| 2023-12-31 | Rank |
| Total securities | $911,191,000 | 267 |
| U.S. Government securities | $759,342,000 | 225 |
| U.S. Treasury securities | $210,118,000 | 139 |
| U.S. Government agency obligations | $549,224,000 | 261 |
| Securities issued by states & political subdivisions | $99,361,000 | 438 |
| Other domestic debt securities | $52,488,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,949,000 | 281 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $45,539,000 | 194 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $122,105,000 | 768 |
| Mortgage-backed securities | $96,128,000 | 818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,509,000 | 781 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,519,000 | 595 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,802,000 | 384 |
| Other commercial mortgage-backed securities | $298,000 | 1,284 |
| Held to maturity securities (book value) | $55,170,000 | 521 |
| Available-for-sale securities (fair market value) | $856,021,000 | 224 |
| Total debt securities | $911,191,000 | 262 |
| 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 | $878,473,000 | 272 |
| U.S. Government securities | $725,867,000 | 229 |
| U.S. Treasury securities | $180,925,000 | 166 |
| U.S. Government agency obligations | $544,942,000 | 264 |
| Securities issued by states & political subdivisions | $100,438,000 | 418 |
| Other domestic debt securities | $52,168,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,297,000 | 273 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $44,871,000 | 199 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $135,025,000 | 683 |
| Mortgage-backed securities | $94,848,000 | 803 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,032,000 | 785 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,889,000 | 577 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,620,000 | 375 |
| Other commercial mortgage-backed securities | $307,000 | 1,268 |
| Held to maturity securities (book value) | $57,951,000 | 515 |
| Available-for-sale securities (fair market value) | $820,522,000 | 231 |
| Total debt securities | $878,473,000 | 267 |
| 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 | $864,228,000 | 275 |
| U.S. Government securities | $707,252,000 | 232 |
| U.S. Treasury securities | $196,364,000 | 156 |
| U.S. Government agency obligations | $510,888,000 | 274 |
| Securities issued by states & political subdivisions | $105,580,000 | 423 |
| Other domestic debt securities | $51,396,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,561,000 | 272 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $43,835,000 | 200 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,212,000 | 634 |
| Mortgage-backed securities | $101,735,000 | 782 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,557,000 | 764 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $29,962,000 | 558 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,894,000 | 371 |
| Other commercial mortgage-backed securities | $322,000 | 1,269 |
| Held to maturity securities (book value) | $58,118,000 | 515 |
| Available-for-sale securities (fair market value) | $806,110,000 | 234 |
| Total debt securities | $864,228,000 | 270 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $720,843,000 | 333 |
| U.S. Government securities | $554,560,000 | 296 |
| U.S. Treasury securities | $34,992,000 | 696 |
| U.S. Government agency obligations | $519,568,000 | 264 |
| Securities issued by states & political subdivisions | $109,913,000 | 429 |
| Other domestic debt securities | $56,370,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,391,000 | 254 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $46,979,000 | 200 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $608,506,000 | 205 |
| Mortgage-backed securities | $107,013,000 | 790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,236,000 | 767 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,030,000 | 564 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,410,000 | 379 |
| Other commercial mortgage-backed securities | $337,000 | 1,273 |
| Held to maturity securities (book value) | $61,262,000 | 524 |
| Available-for-sale securities (fair market value) | $659,581,000 | 294 |
| Total debt securities | $720,843,000 | 326 |
| 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 | $686,194,000 | 353 |
| U.S. Government securities | $519,517,000 | 320 |
| U.S. Treasury securities | $34,579,000 | 743 |
| U.S. Government agency obligations | $484,938,000 | 280 |
| Securities issued by states & political subdivisions | $110,424,000 | 439 |
| Other domestic debt securities | $56,253,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,220,000 | 236 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $46,033,000 | 210 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $487,372,000 | 205 |
| Mortgage-backed securities | $108,886,000 | 786 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,030,000 | 764 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $33,102,000 | 558 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,404,000 | 384 |
| Other commercial mortgage-backed securities | $350,000 | 1,270 |
| Held to maturity securities (book value) | $62,274,000 | 524 |
| Available-for-sale securities (fair market value) | $623,920,000 | 316 |
| Total debt securities | $686,195,000 | 347 |
| 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 | $680,547,000 | 354 |
| U.S. Government securities | $511,893,000 | 325 |
| U.S. Treasury securities | $34,351,000 | 748 |
| U.S. Government agency obligations | $477,542,000 | 286 |
| Securities issued by states & political subdivisions | $112,658,000 | 440 |
| Other domestic debt securities | $55,996,000 | 380 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,087,000 | 232 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $44,909,000 | 218 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $429,189,000 | 219 |
| Mortgage-backed securities | $112,985,000 | 761 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,435,000 | 768 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,386,000 | 534 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,798,000 | 388 |
| Other commercial mortgage-backed securities | $366,000 | 1,303 |
| Held to maturity securities (book value) | $65,889,000 | 508 |
| Available-for-sale securities (fair market value) | $614,658,000 | 325 |
| Total debt securities | $680,544,000 | 348 |
| 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 | $693,386,000 | 359 |
| U.S. Government securities | $525,774,000 | 321 |
| U.S. Treasury securities | $34,729,000 | 730 |
| U.S. Government agency obligations | $491,045,000 | 292 |
| Securities issued by states & political subdivisions | $109,885,000 | 474 |
| Other domestic debt securities | $57,727,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,602,000 | 229 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $46,125,000 | 215 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $464,709,000 | 196 |
| Mortgage-backed securities | $125,068,000 | 733 |
| Certificates of participation in pools of residential mortgages | $69,200,000 | 749 |
| Issued or guaranteed by U.S. | $69,200,000 | 737 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $39,584,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $39,584,000 | 499 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $16,284,000 | 703 |
| Commercial mortgage pass-through securities | $15,709,000 | 380 |
| Other commercial mortgage-backed securities | $575,000 | 1,325 |
| Held to maturity securities (book value) | $66,359,000 | 453 |
| Available-for-sale securities (fair market value) | $627,027,000 | 331 |
| Total debt securities | $693,386,000 | 356 |
| 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 | $714,069,000 | 354 |
| U.S. Government securities | $541,804,000 | 318 |
| U.S. Treasury securities | $40,149,000 | 569 |
| U.S. Government agency obligations | $501,655,000 | 293 |
| Securities issued by states & political subdivisions | $114,519,000 | 468 |
| Other domestic debt securities | $57,746,000 | 340 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,354,000 | 230 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $45,392,000 | 219 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $593,939,000 | 167 |
| Mortgage-backed securities | $138,493,000 | 684 |
| Certificates of participation in pools of residential mortgages | $76,285,000 | 710 |
| Issued or guaranteed by U.S. | $76,285,000 | 701 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $45,029,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $45,029,000 | 459 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $17,179,000 | 677 |
| Commercial mortgage pass-through securities | $16,556,000 | 370 |
| Other commercial mortgage-backed securities | $623,000 | 1,297 |
| Held to maturity securities (book value) | $68,873,000 | 394 |
| Available-for-sale securities (fair market value) | $645,196,000 | 334 |
| Total debt securities | $714,069,000 | 348 |
| 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 | $648,262,000 | 379 |
| U.S. Government securities | $474,313,000 | 334 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $474,313,000 | 310 |
| Securities issued by states & political subdivisions | $116,332,000 | 479 |
| Other domestic debt securities | $57,617,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,107,000 | 228 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $44,510,000 | 220 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $489,184,000 | 187 |
| Mortgage-backed securities | $128,187,000 | 729 |
| Certificates of participation in pools of residential mortgages | $56,635,000 | 868 |
| Issued or guaranteed by U.S. | $56,635,000 | 854 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $53,152,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $53,152,000 | 411 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $18,400,000 | 637 |
| Commercial mortgage pass-through securities | $17,636,000 | 349 |
| Other commercial mortgage-backed securities | $764,000 | 1,248 |
| Held to maturity securities (book value) | $71,648,000 | 308 |
| Available-for-sale securities (fair market value) | $576,614,000 | 356 |
| Total debt securities | $648,261,000 | 374 |
| 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 | $619,306,000 | 380 |
| U.S. Government securities | $436,581,000 | 345 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $436,581,000 | 326 |
| Securities issued by states & political subdivisions | $125,035,000 | 416 |
| Other domestic debt securities | $57,690,000 | 318 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,539,000 | 225 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $44,151,000 | 206 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $489,257,000 | 189 |
| Mortgage-backed securities | $141,141,000 | 653 |
| Certificates of participation in pools of residential mortgages | $59,820,000 | 828 |
| Issued or guaranteed by U.S. | $59,820,000 | 814 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $62,026,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $62,026,000 | 375 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $19,295,000 | 610 |
| Commercial mortgage pass-through securities | $18,061,000 | 333 |
| Other commercial mortgage-backed securities | $1,234,000 | 1,135 |
| Held to maturity securities (book value) | $78,423,000 | 266 |
| Available-for-sale securities (fair market value) | $540,883,000 | 368 |
| Total debt securities | $619,306,000 | 375 |
| 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 | $628,199,000 | 350 |
| U.S. Government securities | $447,880,000 | 321 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $447,880,000 | 304 |
| Securities issued by states & political subdivisions | $127,012,000 | 397 |
| Other domestic debt securities | $53,307,000 | 321 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,843,000 | 220 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $39,464,000 | 216 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $492,237,000 | 186 |
| Mortgage-backed securities | $150,546,000 | 583 |
| Certificates of participation in pools of residential mortgages | $56,329,000 | 823 |
| Issued or guaranteed by U.S. | $56,329,000 | 807 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $74,263,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $74,263,000 | 331 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $19,954,000 | 584 |
| Commercial mortgage pass-through securities | $18,237,000 | 319 |
