| 2023-12-31 | Rank |
| Total securities | $999,325,000 | 245 |
| U.S. Government securities | $850,300,000 | 210 |
| U.S. Treasury securities | $122,443,000 | 214 |
| U.S. Government agency obligations | $727,857,000 | 214 |
| Securities issued by states & political subdivisions | $27,106,000 | 1,477 |
| Other domestic debt securities | $121,703,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $121,703,000 | 85 |
| Foreign debt securities | $216,000 | 296 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $739,973,000 | 188 |
| Mortgage-backed securities | $657,138,000 | 199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $113,686,000 | 454 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $526,630,000 | 89 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,275,000 | 514 |
| Other commercial mortgage-backed securities | $8,547,000 | 553 |
| Held to maturity securities (book value) | $836,301,000 | 105 |
| Available-for-sale securities (fair market value) | $163,024,000 | 1,006 |
| Total debt securities | $999,325,000 | 242 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $1,128,326,000 | 228 |
| U.S. Government securities | $979,130,000 | 194 |
| U.S. Treasury securities | $235,655,000 | 128 |
| U.S. Government agency obligations | $743,475,000 | 214 |
| Securities issued by states & political subdivisions | $28,454,000 | 1,390 |
| Other domestic debt securities | $120,503,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $120,503,000 | 88 |
| Foreign debt securities | $239,000 | 296 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $684,561,000 | 195 |
| Mortgage-backed securities | $673,432,000 | 200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $115,535,000 | 437 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $540,184,000 | 86 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,968,000 | 485 |
| Other commercial mortgage-backed securities | $8,745,000 | 538 |
| Held to maturity securities (book value) | $845,410,000 | 104 |
| Available-for-sale securities (fair market value) | $282,916,000 | 603 |
| Total debt securities | $1,128,326,000 | 224 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $0 | 4,512 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,041,179,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $774 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,695,000 | 1,100 |
| Foreign debt securities | $13,131,000 | 61 |
| Equity securities | $331 | 26 |
| Assets held in trading accounts for TFR Reporters | $0 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58 | 3,912 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,020,000 | 142 |
| 2023-03-31 | Rank |
| Total securities | $1,213,692,000 | 230 |
| U.S. Government securities | $1,034,884,000 | 196 |
| U.S. Treasury securities | $256,879,000 | 122 |
| U.S. Government agency obligations | $778,005,000 | 205 |
| Securities issued by states & political subdivisions | $30,583,000 | 1,421 |
| Other domestic debt securities | $147,891,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $147,891,000 | 73 |
| Foreign debt securities | $334,000 | 255 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $605,854,000 | 206 |
| Mortgage-backed securities | $709,335,000 | 199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $119,823,000 | 458 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $567,148,000 | 86 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,088,000 | 397 |
| Other commercial mortgage-backed securities | $9,276,000 | 541 |
| Held to maturity securities (book value) | $873,539,000 | 105 |
| Available-for-sale securities (fair market value) | $340,153,000 | 551 |
| Total debt securities | $1,213,692,000 | 227 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $1,283,138,000 | 231 |
| U.S. Government securities | $1,104,946,000 | 195 |
| U.S. Treasury securities | $313,862,000 | 116 |
| U.S. Government agency obligations | $791,084,000 | 213 |
| Securities issued by states & political subdivisions | $31,311,000 | 1,435 |
| Other domestic debt securities | $146,475,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $146,475,000 | 79 |
| Foreign debt securities | $406,000 | 254 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $384,649,000 | 255 |
| Mortgage-backed securities | $723,120,000 | 205 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $122,040,000 | 460 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $578,532,000 | 91 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,109,000 | 403 |
| Other commercial mortgage-backed securities | $9,439,000 | 531 |
| Held to maturity securities (book value) | $881,565,000 | 109 |
| Available-for-sale securities (fair market value) | $401,573,000 | 471 |
| Total debt securities | $1,283,138,000 | 227 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $1,298,216,000 | 228 |
| U.S. Government securities | $1,119,224,000 | 197 |
| U.S. Treasury securities | $312,645,000 | 117 |
| U.S. Government agency obligations | $806,579,000 | 214 |
| Securities issued by states & political subdivisions | $32,701,000 | 1,389 |
| Other domestic debt securities | $145,144,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $145,144,000 | 84 |
| Foreign debt securities | $1,147,000 | 181 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $375,907,000 | 241 |
| Mortgage-backed securities | $739,328,000 | 206 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,962,000 | 458 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $592,505,000 | 93 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,130,000 | 411 |
| Other commercial mortgage-backed securities | $9,731,000 | 553 |
| Held to maturity securities (book value) | $892,221,000 | 109 |
| Available-for-sale securities (fair market value) | $405,995,000 | 475 |
| Total debt securities | $1,298,216,000 | 226 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $1,411,929,000 | 217 |
| U.S. Government securities | $1,229,309,000 | 185 |
| U.S. Treasury securities | $316,777,000 | 115 |
| U.S. Government agency obligations | $912,532,000 | 202 |
| Securities issued by states & political subdivisions | $32,966,000 | 1,437 |
| Other domestic debt securities | $148,432,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $148,432,000 | 83 |
| Foreign debt securities | $1,222,000 | 184 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $376,394,000 | 242 |
| Mortgage-backed securities | $832,442,000 | 193 |
| Certificates of participation in pools of residential mortgages | $133,425,000 | 439 |
| Issued or guaranteed by U.S. | $133,425,000 | 434 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $648,621,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $648,621,000 | 90 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $50,396,000 | 358 |
| Commercial mortgage pass-through securities | $37,869,000 | 225 |
| Other commercial mortgage-backed securities | $12,527,000 | 532 |
| Held to maturity securities (book value) | $13,762,000 | 870 |
| Available-for-sale securities (fair market value) | $1,398,167,000 | 181 |
| Total debt securities | $1,411,929,000 | 216 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $1,493,647,000 | 213 |
| U.S. Government securities | $1,312,874,000 | 175 |
| U.S. Treasury securities | $319,409,000 | 109 |
| U.S. Government agency obligations | $993,465,000 | 186 |
| Securities issued by states & political subdivisions | $30,584,000 | 1,558 |
| Other domestic debt securities | $148,218,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $148,218,000 | 80 |
| Foreign debt securities | $1,971,000 | 152 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $352,766,000 | 246 |
| Mortgage-backed securities | $910,704,000 | 181 |
| Certificates of participation in pools of residential mortgages | $145,381,000 | 424 |
| Issued or guaranteed by U.S. | $145,381,000 | 422 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $709,967,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $709,967,000 | 86 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $55,356,000 | 343 |
| Commercial mortgage pass-through securities | $39,787,000 | 218 |
| Other commercial mortgage-backed securities | $15,569,000 | 479 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,493,647,000 | 182 |
| Total debt securities | $1,493,647,000 | 211 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $1,633,310,000 | 196 |
| U.S. Government securities | $1,426,451,000 | 164 |
| U.S. Treasury securities | $318,552,000 | 79 |
| U.S. Government agency obligations | $1,107,899,000 | 174 |
| Securities issued by states & political subdivisions | $31,448,000 | 1,573 |
| Other domestic debt securities | $173,353,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $173,353,000 | 70 |
| Foreign debt securities | $2,058,000 | 135 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $328,398,000 | 256 |
| Mortgage-backed securities | $1,020,977,000 | 170 |
| Certificates of participation in pools of residential mortgages | $161,632,000 | 387 |
| Issued or guaranteed by U.S. | $161,632,000 | 385 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $796,059,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $796,059,000 | 83 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $63,286,000 | 322 |
| Commercial mortgage pass-through securities | $43,355,000 | 204 |
| Other commercial mortgage-backed securities | $19,931,000 | 412 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,633,310,000 | 171 |
| Total debt securities | $1,633,310,000 | 192 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $1,522,193,000 | 195 |
| U.S. Government securities | $1,400,022,000 | 162 |
| U.S. Treasury securities | $249,975,000 | 75 |
| U.S. Government agency obligations | $1,150,047,000 | 170 |
| Securities issued by states & political subdivisions | $22,742,000 | 1,876 |
| Other domestic debt securities | $96,614,000 | 243 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $96,614,000 | 107 |
| Foreign debt securities | $2,815,000 | 112 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $335,696,000 | 246 |
| Mortgage-backed securities | $1,061,966,000 | 158 |
| Certificates of participation in pools of residential mortgages | $132,184,000 | 447 |
| Issued or guaranteed by U.S. | $132,184,000 | 445 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $863,740,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $863,740,000 | 75 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $66,042,000 | 302 |
| Commercial mortgage pass-through securities | $43,390,000 | 201 |
| Other commercial mortgage-backed securities | $22,652,000 | 373 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,522,193,000 | 175 |
| Total debt securities | $1,522,193,000 | 193 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $1,475,515,000 | 188 |
| U.S. Government securities | $1,363,556,000 | 160 |
| U.S. Treasury securities | $149,255,000 | 97 |
| U.S. Government agency obligations | $1,214,301,000 | 160 |
| Securities issued by states & political subdivisions | $22,839,000 | 1,854 |
| Other domestic debt securities | $86,222,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $86,222,000 | 118 |
| Foreign debt securities | $2,898,000 | 108 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $351,256,000 | 233 |
| Mortgage-backed securities | $1,126,096,000 | 152 |
| Certificates of participation in pools of residential mortgages | $127,176,000 | 440 |
| Issued or guaranteed by U.S. | $127,176,000 | 436 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $927,626,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $927,626,000 | 72 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $71,294,000 | 273 |
| Commercial mortgage pass-through securities | $44,166,000 | 186 |
| Other commercial mortgage-backed securities | $27,128,000 | 334 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,475,515,000 | 169 |
| Total debt securities | $1,475,515,000 | 185 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $1,321,377,000 | 192 |
| U.S. Government securities | $1,258,016,000 | 159 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,258,016,000 | 150 |
| Securities issued by states & political subdivisions | $23,397,000 | 1,776 |
| Other domestic debt securities | $36,317,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $36,317,000 | 219 |
| Foreign debt securities | $3,647,000 | 99 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $345,076,000 | 226 |
| Mortgage-backed securities | $1,170,622,000 | 147 |
| Certificates of participation in pools of residential mortgages | $131,797,000 | 395 |
| Issued or guaranteed by U.S. | $131,797,000 | 387 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $963,667,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $963,667,000 | 70 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $75,158,000 | 254 |
