisions | $133,000 | 5,602 |
| 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 | $96,825,000 | 607 |
| Mortgage-backed securities | $138,544,000 | 569 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $138,544,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $138,544,000 | 246 |
| 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) | $175,777,000 | 751 |
| Total debt securities | $175,778,000 | 845 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $190,716,000 | 770 |
| U.S. Government securities | $190,584,000 | 563 |
| U.S. Treasury securities | $42,138,000 | 99 |
| U.S. Government agency obligations | $148,446,000 | 687 |
| Securities issued by states & political subdivisions | $132,000 | 5,619 |
| 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 | $140,182,000 | 438 |
| Mortgage-backed securities | $148,446,000 | 525 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $148,446,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $148,446,000 | 225 |
| 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) | $190,716,000 | 686 |
| Total debt securities | $190,715,000 | 762 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $435,709,000 | 338 |
| U.S. Government securities | $433,233,000 | 257 |
| U.S. Treasury securities | $63,425,000 | 85 |
| U.S. Government agency obligations | $369,808,000 | 290 |
| Securities issued by states & political subdivisions | $133,000 | 5,627 |
| Other domestic debt securities | $2,343,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $2,343,000 | 613 |
| 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 | $362,246,000 | 175 |
| Mortgage-backed securities | $231,905,000 | 343 |
| Certificates of participation in pools of residential mortgages | $69,207,000 | 608 |
| Issued or guaranteed by U.S. | $69,207,000 | 606 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $162,698,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $160,355,000 | 206 |
| Privately issued | $2,343,000 | 581 |
| 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) | $435,709,000 | 298 |
| Total debt securities | $435,709,000 | 331 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $157,971,000 | 903 |
| U.S. Government securities | $157,971,000 | 677 |
| U.S. Treasury securities | $5,017,000 | 497 |
| U.S. Government agency obligations | $152,954,000 | 670 |
| 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 | $79,754,000 | 701 |
| Mortgage-backed securities | $152,954,000 | 474 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $152,954,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $152,954,000 | 208 |
| 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) | $157,971,000 | 809 |
| Total debt securities | $157,971,000 | 894 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $48,292,000 | 2,483 |
| U.S. Government securities | $48,292,000 | 1,819 |
| U.S. Treasury securities | $5,020,000 | 503 |
| U.S. Government agency obligations | $43,272,000 | 1,908 |
| 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 | $4,618,000 | 4,314 |
| Mortgage-backed securities | $43,272,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $43,272,000 | 853 |
| Issued or guaranteed by U.S. | $43,272,000 | 848 |
| 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) | $48,292,000 | 2,236 |
| Total debt securities | $48,292,000 | 2,458 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $51,835,000 | 2,307 |
| U.S. Government securities | $13,728,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,728,000 | 4,102 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $35,222,000 | 339 |
| Privately issued residential mortgage-backed securities | $3,156,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $27,709,000 | 44 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $4,357,000 | 661 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,885,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $16,884,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $13,728,000 | 1,983 |
| Issued or guaranteed by U.S. | $13,728,000 | 1,976 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,156,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,156,000 | 646 |
| 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) | $51,835,000 | 2,073 |
| Total debt securities | $48,952,000 | 2,383 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $57,688,000 | 2,102 |
| U.S. Government securities | $14,861,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,861,000 | 4,017 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $40,154,000 | 301 |
| Privately issued residential mortgage-backed securities | $3,587,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $32,407,000 | 43 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,160,000 | 653 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,673,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,465,000 | 1,511 |
| Mortgage-backed securities | $18,448,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $14,861,000 | 1,899 |
| Issued or guaranteed by U.S. | $14,861,000 | 1,892 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,587,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $3,587,000 | 651 |
| 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) | $57,688,000 | 1,880 |
| Total debt securities | $55,015,000 | 2,171 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $64,405,000 | 1,951 |
| U.S. Government securities | $15,559,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,559,000 | 3,975 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $45,730,000 | 290 |