| Other commercial mortgage-backed securities | $1,717,000 | 1,053 |
| Held to maturity securities (book value) | $79,308,000 | 249 |
| Available-for-sale securities (fair market value) | $548,891,000 | 348 |
| Total debt securities | $628,200,000 | 344 |
| 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 | $663,706,000 | 317 |
| U.S. Government securities | $474,523,000 | 288 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $474,523,000 | 274 |
| Securities issued by states & political subdivisions | $141,713,000 | 329 |
| Other domestic debt securities | $47,470,000 | 329 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,248,000 | 221 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $33,222,000 | 241 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,932,000 | 174 |
| Mortgage-backed securities | $178,696,000 | 484 |
| Certificates of participation in pools of residential mortgages | $66,094,000 | 690 |
| Issued or guaranteed by U.S. | $66,094,000 | 673 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $92,388,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $92,388,000 | 275 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $20,214,000 | 550 |
| Commercial mortgage pass-through securities | $18,083,000 | 304 |
| Other commercial mortgage-backed securities | $2,131,000 | 958 |
| Held to maturity securities (book value) | $90,818,000 | 223 |
| Available-for-sale securities (fair market value) | $572,888,000 | 315 |
| Total debt securities | $663,707,000 | 314 |
| 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 | $405,139,000 | 427 |
| U.S. Government securities | $216,977,000 | 464 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $216,977,000 | 447 |
| Securities issued by states & political subdivisions | $140,567,000 | 311 |
| Other domestic debt securities | $47,595,000 | 317 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,447,000 | 210 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $33,148,000 | 227 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $317,461,000 | 233 |
| Mortgage-backed securities | $209,341,000 | 412 |
| Certificates of participation in pools of residential mortgages | $76,615,000 | 550 |
| Issued or guaranteed by U.S. | $76,615,000 | 543 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $110,597,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $110,597,000 | 242 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $22,129,000 | 489 |
| Commercial mortgage pass-through securities | $19,174,000 | 271 |
| Other commercial mortgage-backed securities | $2,955,000 | 853 |
| Held to maturity securities (book value) | $93,766,000 | 197 |
| Available-for-sale securities (fair market value) | $311,373,000 | 487 |
| Total debt securities | $405,140,000 | 421 |
| 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 | $435,177,000 | 384 |
| U.S. Government securities | $250,646,000 | 400 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $250,646,000 | 382 |
| Securities issued by states & political subdivisions | $144,921,000 | 268 |
| Other domestic debt securities | $39,610,000 | 343 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,637,000 | 195 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,973,000 | 271 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $344,757,000 | 220 |
| Mortgage-backed securities | $242,872,000 | 358 |
| Certificates of participation in pools of residential mortgages | $88,703,000 | 460 |
| Issued or guaranteed by U.S. | $88,703,000 | 451 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $131,137,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $131,137,000 | 214 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $23,032,000 | 456 |
| Commercial mortgage pass-through securities | $19,324,000 | 261 |
| Other commercial mortgage-backed securities | $3,708,000 | 753 |
| Held to maturity securities (book value) | $97,491,000 | 188 |
| Available-for-sale securities (fair market value) | $337,686,000 | 420 |
| Total debt securities | $435,177,000 | 379 |
| 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 | $453,300,000 | 361 |
| U.S. Government securities | $278,249,000 | 365 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $278,249,000 | 348 |
| Securities issued by states & political subdivisions | $152,144,000 | 236 |
| Other domestic debt securities | $22,907,000 | 472 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,788,000 | 175 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,119,000 | 540 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $386,719,000 | 210 |
| Mortgage-backed securities | $270,364,000 | 322 |
| Certificates of participation in pools of residential mortgages | $94,482,000 | 450 |
| Issued or guaranteed by U.S. | $94,482,000 | 442 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $152,056,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $152,056,000 | 193 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $23,826,000 | 443 |
| Commercial mortgage pass-through securities | $19,300,000 | 261 |
| Other commercial mortgage-backed securities | $4,526,000 | 678 |
| Held to maturity securities (book value) | $101,772,000 | 187 |
| Available-for-sale securities (fair market value) | $351,528,000 | 396 |
| Total debt securities | $453,299,000 | 356 |
| 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 | $381,090,000 | 403 |
| U.S. Government securities | $224,389,000 | 437 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $224,389,000 | 413 |
| Securities issued by states & political subdivisions | $152,716,000 | 207 |
| Other domestic debt securities | $3,985,000 | 1,038 |
| 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 | $3,985,000 | 705 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $307,520,000 | 243 |
| Mortgage-backed securities | $219,201,000 | 378 |
| Certificates of participation in pools of residential mortgages | $82,160,000 | 501 |
| Issued or guaranteed by U.S. | $82,160,000 | 484 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $125,643,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $125,643,000 | 216 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $11,398,000 | 690 |
| Commercial mortgage pass-through securities | $8,895,000 | 455 |
| Other commercial mortgage-backed securities | $2,503,000 | 812 |
| Held to maturity securities (book value) | $106,767,000 | 188 |
| Available-for-sale securities (fair market value) | $274,323,000 | 482 |
| Total debt securities | $381,089,000 | 396 |
| 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 | $378,927,000 | 396 |
| U.S. Government securities | $203,062,000 | 470 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $203,062,000 | 440 |
| Securities issued by states & political subdivisions | $171,783,000 | 169 |
| Other domestic debt securities | $4,082,000 | 986 |
| 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 | $4,082,000 | 661 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,082,000 | 252 |
| Mortgage-backed securities | $179,960,000 | 423 |
| Certificates of participation in pools of residential mortgages | $54,826,000 | 631 |
| Issued or guaranteed by U.S. | $54,826,000 | 617 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $122,124,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $122,124,000 | 222 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,010,000 | 1,167 |
| Commercial mortgage pass-through securities | $314,000 | 1,332 |
| Other commercial mortgage-backed securities | $2,696,000 | 772 |
| Held to maturity securities (book value) | $177,854,000 | 142 |
| Available-for-sale securities (fair market value) | $201,073,000 | 610 |
| Total debt securities | $378,927,000 | 389 |
| 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 | $344,594,000 | 431 |
| U.S. Government securities | $147,734,000 | 600 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $147,734,000 | 564 |
| Securities issued by states & political subdivisions | $192,766,000 | 138 |
| Other domestic debt securities | $4,094,000 | 974 |
| 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 | $4,094,000 | 664 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $227,455,000 | 274 |
| Mortgage-backed securities | $111,647,000 | 588 |
| Certificates of participation in pools of residential mortgages | $42,252,000 | 745 |
| Issued or guaranteed by U.S. | $42,252,000 | 722 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $66,009,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $66,009,000 | 332 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,386,000 | 1,119 |
| Commercial mortgage pass-through securities | $316,000 | 1,327 |
| Other commercial mortgage-backed securities | $3,070,000 | 703 |
| Held to maturity securities (book value) | $198,926,000 | 138 |
| Available-for-sale securities (fair market value) | $145,668,000 | 816 |
| Total debt securities | $344,592,000 | 421 |
| 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 | $348,316,000 | 419 |
| U.S. Government securities | $148,965,000 | 620 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $148,965,000 | 582 |
| Securities issued by states & political subdivisions | $195,249,000 | 139 |
| Other domestic debt securities | $4,102,000 | 952 |
| 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 | $4,102,000 | 663 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $261,265,000 | 245 |
| Mortgage-backed securities | $43,347,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $27,084,000 | 1,036 |
| Issued or guaranteed by U.S. | $27,084,000 | 1,025 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,680,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $12,680,000 | 990 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,583,000 | 1,077 |
| Commercial mortgage pass-through securities | $318,000 | 1,323 |
| Other commercial mortgage-backed securities | $3,265,000 | 648 |
| Held to maturity securities (book value) | $243,035,000 | 125 |
| Available-for-sale securities (fair market value) | $105,281,000 | 1,092 |
| Total debt securities | $348,316,000 | 408 |
| 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 | $375,013,000 | 395 |
| U.S. Government securities | $164,035,000 | 564 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $164,035,000 | 527 |
| Securities issued by states & political subdivisions | $206,880,000 | 141 |
| Other domestic debt securities | $4,098,000 | 957 |
| 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 | $4,098,000 | 662 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $277,698,000 | 242 |
| Mortgage-backed securities | $15,352,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $12,426,000 | 1,764 |
| Issued or guaranteed by U.S. | $12,426,000 | 1,728 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,607,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,607,000 | 1,924 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $319,000 | 1,686 |
| Commercial mortgage pass-through securities | $319,000 | 1,305 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $272,023,000 | 119 |
| Available-for-sale securities (fair market value) | $102,990,000 | 1,122 |
| Total debt securities | $375,013,000 | 389 |
| 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 | $381,896,000 | 395 |
| U.S. Government securities | $179,342,000 | 524 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $179,342,000 | 492 |
| Securities issued by states & political subdivisions | $198,448,000 | 153 |
| Other domestic debt securities | $4,106,000 | 923 |
| 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 | $4,106,000 | 662 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $242,917,000 | 269 |
| Mortgage-backed securities | $5,120,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $2,129,000 | 3,256 |
| Issued or guaranteed by U.S. | $2,129,000 | 3,184 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,672,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,672,000 | 1,904 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $319,000 | 1,645 |
| Commercial mortgage pass-through securities | $319,000 | 1,287 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $292,601,000 | 120 |
| Available-for-sale securities (fair market value) | $89,295,000 | 1,303 |
| Total debt securities | $381,896,000 | 383 |
| 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 | $417,395,000 | 368 |
| U.S. Government securities | $205,061,000 | 475 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $205,061,000 | 444 |
| Securities issued by states & political subdivisions | $208,219,000 | 144 |
| Other domestic debt securities | $4,115,000 | 898 |