| Commercial mortgage pass-through securities | $43,115,000 | 182 |
| Other commercial mortgage-backed securities | $32,043,000 | 283 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,321,377,000 | 170 |
| Total debt securities | $1,321,377,000 | 190 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $1,326,046,000 | 180 |
| U.S. Government securities | $1,242,335,000 | 155 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,242,335,000 | 144 |
| Securities issued by states & political subdivisions | $22,036,000 | 1,790 |
| Other domestic debt securities | $57,950,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $57,950,000 | 138 |
| Foreign debt securities | $3,725,000 | 94 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $329,114,000 | 229 |
| Mortgage-backed securities | $1,231,995,000 | 139 |
| Certificates of participation in pools of residential mortgages | $147,361,000 | 332 |
| Issued or guaranteed by U.S. | $147,361,000 | 330 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $999,639,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $999,639,000 | 68 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $84,995,000 | 224 |
| Commercial mortgage pass-through securities | $44,980,000 | 164 |
| Other commercial mortgage-backed securities | $40,015,000 | 240 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,326,046,000 | 163 |
| Total debt securities | $1,326,046,000 | 177 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $1,050,287,000 | 214 |
| U.S. Government securities | $964,833,000 | 172 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $964,833,000 | 163 |
| Securities issued by states & political subdivisions | $22,700,000 | 1,638 |
| Other domestic debt securities | $58,275,000 | 265 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $58,275,000 | 134 |
| Foreign debt securities | $4,479,000 | 90 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $306,609,000 | 245 |
| Mortgage-backed securities | $954,435,000 | 149 |
| Certificates of participation in pools of residential mortgages | $106,880,000 | 414 |
| Issued or guaranteed by U.S. | $106,880,000 | 406 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $788,155,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $788,155,000 | 76 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $59,400,000 | 260 |
| Commercial mortgage pass-through securities | $14,018,000 | 335 |
| Other commercial mortgage-backed securities | $45,382,000 | 213 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,050,287,000 | 192 |
| Total debt securities | $1,050,287,000 | 207 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $837,595,000 | 234 |
| U.S. Government securities | $725,066,000 | 200 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $725,066,000 | 190 |
| Securities issued by states & political subdivisions | $22,696,000 | 1,551 |
| Other domestic debt securities | $85,292,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $85,292,000 | 96 |
| Foreign debt securities | $4,541,000 | 87 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $319,449,000 | 242 |
| Mortgage-backed securities | $714,647,000 | 184 |
| Certificates of participation in pools of residential mortgages | $133,710,000 | 339 |
| Issued or guaranteed by U.S. | $133,710,000 | 334 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $515,928,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $515,928,000 | 97 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $65,009,000 | 243 |
| Commercial mortgage pass-through securities | $14,019,000 | 330 |
| Other commercial mortgage-backed securities | $50,990,000 | 198 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $837,595,000 | 213 |
| Total debt securities | $837,595,000 | 231 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $797,028,000 | 232 |
| U.S. Government securities | $685,075,000 | 206 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $685,075,000 | 196 |
| Securities issued by states & political subdivisions | $23,328,000 | 1,394 |
| Other domestic debt securities | $83,355,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $83,355,000 | 90 |
| Foreign debt securities | $5,270,000 | 82 |
| 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 | $315,581,000 | 238 |
| Mortgage-backed securities | $674,669,000 | 182 |
| Certificates of participation in pools of residential mortgages | $122,277,000 | 370 |
| Issued or guaranteed by U.S. | $122,277,000 | 359 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $448,776,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $448,776,000 | 106 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $103,616,000 | 194 |
| Commercial mortgage pass-through securities | $8,161,000 | 478 |
| Other commercial mortgage-backed securities | $95,455,000 | 145 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $797,028,000 | 213 |
| Total debt securities | $797,028,000 | 228 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $835,810,000 | 229 |
| U.S. Government securities | $703,525,000 | 207 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $703,525,000 | 194 |
| Securities issued by states & political subdivisions | $43,015,000 | 781 |
| Other domestic debt securities | $83,971,000 | 185 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $83,971,000 | 86 |
| Foreign debt securities | $5,299,000 | 74 |
| 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 | $339,493,000 | 208 |
| Mortgage-backed securities | $693,363,000 | 178 |
| Certificates of participation in pools of residential mortgages | $123,935,000 | 350 |
| Issued or guaranteed by U.S. | $123,935,000 | 341 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $459,510,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $459,510,000 | 106 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $109,918,000 | 188 |
| Commercial mortgage pass-through securities | $7,852,000 | 483 |
| Other commercial mortgage-backed securities | $102,066,000 | 140 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $835,810,000 | 205 |
| Total debt securities | $835,810,000 | 224 |
| 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 | $720,186,000 | 247 |
| U.S. Government securities | $583,100,000 | 225 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $583,100,000 | 214 |
| Securities issued by states & political subdivisions | $47,149,000 | 706 |
| Other domestic debt securities | $83,836,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $83,836,000 | 81 |
| Foreign debt securities | $6,038,000 | 71 |
| Equity securities | $63,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $364,261,000 | 196 |
| Mortgage-backed securities | $542,898,000 | 202 |
| Certificates of participation in pools of residential mortgages | $105,977,000 | 384 |
| Issued or guaranteed by U.S. | $105,977,000 | 374 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $362,567,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $362,567,000 | 121 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $74,354,000 | 226 |
| Commercial mortgage pass-through securities | $7,991,000 | 468 |
| Other commercial mortgage-backed securities | $66,363,000 | 170 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $720,186,000 | 221 |
| Total debt securities | $720,123,000 | 242 |
| 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 | $692,721,000 | 254 |
| U.S. Government securities | $555,896,000 | 239 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $555,896,000 | 227 |
| Securities issued by states & political subdivisions | $47,154,000 | 715 |
| Other domestic debt securities | $83,537,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $83,537,000 | 82 |
| Foreign debt securities | $6,078,000 | 72 |
| Equity securities | $56,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $368,046,000 | 198 |
| Mortgage-backed securities | $551,775,000 | 200 |
| Certificates of participation in pools of residential mortgages | $95,375,000 | 423 |
| Issued or guaranteed by U.S. | $95,375,000 | 421 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $380,133,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $380,133,000 | 117 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $76,267,000 | 223 |
| Commercial mortgage pass-through securities | $7,965,000 | 482 |
| Other commercial mortgage-backed securities | $68,302,000 | 167 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $692,721,000 | 224 |
| Total debt securities | $692,665,000 | 251 |
| 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 | $669,409,000 | 262 |
| U.S. Government securities | $520,306,000 | 255 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $520,306,000 | 238 |
| Securities issued by states & political subdivisions | $59,705,000 | 580 |
| Other domestic debt securities | $82,586,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $82,586,000 | 78 |
| Foreign debt securities | $6,755,000 | 74 |
| Equity securities | $57,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,335,000 | 192 |
| Mortgage-backed securities | $516,141,000 | 206 |
| Certificates of participation in pools of residential mortgages | $98,393,000 | 415 |
| Issued or guaranteed by U.S. | $98,393,000 | 414 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $341,897,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $341,897,000 | 121 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $75,851,000 | 206 |
| Commercial mortgage pass-through securities | $7,819,000 | 476 |
| Other commercial mortgage-backed securities | $68,032,000 | 151 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $669,409,000 | 232 |
| Total debt securities | $669,352,000 | 257 |
| 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 | $712,417,000 | 247 |
| U.S. Government securities | $517,105,000 | 250 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $517,105,000 | 236 |
| Securities issued by states & political subdivisions | $79,248,000 | 422 |
| Other domestic debt securities | $109,210,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $109,210,000 | 65 |
| Foreign debt securities | $6,802,000 | 75 |
| Equity securities | $52,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $384,568,000 | 197 |
| Mortgage-backed securities | $512,948,000 | 207 |
| Certificates of participation in pools of residential mortgages | $100,868,000 | 409 |
| Issued or guaranteed by U.S. | $100,868,000 | 406 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $334,517,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $334,517,000 | 125 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $77,563,000 | 202 |
| Commercial mortgage pass-through securities | $7,702,000 | 461 |
| Other commercial mortgage-backed securities | $69,861,000 | 149 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $712,417,000 | 217 |
| Total debt securities | $712,365,000 | 241 |
| 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 | $758,381,000 | 236 |
| U.S. Government securities | $552,175,000 | 236 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $552,175,000 | 221 |
| Securities issued by states & political subdivisions | $89,492,000 | 366 |
| Other domestic debt securities | $109,176,000 | 132 |
| 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 | $109,176,000 | 62 |
| Foreign debt securities | $7,478,000 | 72 |
| Equity securities | $60,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $387,689,000 | 194 |
| Mortgage-backed securities | $528,029,000 | 203 |
| Certificates of participation in pools of residential mortgages | $104,134,000 | 395 |
| Issued or guaranteed by U.S. | $104,134,000 | 394 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $343,110,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $343,110,000 | 122 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $80,785,000 | 187 |
| Commercial mortgage pass-through securities | $7,549,000 | 450 |
| Other commercial mortgage-backed securities | $73,236,000 | 139 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $758,381,000 | 210 |
| Total debt securities | $758,321,000 | 231 |
| 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 | $825,945,000 | 221 |
| U.S. Government securities | $579,102,000 | 230 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $579,102,000 | 216 |
| Securities issued by states & political subdivisions | $90,321,000 | 372 |
| Other domestic debt securities | $148,891,000 | 105 |
| 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 | $148,891,000 | 45 |
| Foreign debt securities | $7,558,000 | 70 |
| Equity securities | $73,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,487,000 | 195 |