| Privately issued residential mortgage-backed securities | $3,831,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $37,892,000 | 42 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,007,000 | 697 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,116,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,575,000 | 1,475 |
| Mortgage-backed securities | $19,390,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $15,559,000 | 1,941 |
| Issued or guaranteed by U.S. | $15,559,000 | 1,937 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,831,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $3,831,000 | 659 |
| 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) | $64,405,000 | 1,740 |
| Total debt securities | $61,290,000 | 2,003 |
| 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 | $68,129,000 | 1,834 |
| U.S. Government securities | $16,198,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,198,000 | 3,874 |
| Securities issued by states & political subdivisions | $225,000 | 5,586 |
| Other domestic debt securities | $48,952,000 | 284 |
| Privately issued residential mortgage-backed securities | $4,061,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $41,037,000 | 49 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,854,000 | 731 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,754,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,774,000 | 1,406 |
| Mortgage-backed securities | $20,259,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $16,198,000 | 1,961 |
| Issued or guaranteed by U.S. | $16,198,000 | 1,956 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,061,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $4,061,000 | 673 |
| 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) | $225,000 | 2,882 |
| Available-for-sale securities (fair market value) | $67,904,000 | 1,629 |
| Total debt securities | $65,377,000 | 1,876 |
| 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 | $70,879,000 | 1,771 |
| U.S. Government securities | $17,070,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,070,000 | 3,768 |
| Securities issued by states & political subdivisions | $225,000 | 5,614 |
| Other domestic debt securities | $51,185,000 | 298 |
| Privately issued residential mortgage-backed securities | $4,342,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $43,226,000 | 51 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,617,000 | 793 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,399,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,946,000 | 1,222 |
| Mortgage-backed securities | $21,412,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $17,070,000 | 1,941 |
| Issued or guaranteed by U.S. | $17,070,000 | 1,932 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,342,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $4,342,000 | 705 |
| 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) | $225,000 | 2,959 |
| Available-for-sale securities (fair market value) | $70,654,000 | 1,560 |
| Total debt securities | $68,479,000 | 1,797 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $81,894,000 | 1,527 |
| U.S. Government securities | $17,940,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,940,000 | 3,634 |
| Securities issued by states & political subdivisions | $279,000 | 5,578 |
| Other domestic debt securities | $61,167,000 | 284 |
| Privately issued residential mortgage-backed securities | $4,787,000 | 722 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $50,697,000 | 50 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,683,000 | 600 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,508,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,738,000 | 1,076 |
| Mortgage-backed securities | $22,727,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $17,940,000 | 1,926 |
| Issued or guaranteed by U.S. | $17,940,000 | 1,915 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,787,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,787,000 | 694 |
| 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) | $279,000 | 2,940 |
| Available-for-sale securities (fair market value) | $81,615,000 | 1,344 |
| Total debt securities | $79,385,000 | 1,550 |
| 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 | $93,159,000 | 1,330 |
| U.S. Government securities | $22,836,000 | 3,211 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,836,000 | 3,153 |
| Securities issued by states & political subdivisions | $279,000 | 5,522 |
| Other domestic debt securities | $68,969,000 | 255 |
| Privately issued residential mortgage-backed securities | $5,158,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,385,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,426,000 | 410 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,075,000 | 742 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,229,000 | 895 |
| Mortgage-backed securities | $27,994,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $22,836,000 | 1,638 |
| Issued or guaranteed by U.S. | $22,836,000 | 1,626 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,158,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $5,158,000 | 671 |
| 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) | $279,000 | 2,979 |
| Available-for-sale securities (fair market value) | $92,880,000 | 1,165 |
| Total debt securities | $92,085,000 | 1,321 |
| 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 | $105,839,000 | 1,149 |
| U.S. Government securities | $23,401,000 | 3,169 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,401,000 | 3,101 |
| Securities issued by states & political subdivisions | $331,000 | 5,414 |
| Other domestic debt securities | $79,432,000 | 225 |