| 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 | $4,115,000 | 655 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $286,389,000 | 242 |
| Mortgage-backed securities | $5,270,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 3,295 |
| Issued or guaranteed by U.S. | $2,169,000 | 3,267 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,782,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,782,000 | 1,868 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $319,000 | 1,639 |
| Commercial mortgage pass-through securities | $319,000 | 1,268 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $323,433,000 | 116 |
| Available-for-sale securities (fair market value) | $93,962,000 | 1,240 |
| Total debt securities | $417,395,000 | 362 |
| 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 | $453,895,000 | 350 |
| U.S. Government securities | $230,867,000 | 424 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $230,867,000 | 403 |
| Securities issued by states & political subdivisions | $218,905,000 | 137 |
| Other domestic debt securities | $4,123,000 | 1,033 |
| 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 | $4,123,000 | 664 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $352,195,000 | 214 |
| Mortgage-backed securities | $5,501,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 3,327 |
| Issued or guaranteed by U.S. | $2,220,000 | 3,166 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,960,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 1,843 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $321,000 | 1,605 |
| Commercial mortgage pass-through securities | $321,000 | 1,231 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $334,136,000 | 114 |
| Available-for-sale securities (fair market value) | $119,759,000 | 1,005 |
| Total debt securities | $453,895,000 | 342 |
| Structured notes |
| Amortized cost | $5,000,000 | 224 |
| Fair value | $4,996,000 | 220 |
| 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 | $508,522,000 | 322 |
| U.S. Government securities | $281,029,000 | 373 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $281,029,000 | 355 |
| Securities issued by states & political subdivisions | $223,416,000 | 139 |
| Other domestic debt securities | $4,077,000 | 907 |
| 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 | $4,077,000 | 687 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $430,812,000 | 183 |
| Mortgage-backed securities | $5,746,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 3,352 |
| Issued or guaranteed by U.S. | $2,309,000 | 3,346 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,112,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $3,112,000 | 1,803 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $325,000 | 1,428 |
| Commercial mortgage pass-through securities | $325,000 | 1,004 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $338,652,000 | 113 |
| Available-for-sale securities (fair market value) | $169,870,000 | 722 |
| Total debt securities | $508,522,000 | 317 |
| Structured notes |
| Amortized cost | $5,000,000 | 219 |
| Fair value | $5,008,000 | 216 |
| 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 | $510,429,000 | 322 |
| U.S. Government securities | $287,672,000 | 363 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $287,672,000 | 347 |
| Securities issued by states & political subdivisions | $218,673,000 | 144 |
| Other domestic debt securities | $4,084,000 | 893 |
| 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 | $4,084,000 | 688 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $397,349,000 | 202 |
| Mortgage-backed securities | $6,612,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $2,352,000 | 3,372 |
| Issued or guaranteed by U.S. | $2,352,000 | 3,366 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,295,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $3,295,000 | 1,763 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $965,000 | 1,239 |
| Commercial mortgage pass-through securities | $965,000 | 838 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $333,923,000 | 114 |
| Available-for-sale securities (fair market value) | $176,506,000 | 697 |
| Total debt securities | $510,429,000 | 318 |
| Structured notes |
| Amortized cost | $5,000,000 | 216 |
| Fair value | $5,025,000 | 215 |
| 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 | $566,130,000 | 285 |
| U.S. Government securities | $334,260,000 | 322 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $334,260,000 | 311 |
| Securities issued by states & political subdivisions | $224,771,000 | 135 |
| Other domestic debt securities | $7,099,000 | 699 |
| 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 | $7,099,000 | 533 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $391,468,000 | 202 |
| Mortgage-backed securities | $8,941,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 2,967 |
| Issued or guaranteed by U.S. | $4,438,000 | 2,965 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,526,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $3,526,000 | 1,746 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $977,000 | 1,224 |
| Commercial mortgage pass-through securities | $977,000 | 833 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $340,152,000 | 115 |
| Available-for-sale securities (fair market value) | $225,978,000 | 556 |
| Total debt securities | $566,130,000 | 280 |
| Structured notes |
| Amortized cost | $5,000,000 | 223 |
| Fair value | $5,038,000 | 221 |
| 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 | $628,046,000 | 265 |
| U.S. Government securities | $401,507,000 | 289 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $401,507,000 | 277 |
| Securities issued by states & political subdivisions | $219,431,000 | 142 |
| Other domestic debt securities | $7,108,000 | 705 |
| 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 | $7,108,000 | 531 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $422,006,000 | 188 |
| Mortgage-backed securities | $10,657,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $5,921,000 | 2,727 |
| Issued or guaranteed by U.S. | $5,921,000 | 2,726 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,751,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,751,000 | 1,733 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $985,000 | 1,177 |
| Commercial mortgage pass-through securities | $985,000 | 809 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $340,047,000 | 114 |
| Available-for-sale securities (fair market value) | $287,999,000 | 453 |
| Total debt securities | $628,046,000 | 258 |
| Structured notes |
| Amortized cost | $10,000,000 | 136 |
| Fair value | $10,041,000 | 135 |
| 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 | $624,869,000 | 269 |
| U.S. Government securities | $398,952,000 | 289 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $398,952,000 | 276 |
| Securities issued by states & political subdivisions | $218,812,000 | 142 |
| Other domestic debt securities | $7,105,000 | 718 |
| 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 | $7,105,000 | 540 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $494,204,000 | 168 |
| Mortgage-backed securities | $10,964,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $6,019,000 | 2,760 |
| Issued or guaranteed by U.S. | $6,019,000 | 2,757 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,958,000 | 1,772 |
| CMOs issued by government agencies or sponsored agencies | $3,958,000 | 1,713 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $987,000 | 1,136 |
| Commercial mortgage pass-through securities | $987,000 | 766 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $339,455,000 | 115 |
| Available-for-sale securities (fair market value) | $285,414,000 | 458 |
| Total debt securities | $624,869,000 | 261 |
| Structured notes |
| Amortized cost | $10,000,000 | 144 |
| Fair value | $10,037,000 | 142 |
| 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 | $566,133,000 | 283 |
| U.S. Government securities | $340,506,000 | 321 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $340,506,000 | 307 |
| Securities issued by states & political subdivisions | $213,587,000 | 140 |
| Other domestic debt securities | $12,040,000 | 532 |
| 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 | $12,040,000 | 379 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $439,113,000 | 175 |
| Mortgage-backed securities | $11,338,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $6,170,000 | 2,767 |
| Issued or guaranteed by U.S. | $6,170,000 | 2,762 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,171,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $4,171,000 | 1,640 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $997,000 | 1,095 |
| Commercial mortgage pass-through securities | $997,000 | 734 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $316,050,000 | 123 |
| Available-for-sale securities (fair market value) | $250,083,000 | 526 |
| Total debt securities | $566,133,000 | 276 |
| Structured notes |
| Amortized cost | $10,000,000 | 135 |
| Fair value | $9,925,000 | 136 |
| 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 | $597,389,000 | 268 |
| U.S. Government securities | $374,680,000 | 294 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $374,680,000 | 280 |
| Securities issued by states & political subdivisions | $210,633,000 | 142 |
| Other domestic debt securities | $12,076,000 | 528 |
| 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 | $12,076,000 | 383 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $469,286,000 | 159 |
| Mortgage-backed securities | $12,137,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $6,596,000 | 2,706 |
| Issued or guaranteed by U.S. | $6,596,000 | 2,705 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,512,000 | 1,676 |
| CMOs issued by government agencies or sponsored agencies | $4,512,000 | 1,607 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,029,000 | 1,045 |
| Commercial mortgage pass-through securities | $1,029,000 | 677 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $322,062,000 | 117 |
| Available-for-sale securities (fair market value) | $275,327,000 | 476 |
| Total debt securities | $597,389,000 | 261 |
| Structured notes |
| Amortized cost | $10,000,000 | 135 |
| Fair value | $10,022,000 | 137 |
| 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 | $695,898,000 | 241 |
| U.S. Government securities | $470,843,000 | 238 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $470,843,000 | 228 |
| Securities issued by states & political subdivisions | $212,852,000 | 135 |
| Other domestic debt securities | $12,203,000 | 540 |
| 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 | $12,203,000 | 387 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $546,472,000 | 142 |
| Mortgage-backed securities | $12,654,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $6,808,000 | 2,733 |
| Issued or guaranteed by U.S. | $6,808,000 | 2,727 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,806,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $4,806,000 | 1,585 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,040,000 | 973 |
| Commercial mortgage pass-through securities | $1,040,000 | 628 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $368,419,000 | 113 |
| Available-for-sale securities (fair market value) | $327,479,000 | 398 |
| Total debt securities | $695,898,000 | 236 |
| Structured notes |
| Amortized cost | $10,000,000 | 152 |
| Fair value | $10,040,000 | 152 |
| 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 | $785,389,000 | 224 |
| U.S. Government securities | $550,999,000 | 218 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $550,999,000 | 212 |
| Securities issued by states & political subdivisions | $222,296,000 | 126 |
| Other domestic debt securities | $12,094,000 | 548 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,094,000 | 391 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $574,192,000 | 137 |
| Mortgage-backed securities | $13,233,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $7,129,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,129,000 | 2,686 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,066,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $5,066,000 | 1,551 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,038,000 | 946 |
| Commercial mortgage pass-through securities | $1,038,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $427,875,000 | 106 |
| Available-for-sale securities (fair market value) | $357,514,000 | 367 |