| Mortgage-backed securities | $554,993,000 | 199 |
| Certificates of participation in pools of residential mortgages | $111,687,000 | 379 |
| Issued or guaranteed by U.S. | $111,687,000 | 377 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $359,537,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $359,537,000 | 119 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $83,769,000 | 174 |
| Commercial mortgage pass-through securities | $7,625,000 | 431 |
| Other commercial mortgage-backed securities | $76,144,000 | 131 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $825,945,000 | 193 |
| Total debt securities | $825,872,000 | 216 |
| 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 | $840,426,000 | 215 |
| U.S. Government securities | $593,436,000 | 219 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $593,436,000 | 210 |
| Securities issued by states & political subdivisions | $89,072,000 | 381 |
| Other domestic debt securities | $149,539,000 | 105 |
| 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 | $149,539,000 | 45 |
| Foreign debt securities | $8,318,000 | 70 |
| Equity securities | $61,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $417,692,000 | 188 |
| Mortgage-backed securities | $569,316,000 | 193 |
| Certificates of participation in pools of residential mortgages | $100,529,000 | 430 |
| Issued or guaranteed by U.S. | $100,529,000 | 429 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $378,420,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $378,420,000 | 112 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $90,367,000 | 160 |
| Commercial mortgage pass-through securities | $7,773,000 | 339 |
| Other commercial mortgage-backed securities | $82,594,000 | 124 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $840,426,000 | 189 |
| Total debt securities | $840,365,000 | 210 |
| 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 | $868,414,000 | 207 |
| U.S. Government securities | $621,796,000 | 209 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $621,796,000 | 200 |
| Securities issued by states & political subdivisions | $85,329,000 | 415 |
| Other domestic debt securities | $152,803,000 | 98 |
| 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 | $152,803,000 | 44 |
| Foreign debt securities | $8,428,000 | 69 |
| Equity securities | $58,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $460,269,000 | 178 |
| Mortgage-backed securities | $597,663,000 | 177 |
| Certificates of participation in pools of residential mortgages | $106,426,000 | 408 |
| Issued or guaranteed by U.S. | $106,426,000 | 407 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $398,468,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $398,468,000 | 102 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $92,769,000 | 150 |
| Commercial mortgage pass-through securities | $8,007,000 | 340 |
| Other commercial mortgage-backed securities | $84,762,000 | 114 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $868,414,000 | 180 |
| Total debt securities | $868,356,000 | 201 |
| 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 | $866,809,000 | 210 |
| U.S. Government securities | $639,570,000 | 201 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $639,570,000 | 194 |
| Securities issued by states & political subdivisions | $85,326,000 | 415 |
| Other domestic debt securities | $132,649,000 | 110 |
| 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 | $132,649,000 | 48 |
| Foreign debt securities | $9,210,000 | 69 |
| Equity securities | $54,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $553,693,000 | 146 |
| Mortgage-backed securities | $615,326,000 | 175 |
| Certificates of participation in pools of residential mortgages | $112,604,000 | 378 |
| Issued or guaranteed by U.S. | $112,604,000 | 377 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $411,017,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $411,017,000 | 98 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $91,705,000 | 152 |
| Commercial mortgage pass-through securities | $4,839,000 | 454 |
| Other commercial mortgage-backed securities | $86,866,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $866,809,000 | 182 |
| Total debt securities | $866,755,000 | 205 |
| 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 | $908,318,000 | 203 |
| U.S. Government securities | $671,542,000 | 194 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $671,542,000 | 190 |
| Securities issued by states & political subdivisions | $84,467,000 | 431 |
| Other domestic debt securities | $143,004,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $143,004,000 | 49 |
| Foreign debt securities | $9,257,000 | 74 |
| Equity securities | $48,000 | 853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $445,625,000 | 176 |
| Mortgage-backed securities | $647,293,000 | 173 |
| Certificates of participation in pools of residential mortgages | $122,055,000 | 357 |
| Issued or guaranteed by U.S. | $122,055,000 | 355 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $431,877,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $431,877,000 | 93 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $93,361,000 | 145 |
| Commercial mortgage pass-through securities | $4,824,000 | 442 |
| Other commercial mortgage-backed securities | $88,537,000 | 105 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $908,318,000 | 176 |
| Total debt securities | $908,270,000 | 197 |
| 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 | $999,175,000 | 187 |
| U.S. Government securities | $778,152,000 | 178 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $778,152,000 | 172 |
| Securities issued by states & political subdivisions | $82,904,000 | 437 |
| Other domestic debt securities | $128,088,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $128,088,000 | 55 |
| Foreign debt securities | $9,984,000 | 71 |
| Equity securities | $47,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $609,366,000 | 143 |
| Mortgage-backed securities | $753,800,000 | 158 |
| Certificates of participation in pools of residential mortgages | $203,623,000 | 245 |
| Issued or guaranteed by U.S. | $203,623,000 | 244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $453,397,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $453,397,000 | 92 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $96,780,000 | 142 |
| Commercial mortgage pass-through securities | $4,770,000 | 431 |
| Other commercial mortgage-backed securities | $92,010,000 | 102 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $999,175,000 | 160 |
| Total debt securities | $999,128,000 | 184 |
| 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 | $963,068,000 | 188 |
| U.S. Government securities | $783,977,000 | 170 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $783,977,000 | 163 |
| Securities issued by states & political subdivisions | $76,636,000 | 475 |
| Other domestic debt securities | $87,356,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $87,356,000 | 82 |
| Foreign debt securities | $15,055,000 | 53 |
| Equity securities | $44,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $590,373,000 | 136 |
| Mortgage-backed securities | $759,641,000 | 150 |
| Certificates of participation in pools of residential mortgages | $203,726,000 | 236 |
| Issued or guaranteed by U.S. | $203,726,000 | 235 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $460,246,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $460,246,000 | 91 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $95,669,000 | 141 |
| Commercial mortgage pass-through securities | $3,000 | 948 |
| Other commercial mortgage-backed securities | $95,666,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $963,068,000 | 159 |
| Total debt securities | $963,024,000 | 186 |
| 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 | $900,554,000 | 197 |
| U.S. Government securities | $785,395,000 | 165 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $785,395,000 | 161 |
| Securities issued by states & political subdivisions | $52,221,000 | 770 |
| Other domestic debt securities | $46,964,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $46,964,000 | 143 |
| Foreign debt securities | $15,942,000 | 55 |
| Equity securities | $32,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $541,137,000 | 143 |
| Mortgage-backed securities | $780,867,000 | 148 |
| Certificates of participation in pools of residential mortgages | $210,642,000 | 225 |
| Issued or guaranteed by U.S. | $210,642,000 | 224 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $459,946,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $459,946,000 | 91 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $110,279,000 | 117 |
| Commercial mortgage pass-through securities | $4,000 | 874 |
| Other commercial mortgage-backed securities | $110,275,000 | 86 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $900,554,000 | 165 |
| Total debt securities | $900,522,000 | 192 |
| 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 | $948,808,000 | 186 |
| U.S. Government securities | $824,741,000 | 160 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $824,741,000 | 155 |
| Securities issued by states & political subdivisions | $50,745,000 | 794 |
| Other domestic debt securities | $57,212,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $57,212,000 | 123 |
| Foreign debt securities | $16,081,000 | 55 |
| Equity securities | $29,000 | 905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $542,218,000 | 144 |
| Mortgage-backed securities | $820,182,000 | 144 |
| Certificates of participation in pools of residential mortgages | $212,237,000 | 217 |
| Issued or guaranteed by U.S. | $212,237,000 | 216 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $490,734,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $490,734,000 | 89 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $117,211,000 | 107 |
| Commercial mortgage pass-through securities | $2,655,000 | 448 |
| Other commercial mortgage-backed securities | $114,556,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $948,808,000 | 157 |
| Total debt securities | $948,779,000 | 184 |
| 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 | $984,841,000 | 180 |
| U.S. Government securities | $869,030,000 | 158 |
| U.S. Treasury securities | $1,409,000 | 919 |
| U.S. Government agency obligations | $867,621,000 | 151 |
| Securities issued by states & political subdivisions | $49,550,000 | 812 |
| Other domestic debt securities | $49,490,000 | 220 |
| Privately issued residential mortgage-backed securities | $1,388,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $48,102,000 | 145 |
| Foreign debt securities | $16,746,000 | 52 |
| Equity securities | $25,000 | 934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $569,747,000 | 139 |
| Mortgage-backed securities | $864,375,000 | 139 |
| Certificates of participation in pools of residential mortgages | $232,955,000 | 205 |
| Issued or guaranteed by U.S. | $232,955,000 | 203 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $511,543,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $510,155,000 | 87 |
| Privately issued | $1,388,000 | 296 |
| Commercial mortgage-backed securities | $119,877,000 | 99 |
| Commercial mortgage pass-through securities | $2,627,000 | 434 |
| Other commercial mortgage-backed securities | $117,250,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $984,841,000 | 152 |
| Total debt securities | $984,816,000 | 178 |
| 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 | $1,000,116,000 | 177 |
| U.S. Government securities | $876,711,000 | 150 |
| U.S. Treasury securities | $1,413,000 | 971 |
| U.S. Government agency obligations | $875,298,000 | 144 |
| Securities issued by states & political subdivisions | $47,338,000 | 847 |
| Other domestic debt securities | $59,393,000 | 183 |
| Privately issued residential mortgage-backed securities | $1,415,000 | 307 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $57,978,000 | 119 |
| Foreign debt securities | $16,651,000 | 50 |
| Equity securities | $23,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $540,277,000 | 147 |
| Mortgage-backed securities | $872,157,000 | 132 |
| Certificates of participation in pools of residential mortgages | $241,387,000 | 194 |
| Issued or guaranteed by U.S. | $241,387,000 | 193 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $526,581,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $525,166,000 | 84 |
| Privately issued | $1,415,000 | 293 |
| Commercial mortgage-backed securities | $104,189,000 | 95 |
| Commercial mortgage pass-through securities | $2,546,000 | 419 |
