| 2023-12-31 | Rank |
| Total securities | $2,478,491,000 | 127 |
| U.S. Government securities | $2,245,884,000 | 97 |
| U.S. Treasury securities | $47,901,000 | 481 |
| U.S. Government agency obligations | $2,197,983,000 | 86 |
| Securities issued by states & political subdivisions | $133,604,000 | 317 |
| Other domestic debt securities | $94,510,000 | 264 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $10,601,000 | 256 |
| Other domestic debt securities - All other | $83,909,000 | 110 |
| Foreign debt securities | $5,000,000 | 99 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,003,669,000 | 93 |
| Mortgage-backed securities | $1,536,943,000 | 113 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $833,866,000 | 96 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $563,530,000 | 84 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $74,949,000 | 132 |
| Other commercial mortgage-backed securities | $64,598,000 | 159 |
| Held to maturity securities (book value) | $972,610,000 | 93 |
| Available-for-sale securities (fair market value) | $1,506,388,000 | 145 |
| Total debt securities | $2,478,999,000 | 125 |
| Structured notes |
| Amortized cost | $34,007,000 | 57 |
| Fair value | $28,718,000 | 61 |
| Trading account assets | $30,288,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,553,000 | 60 |
| 2023-09-30 | Rank |
| Total securities | $2,463,817,000 | 127 |
| U.S. Government securities | $2,231,664,000 | 96 |
| U.S. Treasury securities | $47,050,000 | 496 |
| U.S. Government agency obligations | $2,184,614,000 | 88 |
| Securities issued by states & political subdivisions | $133,026,000 | 301 |
| Other domestic debt securities | $94,689,000 | 271 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $10,800,000 | 249 |
| Other domestic debt securities - All other | $83,889,000 | 111 |
| Foreign debt securities | $5,000,000 | 103 |
| 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 | $2,046,654,000 | 89 |
| Mortgage-backed securities | $1,538,467,000 | 114 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $823,526,000 | 98 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $576,270,000 | 81 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $73,117,000 | 132 |
| Other commercial mortgage-backed securities | $65,554,000 | 162 |
| Held to maturity securities (book value) | $989,434,000 | 94 |
| Available-for-sale securities (fair market value) | $1,474,945,000 | 149 |
| Total debt securities | $2,464,379,000 | 125 |
| Structured notes |
| Amortized cost | $34,008,000 | 54 |
| Fair value | $26,881,000 | 58 |
| Trading account assets | $41,787,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,636,000 | 62 |
| 2023-06-30 | Rank |
| Total securities | $2,547,176,000 | 127 |
| U.S. Government securities | $2,311,902,000 | 97 |
| U.S. Treasury securities | $46,629,000 | 509 |
| U.S. Government agency obligations | $2,265,273,000 | 92 |
| Securities issued by states & political subdivisions | $136,137,000 | 315 |
| Other domestic debt securities | $94,700,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $10,795,000 | 227 |
| Other domestic debt securities - All other | $83,905,000 | 108 |
| Foreign debt securities | $5,000,000 | 105 |
| 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 | $2,120,402,000 | 87 |
| Mortgage-backed securities | $1,610,523,000 | 110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $874,744,000 | 93 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $595,103,000 | 81 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $74,582,000 | 128 |
| Other commercial mortgage-backed securities | $66,094,000 | 159 |
| Held to maturity securities (book value) | $1,012,150,000 | 92 |
| Available-for-sale securities (fair market value) | $1,535,589,000 | 147 |
| Total debt securities | $2,547,738,000 | 124 |
| Structured notes |
| Amortized cost | $34,008,000 | 58 |
| Fair value | $27,771,000 | 63 |
| Trading account assets | $30,659,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,341,000 | 57 |
| 2023-03-31 | Rank |
| Total securities | $2,613,916,000 | 130 |
| U.S. Government securities | $2,378,024,000 | 102 |
| U.S. Treasury securities | $46,931,000 | 551 |
| U.S. Government agency obligations | $2,331,093,000 | 87 |
| Securities issued by states & political subdivisions | $136,642,000 | 337 |
| Other domestic debt securities | $94,812,000 | 283 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $10,795,000 | 230 |
| Other domestic debt securities - All other | $84,017,000 | 116 |
| Foreign debt securities | $5,000,000 | 90 |
| 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 | $1,468,632,000 | 111 |
| Mortgage-backed securities | $1,667,737,000 | 115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $911,153,000 | 100 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $613,845,000 | 84 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $75,917,000 | 139 |
| Other commercial mortgage-backed securities | $66,822,000 | 165 |
| Held to maturity securities (book value) | $1,032,293,000 | 94 |
| Available-for-sale securities (fair market value) | $1,582,185,000 | 151 |
| Total debt securities | $2,614,477,000 | 128 |
| Structured notes |
| Amortized cost | $34,009,000 | 64 |
| Fair value | $28,097,000 | 69 |
| Trading account assets | $25,381,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,755,000 | 61 |
| 2022-12-31 | Rank |
| Total securities | $2,647,398,000 | 133 |
| U.S. Government securities | $2,409,496,000 | 109 |
| U.S. Treasury securities | $46,326,000 | 595 |
| U.S. Government agency obligations | $2,363,170,000 | 92 |
| Securities issued by states & political subdivisions | $138,377,000 | 346 |
| Other domestic debt securities | $94,965,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $10,886,000 | 247 |
| Other domestic debt securities - All other | $84,079,000 | 122 |
| Foreign debt securities | $5,000,000 | 96 |
| 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 | $200,059,000 | 430 |
| Mortgage-backed securities | $1,704,956,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $928,732,000 | 104 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $632,826,000 | 84 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $76,219,000 | 137 |
| Other commercial mortgage-backed securities | $67,179,000 | 174 |
| Held to maturity securities (book value) | $1,049,157,000 | 99 |
| Available-for-sale securities (fair market value) | $1,598,681,000 | 156 |
| Total debt securities | $2,647,840,000 | 131 |
| Structured notes |
| Amortized cost | $34,009,000 | 65 |
| Fair value | $27,837,000 | 75 |
| Trading account assets | $31,039,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,065,000 | 64 |
| 2022-09-30 | Rank |
| Total securities | $2,719,197,000 | 135 |
| U.S. Government securities | $2,434,030,000 | 109 |
| U.S. Treasury securities | $46,049,000 | 603 |
| U.S. Government agency obligations | $2,387,981,000 | 94 |
| Securities issued by states & political subdivisions | $139,380,000 | 342 |
| Other domestic debt securities | $141,251,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $57,135,000 | 95 |
| Other domestic debt securities - All other | $84,116,000 | 128 |
| Foreign debt securities | $5,000,000 | 94 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,607,000 | 566 |
| Mortgage-backed securities | $1,731,553,000 | 121 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $938,823,000 | 105 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $648,576,000 | 86 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $76,543,000 | 136 |
| Other commercial mortgage-backed securities | $67,611,000 | 182 |
| Held to maturity securities (book value) | $1,069,908,000 | 94 |
| Available-for-sale securities (fair market value) | $1,649,753,000 | 156 |
| Total debt securities | $2,719,661,000 | 132 |
| Structured notes |
| Amortized cost | $34,010,000 | 64 |
| Fair value | $27,397,000 | 74 |
| Trading account assets | $30,499,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,356,000 | 68 |
| 2022-06-30 | Rank |
| Total securities | $2,855,254,000 | 129 |
| U.S. Government securities | $2,621,068,000 | 107 |
| U.S. Treasury securities | $47,081,000 | 575 |
| U.S. Government agency obligations | $2,573,987,000 | 92 |
| Securities issued by states & political subdivisions | $141,430,000 | 356 |
| Other domestic debt securities | $88,254,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $88,254,000 | 126 |
| Foreign debt securities | $5,000,000 | 100 |
| 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 | $235,262,000 | 349 |
| Mortgage-backed securities | $1,888,858,000 | 119 |
| Certificates of participation in pools of residential mortgages | $1,017,331,000 | 104 |
| Issued or guaranteed by U.S. | $1,017,331,000 | 103 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $654,210,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $654,210,000 | 89 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $217,317,000 | 156 |