| Total debt securities | $785,389,000 | 218 |
| Structured notes |
| Amortized cost | $10,000,000 | 170 |
| Fair value | $10,026,000 | 171 |
| 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 | $761,434,000 | 223 |
| U.S. Government securities | $533,961,000 | 222 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $533,961,000 | 216 |
| Securities issued by states & political subdivisions | $215,269,000 | 127 |
| Other domestic debt securities | $12,204,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,204,000 | 379 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $455,140,000 | 168 |
| Mortgage-backed securities | $13,466,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $7,273,000 | 2,680 |
| Issued or guaranteed by U.S. | $7,273,000 | 2,675 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,174,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $5,174,000 | 1,558 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,019,000 | 903 |
| Commercial mortgage pass-through securities | $1,019,000 | 577 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $423,548,000 | 107 |
| Available-for-sale securities (fair market value) | $337,886,000 | 394 |
| Total debt securities | $761,434,000 | 219 |
| Structured notes |
| Amortized cost | $28,000,000 | 70 |
| Fair value | $27,879,000 | 71 |
| 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 | $773,350,000 | 222 |
| U.S. Government securities | $548,828,000 | 217 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $548,828,000 | 212 |
| Securities issued by states & political subdivisions | $212,278,000 | 120 |
| Other domestic debt securities | $12,244,000 | 529 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $12,244,000 | 371 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $510,331,000 | 144 |
| Mortgage-backed securities | $12,744,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $6,204,000 | 2,881 |
| Issued or guaranteed by U.S. | $6,204,000 | 2,878 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,488,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $5,488,000 | 1,531 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,052,000 | 862 |
| Commercial mortgage pass-through securities | $1,052,000 | 550 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $391,630,000 | 111 |
| Available-for-sale securities (fair market value) | $381,720,000 | 342 |
| Total debt securities | $773,350,000 | 218 |
| Structured notes |
| Amortized cost | $37,000,000 | 63 |
| Fair value | $36,931,000 | 63 |
| 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 | $815,738,000 | 209 |
| U.S. Government securities | $576,801,000 | 211 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $576,801,000 | 206 |
| Securities issued by states & political subdivisions | $216,844,000 | 115 |
| Other domestic debt securities | $22,093,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $22,093,000 | 243 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $625,564,000 | 126 |
| Mortgage-backed securities | $13,399,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $6,627,000 | 2,897 |
| Issued or guaranteed by U.S. | $6,627,000 | 2,895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,735,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $5,735,000 | 1,544 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,037,000 | 829 |
| Commercial mortgage pass-through securities | $1,037,000 | 522 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $378,848,000 | 110 |
| Available-for-sale securities (fair market value) | $436,890,000 | 292 |
| Total debt securities | $815,738,000 | 206 |
| Structured notes |
| Amortized cost | $63,499,000 | 40 |
| Fair value | $62,799,000 | 41 |
| 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 | $831,191,000 | 205 |
| U.S. Government securities | $585,993,000 | 208 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $585,993,000 | 203 |
| Securities issued by states & political subdivisions | $217,982,000 | 111 |
| Other domestic debt securities | $27,216,000 | 319 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $27,216,000 | 208 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $579,922,000 | 135 |
| Mortgage-backed securities | $14,209,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $7,112,000 | 2,874 |
| Issued or guaranteed by U.S. | $7,112,000 | 2,873 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,042,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $6,042,000 | 1,551 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,055,000 | 806 |
| Commercial mortgage pass-through securities | $1,055,000 | 504 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $303,309,000 | 121 |
| Available-for-sale securities (fair market value) | $527,882,000 | 252 |
| Total debt securities | $831,191,000 | 201 |
| Structured notes |
| Amortized cost | $88,498,000 | 35 |
| Fair value | $88,351,000 | 35 |
| 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 | $773,019,000 | 218 |
| U.S. Government securities | $536,545,000 | 224 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $536,545,000 | 221 |
| Securities issued by states & political subdivisions | $209,262,000 | 113 |
| Other domestic debt securities | $27,212,000 | 314 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $27,212,000 | 206 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $455,258,000 | 161 |
| Mortgage-backed securities | $14,730,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $7,459,000 | 2,869 |
| Issued or guaranteed by U.S. | $7,459,000 | 2,868 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,227,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $6,227,000 | 1,572 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,044,000 | 790 |
| Commercial mortgage pass-through securities | $1,044,000 | 501 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $276,850,000 | 128 |
| Available-for-sale securities (fair market value) | $496,169,000 | 264 |
| Total debt securities | $773,019,000 | 216 |
| Structured notes |
| Amortized cost | $146,291,000 | 17 |
| Fair value | $145,304,000 | 17 |
| 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 | $804,773,000 | 206 |
| U.S. Government securities | $564,668,000 | 208 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $564,668,000 | 205 |
| Securities issued by states & political subdivisions | $212,788,000 | 111 |
| Other domestic debt securities | $27,317,000 | 317 |
| 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 | $27,317,000 | 207 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $500,792,000 | 151 |
| Mortgage-backed securities | $15,211,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $7,756,000 | 2,915 |
| Issued or guaranteed by U.S. | $7,756,000 | 2,913 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,420,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $6,420,000 | 1,564 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,035,000 | 761 |
| Commercial mortgage pass-through securities | $1,035,000 | 500 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $271,533,000 | 124 |
| Available-for-sale securities (fair market value) | $533,240,000 | 245 |
| Total debt securities | $804,773,000 | 203 |
| Structured notes |
| Amortized cost | $195,881,000 | 13 |
| Fair value | $192,238,000 | 13 |
| 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 | $823,459,000 | 201 |
| U.S. Government securities | $580,602,000 | 201 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $580,602,000 | 197 |
| Securities issued by states & political subdivisions | $215,500,000 | 109 |
| Other domestic debt securities | $27,357,000 | 335 |
| 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 | $27,357,000 | 216 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $557,837,000 | 140 |
| Mortgage-backed securities | $15,908,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $8,146,000 | 2,907 |
| Issued or guaranteed by U.S. | $8,146,000 | 2,907 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,709,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $6,709,000 | 1,552 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,053,000 | 747 |
| Commercial mortgage pass-through securities | $1,053,000 | 493 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $277,351,000 | 120 |
| Available-for-sale securities (fair market value) | $546,108,000 | 244 |
| Total debt securities | $823,459,000 | 200 |
| Structured notes |
| Amortized cost | $231,882,000 | 11 |
| Fair value | $227,635,000 | 11 |
| 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 | $823,672,000 | 199 |
| U.S. Government securities | $580,597,000 | 202 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $580,597,000 | 197 |
| Securities issued by states & political subdivisions | $215,739,000 | 107 |
| Other domestic debt securities | $27,336,000 | 342 |
| 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 | $27,336,000 | 232 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $566,281,000 | 140 |
| Mortgage-backed securities | $16,529,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $8,662,000 | 2,843 |
| Issued or guaranteed by U.S. | $8,662,000 | 2,843 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,824,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $6,824,000 | 1,555 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,043,000 | 737 |
| Commercial mortgage pass-through securities | $1,043,000 | 484 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $217,711,000 | 143 |
| Available-for-sale securities (fair market value) | $605,961,000 | 222 |
| Total debt securities | $823,672,000 | 197 |
| Structured notes |
| Amortized cost | $341,874,000 | 9 |
| Fair value | $332,343,000 | 9 |
| 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 | $808,755,000 | 200 |
| U.S. Government securities | $564,666,000 | 198 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $564,666,000 | 195 |
| Securities issued by states & political subdivisions | $216,920,000 | 105 |
| Other domestic debt securities | $27,169,000 | 362 |
| 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 | $27,169,000 | 231 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $507,424,000 | 143 |
| Mortgage-backed securities | $15,873,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,948,000 | 2,809 |
| Issued or guaranteed by U.S. | $8,948,000 | 2,808 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,925,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $6,925,000 | 1,546 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $219,017,000 | 140 |
| Available-for-sale securities (fair market value) | $589,738,000 | 224 |
| Total debt securities | $808,755,000 | 198 |
| Structured notes |
| Amortized cost | $406,866,000 | 8 |
| Fair value | $390,594,000 | 8 |
| 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 | $834,394,000 | 189 |
| U.S. Government securities | $588,421,000 | 192 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $588,421,000 | 188 |
| Securities issued by states & political subdivisions | $218,817,000 | 98 |
| Other domestic debt securities | $27,156,000 | 370 |
| 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 | $27,156,000 | 229 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $513,041,000 | 142 |
| Mortgage-backed securities | $17,075,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $9,789,000 | 2,695 |
| Issued or guaranteed by U.S. | $9,789,000 | 2,692 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,286,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $7,286,000 | 1,524 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $221,191,000 | 132 |
| Available-for-sale securities (fair market value) | $613,203,000 | 215 |
| Total debt securities | $834,394,000 | 187 |
| Structured notes |
| Amortized cost | $406,863,000 | 8 |
| Fair value | $395,310,000 | 8 |
| 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 | $829,441,000 | 191 |
| U.S. Government securities | $582,634,000 | 193 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $582,634,000 | 187 |
| Securities issued by states & political subdivisions | $219,687,000 | 96 |
| Other domestic debt securities | $27,120,000 | 371 |
| 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 | $27,120,000 | 237 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $506,727,000 | 140 |
| Mortgage-backed securities | $18,687,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $11,052,000 | 2,510 |
| Issued or guaranteed by U.S. | $11,052,000 | 2,508 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,635,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $7,635,000 | 1,511 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $222,318,000 | 120 |