| Other commercial mortgage-backed securities | $101,643,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,000,116,000 | 145 |
| Total debt securities | $1,000,093,000 | 174 |
| 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 | $1,026,484,000 | 170 |
| U.S. Government securities | $894,454,000 | 146 |
| U.S. Treasury securities | $1,428,000 | 909 |
| U.S. Government agency obligations | $893,026,000 | 140 |
| Securities issued by states & political subdivisions | $42,587,000 | 941 |
| Other domestic debt securities | $71,865,000 | 170 |
| Privately issued residential mortgage-backed securities | $1,444,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $70,421,000 | 103 |
| Foreign debt securities | $17,559,000 | 54 |
| Equity securities | $19,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $537,885,000 | 139 |
| Mortgage-backed securities | $889,659,000 | 127 |
| Certificates of participation in pools of residential mortgages | $257,904,000 | 179 |
| Issued or guaranteed by U.S. | $257,904,000 | 178 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $525,811,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $524,367,000 | 87 |
| Privately issued | $1,444,000 | 286 |
| Commercial mortgage-backed securities | $105,944,000 | 87 |
| Commercial mortgage pass-through securities | $2,620,000 | 400 |
| Other commercial mortgage-backed securities | $103,324,000 | 76 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,026,484,000 | 139 |
| Total debt securities | $1,026,465,000 | 168 |
| 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 | $1,011,766,000 | 172 |
| U.S. Government securities | $886,216,000 | 146 |
| U.S. Treasury securities | $1,437,000 | 936 |
| U.S. Government agency obligations | $884,779,000 | 140 |
| Securities issued by states & political subdivisions | $39,182,000 | 1,002 |
| Other domestic debt securities | $68,799,000 | 173 |
| Privately issued residential mortgage-backed securities | $1,512,000 | 311 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $67,287,000 | 99 |
| Foreign debt securities | $17,545,000 | 54 |
| Equity securities | $24,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $598,532,000 | 132 |
| Mortgage-backed securities | $881,554,000 | 128 |
| Certificates of participation in pools of residential mortgages | $270,199,000 | 171 |
| Issued or guaranteed by U.S. | $270,199,000 | 170 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $548,541,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $547,029,000 | 85 |
| Privately issued | $1,512,000 | 295 |
| Commercial mortgage-backed securities | $62,814,000 | 119 |
| Commercial mortgage pass-through securities | $2,584,000 | 386 |
| Other commercial mortgage-backed securities | $60,230,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,011,766,000 | 143 |
| Total debt securities | $1,011,742,000 | 170 |
| 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 | $1,063,393,000 | 162 |
| U.S. Government securities | $940,885,000 | 139 |
| U.S. Treasury securities | $1,445,000 | 922 |
| U.S. Government agency obligations | $939,440,000 | 134 |
| Securities issued by states & political subdivisions | $34,889,000 | 1,098 |
| Other domestic debt securities | $69,264,000 | 173 |
| Privately issued residential mortgage-backed securities | $1,562,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $67,702,000 | 102 |
| Foreign debt securities | $18,331,000 | 54 |
| Equity securities | $24,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $605,787,000 | 133 |
| Mortgage-backed securities | $936,100,000 | 119 |
| Certificates of participation in pools of residential mortgages | $289,396,000 | 163 |
| Issued or guaranteed by U.S. | $289,396,000 | 162 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $579,689,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $578,127,000 | 80 |
| Privately issued | $1,562,000 | 318 |
| Commercial mortgage-backed securities | $67,015,000 | 110 |
| Commercial mortgage pass-through securities | $2,661,000 | 366 |
| Other commercial mortgage-backed securities | $64,354,000 | 81 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,063,393,000 | 141 |
| Total debt securities | $1,063,369,000 | 162 |
| 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 | $1,049,592,000 | 165 |
| U.S. Government securities | $892,848,000 | 143 |
| U.S. Treasury securities | $1,449,000 | 940 |
| U.S. Government agency obligations | $891,399,000 | 137 |
| Securities issued by states & political subdivisions | $26,259,000 | 1,438 |
| Other domestic debt securities | $112,320,000 | 125 |
| Privately issued residential mortgage-backed securities | $1,569,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $110,751,000 | 75 |
| Foreign debt securities | $18,142,000 | 49 |
| Equity securities | $23,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $550,085,000 | 140 |
| Mortgage-backed securities | $856,539,000 | 129 |
| Certificates of participation in pools of residential mortgages | $302,761,000 | 161 |
| Issued or guaranteed by U.S. | $302,761,000 | 160 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $521,200,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $519,631,000 | 86 |
| Privately issued | $1,569,000 | 315 |
| Commercial mortgage-backed securities | $32,578,000 | 165 |
| Commercial mortgage pass-through securities | $2,634,000 | 365 |
| Other commercial mortgage-backed securities | $29,944,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,049,592,000 | 141 |
| Total debt securities | $1,049,569,000 | 163 |
| 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 | $993,939,000 | 175 |
| U.S. Government securities | $800,276,000 | 152 |
| U.S. Treasury securities | $1,455,000 | 932 |
| U.S. Government agency obligations | $798,821,000 | 149 |
| Securities issued by states & political subdivisions | $27,398,000 | 1,400 |
| Other domestic debt securities | $157,536,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $157,536,000 | 59 |
| Foreign debt securities | $8,704,000 | 67 |
| Equity securities | $25,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $545,425,000 | 136 |
| Mortgage-backed securities | $762,539,000 | 136 |
| Certificates of participation in pools of residential mortgages | $281,087,000 | 169 |
| Issued or guaranteed by U.S. | $281,087,000 | 168 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $478,858,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $478,858,000 | 92 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,594,000 | 587 |
| Commercial mortgage pass-through securities | $2,594,000 | 367 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $993,939,000 | 146 |
| Total debt securities | $993,914,000 | 172 |
| 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 | $995,692,000 | 173 |
| U.S. Government securities | $807,632,000 | 150 |
| U.S. Treasury securities | $1,466,000 | 889 |
| U.S. Government agency obligations | $806,166,000 | 147 |
| Securities issued by states & political subdivisions | $24,422,000 | 1,561 |
| Other domestic debt securities | $158,642,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $158,642,000 | 57 |
| Foreign debt securities | $4,973,000 | 83 |
| Equity securities | $23,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $496,384,000 | 147 |
| Mortgage-backed securities | $790,957,000 | 135 |
| Certificates of participation in pools of residential mortgages | $280,598,000 | 169 |
| Issued or guaranteed by U.S. | $280,598,000 | 168 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $507,738,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $507,738,000 | 85 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,621,000 | 587 |
| Commercial mortgage pass-through securities | $2,621,000 | 375 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $995,692,000 | 149 |
| Total debt securities | $995,669,000 | 170 |
| 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 | $1,042,565,000 | 171 |
| U.S. Government securities | $824,822,000 | 150 |
| U.S. Treasury securities | $1,469,000 | 791 |
| U.S. Government agency obligations | $823,353,000 | 148 |
| Securities issued by states & political subdivisions | $23,623,000 | 1,595 |
| Other domestic debt securities | $189,130,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $189,130,000 | 51 |
| Foreign debt securities | $4,966,000 | 86 |
| Equity securities | $24,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $489,263,000 | 151 |
| Mortgage-backed securities | $808,010,000 | 138 |
| Certificates of participation in pools of residential mortgages | $272,874,000 | 170 |
| Issued or guaranteed by U.S. | $272,874,000 | 169 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $532,565,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $532,565,000 | 85 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,571,000 | 562 |
| Commercial mortgage pass-through securities | $2,571,000 | 360 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,042,565,000 | 143 |
| Total debt securities | $1,042,541,000 | 169 |
| 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 | $1,049,612,000 | 166 |
| U.S. Government securities | $803,374,000 | 150 |
| U.S. Treasury securities | $1,475,000 | 758 |
| U.S. Government agency obligations | $801,899,000 | 148 |
| Securities issued by states & political subdivisions | $23,551,000 | 1,602 |
| Other domestic debt securities | $217,702,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $217,702,000 | 46 |
| Foreign debt securities | $4,958,000 | 86 |
| Equity securities | $27,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $458,896,000 | 157 |
| Mortgage-backed securities | $786,780,000 | 138 |
| Certificates of participation in pools of residential mortgages | $232,355,000 | 202 |
| Issued or guaranteed by U.S. | $232,355,000 | 201 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $554,404,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $554,404,000 | 83 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $21,000 | 915 |
| Commercial mortgage pass-through securities | $21,000 | 651 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,049,612,000 | 138 |
| Total debt securities | $1,049,585,000 | 165 |
| 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 | $1,132,262,000 | 154 |
| U.S. Government securities | $868,183,000 | 142 |
| U.S. Treasury securities | $1,486,000 | 735 |
| U.S. Government agency obligations | $866,697,000 | 140 |
| Securities issued by states & political subdivisions | $24,156,000 | 1,575 |
| Other domestic debt securities | $234,950,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $234,950,000 | 44 |
| Foreign debt securities | $4,947,000 | 92 |
| Equity securities | $26,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $524,395,000 | 138 |
| Mortgage-backed securities | $832,988,000 | 128 |
| Certificates of participation in pools of residential mortgages | $246,738,000 | 193 |
| Issued or guaranteed by U.S. | $246,738,000 | 192 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $586,228,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $586,228,000 | 82 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $22,000 | 901 |
| Commercial mortgage pass-through securities | $22,000 | 631 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $8,441,000 | 1,149 |
| Available-for-sale securities (fair market value) | $1,123,821,000 | 124 |
| Total debt securities | $1,132,236,000 | 152 |
| 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 | $1,119,609,000 | 154 |
| U.S. Government securities | $900,387,000 | 140 |
| U.S. Treasury securities | $1,489,000 | 751 |
| U.S. Government agency obligations | $898,898,000 | 138 |
| Securities issued by states & political subdivisions | $24,229,000 | 1,550 |
| Other domestic debt securities | $190,015,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $190,015,000 | 55 |
| Foreign debt securities | $4,955,000 | 96 |
| Equity securities | $23,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $443,083,000 | 157 |
| Mortgage-backed securities | $887,583,000 | 126 |
| Certificates of participation in pools of residential mortgages | $261,652,000 | 175 |
| Issued or guaranteed by U.S. | $261,652,000 | 174 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $625,908,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $625,908,000 | 80 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $23,000 | 874 |
| Commercial mortgage pass-through securities | $23,000 | 630 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $8,419,000 | 1,086 |
| Available-for-sale securities (fair market value) | $1,111,190,000 | 133 |
| Total debt securities | $1,119,586,000 | 153 |
| 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 | $1,182,143,000 | 150 |