| Privately issued residential mortgage-backed securities | $5,420,000 | 658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,194,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,818,000 | 279 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,675,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,635,000 | 859 |
| Mortgage-backed securities | $28,821,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $23,401,000 | 1,584 |
| Issued or guaranteed by U.S. | $23,401,000 | 1,574 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,420,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $5,420,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $331,000 | 2,962 |
| Available-for-sale securities (fair market value) | $105,508,000 | 993 |
| Total debt securities | $103,165,000 | 1,162 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $109,799,000 | 1,084 |
| U.S. Government securities | $24,601,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,601,000 | 2,938 |
| Securities issued by states & political subdivisions | $331,000 | 5,418 |
| Other domestic debt securities | $81,208,000 | 237 |
| Privately issued residential mortgage-backed securities | $5,360,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,261,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,587,000 | 322 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,659,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,944,000 | 1,191 |
| Mortgage-backed securities | $29,961,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $24,601,000 | 1,439 |
| Issued or guaranteed by U.S. | $24,601,000 | 1,428 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,360,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $5,360,000 | 650 |
| 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) | $331,000 | 2,982 |
| Available-for-sale securities (fair market value) | $109,468,000 | 932 |
| Total debt securities | $106,139,000 | 1,107 |
| 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 | $124,367,000 | 983 |
| U.S. Government securities | $26,024,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,024,000 | 2,876 |
| Securities issued by states & political subdivisions | $382,000 | 5,427 |
| Other domestic debt securities | $97,961,000 | 215 |
| Privately issued residential mortgage-backed securities | $5,813,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,229,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,919,000 | 185 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,837,000 | 1,907 |
| Mortgage-backed securities | $31,837,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $26,024,000 | 1,371 |
| Issued or guaranteed by U.S. | $26,024,000 | 1,359 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,813,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $5,813,000 | 624 |
| 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) | $382,000 | 2,956 |
| Available-for-sale securities (fair market value) | $123,985,000 | 848 |
| Total debt securities | $124,367,000 | 967 |
| 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 | $134,308,000 | 899 |
| U.S. Government securities | $28,035,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $28,035,000 | 2,708 |
| Securities issued by states & political subdivisions | $382,000 | 5,432 |
| Other domestic debt securities | $105,891,000 | 199 |
| Privately issued residential mortgage-backed securities | $6,241,000 | 607 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $71,105,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,545,000 | 190 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,165,000 | 4,152 |
| Mortgage-backed securities | $34,276,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $28,035,000 | 1,233 |
| Issued or guaranteed by U.S. | $28,035,000 | 1,223 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,241,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $6,241,000 | 575 |
| 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) | $382,000 | 2,994 |
| Available-for-sale securities (fair market value) | $133,926,000 | 790 |
| Total debt securities | $134,309,000 | 870 |
| 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 | $140,736,000 | 843 |
| U.S. Government securities | $30,637,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $30,637,000 | 2,571 |
| Securities issued by states & political subdivisions | $431,000 | 5,394 |
| Other domestic debt securities | $109,668,000 | 191 |
| Privately issued residential mortgage-backed securities | $6,881,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $74,758,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,029,000 | 198 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,720,000 | 4,061 |
| Mortgage-backed securities | $37,518,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $30,637,000 | 1,012 |
| Issued or guaranteed by U.S. | $30,637,000 | 1,003 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,881,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $6,881,000 | 511 |
| 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) | $431,000 | 3,010 |
| Available-for-sale securities (fair market value) | $140,305,000 | 727 |
| Total debt securities | $140,736,000 | 822 |
| 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 | $130,079,000 | 910 |
| U.S. Government securities | $32,516,000 | 2,509 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $32,516,000 | 2,459 |
| Securities issued by states & political subdivisions | $431,000 | 5,424 |
| Other domestic debt securities | $97,132,000 | 196 |
| Privately issued residential mortgage-backed securities | $7,398,000 | 496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,412,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,322,000 | 221 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,011,000 | 2,093 |