| Commercial mortgage pass-through securities | $82,602,000 | 134 |
| Other commercial mortgage-backed securities | $134,715,000 | 137 |
| Held to maturity securities (book value) | $1,100,498,000 | 89 |
| Available-for-sale securities (fair market value) | $1,755,254,000 | 156 |
| Total debt securities | $2,855,753,000 | 128 |
| Structured notes |
| Amortized cost | $34,010,000 | 62 |
| Fair value | $29,817,000 | 67 |
| Trading account assets | $18,593,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,666,000 | 66 |
| 2022-03-31 | Rank |
| Total securities | $2,885,088,000 | 132 |
| U.S. Government securities | $2,645,010,000 | 111 |
| U.S. Treasury securities | $47,492,000 | 508 |
| U.S. Government agency obligations | $2,597,518,000 | 96 |
| Securities issued by states & political subdivisions | $144,085,000 | 357 |
| Other domestic debt securities | $90,978,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $90,978,000 | 120 |
| Foreign debt securities | $5,008,000 | 94 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $248,085,000 | 327 |
| Mortgage-backed securities | $1,904,735,000 | 122 |
| Certificates of participation in pools of residential mortgages | $1,058,644,000 | 107 |
| Issued or guaranteed by U.S. | $1,058,644,000 | 105 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $619,180,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $619,180,000 | 91 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $226,911,000 | 153 |
| Commercial mortgage pass-through securities | $88,792,000 | 132 |
| Other commercial mortgage-backed securities | $138,119,000 | 135 |
| Held to maturity securities (book value) | $1,110,266,000 | 78 |
| Available-for-sale securities (fair market value) | $1,774,815,000 | 161 |
| Total debt securities | $2,885,088,000 | 130 |
| Structured notes |
| Amortized cost | $34,011,000 | 56 |
| Fair value | $30,995,000 | 58 |
| Trading account assets | $10,253,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,807,000 | 77 |
| 2021-12-31 | Rank |
| Total securities | $2,579,728,000 | 144 |
| U.S. Government securities | $2,349,522,000 | 122 |
| U.S. Treasury securities | $49,458,000 | 361 |
| U.S. Government agency obligations | $2,300,064,000 | 113 |
| Securities issued by states & political subdivisions | $145,429,000 | 369 |
| Other domestic debt securities | $79,740,000 | 278 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $79,740,000 | 132 |
| Foreign debt securities | $5,037,000 | 88 |
| 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 | $265,604,000 | 304 |
| Mortgage-backed securities | $1,677,677,000 | 133 |
| Certificates of participation in pools of residential mortgages | $1,015,576,000 | 110 |
| Issued or guaranteed by U.S. | $1,015,576,000 | 109 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $499,050,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $499,050,000 | 104 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $163,051,000 | 178 |
| Commercial mortgage pass-through securities | $72,053,000 | 148 |
| Other commercial mortgage-backed securities | $90,998,000 | 166 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $2,579,728,000 | 126 |
| Total debt securities | $2,579,728,000 | 143 |
| Structured notes |
| Amortized cost | $34,011,000 | 48 |
| Fair value | $33,028,000 | 51 |
| Trading account assets | $5,273,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,223,000 | 92 |
| 2021-09-30 | Rank |
| Total securities | $1,758,176,000 | 177 |
| U.S. Government securities | $1,581,698,000 | 153 |
| U.S. Treasury securities | $24,854,000 | 484 |
| U.S. Government agency obligations | $1,556,844,000 | 139 |
| Securities issued by states & political subdivisions | $123,164,000 | 422 |
| Other domestic debt securities | $48,260,000 | 364 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $48,260,000 | 191 |
| Foreign debt securities | $5,054,000 | 82 |
| 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 | $240,242,000 | 322 |
| Mortgage-backed securities | $1,218,306,000 | 153 |
| Certificates of participation in pools of residential mortgages | $717,440,000 | 134 |
| Issued or guaranteed by U.S. | $717,440,000 | 133 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $355,571,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $355,571,000 | 130 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $145,295,000 | 189 |
| Commercial mortgage pass-through securities | $62,847,000 | 158 |
| Other commercial mortgage-backed securities | $82,448,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,758,176,000 | 157 |
| Total debt securities | $1,758,175,000 | 175 |
| Structured notes |
| Amortized cost | $34,012,000 | 40 |
| Fair value | $33,187,000 | 41 |
| Trading account assets | $4,955,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,110,000 | 99 |
| 2021-06-30 | Rank |
| Total securities | $1,656,489,000 | 178 |
| U.S. Government securities | $1,503,628,000 | 149 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,503,628,000 | 138 |
| Securities issued by states & political subdivisions | $100,284,000 | 520 |
| Other domestic debt securities | $47,500,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $47,500,000 | 183 |
| Foreign debt securities | $5,077,000 | 84 |
| 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 | $249,571,000 | 307 |
| Mortgage-backed securities | $1,162,401,000 | 150 |
| Certificates of participation in pools of residential mortgages | $699,320,000 | 127 |
| Issued or guaranteed by U.S. | $699,320,000 | 126 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $307,903,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $307,903,000 | 138 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $155,178,000 | 174 |
| Commercial mortgage pass-through securities | $78,375,000 | 127 |
| Other commercial mortgage-backed securities | $76,803,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,656,489,000 | 158 |
| Total debt securities | $1,656,488,000 | 174 |
| Structured notes |
| Amortized cost | $34,012,000 | 27 |
| Fair value | $33,316,000 | 30 |
| Trading account assets | $5,534,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,712,000 | 101 |
| 2021-03-31 | Rank |
| Total securities | $1,353,132,000 | 191 |
| U.S. Government securities | $1,199,428,000 | 165 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,199,428,000 | 153 |
| Securities issued by states & political subdivisions | $107,128,000 | 442 |
| Other domestic debt securities | $41,500,000 | 364 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $41,500,000 | 198 |
| Foreign debt securities | $5,076,000 | 86 |
| 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 | $269,968,000 | 273 |
| Mortgage-backed securities | $931,918,000 | 163 |
| Certificates of participation in pools of residential mortgages | $612,332,000 | 133 |
| Issued or guaranteed by U.S. | $612,332,000 | 132 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $193,274,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $193,274,000 | 175 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $126,312,000 | 184 |
| Commercial mortgage pass-through securities | $58,036,000 | 152 |
| Other commercial mortgage-backed securities | $68,276,000 | 183 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,353,132,000 | 168 |
| Total debt securities | $1,353,131,000 | 188 |
| Structured notes |
| Amortized cost | $34,013,000 | 25 |
| Fair value | $32,806,000 | 26 |
| Trading account assets | $3,637,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,516,000 | 107 |
| 2020-12-31 | Rank |
| Total securities | $1,134,268,000 | 211 |
| U.S. Government securities | $997,412,000 | 177 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $997,412,000 | 165 |
| Securities issued by states & political subdivisions | $108,131,000 | 422 |
| Other domestic debt securities | $28,725,000 | 439 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $28,725,000 | 257 |
| 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 | $268,419,000 | 280 |
| Mortgage-backed securities | $823,956,000 | 167 |
| Certificates of participation in pools of residential mortgages | $523,688,000 | 133 |
| Issued or guaranteed by U.S. | $523,688,000 | 132 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $200,709,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $200,709,000 | 162 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $99,559,000 | 201 |
| Commercial mortgage pass-through securities | $48,475,000 | 157 |
| Other commercial mortgage-backed securities | $51,084,000 | 209 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,134,268,000 | 187 |
| Total debt securities | $1,134,268,000 | 206 |
| 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 | $960,218,000 | 220 |
| U.S. Government securities | $837,827,000 | 188 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $837,827,000 | 178 |