| Available-for-sale securities (fair market value) | $607,123,000 | 224 |
| Total debt securities | $829,441,000 | 188 |
| Structured notes |
| Amortized cost | $379,830,000 | 7 |
| Fair value | $370,030,000 | 7 |
| 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 | $780,327,000 | 202 |
| U.S. Government securities | $540,315,000 | 217 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $540,315,000 | 213 |
| Securities issued by states & political subdivisions | $212,731,000 | 97 |
| Other domestic debt securities | $27,281,000 | 369 |
| 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 | $27,281,000 | 235 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $514,127,000 | 140 |
| Mortgage-backed securities | $12,193,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $12,193,000 | 2,395 |
| Issued or guaranteed by U.S. | $12,193,000 | 2,394 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $215,539,000 | 112 |
| Available-for-sale securities (fair market value) | $564,788,000 | 244 |
| Total debt securities | $780,327,000 | 199 |
| Structured notes |
| Amortized cost | $380,822,000 | 5 |
| Fair value | $380,576,000 | 5 |
| 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 | $712,900,000 | 216 |
| U.S. Government securities | $472,852,000 | 240 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $472,852,000 | 238 |
| Securities issued by states & political subdivisions | $216,231,000 | 89 |
| Other domestic debt securities | $23,817,000 | 397 |
| 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 | $23,817,000 | 251 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $437,859,000 | 167 |
| Mortgage-backed securities | $13,610,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $13,610,000 | 2,256 |
| Issued or guaranteed by U.S. | $13,610,000 | 2,255 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $219,358,000 | 111 |
| Available-for-sale securities (fair market value) | $493,542,000 | 274 |
| Total debt securities | $712,900,000 | 210 |
| Structured notes |
| Amortized cost | $299,304,000 | 8 |
| Fair value | $299,306,000 | 8 |
| 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 | $687,570,000 | 226 |
| U.S. Government securities | $458,908,000 | 250 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $458,908,000 | 246 |
| Securities issued by states & political subdivisions | $204,861,000 | 97 |
| Other domestic debt securities | $23,801,000 | 411 |
| 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 | $23,801,000 | 264 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $473,722,000 | 152 |
| Mortgage-backed securities | $14,644,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $14,644,000 | 2,282 |
| Issued or guaranteed by U.S. | $14,644,000 | 2,281 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $208,303,000 | 112 |
| Available-for-sale securities (fair market value) | $479,267,000 | 284 |
| Total debt securities | $687,570,000 | 221 |
| Structured notes |
| Amortized cost | $264,888,000 | 6 |
| Fair value | $265,070,000 | 6 |
| 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 | $643,753,000 | 243 |
| U.S. Government securities | $439,799,000 | 266 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $439,799,000 | 259 |
| Securities issued by states & political subdivisions | $195,021,000 | 101 |
| Other domestic debt securities | $8,933,000 | 787 |
| 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 | $8,933,000 | 520 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $483,540,000 | 154 |
| Mortgage-backed securities | $15,566,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $15,566,000 | 2,231 |
| Issued or guaranteed by U.S. | $15,566,000 | 2,230 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $198,914,000 | 118 |
| Available-for-sale securities (fair market value) | $444,839,000 | 308 |
| Total debt securities | $643,753,000 | 238 |
| Structured notes |
| Amortized cost | $194,144,000 | 10 |
| Fair value | $194,419,000 | 10 |
| 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 | $660,338,000 | 240 |
| U.S. Government securities | $460,845,000 | 263 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $460,845,000 | 257 |
| Securities issued by states & political subdivisions | $190,705,000 | 99 |
| Other domestic debt securities | $8,788,000 | 785 |
| 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 | $8,788,000 | 522 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $558,693,000 | 139 |
| Mortgage-backed securities | $17,153,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $16,948,000 | 2,124 |
| Issued or guaranteed by U.S. | $16,948,000 | 2,121 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $205,000 | 3,620 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,447 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $195,263,000 | 118 |
| Available-for-sale securities (fair market value) | $465,075,000 | 305 |
| Total debt securities | $660,338,000 | 234 |
| Structured notes |
| Amortized cost | $203,677,000 | 10 |
| Fair value | $202,744,000 | 10 |
| 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 | $543,683,000 | 279 |
| U.S. Government securities | $353,363,000 | 322 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $353,363,000 | 313 |
| Securities issued by states & political subdivisions | $190,320,000 | 96 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $538,676,000 | 136 |
| Mortgage-backed securities | $19,246,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $18,580,000 | 1,884 |
| Issued or guaranteed by U.S. | $18,580,000 | 1,883 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $666,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $666,000 | 3,030 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $195,872,000 | 111 |
| Available-for-sale securities (fair market value) | $347,811,000 | 378 |
| Total debt securities | $543,683,000 | 276 |
| Structured notes |
| Amortized cost | $97,974,000 | 40 |
| Fair value | $98,225,000 | 39 |
| 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 | $469,797,000 | 314 |
| U.S. Government securities | $274,170,000 | 390 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $274,170,000 | 378 |
| Securities issued by states & political subdivisions | $195,627,000 | 87 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $458,349,000 | 139 |
| Mortgage-backed securities | $20,947,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $19,750,000 | 1,739 |
| Issued or guaranteed by U.S. | $19,750,000 | 1,734 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,197,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $1,197,000 | 2,794 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $204,154,000 | 107 |
| Available-for-sale securities (fair market value) | $265,643,000 | 504 |
| Total debt securities | $469,797,000 | 306 |
| Structured notes |
| Amortized cost | $81,483,000 | 44 |
| Fair value | $81,645,000 | 44 |
| 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 | $498,329,000 | 300 |
| U.S. Government securities | $308,534,000 | 354 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $308,534,000 | 342 |
| Securities issued by states & political subdivisions | $189,795,000 | 88 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $493,592,000 | 135 |
| Mortgage-backed securities | $22,500,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $21,028,000 | 1,600 |
| Issued or guaranteed by U.S. | $21,028,000 | 1,598 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,472,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,665 |
| 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) | $199,360,000 | 110 |
| Available-for-sale securities (fair market value) | $298,969,000 | 439 |
| Total debt securities | $498,329,000 | 292 |
| Structured notes |
| Amortized cost | $82,492,000 | 53 |
| Fair value | $82,375,000 | 52 |
| 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 | $508,285,000 | 295 |
| U.S. Government securities | $325,730,000 | 323 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $325,730,000 | 315 |
| Securities issued by states & political subdivisions | $182,555,000 | 89 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $502,602,000 | 142 |
| Mortgage-backed securities | $23,219,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $21,500,000 | 1,536 |
| Issued or guaranteed by U.S. | $21,500,000 | 1,531 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,719,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,719,000 | 2,522 |
| 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) | $188,018,000 | 117 |
| Available-for-sale securities (fair market value) | $320,267,000 | 400 |
| Total debt securities | $508,285,000 | 288 |
| Structured notes |
| Amortized cost | $74,990,000 | 60 |
| Fair value | $74,419,000 | 61 |
| 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 | $522,684,000 | 280 |
| U.S. Government securities | $344,775,000 | 298 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $344,775,000 | 284 |
| Securities issued by states & political subdivisions | $177,909,000 | 91 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $513,114,000 | 138 |
| Mortgage-backed securities | $25,450,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $23,378,000 | 1,400 |
| Issued or guaranteed by U.S. | $23,378,000 | 1,393 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,072,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $2,072,000 | 2,352 |
| 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) | $189,087,000 | 111 |
| Available-for-sale securities (fair market value) | $333,597,000 | 375 |
| Total debt securities | $522,684,000 | 276 |
| Structured notes |
| Amortized cost | $61,990,000 | 74 |
| Fair value | $61,352,000 | 71 |
| 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 | $467,665,000 | 292 |
| U.S. Government securities | $308,379,000 | 313 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $308,379,000 | 302 |
| Securities issued by states & political subdivisions | $159,286,000 | 101 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $446,670,000 | 140 |
| Mortgage-backed securities | $27,344,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $24,932,000 | 1,304 |
| Issued or guaranteed by U.S. | $24,932,000 | 1,298 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,412,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 2,231 |
| 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) | $172,301,000 | 115 |
| Available-for-sale securities (fair market value) | $295,364,000 | 399 |
| Total debt securities | $467,665,000 | 284 |
| Structured notes |
| Amortized cost | $25,988,000 | 193 |
| Fair value | $26,153,000 | 195 |
| 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 | $459,544,000 | 292 |
| U.S. Government securities | $300,313,000 | 318 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $300,313,000 | 306 |
| Securities issued by states & political subdivisions | $159,231,000 | 93 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $441,995,000 | 141 |
| Mortgage-backed securities | $29,663,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $26,958,000 | 1,215 |
| Issued or guaranteed by U.S. | $26,958,000 | 1,210 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,705,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $2,705,000 | 2,075 |
| 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) | $170,344,000 | 119 |
| Available-for-sale securities (fair market value) | $289,200,000 | 398 |
| Total debt securities | $459,544,000 | 286 |
| Structured notes |
| Amortized cost | $36,794,000 | 141 |
| Fair value | $37,061,000 | 142 |
| 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 | $476,105,000 | 287 |
| U.S. Government securities | $324,551,000 | 299 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $324,551,000 | 288 |
| Securities issued by states & political subdivisions | $151,554,000 | 101 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $458,555,000 | 143 |
| Mortgage-backed securities | $31,300,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $28,434,000 | 1,236 |
| Issued or guaranteed by U.S. | $28,434,000 | 1,232 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,866,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,866,000 | 1,975 |
| 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) | $168,235,000 | 112 |
| Available-for-sale securities (fair market value) | $307,870,000 | 383 |
| Total debt securities | $476,105,000 | 280 |
| Structured notes |
| Amortized cost | $48,154,000 | 73 |