| Mortgage-backed securities | $39,914,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $32,516,000 | 915 |
| Issued or guaranteed by U.S. | $32,516,000 | 909 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,398,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $7,398,000 | 467 |
| 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) | $3,731,000 | 1,961 |
| Available-for-sale securities (fair market value) | $126,348,000 | 803 |
| Total debt securities | $130,077,000 | 893 |
| 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 | $100,862,000 | 1,204 |
| U.S. Government securities | $34,845,000 | 2,352 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,845,000 | 2,283 |
| Securities issued by states & political subdivisions | $479,000 | 5,390 |
| Other domestic debt securities | $65,538,000 | 256 |
| Privately issued residential mortgage-backed securities | $8,204,000 | 446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,833,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,501,000 | 306 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $931,000 | 6,305 |
| Mortgage-backed securities | $43,049,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $34,845,000 | 864 |
| Issued or guaranteed by U.S. | $34,845,000 | 854 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,204,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $8,204,000 | 424 |
| 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) | $2,379,000 | 2,272 |
| Available-for-sale securities (fair market value) | $98,483,000 | 1,067 |
| Total debt securities | $100,861,000 | 1,176 |
| 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 | $96,168,000 | 1,257 |
| U.S. Government securities | $35,267,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,267,000 | 2,285 |
| Securities issued by states & political subdivisions | $479,000 | 5,443 |
| Other domestic debt securities | $60,422,000 | 262 |
| Privately issued residential mortgage-backed securities | $9,095,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,398,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,929,000 | 353 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,022,000 | 6,223 |
| Mortgage-backed securities | $44,362,000 | 990 |
| Certificates of participation in pools of residential mortgages | $35,267,000 | 845 |
| Issued or guaranteed by U.S. | $35,267,000 | 838 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,095,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,095,000 | 397 |
| 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) | $479,000 | 3,125 |
| Available-for-sale securities (fair market value) | $95,689,000 | 1,095 |
| Total debt securities | $96,167,000 | 1,223 |
| 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 | $97,139,000 | 1,271 |
| U.S. Government securities | $38,003,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,003,000 | 2,182 |
| Securities issued by states & political subdivisions | $526,000 | 5,416 |
| Other domestic debt securities | $58,610,000 | 256 |
| Privately issued residential mortgage-backed securities | $9,832,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,725,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,053,000 | 644 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,133,000 | 6,196 |
| Mortgage-backed securities | $47,835,000 | 959 |
| Certificates of participation in pools of residential mortgages | $38,003,000 | 821 |
| Issued or guaranteed by U.S. | $38,003,000 | 811 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,832,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $9,832,000 | 372 |
| 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) | $526,000 | 3,128 |
| Available-for-sale securities (fair market value) | $96,613,000 | 1,096 |
| Total debt securities | $97,139,000 | 1,238 |
| 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 | $97,788,000 | 1,272 |
| U.S. Government securities | $38,760,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $38,760,000 | 2,160 |
| Securities issued by states & political subdivisions | $526,000 | 5,468 |
| Other domestic debt securities | $58,502,000 | 263 |
| Privately issued residential mortgage-backed securities | $10,452,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,050,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,226,000 | 6,200 |
| Mortgage-backed securities | $49,212,000 | 940 |
| Certificates of participation in pools of residential mortgages | $38,760,000 | 821 |
| Issued or guaranteed by U.S. | $38,760,000 | 809 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,452,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $10,452,000 | 358 |
| 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) | $526,000 | 3,197 |
| Available-for-sale securities (fair market value) | $97,262,000 | 1,097 |
| Total debt securities | $97,789,000 | 1,242 |
| 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 | $103,950,000 | 1,197 |
| U.S. Government securities | $40,044,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,044,000 | 2,094 |
| Securities issued by states & political subdivisions | $1,879,000 | 4,383 |
| Other domestic debt securities | $62,027,000 | 255 |
| Privately issued residential mortgage-backed securities | $11,154,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,976,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,897,000 | 1,112 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,437,000 | 2,508 |
| Mortgage-backed securities | $51,198,000 | 913 |
| Certificates of participation in pools of residential mortgages | $40,044,000 | 801 |