| Securities issued by states & political subdivisions | $94,728,000 | 441 |
| Other domestic debt securities | $27,663,000 | 427 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $27,663,000 | 240 |
| 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 | $320,298,000 | 238 |
| Mortgage-backed securities | $715,010,000 | 183 |
| Certificates of participation in pools of residential mortgages | $432,136,000 | 147 |
| Issued or guaranteed by U.S. | $432,136,000 | 145 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $202,771,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $202,771,000 | 156 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $80,103,000 | 219 |
| Commercial mortgage pass-through securities | $48,980,000 | 146 |
| Other commercial mortgage-backed securities | $31,123,000 | 257 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $960,218,000 | 202 |
| Total debt securities | $960,218,000 | 217 |
| 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 | $755,040,000 | 250 |
| U.S. Government securities | $638,487,000 | 215 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $638,487,000 | 204 |
| Securities issued by states & political subdivisions | $90,707,000 | 415 |
| Other domestic debt securities | $25,846,000 | 439 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,846,000 | 254 |
| 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 | $345,507,000 | 227 |
| Mortgage-backed securities | $523,656,000 | 207 |
| Certificates of participation in pools of residential mortgages | $230,015,000 | 222 |
| Issued or guaranteed by U.S. | $230,015,000 | 220 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $223,037,000 | 162 |
| CMOs issued by government agencies or sponsored agencies | $223,037,000 | 152 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $70,604,000 | 229 |
| Commercial mortgage pass-through securities | $42,747,000 | 152 |
| Other commercial mortgage-backed securities | $27,857,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $755,040,000 | 227 |
| Total debt securities | $755,039,000 | 246 |
| 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 | $841,811,000 | 226 |
| U.S. Government securities | $720,301,000 | 201 |
| U.S. Treasury securities | $34,999,000 | 191 |
| U.S. Government agency obligations | $685,302,000 | 195 |
| Securities issued by states & political subdivisions | $75,588,000 | 453 |
| Other domestic debt securities | $40,930,000 | 317 |
| 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 | $40,930,000 | 171 |
| Foreign debt securities | $4,992,000 | 86 |
| 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 | $363,784,000 | 212 |
| Mortgage-backed securities | $539,736,000 | 205 |
| Certificates of participation in pools of residential mortgages | $223,652,000 | 232 |
| Issued or guaranteed by U.S. | $223,652,000 | 229 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $245,508,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $245,508,000 | 149 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $70,576,000 | 235 |
| Commercial mortgage pass-through securities | $42,012,000 | 153 |
| Other commercial mortgage-backed securities | $28,564,000 | 278 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $841,811,000 | 207 |
| Total debt securities | $841,808,000 | 224 |
| 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 | $836,047,000 | 228 |
| U.S. Government securities | $758,502,000 | 199 |
| U.S. Treasury securities | $34,855,000 | 198 |
| U.S. Government agency obligations | $723,647,000 | 190 |
| Securities issued by states & political subdivisions | $73,930,000 | 436 |
| Other domestic debt securities | $3,615,000 | 1,036 |
| 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 | $3,615,000 | 703 |
| 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 | $378,360,000 | 193 |
| Mortgage-backed securities | $546,433,000 | 206 |
| Certificates of participation in pools of residential mortgages | $231,938,000 | 219 |
| Issued or guaranteed by U.S. | $231,938,000 | 216 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $227,702,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $227,702,000 | 156 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $86,793,000 | 206 |
| Commercial mortgage pass-through securities | $35,451,000 | 169 |
| Other commercial mortgage-backed securities | $51,342,000 | 195 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $836,047,000 | 204 |
| Total debt securities | $836,048,000 | 223 |
| 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 | $702,259,000 | 250 |
| U.S. Government securities | $634,775,000 | 213 |
| U.S. Treasury securities | $24,926,000 | 243 |
| U.S. Government agency obligations | $609,849,000 | 209 |
| Securities issued by states & political subdivisions | $63,958,000 | 518 |
| Other domestic debt securities | $3,526,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,526,000 | 725 |
| 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 | $439,417,000 | 168 |
| Mortgage-backed securities | $440,641,000 | 227 |
| Certificates of participation in pools of residential mortgages | $203,558,000 | 228 |
| Issued or guaranteed by U.S. | $203,558,000 | 227 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $200,393,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $200,393,000 | 168 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $36,690,000 | 325 |
| Commercial mortgage pass-through securities | $27,672,000 | 206 |
| Other commercial mortgage-backed securities | $9,018,000 | 464 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $702,259,000 | 224 |
| Total debt securities | $702,259,000 | 245 |
| 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 | $742,084,000 | 244 |
| U.S. Government securities | $659,214,000 | 212 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $659,214,000 | 203 |
| Securities issued by states & political subdivisions | $69,338,000 | 454 |
| Other domestic debt securities | $3,531,000 | 1,033 |
| 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 | $3,531,000 | 724 |
| Foreign debt securities | $10,001,000 | 60 |
| 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 | $460,570,000 | 169 |
| Mortgage-backed securities | $446,385,000 | 227 |
| Certificates of participation in pools of residential mortgages | $211,666,000 | 217 |
| Issued or guaranteed by U.S. | $211,666,000 | 217 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $199,994,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $199,994,000 | 168 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $34,725,000 | 333 |
| Commercial mortgage pass-through securities | $25,538,000 | 215 |
| Other commercial mortgage-backed securities | $9,187,000 | 438 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $742,084,000 | 214 |
| Total debt securities | $742,084,000 | 240 |
| 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 | $768,989,000 | 237 |
| U.S. Government securities | $707,071,000 | 202 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $707,071,000 | 191 |
| Securities issued by states & political subdivisions | $45,532,000 | 765 |
| Other domestic debt securities | $6,534,000 | 777 |
| 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 | $6,534,000 | 539 |
| Foreign debt securities | $9,852,000 | 64 |
| 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 | $521,951,000 | 153 |
| Mortgage-backed securities | $480,684,000 | 218 |
| Certificates of participation in pools of residential mortgages | $233,703,000 | 203 |
| Issued or guaranteed by U.S. | $233,703,000 | 203 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $212,839,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $212,839,000 | 163 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $34,142,000 | 315 |
| Commercial mortgage pass-through securities | $25,046,000 | 219 |
| Other commercial mortgage-backed securities | $9,096,000 | 393 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $768,989,000 | 207 |
| Total debt securities | $768,989,000 | 233 |
| 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 | $783,921,000 | 231 |
| U.S. Government securities | $718,803,000 | 203 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $718,803,000 | 189 |
| Securities issued by states & political subdivisions | $45,769,000 | 784 |
| Other domestic debt securities | $9,576,000 | 621 |
| 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 | $9,576,000 | 432 |
| Foreign debt securities | $9,773,000 | 67 |
| 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 | $528,216,000 | 151 |
| Mortgage-backed securities | $475,237,000 | 217 |
| Certificates of participation in pools of residential mortgages | $231,713,000 | 198 |
| Issued or guaranteed by U.S. | $231,713,000 | 198 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $207,186,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $207,186,000 | 165 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $36,338,000 | 294 |