| Fair value | $48,052,000 | 72 |
| 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 | $397,900,000 | 328 |
| U.S. Government securities | $253,619,000 | 360 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $253,619,000 | 345 |
| Securities issued by states & political subdivisions | $144,281,000 | 104 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $382,940,000 | 171 |
| Mortgage-backed securities | $32,754,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $29,729,000 | 1,247 |
| Issued or guaranteed by U.S. | $29,729,000 | 1,241 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,025,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $3,025,000 | 1,912 |
| 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) | $168,550,000 | 113 |
| Available-for-sale securities (fair market value) | $229,350,000 | 497 |
| Total debt securities | $397,900,000 | 323 |
| Structured notes |
| Amortized cost | $45,149,000 | 50 |
| Fair value | $44,032,000 | 51 |
| 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 | $360,534,000 | 366 |
| U.S. Government securities | $224,691,000 | 400 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $224,691,000 | 387 |
| Securities issued by states & political subdivisions | $135,843,000 | 117 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $340,320,000 | 191 |
| Mortgage-backed securities | $34,309,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $31,177,000 | 1,221 |
| Issued or guaranteed by U.S. | $31,177,000 | 1,212 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,132,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,132,000 | 1,870 |
| 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) | $171,628,000 | 120 |
| Available-for-sale securities (fair market value) | $188,906,000 | 587 |
| Total debt securities | $360,534,000 | 353 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,986,000 | 1,191 |
| 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 | $374,581,000 | 362 |
| U.S. Government securities | $241,658,000 | 377 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $241,658,000 | 364 |
| Securities issued by states & political subdivisions | $132,923,000 | 118 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $355,474,000 | 196 |
| Mortgage-backed securities | $35,983,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $32,568,000 | 1,202 |
| Issued or guaranteed by U.S. | $32,568,000 | 1,191 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,415,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $3,415,000 | 1,777 |
| 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) | $178,411,000 | 114 |
| Available-for-sale securities (fair market value) | $196,170,000 | 553 |
| Total debt securities | $374,581,000 | 349 |
| 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 | $435,007,000 | 310 |
| U.S. Government securities | $305,920,000 | 308 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $305,920,000 | 301 |
| Securities issued by states & political subdivisions | $129,087,000 | 114 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $415,538,000 | 173 |
| Mortgage-backed securities | $34,850,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $31,279,000 | 1,288 |
| Issued or guaranteed by U.S. | $31,279,000 | 1,277 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,571,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 1,757 |
| 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) | $175,364,000 | 121 |
| Available-for-sale securities (fair market value) | $259,643,000 | 425 |
| Total debt securities | $435,007,000 | 298 |
| 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 | $407,306,000 | 324 |
| U.S. Government securities | $284,157,000 | 319 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $284,157,000 | 309 |
| Securities issued by states & political subdivisions | $123,149,000 | 120 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $350,172,000 | 197 |
| Mortgage-backed securities | $34,882,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $31,307,000 | 1,241 |
| Issued or guaranteed by U.S. | $31,307,000 | 1,231 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,575,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,575,000 | 1,728 |
| 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) | $181,947,000 | 116 |
| Available-for-sale securities (fair market value) | $225,359,000 | 467 |
| Total debt securities | $407,306,000 | 315 |
| 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 | $416,929,000 | 305 |
| U.S. Government securities | $300,396,000 | 294 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $300,396,000 | 289 |
| Securities issued by states & political subdivisions | $116,533,000 | 126 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $353,284,000 | 185 |
| Mortgage-backed securities | $35,218,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $31,606,000 | 1,176 |
| Issued or guaranteed by U.S. | $31,606,000 | 1,163 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,612,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $3,612,000 | 1,639 |
| 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) | $185,791,000 | 112 |
| Available-for-sale securities (fair market value) | $231,138,000 | 441 |
| Total debt securities | $416,929,000 | 297 |
| 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 | $444,257,000 | 290 |
| U.S. Government securities | $326,735,000 | 268 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $326,735,000 | 266 |
| Securities issued by states & political subdivisions | $117,522,000 | 126 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $407,430,000 | 160 |
| Mortgage-backed securities | $34,698,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $31,018,000 | 1,177 |
| Issued or guaranteed by U.S. | $31,018,000 | 1,163 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,680,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $3,680,000 | 1,642 |
| 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) | $201,456,000 | 100 |
| Available-for-sale securities (fair market value) | $242,801,000 | 443 |
| Total debt securities | $444,257,000 | 285 |
| 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 | $452,271,000 | 294 |
| U.S. Government securities | $336,888,000 | 269 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $336,888,000 | 262 |
| Securities issued by states & political subdivisions | $115,383,000 | 129 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $434,446,000 | 154 |
| Mortgage-backed securities | $36,251,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $32,439,000 | 1,090 |
| Issued or guaranteed by U.S. | $32,439,000 | 1,077 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,812,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,812,000 | 1,589 |
| 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) | $206,987,000 | 87 |
| Available-for-sale securities (fair market value) | $245,284,000 | 442 |
| Total debt securities | $452,271,000 | 283 |
| Structured notes |
| Amortized cost | $4,005,000 | 366 |
| Fair value | $4,008,000 | 381 |
| 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 | $388,796,000 | 341 |
| U.S. Government securities | $270,935,000 | 326 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $270,935,000 | 318 |
| Securities issued by states & political subdivisions | $117,861,000 | 124 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $346,350,000 | 197 |
| Mortgage-backed securities | $33,633,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $29,806,000 | 1,036 |
| Issued or guaranteed by U.S. | $29,806,000 | 1,028 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,827,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,519 |
| 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) | $249,125,000 | 85 |
| Available-for-sale securities (fair market value) | $139,671,000 | 730 |
| Total debt securities | $388,796,000 | 329 |
| Structured notes |
| Amortized cost | $6,968,000 | 365 |
| Fair value | $7,011,000 | 353 |
| 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 | $375,465,000 | 358 |
| U.S. Government securities | $268,092,000 | 342 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $268,092,000 | 334 |
| Securities issued by states & political subdivisions | $107,373,000 | 135 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $304,448,000 | 215 |
| Mortgage-backed securities | $23,269,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $18,964,000 | 1,385 |
| Issued or guaranteed by U.S. | $18,964,000 | 1,374 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,305,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $4,305,000 | 1,404 |
| 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) | $266,248,000 | 87 |
| Available-for-sale securities (fair market value) | $109,217,000 | 960 |
| Total debt securities | $375,465,000 | 343 |
| Structured notes |
| Amortized cost | $12,459,000 | 208 |
| Fair value | $12,475,000 | 202 |
| 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 | $328,207,000 | 391 |
| U.S. Government securities | $224,790,000 | 405 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $224,790,000 | 396 |
| Securities issued by states & political subdivisions | $103,417,000 | 140 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $295,250,000 | 228 |
| Mortgage-backed securities | $19,440,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $14,147,000 | 1,659 |
| Issued or guaranteed by U.S. | $14,147,000 | 1,653 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,293,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,293,000 | 1,261 |
| 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) | $273,884,000 | 83 |
| Available-for-sale securities (fair market value) | $54,323,000 | 1,819 |
| Total debt securities | $328,207,000 | 382 |
| Structured notes |
| Amortized cost | $16,446,000 | 156 |
| Fair value | $16,283,000 | 155 |
| 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 | $265,077,000 | 476 |
| U.S. Government securities | $177,015,000 | 498 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $177,015,000 | 483 |
| Securities issued by states & political subdivisions | $88,062,000 | 170 |
| 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 | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,504,000 | 260 |
| Mortgage-backed securities | $20,980,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $14,697,000 | 1,620 |
| Issued or guaranteed by U.S. | $14,697,000 | 1,614 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,283,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $6,283,000 | 1,133 |
| 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) | $265,077,000 | 91 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $265,077,000 | 460 |
| Structured notes |
| Amortized cost | $18,436,000 | 151 |
| Fair value | $18,366,000 | 149 |
| Trading account assets | $39,952,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $250,664,000 | 507 |
| U.S. Government securities | $168,230,000 | 541 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $168,230,000 | 528 |
| Securities issued by states & political subdivisions | $82,434,000 | 183 |
| 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 | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,899,000 | 268 |
| Mortgage-backed securities | $34,807,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $26,607,000 | 1,054 |
| Issued or guaranteed by U.S. | $26,607,000 | 1,045 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,200,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $8,200,000 | 978 |
| 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) | $249,989,000 | 95 |
| Available-for-sale securities (fair market value) | $675,000 | 7,572 |
| Total debt securities | $250,664,000 | 493 |
| Structured notes |
| Amortized cost | $3,485,000 | 1,025 |
| Fair value | $3,384,000 | 1,035 |
| 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 | $260,656,000 | 498 |
| U.S. Government securities | $173,957,000 | 543 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $173,957,000 | 529 |
| Securities issued by states & political subdivisions | $86,699,000 | 170 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,434,000 | 271 |
| Mortgage-backed securities | $35,681,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $26,464,000 | 1,066 |
| Issued or guaranteed by U.S. | $26,464,000 | 1,056 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,217,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $9,217,000 | 885 |
| 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) | $256,960,000 | 94 |