| Issued or guaranteed by U.S. | $40,044,000 | 792 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,154,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $11,154,000 | 343 |
| 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) | $1,879,000 | 2,603 |
| Available-for-sale securities (fair market value) | $102,071,000 | 1,037 |
| Total debt securities | $103,951,000 | 1,169 |
| 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 | $108,624,000 | 1,153 |
| U.S. Government securities | $43,363,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $43,363,000 | 1,982 |
| Securities issued by states & political subdivisions | $1,875,000 | 4,414 |
| Other domestic debt securities | $63,386,000 | 252 |
| Privately issued residential mortgage-backed securities | $11,938,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,557,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,891,000 | 1,180 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,446,000 | 6,136 |
| Mortgage-backed securities | $55,301,000 | 872 |
| Certificates of participation in pools of residential mortgages | $43,363,000 | 759 |
| Issued or guaranteed by U.S. | $43,363,000 | 749 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,938,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $11,938,000 | 335 |
| 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) | $1,875,000 | 2,651 |
| Available-for-sale securities (fair market value) | $106,749,000 | 1,004 |
| Total debt securities | $108,623,000 | 1,126 |
| 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 | $115,545,000 | 1,092 |
| U.S. Government securities | $45,558,000 | 1,965 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $45,558,000 | 1,896 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,233 |
| Other domestic debt securities | $67,756,000 | 248 |
| Privately issued residential mortgage-backed securities | $12,925,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,985,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,846,000 | 1,251 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,013,000 | 3,569 |
| Mortgage-backed securities | $58,483,000 | 837 |
| Certificates of participation in pools of residential mortgages | $45,558,000 | 746 |
| Issued or guaranteed by U.S. | $45,558,000 | 739 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,925,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $12,925,000 | 331 |
| 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) | $2,231,000 | 2,557 |
| Available-for-sale securities (fair market value) | $113,314,000 | 932 |
| Total debt securities | $115,544,000 | 1,065 |
| 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 | $122,024,000 | 1,018 |
| U.S. Government securities | $48,316,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $48,316,000 | 1,779 |
| Securities issued by states & political subdivisions | $3,232,000 | 3,724 |
| Other domestic debt securities | $70,476,000 | 239 |
| Privately issued residential mortgage-backed securities | $14,308,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,262,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,906,000 | 1,279 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,446,000 | 2,444 |
| Mortgage-backed securities | $62,624,000 | 796 |
| Certificates of participation in pools of residential mortgages | $48,316,000 | 719 |
| Issued or guaranteed by U.S. | $48,316,000 | 711 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,308,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $14,308,000 | 312 |
| 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) | $3,232,000 | 2,319 |
| Available-for-sale securities (fair market value) | $118,792,000 | 868 |
| Total debt securities | $122,016,000 | 992 |
| 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 | $125,138,000 | 987 |
| U.S. Government securities | $48,961,000 | 1,833 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $48,961,000 | 1,765 |
| Securities issued by states & political subdivisions | $3,275,000 | 3,680 |
| Other domestic debt securities | $72,902,000 | 238 |
| Privately issued residential mortgage-backed securities | $16,492,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,509,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,901,000 | 1,323 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,697,000 | 6,032 |
| Mortgage-backed securities | $65,453,000 | 783 |
| Certificates of participation in pools of residential mortgages | $48,961,000 | 722 |
| Issued or guaranteed by U.S. | $48,961,000 | 714 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,492,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $16,492,000 | 295 |
| 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) | $3,275,000 | 2,336 |
| Available-for-sale securities (fair market value) | $121,863,000 | 845 |
| Total debt securities | $125,139,000 | 966 |
| 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 | $100,181,000 | 1,260 |
| U.S. Government securities | $34,292,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,292,000 | 2,451 |
| Securities issued by states & political subdivisions | $3,274,000 | 3,665 |
| Other domestic debt securities | $62,615,000 | 252 |
| Privately issued residential mortgage-backed securities | $12,001,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,722,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,892,000 | 1,405 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,757,000 | 6,034 |
| Mortgage-backed securities | $46,293,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $34,292,000 | 1,002 |
| Issued or guaranteed by U.S. | $34,292,000 | 993 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,001,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $12,001,000 | 318 |