| Commercial mortgage pass-through securities | $27,296,000 | 189 |
| Other commercial mortgage-backed securities | $9,042,000 | 391 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $783,921,000 | 204 |
| Total debt securities | $783,920,000 | 227 |
| 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 | $722,456,000 | 246 |
| U.S. Government securities | $657,064,000 | 203 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $657,064,000 | 195 |
| Securities issued by states & political subdivisions | $47,736,000 | 735 |
| Other domestic debt securities | $8,046,000 | 647 |
| 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 | $8,046,000 | 470 |
| Foreign debt securities | $9,610,000 | 65 |
| 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 | $486,945,000 | 164 |
| Mortgage-backed securities | $439,294,000 | 224 |
| Certificates of participation in pools of residential mortgages | $225,780,000 | 203 |
| Issued or guaranteed by U.S. | $225,780,000 | 201 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $178,739,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $178,739,000 | 176 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $34,775,000 | 305 |
| Commercial mortgage pass-through securities | $25,813,000 | 198 |
| Other commercial mortgage-backed securities | $8,962,000 | 384 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $722,456,000 | 217 |
| Total debt securities | $722,457,000 | 239 |
| 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 | $656,725,000 | 261 |
| U.S. Government securities | $590,738,000 | 223 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $590,738,000 | 209 |
| Securities issued by states & political subdivisions | $48,205,000 | 750 |
| Other domestic debt securities | $8,063,000 | 741 |
| 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 | $8,063,000 | 476 |
| Foreign debt securities | $9,719,000 | 63 |
| 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 | $470,197,000 | 169 |
| Mortgage-backed securities | $380,306,000 | 244 |
| Certificates of participation in pools of residential mortgages | $205,016,000 | 227 |
| Issued or guaranteed by U.S. | $205,016,000 | 225 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $157,982,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $157,982,000 | 191 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $17,308,000 | 452 |
| Commercial mortgage pass-through securities | $13,199,000 | 311 |
| Other commercial mortgage-backed securities | $4,109,000 | 521 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $656,725,000 | 231 |
| Total debt securities | $656,722,000 | 256 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $578,099,000 | 286 |
| U.S. Government securities | $511,570,000 | 250 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $511,570,000 | 241 |
| Securities issued by states & political subdivisions | $48,607,000 | 777 |
| Other domestic debt securities | $8,163,000 | 646 |
| 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 | $8,163,000 | 478 |
| Foreign debt securities | $9,759,000 | 65 |
| 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 | $454,771,000 | 174 |
| Mortgage-backed securities | $329,238,000 | 264 |
| Certificates of participation in pools of residential mortgages | $209,897,000 | 230 |
| Issued or guaranteed by U.S. | $209,897,000 | 228 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $105,322,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $105,322,000 | 239 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $14,019,000 | 447 |
| Commercial mortgage pass-through securities | $14,019,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $578,099,000 | 252 |
| Total debt securities | $578,099,000 | 280 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $589,050,000 | 277 |
| U.S. Government securities | $503,969,000 | 244 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $503,969,000 | 234 |
| Securities issued by states & political subdivisions | $62,057,000 | 628 |
| Other domestic debt securities | $13,173,000 | 500 |
| 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 | $13,173,000 | 351 |
| Foreign debt securities | $9,851,000 | 65 |
| 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 | $465,397,000 | 176 |
| Mortgage-backed securities | $317,836,000 | 266 |
| Certificates of participation in pools of residential mortgages | $209,170,000 | 228 |
| Issued or guaranteed by U.S. | $209,170,000 | 227 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $94,383,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $94,383,000 | 254 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $14,283,000 | 429 |
| Commercial mortgage pass-through securities | $14,283,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $589,050,000 | 244 |
| Total debt securities | $589,051,000 | 271 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $555,807,000 | 292 |
| U.S. Government securities | $469,494,000 | 255 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $469,494,000 | 250 |
| Securities issued by states & political subdivisions | $63,146,000 | 622 |
| Other domestic debt securities | $13,217,000 | 504 |
| 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 | $13,217,000 | 362 |
| Foreign debt securities | $9,950,000 | 65 |
| 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 | $459,911,000 | 180 |
| Mortgage-backed securities | $301,526,000 | 274 |
| Certificates of participation in pools of residential mortgages | $198,926,000 | 246 |
| Issued or guaranteed by U.S. | $198,926,000 | 245 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $92,357,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $92,357,000 | 259 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $10,243,000 | 511 |
| Commercial mortgage pass-through securities | $10,243,000 | 293 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $555,807,000 | 254 |
| Total debt securities | $555,807,000 | 285 |
| Structured notes |
| Amortized cost | $4,692,000 | 246 |
| Fair value | $4,713,000 | 243 |
| 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 | $497,456,000 | 329 |
| U.S. Government securities | $442,405,000 | 271 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $442,405,000 | 260 |
| Securities issued by states & political subdivisions | $44,886,000 | 912 |
| Other domestic debt securities | $10,165,000 | 588 |
| 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 | $10,165,000 | 436 |
| 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 | $440,234,000 | 178 |
| Mortgage-backed securities | $296,540,000 | 279 |
| Certificates of participation in pools of residential mortgages | $182,089,000 | 261 |
| Issued or guaranteed by U.S. | $182,089,000 | 260 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $103,833,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $103,833,000 | 249 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $10,618,000 | 499 |
| Commercial mortgage pass-through securities | $10,321,000 | 287 |
| Other commercial mortgage-backed securities | $297,000 | 887 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $497,456,000 | 282 |
| Total debt securities | $497,457,000 | 325 |
| Structured notes |
| Amortized cost | $4,677,000 | 267 |
| Fair value | $4,705,000 | 264 |
| Trading account assets | $6,064,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $499,589,000 | 327 |
| U.S. Government securities | $444,833,000 | 268 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $444,833,000 | 255 |
| Securities issued by states & political subdivisions | $44,609,000 | 928 |
| Other domestic debt securities | $10,147,000 | 602 |
| 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 | $10,147,000 | 440 |
| 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 | $440,100,000 | 178 |
| Mortgage-backed securities | $301,043,000 | 279 |
| Certificates of participation in pools of residential mortgages | $180,771,000 | 266 |
| Issued or guaranteed by U.S. | $180,771,000 | 265 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $109,608,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $109,608,000 | 242 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $10,664,000 | 473 |
| Commercial mortgage pass-through securities | $10,359,000 | 276 |
| Other commercial mortgage-backed securities | $305,000 | 880 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $499,589,000 | 279 |
| Total debt securities | $499,590,000 | 322 |
| Structured notes |
| Amortized cost | $4,662,000 | 282 |
| Fair value | $4,720,000 | 279 |
| 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 | $537,890,000 | 295 |
| U.S. Government securities | $432,382,000 | 271 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $432,382,000 | 257 |
| Securities issued by states & political subdivisions | $95,930,000 | 379 |
| Other domestic debt securities | $9,578,000 | 614 |
| 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 | $9,578,000 | 446 |