| Available-for-sale securities (fair market value) | $3,696,000 | 6,920 |
| Total debt securities | $260,656,000 | 485 |
| Structured notes |
| Amortized cost | $30,469,000 | 93 |
| Fair value | $30,329,000 | 91 |
| 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 | $264,874,000 | 494 |
| U.S. Government securities | $176,045,000 | 549 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $176,045,000 | 531 |
| Securities issued by states & political subdivisions | $88,829,000 | 161 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $236,413,000 | 269 |
| Mortgage-backed securities | $38,023,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $27,747,000 | 1,043 |
| Issued or guaranteed by U.S. | $27,747,000 | 1,034 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,276,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $10,276,000 | 821 |
| 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) | $261,169,000 | 95 |
| Available-for-sale securities (fair market value) | $3,705,000 | 6,923 |
| Total debt securities | $264,874,000 | 476 |
| Structured notes |
| Amortized cost | $32,192,000 | 92 |
| Fair value | $31,713,000 | 91 |
| 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 | $254,604,000 | 522 |
| U.S. Government securities | $167,859,000 | 584 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $167,859,000 | 565 |
| Securities issued by states & political subdivisions | $86,745,000 | 165 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $231,101,000 | 278 |
| Mortgage-backed securities | $31,600,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $21,088,000 | 1,297 |
| Issued or guaranteed by U.S. | $21,088,000 | 1,289 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,512,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $10,512,000 | 812 |
| 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) | $250,858,000 | 98 |
| Available-for-sale securities (fair market value) | $3,746,000 | 6,955 |
| Total debt securities | $254,604,000 | 509 |
| Structured notes |
| Amortized cost | $30,216,000 | 110 |
| Fair value | $29,930,000 | 108 |
| 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 | $240,341,000 | 559 |
| U.S. Government securities | $155,890,000 | 623 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $155,890,000 | 604 |
| Securities issued by states & political subdivisions | $84,451,000 | 172 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $215,692,000 | 297 |
| Mortgage-backed securities | $32,824,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $22,155,000 | 1,275 |
| Issued or guaranteed by U.S. | $22,155,000 | 1,265 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,669,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $10,669,000 | 815 |
| 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) | $236,542,000 | 107 |
| Available-for-sale securities (fair market value) | $3,799,000 | 6,973 |
| Total debt securities | $240,341,000 | 541 |
| Structured notes |
| Amortized cost | $21,958,000 | 163 |
| Fair value | $21,743,000 | 161 |
| 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 | $229,782,000 | 575 |
| U.S. Government securities | $154,227,000 | 624 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $154,227,000 | 599 |
| Securities issued by states & political subdivisions | $75,555,000 | 195 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $214,336,000 | 289 |
| Mortgage-backed securities | $34,411,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $23,477,000 | 1,255 |
| Issued or guaranteed by U.S. | $23,477,000 | 1,245 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,934,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $10,934,000 | 826 |
| 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) | $225,343,000 | 114 |
| Available-for-sale securities (fair market value) | $4,439,000 | 6,853 |
| Total debt securities | $229,782,000 | 556 |
| Structured notes |
| Amortized cost | $21,944,000 | 153 |
| Fair value | $21,826,000 | 151 |
| 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 | $239,071,000 | 555 |
| U.S. Government securities | $161,921,000 | 598 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $161,921,000 | 575 |
| Securities issued by states & political subdivisions | $77,150,000 | 188 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $236,710,000 | 261 |
| Mortgage-backed securities | $36,644,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $25,379,000 | 1,208 |
| Issued or guaranteed by U.S. | $25,379,000 | 1,198 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,265,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $11,265,000 | 847 |
| 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) | $234,531,000 | 105 |
| Available-for-sale securities (fair market value) | $4,540,000 | 6,851 |
| Total debt securities | $239,071,000 | 544 |
| Structured notes |
| Amortized cost | $18,985,000 | 195 |
| Fair value | $18,917,000 | 192 |
| 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 | $224,111,000 | 593 |
| U.S. Government securities | $145,140,000 | 667 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $145,140,000 | 640 |
| Securities issued by states & political subdivisions | $78,971,000 | 175 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,881,000 | 278 |
| Mortgage-backed securities | $38,451,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $26,822,000 | 1,202 |
| Issued or guaranteed by U.S. | $26,822,000 | 1,193 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,629,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $11,629,000 | 849 |
| 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) | $219,478,000 | 117 |
| Available-for-sale securities (fair market value) | $4,633,000 | 6,894 |
| Total debt securities | $224,111,000 | 571 |
| Structured notes |
| Amortized cost | $18,980,000 | 199 |
| Fair value | $18,838,000 | 194 |
| 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 | $216,588,000 | 623 |
| U.S. Government securities | $134,660,000 | 718 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $134,660,000 | 689 |
| Securities issued by states & political subdivisions | $81,928,000 | 166 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $176,201,000 | 328 |
| Mortgage-backed securities | $32,988,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $21,178,000 | 1,430 |
| Issued or guaranteed by U.S. | $21,178,000 | 1,416 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $11,810,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $11,810,000 | 855 |
| 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) | $211,212,000 | 119 |
| Available-for-sale securities (fair market value) | $5,376,000 | 6,733 |
| Total debt securities | $216,588,000 | 607 |
| Structured notes |
| Amortized cost | $24,981,000 | 126 |
| Fair value | $24,971,000 | 123 |
| 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 | $223,986,000 | 606 |
| U.S. Government securities | $143,759,000 | 685 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $143,759,000 | 655 |
| Securities issued by states & political subdivisions | $80,227,000 | 169 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $187,620,000 | 302 |
| Mortgage-backed securities | $34,480,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $22,551,000 | 1,377 |
| Issued or guaranteed by U.S. | $22,551,000 | 1,368 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,929,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $11,929,000 | 870 |
| 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) | $216,424,000 | 116 |
| Available-for-sale securities (fair market value) | $7,562,000 | 6,255 |
| Total debt securities | $223,986,000 | 592 |
| Structured notes |
| Amortized cost | $23,253,000 | 154 |
| Fair value | $23,286,000 | 155 |
| 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 | $237,615,000 | 579 |
| U.S. Government securities | $156,705,000 | 650 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $156,705,000 | 624 |
| Securities issued by states & political subdivisions | $80,910,000 | 165 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $216,308,000 | 274 |
| Mortgage-backed securities | $35,984,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $23,946,000 | 1,333 |
| Issued or guaranteed by U.S. | $23,946,000 | 1,322 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,038,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $12,038,000 | 867 |
| 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) | $227,964,000 | 106 |
| Available-for-sale securities (fair market value) | $9,651,000 | 5,884 |
| Total debt securities | $237,615,000 | 564 |
| Structured notes |
| Amortized cost | $23,258,000 | 147 |
| Fair value | $23,127,000 | 141 |
| 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 | $218,827,000 | 635 |
| U.S. Government securities | $139,418,000 | 722 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $139,418,000 | 697 |
| Securities issued by states & political subdivisions | $79,409,000 | 172 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $201,178,000 | 285 |
| Mortgage-backed securities | $32,923,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $20,791,000 | 1,491 |
| Issued or guaranteed by U.S. | $20,791,000 | 1,480 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,132,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $12,132,000 | 883 |
| 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) | $211,361,000 | 116 |
| Available-for-sale securities (fair market value) | $7,466,000 | 6,352 |
| Total debt securities | $218,827,000 | 618 |
| Structured notes |
| Amortized cost | $23,274,000 | 112 |
| Fair value | $23,379,000 | 111 |
| 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 | $207,760,000 | 664 |
| U.S. Government securities | $129,221,000 | 797 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $129,221,000 | 766 |
| Securities issued by states & political subdivisions | $78,539,000 | 169 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $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 | $190,038,000 | 301 |
| Mortgage-backed securities | $21,237,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $16,173,000 | 1,794 |
| Issued or guaranteed by U.S. | $16,173,000 | 1,781 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,064,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $5,064,000 | 1,479 |
| 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) | $199,056,000 | 113 |
| Available-for-sale securities (fair market value) | $8,704,000 | 6,137 |
| Total debt securities | $207,760,000 | 647 |
| Structured notes |
| Amortized cost | $13,015,000 | 215 |
| Fair value | $13,022,000 | 214 |
| 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 | $212,163,000 | 652 |
| U.S. Government securities | $133,108,000 | 774 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $133,108,000 | 741 |
| Securities issued by states & political subdivisions | $79,055,000 | 167 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $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 | $191,625,000 | 287 |
| Mortgage-backed securities | $23,608,000 | 1,807 |
| Certificates of participation in pools of residential mortgages | $17,280,000 | 1,703 |
| Issued or guaranteed by U.S. | $17,280,000 | 1,696 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,328,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $6,328,000 | 1,343 |
| 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) | $200,917,000 | 119 |
| Available-for-sale securities (fair market value) | $11,246,000 | 5,549 |
| Total debt securities | $212,163,000 | 638 |
| Structured notes |
| Amortized cost | $10,019,000 | 241 |
| Fair value | $10,028,000 | 241 |
| 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 | $189,729,000 | 704 |
| U.S. Government securities | $108,306,000 | 885 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $108,306,000 | 853 |
| Securities issued by states & political subdivisions | $79,421,000 | 171 |
| Other domestic debt securities | $2,002,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $2,002,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $172,719,000 | 301 |
| Mortgage-backed securities | $23,643,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $12,809,000 | 2,057 |
| Issued or guaranteed by U.S. | $12,809,000 | 2,047 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,834,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $8,832,000 | 1,223 |
| Privately issued | $2,002,000 | 482 |
| 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) | $177,775,000 | 128 |