| 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) | $3,274,000 | 2,363 |
| Available-for-sale securities (fair market value) | $96,907,000 | 1,106 |
| Total debt securities | $100,181,000 | 1,230 |
| 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 | $102,211,000 | 1,262 |
| U.S. Government securities | $36,296,000 | 2,441 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $36,296,000 | 2,346 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,672 |
| Other domestic debt securities | $62,598,000 | 259 |
| Privately issued residential mortgage-backed securities | $13,008,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,590,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,411,000 | 4,171 |
| Mortgage-backed securities | $49,304,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $36,296,000 | 973 |
| Issued or guaranteed by U.S. | $36,296,000 | 965 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,008,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $13,008,000 | 308 |
| 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) | $3,317,000 | 2,382 |
| Available-for-sale securities (fair market value) | $98,894,000 | 1,111 |
| Total debt securities | $102,213,000 | 1,222 |
| 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 | $99,396,000 | 1,284 |
| U.S. Government securities | $42,723,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $42,723,000 | 2,009 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,681 |
| Other domestic debt securities | $53,355,000 | 278 |
| Privately issued residential mortgage-backed securities | $10,708,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,463,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,184,000 | 1,817 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,289,000 | 2,610 |
| Mortgage-backed securities | $50,430,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $39,722,000 | 908 |
| Issued or guaranteed by U.S. | $39,722,000 | 901 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,708,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $10,708,000 | 303 |
| 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) | $3,318,000 | 2,392 |
| Available-for-sale securities (fair market value) | $96,078,000 | 1,122 |
| Total debt securities | $99,389,000 | 1,246 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $106,460,000 | 1,219 |
| U.S. Government securities | $47,612,000 | 1,930 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $47,612,000 | 1,863 |
| Securities issued by states & political subdivisions | $3,319,000 | 3,686 |
| Other domestic debt securities | $55,529,000 | 272 |
| Privately issued residential mortgage-backed securities | $12,082,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,286,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,161,000 | 1,918 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,166,000 | 1,853 |
| Mortgage-backed securities | $53,702,000 | 985 |
| Certificates of participation in pools of residential mortgages | $41,620,000 | 882 |
| Issued or guaranteed by U.S. | $41,620,000 | 875 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,082,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $12,082,000 | 288 |
| 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) | $3,319,000 | 2,405 |
| Available-for-sale securities (fair market value) | $103,141,000 | 1,065 |
| Total debt securities | $106,452,000 | 1,177 |
| 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 | $94,700,000 | 1,390 |
| U.S. Government securities | $35,934,000 | 2,437 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $35,934,000 | 2,360 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,632 |
| Other domestic debt securities | $57,146,000 | 284 |
| Privately issued residential mortgage-backed securities | $13,105,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,819,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,222,000 | 1,981 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,562,000 | 2,831 |
| Mortgage-backed securities | $49,039,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $35,934,000 | 1,008 |
| Issued or guaranteed by U.S. | $35,934,000 | 1,001 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $13,105,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $13,105,000 | 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) | $1,620,000 | 2,974 |
| Available-for-sale securities (fair market value) | $93,080,000 | 1,209 |
| Total debt securities | $94,693,000 | 1,341 |
| 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 | $98,325,000 | 1,381 |
| U.S. Government securities | $40,327,000 | 2,289 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $40,327,000 | 2,209 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,664 |
| Other domestic debt securities | $56,377,000 | 267 |
| Privately issued residential mortgage-backed securities | $14,116,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,063,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,198,000 | 2,110 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,393,000 | 6,233 |
| Mortgage-backed securities | $46,869,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $32,753,000 | 1,089 |
| Issued or guaranteed by U.S. | $32,753,000 | 1,080 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,116,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $14,116,000 | 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) | $1,621,000 | 3,017 |
| Available-for-sale securities (fair market value) | $96,704,000 | 1,205 |
| Total debt securities | $98,319,000 | 1,334 |
| 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 | $102,884,000 | 1,298 |