| 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 | $497,302,000 | 159 |
| Mortgage-backed securities | $302,301,000 | 271 |
| Certificates of participation in pools of residential mortgages | $182,065,000 | 262 |
| Issued or guaranteed by U.S. | $182,065,000 | 261 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $114,427,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $114,427,000 | 228 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,809,000 | 612 |
| Commercial mortgage pass-through securities | $5,499,000 | 381 |
| Other commercial mortgage-backed securities | $310,000 | 838 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $537,890,000 | 256 |
| Total debt securities | $537,890,000 | 289 |
| Structured notes |
| Amortized cost | $4,647,000 | 270 |
| Fair value | $4,674,000 | 263 |
| 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 | $430,329,000 | 357 |
| U.S. Government securities | $322,399,000 | 333 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $322,399,000 | 318 |
| Securities issued by states & political subdivisions | $99,876,000 | 362 |
| Other domestic debt securities | $8,054,000 | 673 |
| 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 | $8,054,000 | 499 |
| 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 | $391,795,000 | 189 |
| Mortgage-backed securities | $248,191,000 | 304 |
| Certificates of participation in pools of residential mortgages | $133,671,000 | 327 |
| Issued or guaranteed by U.S. | $133,671,000 | 326 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $108,536,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $108,536,000 | 245 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $5,984,000 | 574 |
| Commercial mortgage pass-through securities | $5,666,000 | 342 |
| Other commercial mortgage-backed securities | $318,000 | 806 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $430,329,000 | 304 |
| Total debt securities | $430,329,000 | 351 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $409,175,000 | 382 |
| U.S. Government securities | $299,584,000 | 359 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $299,584,000 | 343 |
| Securities issued by states & political subdivisions | $104,622,000 | 334 |
| Other domestic debt securities | $4,969,000 | 885 |
| 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 | $4,969,000 | 658 |
| 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 | $386,181,000 | 191 |
| Mortgage-backed securities | $251,363,000 | 313 |
| Certificates of participation in pools of residential mortgages | $131,749,000 | 332 |
| Issued or guaranteed by U.S. | $131,749,000 | 331 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $113,559,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $113,559,000 | 245 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,055,000 | 549 |
| Commercial mortgage pass-through securities | $5,732,000 | 313 |
| Other commercial mortgage-backed securities | $323,000 | 775 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $409,175,000 | 318 |
| Total debt securities | $409,175,000 | 376 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $487,281,000 | 320 |
| U.S. Government securities | $362,434,000 | 311 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $362,434,000 | 297 |
| Securities issued by states & political subdivisions | $109,909,000 | 301 |
| Other domestic debt securities | $14,938,000 | 483 |
| 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 | $14,938,000 | 335 |
| 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 | $425,027,000 | 180 |
| Mortgage-backed securities | $292,008,000 | 278 |
| Certificates of participation in pools of residential mortgages | $136,509,000 | 323 |
| Issued or guaranteed by U.S. | $136,509,000 | 322 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $149,457,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $149,457,000 | 197 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,042,000 | 536 |
| Commercial mortgage pass-through securities | $5,714,000 | 302 |
| Other commercial mortgage-backed securities | $328,000 | 752 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $487,281,000 | 275 |
| Total debt securities | $487,280,000 | 317 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $487,535,000 | 320 |
| U.S. Government securities | $354,217,000 | 317 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $354,217,000 | 303 |
| Securities issued by states & political subdivisions | $118,380,000 | 276 |
| Other domestic debt securities | $14,938,000 | 468 |
| 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 | $14,938,000 | 330 |
| 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 | $416,502,000 | 184 |
| Mortgage-backed securities | $282,611,000 | 286 |
| Certificates of participation in pools of residential mortgages | $132,347,000 | 332 |
| Issued or guaranteed by U.S. | $132,347,000 | 331 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $144,270,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $144,270,000 | 207 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,994,000 | 500 |
| Commercial mortgage pass-through securities | $5,607,000 | 291 |
| Other commercial mortgage-backed securities | $387,000 | 692 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $487,535,000 | 273 |
| Total debt securities | $487,537,000 | 317 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $523,982,000 | 300 |
| U.S. Government securities | $391,098,000 | 285 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $391,098,000 | 271 |
| Securities issued by states & political subdivisions | $117,866,000 | 273 |
| Other domestic debt securities | $15,018,000 | 474 |
| 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 | $15,018,000 | 329 |
| 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 | $450,536,000 | 165 |
| Mortgage-backed securities | $309,089,000 | 272 |
| Certificates of participation in pools of residential mortgages | $130,975,000 | 332 |
| Issued or guaranteed by U.S. | $130,975,000 | 331 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $173,238,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $173,238,000 | 183 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,876,000 | 528 |
| Commercial mortgage pass-through securities | $2,994,000 | 382 |
| Other commercial mortgage-backed securities | $1,882,000 | 507 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $523,982,000 | 257 |
| Total debt securities | $523,982,000 | 293 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $423,245,000 | 372 |
| U.S. Government securities | $315,366,000 | 345 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $315,366,000 | 331 |
| Securities issued by states & political subdivisions | $92,838,000 | 355 |
| Other domestic debt securities | $15,041,000 | 473 |
| 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 | $15,041,000 | 326 |
| 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 | $368,539,000 | 196 |
| Mortgage-backed securities | $247,925,000 | 316 |
| Certificates of participation in pools of residential mortgages | $91,967,000 | 460 |
| Issued or guaranteed by U.S. | $91,967,000 | 460 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $154,073,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $154,073,000 | 207 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,885,000 | 730 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,885,000 | 484 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $423,245,000 | 306 |
| Total debt securities | $423,248,000 | 361 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $333,067,000 | 471 |
| U.S. Government securities | $264,271,000 | 417 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $264,271,000 | 399 |
| Securities issued by states & political subdivisions | $68,796,000 | 509 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $256,595,000 | 285 |
| Mortgage-backed securities | $234,152,000 | 338 |
| Certificates of participation in pools of residential mortgages | $76,260,000 | 565 |
| Issued or guaranteed by U.S. | $76,260,000 | 565 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $155,989,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $155,989,000 | 202 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,903,000 | 705 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,903,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $333,067,000 | 396 |
| Total debt securities | $333,067,000 | 465 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $381,925,000 | 414 |
| U.S. Government securities | $270,213,000 | 416 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $270,213,000 | 398 |
| Securities issued by states & political subdivisions | $111,712,000 | 263 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $257,208,000 | 287 |
| Mortgage-backed securities | $238,569,000 | 344 |
| Certificates of participation in pools of residential mortgages | $58,506,000 | 727 |