| U.S. Government securities | $978,053,000 | 130 |
| U.S. Treasury securities | $1,516,000 | 753 |
| U.S. Government agency obligations | $976,537,000 | 127 |
| Securities issued by states & political subdivisions | $23,234,000 | 1,592 |
| Other domestic debt securities | $175,938,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $175,938,000 | 58 |
| Foreign debt securities | $4,893,000 | 96 |
| Equity securities | $25,000 | 1,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $460,786,000 | 155 |
| Mortgage-backed securities | $960,832,000 | 122 |
| Certificates of participation in pools of residential mortgages | $286,848,000 | 167 |
| Issued or guaranteed by U.S. | $286,848,000 | 165 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $673,959,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $673,959,000 | 76 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $25,000 | 792 |
| Commercial mortgage pass-through securities | $25,000 | 584 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $8,397,000 | 1,049 |
| Available-for-sale securities (fair market value) | $1,173,746,000 | 130 |
| Total debt securities | $1,182,118,000 | 148 |
| 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 | $1,226,090,000 | 142 |
| U.S. Government securities | $1,025,460,000 | 128 |
| U.S. Treasury securities | $1,523,000 | 739 |
| U.S. Government agency obligations | $1,023,937,000 | 123 |
| Securities issued by states & political subdivisions | $23,162,000 | 1,568 |
| Other domestic debt securities | $172,625,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $172,625,000 | 58 |
| Foreign debt securities | $4,817,000 | 96 |
| Equity securities | $26,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $450,899,000 | 163 |
| Mortgage-backed securities | $1,008,215,000 | 119 |
| Certificates of participation in pools of residential mortgages | $291,957,000 | 163 |
| Issued or guaranteed by U.S. | $291,957,000 | 162 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $716,231,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $716,231,000 | 72 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $27,000 | 682 |
| Commercial mortgage pass-through securities | $27,000 | 513 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $8,375,000 | 1,048 |
| Available-for-sale securities (fair market value) | $1,217,715,000 | 125 |
| Total debt securities | $1,226,064,000 | 141 |
| 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 | $1,280,799,000 | 141 |
| U.S. Government securities | $1,074,347,000 | 127 |
| U.S. Treasury securities | $1,534,000 | 698 |
| U.S. Government agency obligations | $1,072,813,000 | 124 |
| Securities issued by states & political subdivisions | $36,789,000 | 964 |
| Other domestic debt securities | $164,810,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $164,810,000 | 61 |
| Foreign debt securities | $4,835,000 | 93 |
| Equity securities | $18,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $398,569,000 | 180 |
| Mortgage-backed securities | $993,051,000 | 123 |
| Certificates of participation in pools of residential mortgages | $270,371,000 | 188 |
| Issued or guaranteed by U.S. | $270,371,000 | 187 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $722,650,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $722,650,000 | 72 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $30,000 | 653 |
| Commercial mortgage pass-through securities | $30,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,280,799,000 | 120 |
| Total debt securities | $1,280,781,000 | 141 |
| 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 | $1,222,359,000 | 145 |
| U.S. Government securities | $1,051,458,000 | 134 |
| U.S. Treasury securities | $1,531,000 | 684 |
| U.S. Government agency obligations | $1,049,927,000 | 128 |
| Securities issued by states & political subdivisions | $32,768,000 | 1,056 |
| Other domestic debt securities | $133,304,000 | 126 |
| 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 | $133,304,000 | 71 |
| Foreign debt securities | $4,811,000 | 84 |
| Equity securities | $18,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $406,076,000 | 180 |
| Mortgage-backed securities | $903,453,000 | 125 |
| Certificates of participation in pools of residential mortgages | $288,846,000 | 184 |
| Issued or guaranteed by U.S. | $288,846,000 | 183 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $614,576,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $614,576,000 | 79 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $31,000 | 618 |
| Commercial mortgage pass-through securities | $31,000 | 447 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,222,359,000 | 121 |
| Total debt securities | $1,222,341,000 | 144 |
| 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 | $1,142,562,000 | 153 |
| U.S. Government securities | $980,174,000 | 136 |
| U.S. Treasury securities | $1,517,000 | 745 |
| U.S. Government agency obligations | $978,657,000 | 133 |
| Securities issued by states & political subdivisions | $32,591,000 | 1,011 |
| Other domestic debt securities | $124,972,000 | 135 |
| 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 | $124,972,000 | 76 |
| Foreign debt securities | $4,806,000 | 69 |
| Equity securities | $19,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $365,709,000 | 201 |
| Mortgage-backed securities | $870,384,000 | 129 |
| Certificates of participation in pools of residential mortgages | $283,021,000 | 184 |
| Issued or guaranteed by U.S. | $283,021,000 | 183 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $587,331,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $587,331,000 | 86 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $32,000 | 581 |
| Commercial mortgage pass-through securities | $32,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,142,562,000 | 131 |
| Total debt securities | $1,142,543,000 | 153 |
| 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 | $1,107,617,000 | 155 |
| U.S. Government securities | $1,007,094,000 | 133 |
| U.S. Treasury securities | $1,534,000 | 689 |
| U.S. Government agency obligations | $1,005,560,000 | 130 |
| Securities issued by states & political subdivisions | $967,000 | 4,955 |
| Other domestic debt securities | $99,544,000 | 166 |
| 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 | $99,544,000 | 89 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $12,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $313,311,000 | 199 |
| Mortgage-backed securities | $876,433,000 | 124 |
| Certificates of participation in pools of residential mortgages | $297,711,000 | 174 |
| Issued or guaranteed by U.S. | $297,711,000 | 174 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $578,688,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $578,688,000 | 81 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $34,000 | 506 |
| Commercial mortgage pass-through securities | $34,000 | 362 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,107,617,000 | 131 |
| Total debt securities | $1,107,605,000 | 155 |
| 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 | $1,095,968,000 | 157 |
| U.S. Government securities | $975,201,000 | 137 |
| U.S. Treasury securities | $1,528,000 | 723 |
| U.S. Government agency obligations | $973,673,000 | 135 |
| Securities issued by states & political subdivisions | $2,465,000 | 4,280 |
| Other domestic debt securities | $118,290,000 | 151 |
| 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 | $118,290,000 | 80 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $12,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $331,867,000 | 191 |
| Mortgage-backed securities | $725,757,000 | 141 |
| Certificates of participation in pools of residential mortgages | $220,411,000 | 213 |
| Issued or guaranteed by U.S. | $220,411,000 | 211 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $505,310,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $505,310,000 | 86 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $36,000 | 450 |
| Commercial mortgage pass-through securities | $36,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,095,968,000 | 133 |
| Total debt securities | $1,095,956,000 | 156 |
| 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 | $1,016,087,000 | 164 |
| U.S. Government securities | $936,159,000 | 140 |
| U.S. Treasury securities | $74,479,000 | 74 |
| U.S. Government agency obligations | $861,680,000 | 140 |
| Securities issued by states & political subdivisions | $2,480,000 | 4,247 |
| Other domestic debt securities | $77,435,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $77,435,000 | 94 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $13,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $318,393,000 | 194 |
| Mortgage-backed securities | $541,796,000 | 171 |
| Certificates of participation in pools of residential mortgages | $217,629,000 | 212 |
| Issued or guaranteed by U.S. | $217,629,000 | 209 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $324,167,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $324,167,000 | 123 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,016,087,000 | 138 |
| Total debt securities | $1,016,074,000 | 163 |
| 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 | $997,607,000 | 162 |
| U.S. Government securities | $929,670,000 | 141 |
| U.S. Treasury securities | $72,275,000 | 84 |
| U.S. Government agency obligations | $857,395,000 | 142 |
| Securities issued by states & political subdivisions | $2,675,000 | 4,143 |
| Other domestic debt securities | $65,251,000 | 213 |
| 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 | $65,251,000 | 107 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $11,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $315,489,000 | 201 |
| Mortgage-backed securities | $559,288,000 | 163 |
| Certificates of participation in pools of residential mortgages | $222,352,000 | 210 |
| Issued or guaranteed by U.S. | $222,352,000 | 208 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $336,936,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $336,936,000 | 116 |
| 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) | $997,607,000 | 140 |
| Total debt securities | $997,596,000 | 161 |
| 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 | $915,435,000 | 173 |
| U.S. Government securities | $847,072,000 | 144 |
| U.S. Treasury securities | $72,516,000 | 87 |
| U.S. Government agency obligations | $774,556,000 | 149 |
| Securities issued by states & political subdivisions | $2,753,000 | 4,123 |
| Other domestic debt securities | $65,600,000 | 219 |
| 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 | $65,600,000 | 105 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $10,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $281,193,000 | 224 |
| Mortgage-backed securities | $568,919,000 | 155 |
| Certificates of participation in pools of residential mortgages | $209,701,000 | 205 |
| Issued or guaranteed by U.S. | $209,701,000 | 204 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $359,218,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $359,218,000 | 101 |
| 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) | $915,435,000 | 149 |
| Total debt securities | $915,425,000 | 172 |
| 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 | $760,823,000 | 188 |
| U.S. Government securities | $703,204,000 | 156 |
| U.S. Treasury securities | $138,591,000 | 54 |
| U.S. Government agency obligations | $564,613,000 | 183 |
| Securities issued by states & political subdivisions | $3,810,000 | 3,684 |
| Other domestic debt securities | $53,803,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $53,803,000 | 114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $288,796,000 | 209 |
| Mortgage-backed securities | $268,923,000 | 283 |
| Certificates of participation in pools of residential mortgages | $77,135,000 | 489 |
| Issued or guaranteed by U.S. | $77,135,000 | 483 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $191,788,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $191,788,000 | 163 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $760,823,000 | 168 |
| Total debt securities | $760,817,000 | 186 |
| 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 | $739,254,000 | 192 |
| U.S. Government securities | $681,765,000 | 162 |
| U.S. Treasury securities | $37,275,000 | 132 |
| U.S. Government agency obligations | $644,490,000 | 161 |
| Securities issued by states & political subdivisions | $3,825,000 | 3,611 |
| Other domestic debt securities | $53,656,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $53,656,000 | 111 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,000 | 1,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $295,628,000 | 207 |