| U.S. Government securities | $36,027,000 | 2,460 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $36,027,000 | 2,379 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,696 |
| Other domestic debt securities | $65,243,000 | 250 |
| Privately issued residential mortgage-backed securities | $13,468,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,998,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,777,000 | 1,139 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,209,000 | 2,688 |
| Mortgage-backed securities | $46,956,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $33,488,000 | 1,071 |
| Issued or guaranteed by U.S. | $33,488,000 | 1,067 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,468,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $13,468,000 | 207 |
| 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) | $1,614,000 | 3,059 |
| Available-for-sale securities (fair market value) | $101,270,000 | 1,126 |
| Total debt securities | $102,884,000 | 1,249 |
| 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 | $93,786,000 | 1,381 |
| U.S. Government securities | $40,031,000 | 2,159 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $40,031,000 | 2,078 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,649 |
| Other domestic debt securities | $52,141,000 | 297 |
| Privately issued residential mortgage-backed securities | $5,193,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,075,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,873,000 | 1,158 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,206,000 | 5,163 |
| Mortgage-backed securities | $45,224,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $45,224,000 | 826 |
| Issued or guaranteed by U.S. | $40,031,000 | 896 |
| Privately issued | $5,193,000 | 71 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,614,000 | 3,090 |
| Available-for-sale securities (fair market value) | $92,172,000 | 1,201 |
| Total debt securities | $93,786,000 | 1,325 |
| 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 | $71,404,000 | 1,714 |
| U.S. Government securities | $39,640,000 | 2,173 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $39,640,000 | 2,090 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,578 |
| Other domestic debt securities | $30,150,000 | 441 |
| Privately issued residential mortgage-backed securities | $3,157,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,276,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,717,000 | 1,185 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,695,000 | 4,960 |
| Mortgage-backed securities | $42,797,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $42,797,000 | 827 |
| Issued or guaranteed by U.S. | $39,640,000 | 889 |
| Privately issued | $3,157,000 | 91 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,614,000 | 3,131 |
| Available-for-sale securities (fair market value) | $69,790,000 | 1,503 |
| Total debt securities | $71,403,000 | 1,661 |
| 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 | $81,933,000 | 1,498 |
| U.S. Government securities | $54,925,000 | 1,590 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $54,925,000 | 1,521 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,583 |
| Other domestic debt securities | $25,393,000 | 496 |
| Privately issued residential mortgage-backed securities | $16,179,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,214,000 | 762 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,044,000 | 2,885 |
| Mortgage-backed securities | $71,104,000 | 796 |
| Certificates of participation in pools of residential mortgages | $51,035,000 | 709 |
| Issued or guaranteed by U.S. | $47,289,000 | 745 |
| Privately issued | $3,746,000 | 85 |
| Collaterized mortgage obligations | $20,069,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $7,636,000 | 1,363 |
| Privately issued | $12,433,000 | 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) | $1,615,000 | 3,205 |
| Available-for-sale securities (fair market value) | $80,318,000 | 1,292 |
| Total debt securities | $81,933,000 | 1,450 |
| 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 | $56,784,000 | 1,969 |
| U.S. Government securities | $46,649,000 | 1,727 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $46,649,000 | 1,627 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,633 |
| Other domestic debt securities | $8,518,000 | 1,033 |
| 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 | $8,518,000 | 803 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,451,000 | 5,678 |
| Mortgage-backed securities | $46,649,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $46,649,000 | 666 |
| Issued or guaranteed by U.S. | $46,649,000 | 661 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,617,000 | 3,410 |
| Available-for-sale securities (fair market value) | $55,167,000 | 1,675 |
| Total debt securities | $56,784,000 | 1,895 |
| 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 | $59,472,000 | 1,849 |
| U.S. Government securities | $48,621,000 | 1,642 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $48,621,000 | 1,523 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,708 |
| Other domestic debt securities | $8,926,000 | 864 |
| Privately issued residential mortgage-backed securities | $3,852,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,074,000 | 999 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $298,000 | 5,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,237,000 | 2,942 |
| Mortgage-backed securities | $52,473,000 | 758 |
| Certificates of participation in pools of residential mortgages | $48,621,000 | 547 |