| Issued or guaranteed by U.S. | $58,506,000 | 724 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $173,549,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $173,549,000 | 191 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,514,000 | 412 |
| Commercial mortgage pass-through securities | $3,908,000 | 310 |
| Other commercial mortgage-backed securities | $2,606,000 | 388 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $381,925,000 | 334 |
| Total debt securities | $381,925,000 | 408 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $382,068,000 | 413 |
| U.S. Government securities | $264,212,000 | 418 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $264,212,000 | 404 |
| Securities issued by states & political subdivisions | $117,856,000 | 245 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $262,490,000 | 276 |
| Mortgage-backed securities | $223,323,000 | 357 |
| Certificates of participation in pools of residential mortgages | $47,861,000 | 883 |
| Issued or guaranteed by U.S. | $47,861,000 | 883 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $175,462,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $175,462,000 | 194 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $382,068,000 | 335 |
| Total debt securities | $382,068,000 | 406 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $378,603,000 | 422 |
| U.S. Government securities | $265,291,000 | 414 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $265,291,000 | 403 |
| Securities issued by states & political subdivisions | $113,312,000 | 253 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $263,500,000 | 277 |
| Mortgage-backed securities | $219,112,000 | 364 |
| Certificates of participation in pools of residential mortgages | $50,894,000 | 849 |
| Issued or guaranteed by U.S. | $50,894,000 | 848 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $168,218,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $168,218,000 | 196 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $378,603,000 | 346 |
| Total debt securities | $378,603,000 | 415 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $387,374,000 | 408 |
| U.S. Government securities | $277,969,000 | 405 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $277,969,000 | 391 |
| Securities issued by states & political subdivisions | $109,405,000 | 262 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $276,187,000 | 260 |
| Mortgage-backed securities | $226,827,000 | 357 |
| Certificates of participation in pools of residential mortgages | $53,334,000 | 817 |
| Issued or guaranteed by U.S. | $53,334,000 | 816 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $173,493,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $173,493,000 | 193 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $387,374,000 | 345 |
| Total debt securities | $387,374,000 | 402 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $377,750,000 | 414 |
| U.S. Government securities | $276,010,000 | 397 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $276,010,000 | 384 |
| Securities issued by states & political subdivisions | $101,740,000 | 285 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $274,190,000 | 260 |
| Mortgage-backed securities | $226,852,000 | 359 |
| Certificates of participation in pools of residential mortgages | $54,065,000 | 794 |
| Issued or guaranteed by U.S. | $54,065,000 | 793 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $172,787,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $172,787,000 | 192 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $377,750,000 | 358 |
| Total debt securities | $377,749,000 | 407 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $355,444,000 | 434 |
| U.S. Government securities | $262,545,000 | 419 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $262,545,000 | 405 |
| Securities issued by states & political subdivisions | $92,899,000 | 315 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $260,711,000 | 269 |
| Mortgage-backed securities | $218,155,000 | 377 |
| Certificates of participation in pools of residential mortgages | $62,181,000 | 712 |
| Issued or guaranteed by U.S. | $62,181,000 | 712 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $155,974,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $155,974,000 | 209 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $355,444,000 | 378 |
| Total debt securities | $355,444,000 | 428 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $335,407,000 | 457 |
| U.S. Government securities | $247,937,000 | 445 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $247,937,000 | 432 |
| Securities issued by states & political subdivisions | $87,470,000 | 339 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $246,030,000 | 266 |
| Mortgage-backed securities | $206,532,000 | 390 |
| Certificates of participation in pools of residential mortgages | $63,985,000 | 697 |
| Issued or guaranteed by U.S. | $63,985,000 | 695 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $142,547,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $142,547,000 | 223 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $335,407,000 | 398 |
| Total debt securities | $335,407,000 | 448 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $318,081,000 | 490 |
| U.S. Government securities | $231,701,000 | 485 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $231,701,000 | 471 |
| Securities issued by states & political subdivisions | $86,380,000 | 338 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,697,000 | 297 |
| Mortgage-backed securities | $189,573,000 | 429 |
| Certificates of participation in pools of residential mortgages | $63,994,000 | 696 |
| Issued or guaranteed by U.S. | $63,994,000 | 695 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $125,579,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $125,579,000 | 246 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $318,081,000 | 432 |
| Total debt securities | $318,082,000 | 478 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $299,478,000 | 505 |
| U.S. Government securities | $222,164,000 | 487 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $222,164,000 | 472 |
| Securities issued by states & political subdivisions | $77,314,000 | 395 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $220,085,000 | 305 |
| Mortgage-backed securities | $171,003,000 | 452 |
| Certificates of participation in pools of residential mortgages | $61,586,000 | 711 |
| Issued or guaranteed by U.S. | $61,586,000 | 710 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $109,417,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $109,417,000 | 275 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $299,478,000 | 450 |
| Total debt securities | $299,478,000 | 497 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $296,008,000 | 523 |
| U.S. Government securities | $217,637,000 | 512 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $217,637,000 | 496 |
| Securities issued by states & political subdivisions | $78,371,000 | 366 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $215,615,000 | 313 |
| Mortgage-backed securities | $169,352,000 | 485 |
| Certificates of participation in pools of residential mortgages | $61,346,000 | 753 |
| Issued or guaranteed by U.S. | $61,346,000 | 753 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $108,006,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $108,006,000 | 287 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $296,008,000 | 467 |
| Total debt securities | $296,008,000 | 513 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $338,589,000 | 452 |
| U.S. Government securities | $262,838,000 | 429 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $262,838,000 | 413 |
| Securities issued by states & political subdivisions | $75,751,000 | 372 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $262,838,000 | 261 |
| Mortgage-backed securities | $168,904,000 | 490 |
| Certificates of participation in pools of residential mortgages | $62,279,000 | 749 |
| Issued or guaranteed by U.S. | $62,279,000 | 749 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $106,625,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $106,625,000 | 297 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $338,589,000 | 407 |
| Total debt securities | $338,586,000 | 441 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $344,704,000 | 448 |
| U.S. Government securities | $275,475,000 | 414 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $275,475,000 | 400 |
| Securities issued by states & political subdivisions | $69,229,000 | 396 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $275,475,000 | 249 |
| Mortgage-backed securities | $181,765,000 | 465 |
| Certificates of participation in pools of residential mortgages | $69,422,000 | 686 |