| Mortgage-backed securities | $324,199,000 | 229 |
| Certificates of participation in pools of residential mortgages | $101,046,000 | 388 |
| Issued or guaranteed by U.S. | $101,046,000 | 385 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $223,153,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $223,153,000 | 133 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $739,254,000 | 169 |
| Total debt securities | $739,246,000 | 190 |
| 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 | $825,063,000 | 175 |
| U.S. Government securities | $767,414,000 | 149 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $767,414,000 | 143 |
| Securities issued by states & political subdivisions | $4,101,000 | 3,518 |
| Other domestic debt securities | $53,541,000 | 262 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $53,541,000 | 108 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,000 | 1,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $308,706,000 | 208 |
| Mortgage-backed securities | $372,671,000 | 209 |
| Certificates of participation in pools of residential mortgages | $103,918,000 | 410 |
| Issued or guaranteed by U.S. | $103,918,000 | 407 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $268,753,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $268,753,000 | 112 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $825,063,000 | 155 |
| Total debt securities | $825,056,000 | 174 |
| 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 | $735,412,000 | 193 |
| U.S. Government securities | $695,864,000 | 162 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $695,864,000 | 157 |
| Securities issued by states & political subdivisions | $4,500,000 | 3,410 |
| Other domestic debt securities | $35,044,000 | 374 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $35,044,000 | 150 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,000 | 1,564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $272,204,000 | 236 |
| Mortgage-backed securities | $370,682,000 | 215 |
| Certificates of participation in pools of residential mortgages | $98,256,000 | 431 |
| Issued or guaranteed by U.S. | $98,256,000 | 428 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $272,426,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $272,426,000 | 110 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $735,412,000 | 172 |
| Total debt securities | $735,408,000 | 189 |
| 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 | $591,703,000 | 229 |
| U.S. Government securities | $586,536,000 | 175 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $586,536,000 | 168 |
| Securities issued by states & political subdivisions | $5,162,000 | 3,198 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $257,379,000 | 245 |
| Mortgage-backed securities | $424,786,000 | 196 |
| Certificates of participation in pools of residential mortgages | $109,801,000 | 404 |
| Issued or guaranteed by U.S. | $109,801,000 | 401 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $314,985,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $314,985,000 | 93 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $591,703,000 | 196 |
| Total debt securities | $591,698,000 | 220 |
| 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 | $476,361,000 | 282 |
| U.S. Government securities | $471,223,000 | 201 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $471,223,000 | 197 |
| Securities issued by states & political subdivisions | $5,135,000 | 3,177 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,000 | 1,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $190,026,000 | 331 |
| Mortgage-backed securities | $423,978,000 | 203 |
| Certificates of participation in pools of residential mortgages | $77,545,000 | 547 |
| Issued or guaranteed by U.S. | $77,545,000 | 541 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $346,433,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $346,433,000 | 81 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $476,361,000 | 240 |
| Total debt securities | $476,358,000 | 270 |
| 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 | $402,685,000 | 333 |
| U.S. Government securities | $397,053,000 | 235 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $397,053,000 | 229 |
| Securities issued by states & political subdivisions | $5,630,000 | 2,983 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $210,645,000 | 309 |
| Mortgage-backed securities | $373,937,000 | 225 |
| Certificates of participation in pools of residential mortgages | $83,753,000 | 533 |
| Issued or guaranteed by U.S. | $83,753,000 | 526 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $290,184,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $290,184,000 | 96 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $402,685,000 | 288 |
| Total debt securities | $402,683,000 | 322 |
| 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 | $367,826,000 | 359 |
| U.S. Government securities | $361,850,000 | 261 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $361,850,000 | 256 |
| Securities issued by states & political subdivisions | $5,974,000 | 2,876 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $238,685,000 | 275 |
| Mortgage-backed securities | $349,403,000 | 236 |
| Certificates of participation in pools of residential mortgages | $83,813,000 | 519 |
| Issued or guaranteed by U.S. | $83,813,000 | 515 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $265,590,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $265,590,000 | 94 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $367,826,000 | 307 |
| Total debt securities | $367,824,000 | 348 |
| 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 | $379,297,000 | 336 |
| U.S. Government securities | $372,698,000 | 241 |
| U.S. Treasury securities | $1,103,000 | 590 |
| U.S. Government agency obligations | $371,595,000 | 236 |
| Securities issued by states & political subdivisions | $6,597,000 | 2,702 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $333,248,000 | 198 |
| Mortgage-backed securities | $352,287,000 | 230 |
| Certificates of participation in pools of residential mortgages | $74,076,000 | 542 |
| Issued or guaranteed by U.S. | $74,076,000 | 535 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $278,211,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $278,211,000 | 83 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $379,297,000 | 285 |
| Total debt securities | $379,295,000 | 329 |
| 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 | $424,160,000 | 307 |
| U.S. Government securities | $417,543,000 | 211 |
| U.S. Treasury securities | $5,520,000 | 256 |
| U.S. Government agency obligations | $412,023,000 | 211 |
| Securities issued by states & political subdivisions | $6,601,000 | 2,701 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $16,000 | 1,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $345,644,000 | 187 |
| Mortgage-backed securities | $398,004,000 | 204 |
| Certificates of participation in pools of residential mortgages | $93,252,000 | 463 |
| Issued or guaranteed by U.S. | $93,252,000 | 458 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $304,752,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $304,752,000 | 86 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $424,160,000 | 256 |
| Total debt securities | $424,144,000 | 297 |
| 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 | $478,286,000 | 275 |
| U.S. Government securities | $471,323,000 | 196 |
| U.S. Treasury securities | $26,494,000 | 82 |
| U.S. Government agency obligations | $444,829,000 | 205 |
| Securities issued by states & political subdivisions | $6,948,000 | 2,652 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $15,000 | 1,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $428,445,000 | 157 |
| Mortgage-backed securities | $414,018,000 | 200 |
| Certificates of participation in pools of residential mortgages | $103,514,000 | 413 |
| Issued or guaranteed by U.S. | $103,514,000 | 406 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $310,504,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $310,504,000 | 82 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $478,286,000 | 238 |
| Total debt securities | $478,271,000 | 268 |
| 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 | $434,016,000 | 294 |
| U.S. Government securities | $426,816,000 | 216 |
| U.S. Treasury securities | $50,124,000 | 62 |
| U.S. Government agency obligations | $376,692,000 | 239 |
| Securities issued by states & political subdivisions | $7,184,000 | 2,577 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $16,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $420,590,000 | 161 |
| Mortgage-backed securities | $351,114,000 | 219 |
| Certificates of participation in pools of residential mortgages | $92,807,000 | 416 |
| Issued or guaranteed by U.S. | $92,807,000 | 410 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $258,307,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $258,307,000 | 94 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $434,016,000 | 253 |
| Total debt securities | $434,000,000 | 286 |
| 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 | $418,521,000 | 317 |
| U.S. Government securities | $412,538,000 | 232 |
| U.S. Treasury securities | $69,685,000 | 52 |
| U.S. Government agency obligations | $342,853,000 | 260 |
| Securities issued by states & political subdivisions | $5,965,000 | 2,825 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $18,000 | 1,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $408,147,000 | 163 |
| Mortgage-backed securities | $293,388,000 | 243 |
| Certificates of participation in pools of residential mortgages | $96,375,000 | 376 |
| Issued or guaranteed by U.S. | $96,375,000 | 372 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $197,013,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $197,013,000 | 114 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $418,521,000 | 263 |
| Total debt securities | $418,503,000 | 304 |
| 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 | $481,696,000 | 281 |
| U.S. Government securities | $475,926,000 | 214 |
| U.S. Treasury securities | $128,281,000 | 31 |
| U.S. Government agency obligations | $347,645,000 | 267 |
| Securities issued by states & political subdivisions | $5,749,000 | 2,875 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $21,000 | 1,733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $458,489,000 | 159 |
| Mortgage-backed securities | $302,277,000 | 234 |
| Certificates of participation in pools of residential mortgages | $100,061,000 | 370 |
| Issued or guaranteed by U.S. | $100,061,000 | 365 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $202,216,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $202,216,000 | 122 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $481,696,000 | 239 |
| Total debt securities | $481,675,000 | 272 |
| 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 | $536,608,000 | 257 |
| U.S. Government securities | $530,933,000 | 200 |
| U.S. Treasury securities | $194,047,000 | 25 |
| U.S. Government agency obligations | $336,886,000 | 278 |
| Securities issued by states & political subdivisions | $5,659,000 | 2,909 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $16,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $388,519,000 | 179 |
| Mortgage-backed securities | $305,899,000 | 237 |
| Certificates of participation in pools of residential mortgages | $107,846,000 | 357 |
| Issued or guaranteed by U.S. | $107,846,000 | 351 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $198,053,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $198,053,000 | 121 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $536,608,000 | 215 |
| Total debt securities | $536,592,000 | 251 |
| 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 | $560,945,000 | 248 |
| U.S. Government securities | $555,007,000 | 196 |
| U.S. Treasury securities | $260,976,000 | 23 |
| U.S. Government agency obligations | $294,031,000 | 326 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,855 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $17,000 | 1,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $384,521,000 | 183 |
| Mortgage-backed securities | $284,948,000 | 253 |
| Certificates of participation in pools of residential mortgages | $80,780,000 | 435 |
| Issued or guaranteed by U.S. | $80,780,000 | 431 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $204,168,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $204,168,000 | 117 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $560,945,000 | 206 |