| Available-for-sale securities (fair market value) | $11,954,000 | 5,334 |
| Total debt securities | $189,729,000 | 679 |
| Structured notes |
| Amortized cost | $4,023,000 | 473 |
| Fair value | $4,050,000 | 486 |
| 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 | $178,448,000 | 726 |
| U.S. Government securities | $100,200,000 | 951 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $100,200,000 | 907 |
| Securities issued by states & political subdivisions | $78,248,000 | 161 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $176,630,000 | 294 |
| Mortgage-backed securities | $22,990,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $10,399,000 | 2,323 |
| Issued or guaranteed by U.S. | $10,399,000 | 2,309 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,591,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $12,591,000 | 1,016 |
| 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) | $163,954,000 | 138 |
| Available-for-sale securities (fair market value) | $14,494,000 | 4,865 |
| Total debt securities | $178,448,000 | 705 |
| Structured notes |
| Amortized cost | $4,027,000 | 348 |
| Fair value | $4,055,000 | 355 |
| 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 | $171,674,000 | 740 |
| U.S. Government securities | $92,888,000 | 996 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $92,888,000 | 953 |
| Securities issued by states & political subdivisions | $78,786,000 | 156 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $156,829,000 | 324 |
| Mortgage-backed securities | $24,279,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $11,841,000 | 2,102 |
| Issued or guaranteed by U.S. | $11,841,000 | 2,092 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,438,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $12,438,000 | 1,025 |
| 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) | $157,187,000 | 134 |
| Available-for-sale securities (fair market value) | $14,487,000 | 4,815 |
| Total debt securities | $171,674,000 | 715 |
| Structured notes |
| Amortized cost | $4,031,000 | 259 |
| Fair value | $4,067,000 | 265 |
| 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 | $168,729,000 | 691 |
| U.S. Government securities | $91,917,000 | 881 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $91,917,000 | 837 |
| Securities issued by states & political subdivisions | $76,812,000 | 154 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $141,512,000 | 339 |
| Mortgage-backed securities | $23,991,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $11,328,000 | 1,932 |
| Issued or guaranteed by U.S. | $11,328,000 | 1,920 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,663,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $12,663,000 | 1,031 |
| 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) | $150,307,000 | 138 |
| Available-for-sale securities (fair market value) | $18,422,000 | 4,058 |
| Total debt securities | $168,729,000 | 671 |
| Structured notes |
| Amortized cost | $3,000,000 | 118 |
| Fair value | $3,053,000 | 121 |
| 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 | $226,342,000 | 529 |
| U.S. Government securities | $139,415,000 | 619 |
| U.S. Treasury securities | $505,000 | 3,278 |
| U.S. Government agency obligations | $138,910,000 | 577 |
| Securities issued by states & political subdivisions | $77,907,000 | 145 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $9,020,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $202,590,000 | 252 |
| Mortgage-backed securities | $20,952,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $10,951,000 | 1,646 |
| Issued or guaranteed by U.S. | $10,951,000 | 1,634 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,001,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $10,001,000 | 908 |
| 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) | $192,729,000 | 148 |
| Available-for-sale securities (fair market value) | $33,613,000 | 2,526 |
| Total debt securities | $217,322,000 | 526 |
| Structured notes |
| Amortized cost | $3,000,000 | 126 |
| Fair value | $2,990,000 | 129 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $155,097,000 | 768 |
| U.S. Government securities | $86,034,000 | 1,003 |
| U.S. Treasury securities | $511,000 | 4,290 |
| U.S. Government agency obligations | $85,523,000 | 917 |
| Securities issued by states & political subdivisions | $62,876,000 | 188 |
| Other domestic debt securities | $111,000 | 3,478 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $6,076,000 | 722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $137,888,000 | 365 |
| Mortgage-backed securities | $19,585,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $5,956,000 | 2,543 |
| Issued or guaranteed by U.S. | $5,956,000 | 2,530 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $13,629,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $13,518,000 | 817 |
| Privately issued | $111,000 | 1,046 |
| 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) | $145,898,000 | 199 |
| Available-for-sale securities (fair market value) | $9,199,000 | 6,101 |
| Total debt securities | $149,021,000 | 758 |
| Structured notes |
| Amortized cost | $3,202,000 | 173 |
| Fair value | $2,990,000 | 171 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $124,055,000 | 937 |
| U.S. Government securities | $64,980,000 | 1,376 |
| U.S. Treasury securities | $1,526,000 | 4,348 |
| U.S. Government agency obligations | $63,454,000 | 1,197 |
| Securities issued by states & political subdivisions | $54,865,000 | 218 |
| Other domestic debt securities | $492,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $492,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $3,718,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $113,001,000 | 363 |
| Mortgage-backed securities | $24,643,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $8,372,000 | 2,213 |
| Issued or guaranteed by U.S. | $8,372,000 | 2,197 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,271,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $15,779,000 | 803 |
| Privately issued | $492,000 | 776 |
| 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) | $115,908,000 | 257 |
| Available-for-sale securities (fair market value) | $8,147,000 | 6,306 |
| Total debt securities | $120,337,000 | 934 |
| Structured notes |
| Amortized cost | $3,000,000 | 231 |
| Fair value | $2,680,000 | 271 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $124,147,000 | 935 |
| U.S. Government securities | $70,225,000 | 1,300 |
| U.S. Treasury securities | $5,043,000 | 3,148 |
| U.S. Government agency obligations | $65,182,000 | 1,106 |
| Securities issued by states & political subdivisions | $46,888,000 | 219 |
| Other domestic debt securities | $966,000 | 1,887 |
| Privately issued residential mortgage-backed securities | $966,000 | 621 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $6,068,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,764,000 | 465 |
| Mortgage-backed securities | $25,494,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $12,108,000 | 1,729 |
| Issued or guaranteed by U.S. | $12,108,000 | 1,719 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,386,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $12,420,000 | 910 |
| Privately issued | $966,000 | 477 |
| 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) | $109,561,000 | 325 |
| Available-for-sale securities (fair market value) | $14,586,000 | 4,587 |
| Total debt securities | $118,079,000 | 938 |
| Structured notes |
| Amortized cost | $4,533,000 | 325 |
| Fair value | $4,312,000 | 339 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $116,417,000 | 1,035 |
| U.S. Government securities | $75,964,000 | 1,269 |
| U.S. Treasury securities | $11,029,000 | 2,043 |
| U.S. Government agency obligations | $64,935,000 | 1,136 |
| Securities issued by states & political subdivisions | $33,721,000 | 328 |
| Other domestic debt securities | $1,002,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $1,002,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $5,730,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,341,000 | 443 |
| Mortgage-backed securities | $32,789,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $17,185,000 | 1,489 |
| Issued or guaranteed by U.S. | $17,185,000 | 1,471 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $15,604,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $14,602,000 | 886 |
| Privately issued | $1,002,000 | 553 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $90,545,000 | 438 |
| Available-for-sale securities (fair market value) | $25,872,000 | 3,103 |
| Total debt securities | $110,687,000 | 1,044 |
| Structured notes |
| Amortized cost | $4,780,000 | 422 |
| Fair value | $4,391,000 | 450 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $84,985,000 | 1,479 |
| U.S. Government securities | $62,439,000 | 1,622 |
| U.S. Treasury securities | $4,095,000 | 5,108 |
| U.S. Government agency obligations | $58,344,000 | 1,250 |
| Securities issued by states & political subdivisions | $18,085,000 | 694 |
| Other domestic debt securities | $1,002,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $1,002,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,459,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,795,000 | 512 |
| Mortgage-backed securities | $20,188,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $6,394,000 | 2,871 |
| Issued or guaranteed by U.S. | $6,394,000 | 2,843 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $13,794,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $12,792,000 | 1,106 |
| Privately issued | $1,002,000 | 651 |
| 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) | $81,526,000 | 511 |
| Available-for-sale securities (fair market value) | $3,459,000 | 8,721 |
| Total debt securities | $81,526,000 | 1,510 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $87,479,000 | 1,472 |
| U.S. Government securities | $72,408,000 | 1,470 |
| U.S. Treasury securities | $5,510,000 | 5,225 |
| U.S. Government agency obligations | $66,898,000 | 1,077 |
| Securities issued by states & political subdivisions | $11,949,000 | 1,214 |
| Other domestic debt securities | $1,002,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $1,002,000 | 932 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,119,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,206,000 | 504 |
| Mortgage-backed securities | $20,047,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $6,051,000 | 3,071 |
| Issued or guaranteed by U.S. | $6,051,000 | 3,057 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $13,996,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $12,994,000 | 1,162 |
| Privately issued | $1,002,000 | 723 |
| 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) | $85,360,000 | 896 |
| Available-for-sale securities (fair market value) | $2,119,000 | 8,745 |
| Total debt securities | $85,359,000 | 1,471 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $58,283,000 | 2,363 |
| U.S. Government securities | $46,593,000 | 2,362 |
| U.S. Treasury securities | $3,203,000 | 7,137 |
| U.S. Government agency obligations | $43,390,000 | 1,617 |
| Securities issued by states & political subdivisions | $9,658,000 | 1,584 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $10,000 | 568 |
| Equity securities | $2,022,000 | 1,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,823,000 | 615 |
| Mortgage-backed securities | $10,824,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 5,712 |
| Issued or guaranteed by U.S. | $2,025,000 | 5,666 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,799,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $8,799,000 | 1,755 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $56,261,000 | 2,384 |
| 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 | $42,538,000 | 3,205 |
| U.S. Government securities | $34,535,000 | 3,117 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $34,535,000 | 1,968 |
| Securities issued by states & political subdivisions | $7,078,000 | 1,982 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $925,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,371,000 | 773 |
| Mortgage-backed securities | $4,319,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $3,348,000 | 4,905 |
| Issued or guaranteed by U.S. | $3,348,000 | 4,851 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $971,000 | 5,148 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 4,775 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $41,613,000 | 3,205 |
| 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 |