| Issued or guaranteed by U.S. | $69,422,000 | 685 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $112,343,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $112,343,000 | 305 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $344,704,000 | 411 |
| Total debt securities | $344,703,000 | 441 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $313,504,000 | 485 |
| U.S. Government securities | $251,731,000 | 438 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $251,731,000 | 423 |
| Securities issued by states & political subdivisions | $61,773,000 | 443 |
| 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 | $251,731,000 | 252 |
| Mortgage-backed securities | $147,978,000 | 534 |
| Certificates of participation in pools of residential mortgages | $62,443,000 | 718 |
| Issued or guaranteed by U.S. | $62,443,000 | 715 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $85,535,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $85,535,000 | 347 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $313,504,000 | 436 |
| Total debt securities | $313,504,000 | 480 |
| Structured notes |
| Amortized cost | $734,000 | 2,467 |
| Fair value | $738,000 | 2,465 |
| 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 | $291,939,000 | 507 |
| U.S. Government securities | $240,307,000 | 453 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $240,307,000 | 439 |
| Securities issued by states & political subdivisions | $51,632,000 | 530 |
| 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 | $240,308,000 | 260 |
| Mortgage-backed securities | $136,539,000 | 566 |
| Certificates of participation in pools of residential mortgages | $50,242,000 | 842 |
| Issued or guaranteed by U.S. | $50,242,000 | 838 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $86,297,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $86,297,000 | 351 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $291,939,000 | 451 |
| Total debt securities | $291,940,000 | 502 |
| Structured notes |
| Amortized cost | $783,000 | 2,511 |
| Fair value | $796,000 | 2,507 |
| 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 | $249,646,000 | 598 |
| U.S. Government securities | $198,913,000 | 536 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $198,913,000 | 514 |
| Securities issued by states & political subdivisions | $50,733,000 | 510 |
| 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 | $198,913,000 | 301 |
| Mortgage-backed securities | $94,517,000 | 754 |
| Certificates of participation in pools of residential mortgages | $40,043,000 | 979 |
| Issued or guaranteed by U.S. | $40,043,000 | 976 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $54,474,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $54,474,000 | 471 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $249,646,000 | 529 |
| Total debt securities | $249,645,000 | 588 |
| Structured notes |
| Amortized cost | $817,000 | 2,659 |
| Fair value | $837,000 | 2,657 |
| 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 | $228,117,000 | 640 |
| U.S. Government securities | $177,910,000 | 591 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $177,910,000 | 567 |
| Securities issued by states & political subdivisions | $50,207,000 | 493 |
| 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 | $177,910,000 | 339 |
| Mortgage-backed securities | $106,690,000 | 665 |
| Certificates of participation in pools of residential mortgages | $48,700,000 | 803 |
| Issued or guaranteed by U.S. | $48,700,000 | 799 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $57,990,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $57,990,000 | 439 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $228,117,000 | 564 |
| Total debt securities | $228,115,000 | 630 |
| Structured notes |
| Amortized cost | $4,183,000 | 1,391 |
| Fair value | $4,377,000 | 1,366 |
| 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 | $227,676,000 | 614 |
| U.S. Government securities | $178,308,000 | 561 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $178,308,000 | 538 |
| Securities issued by states & political subdivisions | $49,368,000 | 493 |
| 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 | $178,308,000 | 337 |
| Mortgage-backed securities | $109,910,000 | 620 |
| Certificates of participation in pools of residential mortgages | $53,569,000 | 710 |
| Issued or guaranteed by U.S. | $53,569,000 | 705 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $56,341,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $56,341,000 | 427 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $227,676,000 | 546 |
| Total debt securities | $227,674,000 | 602 |
| Structured notes |
| Amortized cost | $4,488,000 | 1,242 |
| Fair value | $4,690,000 | 1,181 |
| 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 | $236,751,000 | 572 |
| U.S. Government securities | $186,371,000 | 508 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $186,371,000 | 486 |
| Securities issued by states & political subdivisions | $50,380,000 | 469 |
| 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 | $186,371,000 | 318 |
| Mortgage-backed securities | $121,113,000 | 559 |
| Certificates of participation in pools of residential mortgages | $70,959,000 | 531 |
| Issued or guaranteed by U.S. | $70,959,000 | 525 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $50,154,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $50,154,000 | 455 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $236,751,000 | 508 |
| Total debt securities | $236,749,000 | 561 |
| Structured notes |
| Amortized cost | $6,516,000 | 899 |
| Fair value | $6,771,000 | 886 |
| 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 | $214,876,000 | 622 |
| U.S. Government securities | $175,075,000 | 558 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $175,075,000 | 529 |
| Securities issued by states & political subdivisions | $39,801,000 | 583 |
| 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 | $175,075,000 | 346 |
| Mortgage-backed securities | $104,433,000 | 617 |
| Certificates of participation in pools of residential mortgages | $78,460,000 | 482 |
| Issued or guaranteed by U.S. | $78,460,000 | 477 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $25,973,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $25,973,000 | 692 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $214,876,000 | 544 |
| Total debt securities | $214,875,000 | 610 |
| Structured notes |
| Amortized cost | $6,952,000 | 924 |
| Fair value | $7,228,000 | 890 |
| 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 | $231,455,000 | 572 |
| U.S. Government securities | $193,121,000 | 503 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $193,121,000 | 479 |
| Securities issued by states & political subdivisions | $38,334,000 | 596 |
| 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 | $193,121,000 | 326 |
| Mortgage-backed securities | $118,893,000 | 574 |
| Certificates of participation in pools of residential mortgages | $98,009,000 | 425 |
| Issued or guaranteed by U.S. | $98,009,000 | 420 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,884,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $20,884,000 | 754 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $231,455,000 | 503 |
| Total debt securities | $231,454,000 | 567 |
| Structured notes |
| Amortized cost | $7,346,000 | 704 |
| Fair value | $7,639,000 | 681 |
| 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 | $212,880,000 | 603 |
| U.S. Government securities | $179,554,000 | 523 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $179,554,000 | 507 |
| Securities issued by states & political subdivisions | $33,326,000 | 706 |
| 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 | $179,554,000 | 348 |
| Mortgage-backed securities | $125,396,000 | 552 |
| Certificates of participation in pools of residential mortgages | $105,028,000 | 402 |
| Issued or guaranteed by U.S. | $105,028,000 | 400 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,368,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $20,368,000 | 756 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $212,880,000 | 525 |
| Total debt securities | $212,880,000 | 593 |
| Structured notes |
| Amortized cost | $7,832,000 | 548 |
| Fair value | $8,090,000 | 513 |
| 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 | $181,179,000 | 715 |
| U.S. Government securities | $157,799,000 | 579 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $157,799,000 | 555 |
| Securities issued by states & political subdivisions | $23,380,000 | 1,046 |
| 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 | $181,179,000 | 354 |
| Mortgage-backed securities | $123,744,000 | 561 |
| Certificates of participation in pools of residential mortgages | $105,796,000 | 423 |
| Issued or guaranteed by U.S. | $105,796,000 | 420 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,948,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $17,948,000 | 792 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $181,179,000 | 609 |