| Total debt securities | $560,928,000 | 241 |
| 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 | $548,216,000 | 254 |
| U.S. Government securities | $540,785,000 | 205 |
| U.S. Treasury securities | $240,845,000 | 24 |
| U.S. Government agency obligations | $299,940,000 | 322 |
| Securities issued by states & political subdivisions | $7,415,000 | 2,489 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $16,000 | 1,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $360,075,000 | 194 |
| Mortgage-backed securities | $290,313,000 | 251 |
| Certificates of participation in pools of residential mortgages | $78,773,000 | 460 |
| Issued or guaranteed by U.S. | $78,773,000 | 452 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $211,540,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $211,540,000 | 123 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $548,216,000 | 215 |
| Total debt securities | $548,200,000 | 250 |
| 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 | $480,020,000 | 294 |
| U.S. Government securities | $472,199,000 | 226 |
| U.S. Treasury securities | $201,197,000 | 28 |
| U.S. Government agency obligations | $271,002,000 | 355 |
| Securities issued by states & political subdivisions | $7,804,000 | 2,382 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $17,000 | 1,883 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $312,857,000 | 224 |
| Mortgage-backed securities | $261,762,000 | 276 |
| Certificates of participation in pools of residential mortgages | $80,916,000 | 460 |
| Issued or guaranteed by U.S. | $80,916,000 | 456 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $180,846,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $180,846,000 | 131 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $480,020,000 | 247 |
| Total debt securities | $480,003,000 | 285 |
| 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 | $519,154,000 | 284 |
| U.S. Government securities | $510,108,000 | 228 |
| U.S. Treasury securities | $230,090,000 | 30 |
| U.S. Government agency obligations | $280,018,000 | 351 |
| Securities issued by states & political subdivisions | $9,029,000 | 2,131 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $17,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $282,817,000 | 233 |
| Mortgage-backed securities | $258,010,000 | 282 |
| Certificates of participation in pools of residential mortgages | $86,460,000 | 446 |
| Issued or guaranteed by U.S. | $86,460,000 | 441 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $171,550,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $171,550,000 | 138 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $519,154,000 | 242 |
| Total debt securities | $519,137,000 | 275 |
| 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 | $503,200,000 | 297 |
| U.S. Government securities | $494,594,000 | 232 |
| U.S. Treasury securities | $262,085,000 | 30 |
| U.S. Government agency obligations | $232,509,000 | 426 |
| Securities issued by states & political subdivisions | $8,587,000 | 2,209 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $19,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $276,888,000 | 242 |
| Mortgage-backed securities | $232,509,000 | 308 |
| Certificates of participation in pools of residential mortgages | $84,132,000 | 463 |
| Issued or guaranteed by U.S. | $84,132,000 | 458 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $148,377,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $148,377,000 | 161 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $503,200,000 | 254 |
| Total debt securities | $503,181,000 | 290 |
| 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 | $424,504,000 | 340 |
| U.S. Government securities | $411,248,000 | 264 |
| U.S. Treasury securities | $282,862,000 | 26 |
| U.S. Government agency obligations | $128,386,000 | 698 |
| Securities issued by states & political subdivisions | $13,241,000 | 1,507 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $15,000 | 1,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $224,912,000 | 278 |
| Mortgage-backed securities | $128,386,000 | 486 |
| Certificates of participation in pools of residential mortgages | $85,768,000 | 463 |
| Issued or guaranteed by U.S. | $85,768,000 | 456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,618,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $42,618,000 | 344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $424,504,000 | 286 |
| Total debt securities | $424,489,000 | 330 |
| 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 | $313,081,000 | 441 |
| U.S. Government securities | $296,924,000 | 356 |
| U.S. Treasury securities | $191,049,000 | 36 |
| U.S. Government agency obligations | $105,875,000 | 832 |
| Securities issued by states & political subdivisions | $14,314,000 | 1,398 |
| Other domestic debt securities | $1,830,000 | 1,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,830,000 | 1,348 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $13,000 | 1,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $187,180,000 | 308 |
| Mortgage-backed securities | $102,862,000 | 569 |
| Certificates of participation in pools of residential mortgages | $80,724,000 | 496 |
| Issued or guaranteed by U.S. | $80,724,000 | 485 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,138,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $22,138,000 | 527 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $313,081,000 | 374 |
| Total debt securities | $313,068,000 | 432 |
| 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 | $328,013,000 | 423 |
| U.S. Government securities | $308,826,000 | 349 |
| U.S. Treasury securities | $201,822,000 | 37 |
| U.S. Government agency obligations | $107,004,000 | 841 |
| Securities issued by states & political subdivisions | $14,444,000 | 1,367 |
| Other domestic debt securities | $4,732,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,732,000 | 841 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $11,000 | 2,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,726,000 | 269 |
| Mortgage-backed securities | $103,961,000 | 574 |
| Certificates of participation in pools of residential mortgages | $80,304,000 | 517 |
| Issued or guaranteed by U.S. | $80,304,000 | 511 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,657,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $23,657,000 | 531 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $328,013,000 | 363 |
| Total debt securities | $328,002,000 | 415 |
| 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 | $374,443,000 | 385 |
| U.S. Government securities | $355,010,000 | 314 |
| U.S. Treasury securities | $240,221,000 | 34 |
| U.S. Government agency obligations | $114,789,000 | 794 |
| Securities issued by states & political subdivisions | $14,457,000 | 1,375 |
| Other domestic debt securities | $4,962,000 | 1,165 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,962,000 | 846 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $14,000 | 2,076 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $223,888,000 | 273 |
| Mortgage-backed securities | $111,712,000 | 569 |
| Certificates of participation in pools of residential mortgages | $86,256,000 | 499 |
| Issued or guaranteed by U.S. | $86,256,000 | 495 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $25,456,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $25,456,000 | 519 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $374,443,000 | 330 |
| Total debt securities | $374,429,000 | 376 |
| 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 | $365,702,000 | 392 |
| U.S. Government securities | $341,281,000 | 330 |
| U.S. Treasury securities | $219,253,000 | 37 |
| U.S. Government agency obligations | $122,028,000 | 760 |
| Securities issued by states & political subdivisions | $17,338,000 | 1,120 |
| Other domestic debt securities | $7,069,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,069,000 | 684 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $14,000 | 2,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $189,315,000 | 300 |
| Mortgage-backed securities | $104,877,000 | 596 |
| Certificates of participation in pools of residential mortgages | $77,831,000 | 542 |
| Issued or guaranteed by U.S. | $77,831,000 | 539 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,046,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $27,046,000 | 497 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $365,702,000 | 341 |
| Total debt securities | $365,688,000 | 382 |
| Structured notes |
| Amortized cost | $9,008,000 | 475 |
| Fair value | $9,011,000 | 474 |
| 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 | $332,379,000 | 438 |
| U.S. Government securities | $305,128,000 | 364 |
| U.S. Treasury securities | $203,395,000 | 37 |
| U.S. Government agency obligations | $101,733,000 | 915 |
| Securities issued by states & political subdivisions | $18,474,000 | 1,021 |
| Other domestic debt securities | $8,763,000 | 886 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,763,000 | 619 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $14,000 | 2,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $168,800,000 | 329 |
| Mortgage-backed securities | $78,430,000 | 747 |
| Certificates of participation in pools of residential mortgages | $49,727,000 | 761 |
| Issued or guaranteed by U.S. | $49,727,000 | 757 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,703,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $28,703,000 | 494 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $332,379,000 | 374 |
| Total debt securities | $332,365,000 | 424 |
| Structured notes |
| Amortized cost | $9,051,000 | 460 |
| Fair value | $9,067,000 | 450 |
| 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 | $361,004,000 | 397 |
| U.S. Government securities | $328,639,000 | 345 |
| U.S. Treasury securities | $220,594,000 | 36 |
| U.S. Government agency obligations | $108,045,000 | 862 |
| Securities issued by states & political subdivisions | $22,547,000 | 840 |
| Other domestic debt securities | $9,802,000 | 870 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,802,000 | 606 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $16,000 | 2,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $176,163,000 | 318 |
| Mortgage-backed securities | $81,429,000 | 743 |
| Certificates of participation in pools of residential mortgages | $49,889,000 | 767 |
| Issued or guaranteed by U.S. | $49,889,000 | 760 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $31,540,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $31,540,000 | 485 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $361,004,000 | 342 |
| Total debt securities | $360,988,000 | 387 |
| Structured notes |
| Amortized cost | $9,094,000 | 393 |
| Fair value | $9,163,000 | 392 |
| 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 | $252,712,000 | 576 |
| U.S. Government securities | $239,283,000 | 475 |
| U.S. Treasury securities | $184,014,000 | 40 |
| U.S. Government agency obligations | $55,269,000 | 1,667 |
| Securities issued by states & political subdivisions | $10,046,000 | 1,933 |
| Other domestic debt securities | $3,383,000 | 1,578 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,383,000 | 1,311 |
| 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 | $108,609,000 | 461 |
| Mortgage-backed securities | $39,780,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $33,789,000 | 1,064 |
| Issued or guaranteed by U.S. | $33,789,000 | 1,055 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,991,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $5,991,000 | 1,363 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $252,712,000 | 502 |
| Total debt securities | $252,712,000 | 556 |
| 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 | $192,998,000 | 707 |
| U.S. Government securities | $176,363,000 | 615 |
| U.S. Treasury securities | $115,318,000 | 64 |
| U.S. Government agency obligations | $61,045,000 | 1,489 |
| Securities issued by states & political subdivisions | $12,729,000 | 1,563 |
| Other domestic debt securities | $3,906,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,906,000 | 1,286 |
| 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 | $89,710,000 | 523 |
| Mortgage-backed securities | $45,412,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $37,696,000 | 981 |
| Issued or guaranteed by U.S. | $37,696,000 | 975 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,716,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $7,716,000 | 1,206 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $192,998,000 | 612 |