| Issued or guaranteed by U.S. | $48,621,000 | 543 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,852,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $3,852,000 | 389 |
| 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) | $1,621,000 | 4,064 |
| Available-for-sale securities (fair market value) | $57,851,000 | 1,470 |
| Total debt securities | $59,177,000 | 1,774 |
| 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 | $41,742,000 | 2,693 |
| U.S. Government securities | $16,408,000 | 4,475 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,408,000 | 4,039 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,948 |
| Other domestic debt securities | $23,415,000 | 498 |
| Privately issued residential mortgage-backed securities | $23,415,000 | 195 |
| 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 | $296,000 | 4,872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,971,000 | 6,391 |
| Mortgage-backed securities | $39,823,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $16,408,000 | 1,321 |
| Issued or guaranteed by U.S. | $16,408,000 | 1,313 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $23,415,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $23,415,000 | 165 |
| 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) | $1,623,000 | 4,463 |
| Available-for-sale securities (fair market value) | $40,119,000 | 2,165 |
| Total debt securities | $41,446,000 | 2,636 |
| 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 | $260,000 | 10,255 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $260,000 | 4,921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $260,000 | 9,292 |
| Total debt securities | $0 | 10,235 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $60,690,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $77,341,000 | 1,496 |
| U.S. Government securities | $66,905,000 | 1,347 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $66,905,000 | 1,083 |
| Securities issued by states & political subdivisions | $1,873,000 | 4,728 |
| Other domestic debt securities | $8,278,000 | 638 |
| Privately issued residential mortgage-backed securities | $8,278,000 | 251 |
| 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 | $285,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,100,000 | 893 |
| Mortgage-backed securities | $70,071,000 | 688 |
| Certificates of participation in pools of residential mortgages | $61,793,000 | 552 |
| Issued or guaranteed by U.S. | $61,793,000 | 543 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,278,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $8,278,000 | 181 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $77,341,000 | 1,044 |
| Total debt securities | $77,056,000 | 1,446 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $5,734,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $79,808,000 | 1,515 |
| U.S. Government securities | $78,257,000 | 1,236 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $78,257,000 | 972 |
| Securities issued by states & political subdivisions | $1,279,000 | 5,665 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $272,000 | 4,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,018,000 | 1,033 |
| Mortgage-backed securities | $78,257,000 | 691 |
| Certificates of participation in pools of residential mortgages | $78,257,000 | 494 |
| Issued or guaranteed by U.S. | $78,257,000 | 486 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $79,808,000 | 1,035 |
| Total debt securities | $79,536,000 | 1,478 |
| 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 | $55,090,000 | 2,280 |
| U.S. Government securities | $54,213,000 | 1,860 |
| U.S. Treasury securities | $1,496,000 | 7,827 |
| U.S. Government agency obligations | $52,717,000 | 1,362 |
| Securities issued by states & political subdivisions | $453,000 | 7,476 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $424,000 | 3,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,206,000 | 2,332 |
| Mortgage-backed securities | $52,717,000 | 932 |
| Certificates of participation in pools of residential mortgages | $52,717,000 | 657 |
| Issued or guaranteed by U.S. | $52,717,000 | 636 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $55,090,000 | 1,531 |
| Total debt securities | $54,666,000 | 2,226 |
| 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 | $36,377,000 | 3,607 |
| U.S. Government securities | $36,272,000 | 2,870 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $36,272,000 | 1,873 |
| 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 | $105,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,788,000 | 3,250 |
| Mortgage-backed securities | $36,272,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $34,868,000 | 912 |
| Issued or guaranteed by U.S. | $34,868,000 | 893 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,404,000 | 4,125 |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 3,942 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $36,377,000 | 1,568 |
| Total debt securities | $36,272,000 | 3,534 |
| 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 | $33,806,000 | 4,047 |
| U.S. Government securities | $33,687,000 | 3,242 |
| U.S. Treasury securities | $1,538,000 | 9,069 |
| U.S. Government agency obligations | $32,149,000 | 2,157 |
| 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 | $119,000 | 5,388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,293,000 | 4,455 |
| Mortgage-backed securities | $32,149,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $32,149,000 | 1,040 |
| Issued or guaranteed by U.S. | $32,149,000 | 1,008 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $33,687,000 | 3,963 |
| 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 |