| Total debt securities | $192,998,000 | 687 |
| 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 | $160,331,000 | 826 |
| U.S. Government securities | $141,639,000 | 706 |
| U.S. Treasury securities | $70,105,000 | 88 |
| U.S. Government agency obligations | $71,534,000 | 1,233 |
| Securities issued by states & political subdivisions | $12,755,000 | 1,518 |
| Other domestic debt securities | $5,937,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,937,000 | 1,002 |
| 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 | $89,607,000 | 495 |
| Mortgage-backed securities | $50,642,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $41,437,000 | 880 |
| Issued or guaranteed by U.S. | $41,437,000 | 874 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $9,205,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $9,205,000 | 1,198 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $160,331,000 | 707 |
| Total debt securities | $160,331,000 | 795 |
| 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 | $209,136,000 | 648 |
| U.S. Government securities | $187,495,000 | 562 |
| U.S. Treasury securities | $110,478,000 | 67 |
| U.S. Government agency obligations | $77,017,000 | 1,151 |
| Securities issued by states & political subdivisions | $12,737,000 | 1,450 |
| Other domestic debt securities | $8,904,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,904,000 | 771 |
| 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 | $95,873,000 | 461 |
| Mortgage-backed securities | $40,975,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $30,389,000 | 1,100 |
| Issued or guaranteed by U.S. | $30,389,000 | 1,095 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,586,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $10,586,000 | 1,130 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $209,136,000 | 553 |
| Total debt securities | $209,136,000 | 625 |
| 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 | $207,470,000 | 631 |
| U.S. Government securities | $162,116,000 | 601 |
| U.S. Treasury securities | $61,445,000 | 106 |
| U.S. Government agency obligations | $100,671,000 | 871 |
| Securities issued by states & political subdivisions | $12,574,000 | 1,450 |
| Other domestic debt securities | $32,780,000 | 420 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,780,000 | 279 |
| 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 | $98,555,000 | 453 |
| Mortgage-backed securities | $33,031,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $32,972,000 | 992 |
| Issued or guaranteed by U.S. | $32,972,000 | 985 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $59,000 | 4,206 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 4,020 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $207,470,000 | 538 |
| Total debt securities | $207,470,000 | 609 |
| 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 | $91,579,000 | 1,241 |
| U.S. Government securities | $50,952,000 | 1,596 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $50,952,000 | 1,503 |
| Securities issued by states & political subdivisions | $2,148,000 | 4,220 |
| Other domestic debt securities | $38,479,000 | 386 |
| 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 | $38,479,000 | 253 |
| 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 | $53,360,000 | 736 |
| Mortgage-backed securities | $8,238,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $8,238,000 | 2,381 |
| Issued or guaranteed by U.S. | $8,238,000 | 2,366 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $91,579,000 | 1,034 |
| Total debt securities | $91,579,000 | 1,204 |
| 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 | $102,196,000 | 1,085 |
| U.S. Government securities | $50,731,000 | 1,569 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $50,731,000 | 1,462 |
| Securities issued by states & political subdivisions | $2,588,000 | 3,957 |
| Other domestic debt securities | $45,971,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,971,000 | 214 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,906,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,317,000 | 741 |
| Mortgage-backed securities | $277,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $277,000 | 5,877 |
| Issued or guaranteed by U.S. | $277,000 | 5,856 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $102,196,000 | 849 |
| Total debt securities | $99,290,000 | 1,076 |
| 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 | $109,725,000 | 1,043 |
| U.S. Government securities | $56,919,000 | 1,483 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $56,919,000 | 1,337 |
| Securities issued by states & political subdivisions | $3,158,000 | 3,809 |
| Other domestic debt securities | $47,571,000 | 312 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,571,000 | 229 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,077,000 | 1,496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,153,000 | 737 |
| Mortgage-backed securities | $307,000 | 6,759 |
| Certificates of participation in pools of residential mortgages | $307,000 | 6,111 |
| Issued or guaranteed by U.S. | $307,000 | 6,095 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $109,725,000 | 815 |
| Total debt securities | $107,648,000 | 1,021 |
| 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 | $91,542,000 | 1,275 |
| U.S. Government securities | $51,148,000 | 1,701 |
| U.S. Treasury securities | $3,815,000 | 2,719 |
| U.S. Government agency obligations | $47,333,000 | 1,573 |
| Securities issued by states & political subdivisions | $3,514,000 | 3,674 |
| Other domestic debt securities | $35,938,000 | 325 |
| 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 | $35,938,000 | 216 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $942,000 | 2,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,893,000 | 1,011 |
| Mortgage-backed securities | $344,000 | 6,937 |
| Certificates of participation in pools of residential mortgages | $344,000 | 6,275 |
| Issued or guaranteed by U.S. | $344,000 | 6,257 |
| 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) | $91,542,000 | 937 |
| Total debt securities | $90,600,000 | 1,235 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $73,007,000 | 1,574 |
| U.S. Government securities | $57,357,000 | 1,585 |
| U.S. Treasury securities | $9,101,000 | 1,999 |
| U.S. Government agency obligations | $48,256,000 | 1,488 |
| Securities issued by states & political subdivisions | $75,000 | 7,952 |
| Other domestic debt securities | $14,796,000 | 446 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,775,000 | 314 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $779,000 | 2,760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,581,000 | 1,387 |
| Mortgage-backed securities | $420,000 | 7,141 |
| Certificates of participation in pools of residential mortgages | $399,000 | 6,388 |
| Issued or guaranteed by U.S. | $399,000 | 6,366 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $21,000 | 5,028 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $21,000 | 1,338 |
| 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) | $73,007,000 | 1,095 |
| Total debt securities | $72,228,000 | 1,524 |
| Structured notes |
| Amortized cost | $1,084,000 | 1,145 |
| Fair value | $1,098,000 | 1,125 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $53,355,000 | 2,291 |
| U.S. Government securities | $27,233,000 | 3,494 |
| U.S. Treasury securities | $2,813,000 | 5,234 |
| U.S. Government agency obligations | $24,420,000 | 2,843 |
| Securities issued by states & political subdivisions | $668,000 | 6,708 |
| Other domestic debt securities | $24,725,000 | 317 |
| Privately issued residential mortgage-backed securities | $296,000 | 1,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,429,000 | 180 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $729,000 | 2,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,743,000 | 1,268 |
| Mortgage-backed securities | $737,000 | 7,188 |
| Certificates of participation in pools of residential mortgages | $441,000 | 6,820 |
| Issued or guaranteed by U.S. | $441,000 | 6,800 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $296,000 | 4,811 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $296,000 | 938 |
| 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) | $53,355,000 | 1,530 |
| Total debt securities | $52,626,000 | 2,250 |
| Structured notes |
| Amortized cost | $1,999,000 | 1,115 |
| Fair value | $2,015,000 | 987 |
| 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 | $67,076,000 | 1,875 |
| U.S. Government securities | $25,107,000 | 3,871 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $25,107,000 | 2,744 |
| Securities issued by states & political subdivisions | $670,000 | 6,953 |
| Other domestic debt securities | $40,588,000 | 273 |
| Privately issued residential mortgage-backed securities | $1,853,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,735,000 | 162 |
| Foreign debt securities | $3,000 | 550 |
| Equity securities | $708,000 | 2,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,406,000 | 2,157 |
| Mortgage-backed securities | $2,350,000 | 5,971 |
| Certificates of participation in pools of residential mortgages | $497,000 | 7,003 |
| Issued or guaranteed by U.S. | $497,000 | 6,969 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,853,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,853,000 | 461 |
| 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) | $67,076,000 | 1,261 |
| Total debt securities | $66,368,000 | 1,840 |
| Structured notes |
| Amortized cost | $1,470,000 | 2,166 |
| Fair value | $1,505,000 | 2,015 |
| 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 | $65,028,000 | 2,017 |
| U.S. Government securities | $23,398,000 | 4,341 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $23,398,000 | 2,808 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $40,933,000 | 285 |
| Privately issued residential mortgage-backed securities | $3,984,000 | 460 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,949,000 | 183 |
| Foreign debt securities | $8,000 | 563 |
| Equity securities | $689,000 | 2,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,376,000 | 2,289 |
| Mortgage-backed securities | $5,626,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $533,000 | 7,305 |
| Issued or guaranteed by U.S. | $533,000 | 7,278 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,093,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 4,187 |
| Privately issued | $3,984,000 | 330 |
| 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) | $42,556,000 | 1,736 |
| Available-for-sale securities (fair market value) | $22,472,000 | 2,540 |
| Total debt securities | $64,339,000 | 1,988 |
| 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 | $64,993,000 | 2,111 |
| U.S. Government securities | $12,780,000 | 6,922 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $12,780,000 | 4,680 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $50,546,000 | 283 |
| Privately issued residential mortgage-backed securities | $8,091,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,455,000 | 200 |
| Foreign debt securities | $8,000 | 611 |
| Equity securities | $1,659,000 | 1,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,541,000 | 5,550 |
| Mortgage-backed securities | $10,875,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $606,000 | 7,822 |
| Issued or guaranteed by U.S. | $606,000 | 7,772 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $10,269,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 3,718 |
| Privately issued | $8,091,000 | 242 |
| 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 | $63,334,000 | 2,106 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $66,403,000 | 2,032 |
| U.S. Government securities | $19,924,000 | 5,075 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $19,924,000 | 3,253 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $41,546,000 | 370 |
| Privately issued residential mortgage-backed securities | $18,489,000 | 297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,057,000 | 376 |
| Foreign debt securities | $8,000 | 657 |
| Equity securities | $4,925,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,627,000 | 6,355 |
| Mortgage-backed securities | $38,413,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $767,000 | 7,960 |
| Issued or guaranteed by U.S. | $767,000 | 7,899 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $37,646,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $19,157,000 | 945 |
| Privately issued | $18,489,000 | 167 |
| 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 | $61,478,000 | 2,150 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