| Total debt securities | $181,178,000 | 700 |
| Structured notes |
| Amortized cost | $8,311,000 | 313 |
| Fair value | $8,595,000 | 303 |
| 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 | $167,314,000 | 760 |
| U.S. Government securities | $146,893,000 | 612 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $146,893,000 | 588 |
| Securities issued by states & political subdivisions | $20,421,000 | 1,176 |
| 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 | $154,745,000 | 381 |
| Mortgage-backed securities | $130,868,000 | 541 |
| Certificates of participation in pools of residential mortgages | $112,021,000 | 415 |
| Issued or guaranteed by U.S. | $112,021,000 | 409 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $18,847,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $18,847,000 | 741 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $167,314,000 | 649 |
| Total debt securities | $167,313,000 | 740 |
| Structured notes |
| Amortized cost | $8,721,000 | 185 |
| Fair value | $8,935,000 | 179 |
| 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 | $150,258,000 | 820 |
| U.S. Government securities | $145,297,000 | 624 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $145,297,000 | 603 |
| Securities issued by states & political subdivisions | $4,843,000 | 3,179 |
| 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 | $118,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $140,460,000 | 422 |
| Mortgage-backed securities | $84,119,000 | 775 |
| Certificates of participation in pools of residential mortgages | $82,045,000 | 545 |
| Issued or guaranteed by U.S. | $82,045,000 | 538 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,074,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 2,120 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $150,258,000 | 702 |
| Total debt securities | $150,140,000 | 805 |
| Structured notes |
| Amortized cost | $9,431,000 | 117 |
| Fair value | $9,659,000 | 111 |
| 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 | $158,625,000 | 768 |
| U.S. Government securities | $153,799,000 | 581 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $153,799,000 | 570 |
| Securities issued by states & political subdivisions | $4,708,000 | 3,186 |
| 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 | $118,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $113,549,000 | 507 |
| Mortgage-backed securities | $79,770,000 | 800 |
| Certificates of participation in pools of residential mortgages | $77,709,000 | 555 |
| Issued or guaranteed by U.S. | $77,709,000 | 548 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,061,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,087 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $158,625,000 | 654 |
| Total debt securities | $158,507,000 | 756 |
| Structured notes |
| Amortized cost | $9,926,000 | 129 |
| Fair value | $9,997,000 | 126 |
| 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 | $205,228,000 | 590 |
| U.S. Government securities | $200,435,000 | 425 |
| U.S. Treasury securities | $44,905,000 | 62 |
| U.S. Government agency obligations | $155,530,000 | 531 |
| Securities issued by states & political subdivisions | $4,675,000 | 3,191 |
| 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 | $118,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $109,455,000 | 525 |
| Mortgage-backed securities | $78,467,000 | 764 |
| Certificates of participation in pools of residential mortgages | $76,428,000 | 530 |
| Issued or guaranteed by U.S. | $76,428,000 | 524 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,039,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,039,000 | 2,005 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $205,228,000 | 498 |
| Total debt securities | $205,110,000 | 580 |
| Structured notes |
| Amortized cost | $10,151,000 | 105 |
| Fair value | $10,156,000 | 104 |
| 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 | $72,614,000 | 1,644 |
| U.S. Government securities | $67,754,000 | 1,253 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $67,754,000 | 1,222 |
| Securities issued by states & political subdivisions | $4,860,000 | 3,151 |
| 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 | $48,435,000 | 1,077 |
| Mortgage-backed securities | $25,022,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $25,022,000 | 1,410 |
| Issued or guaranteed by U.S. | $25,022,000 | 1,399 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $72,614,000 | 1,433 |
| Total debt securities | $72,615,000 | 1,611 |
| Structured notes |
| Amortized cost | $3,653,000 | 393 |
| Fair value | $3,670,000 | 385 |
| 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 | $76,287,000 | 1,552 |
| U.S. Government securities | $71,312,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $71,312,000 | 1,156 |
| Securities issued by states & political subdivisions | $4,975,000 | 3,133 |
| 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 | $64,813,000 | 833 |
| Mortgage-backed securities | $27,140,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $27,140,000 | 1,261 |
| Issued or guaranteed by U.S. | $27,140,000 | 1,251 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $76,287,000 | 1,353 |
| Total debt securities | $76,287,000 | 1,517 |
| Structured notes |
| Amortized cost | $3,795,000 | 409 |
| Fair value | $3,924,000 | 394 |
| 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 | $80,949,000 | 1,479 |
| U.S. Government securities | $80,598,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $80,598,000 | 1,002 |
| Securities issued by states & political subdivisions | $351,000 | 5,486 |
| 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 | $55,540,000 | 932 |
| Mortgage-backed securities | $29,303,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $29,303,000 | 1,061 |
| Issued or guaranteed by U.S. | $29,303,000 | 1,053 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $80,949,000 | 1,283 |
| Total debt securities | $80,949,000 | 1,439 |
| Structured notes |
| Amortized cost | $3,907,000 | 643 |
| Fair value | $3,946,000 | 638 |
| 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 | $71,140,000 | 1,667 |
| U.S. Government securities | $70,796,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $70,796,000 | 1,185 |
| Securities issued by states & political subdivisions | $344,000 | 5,527 |
| 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 | $49,416,000 | 1,006 |
| Mortgage-backed securities | $28,204,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $28,204,000 | 1,024 |
| Issued or guaranteed by U.S. | $28,204,000 | 1,018 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $71,140,000 | 1,444 |
| Total debt securities | $71,140,000 | 1,630 |
| Structured notes |
| Amortized cost | $4,032,000 | 724 |
| Fair value | $3,992,000 | 740 |
| 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 | $66,648,000 | 1,748 |
| U.S. Government securities | $66,648,000 | 1,296 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $66,648,000 | 1,265 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $42,618,000 | 1,118 |
| Mortgage-backed securities | $24,479,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $24,479,000 | 1,113 |
| Issued or guaranteed by U.S. | $24,479,000 | 1,106 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $66,648,000 | 1,514 |
| Total debt securities | $66,649,000 | 1,717 |
| Structured notes |
| Amortized cost | $4,167,000 | 752 |
| Fair value | $4,044,000 | 755 |
| 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 | $68,941,000 | 1,707 |
| U.S. Government securities | $68,941,000 | 1,257 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $68,941,000 | 1,227 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $36,796,000 | 1,312 |
| Mortgage-backed securities | $26,267,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $26,267,000 | 1,047 |
| Issued or guaranteed by U.S. | $26,267,000 | 1,039 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $68,941,000 | 1,465 |
| Total debt securities | $68,941,000 | 1,672 |
| Structured notes |
| Amortized cost | $4,324,000 | 780 |
| Fair value | $4,261,000 | 785 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $85,917,000 | 1,419 |
| U.S. Government securities | $85,917,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $85,917,000 | 1,006 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $39,967,000 | 1,205 |
| Mortgage-backed securities | $27,333,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $27,333,000 | 1,027 |
| Issued or guaranteed by U.S. | $27,333,000 | 1,018 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $85,917,000 | 1,231 |
| Total debt securities | $85,918,000 | 1,389 |
| Structured notes |
| Amortized cost | $4,477,000 | 813 |
| Fair value | $4,376,000 | 818 |
| 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 | $74,909,000 | 1,615 |
| U.S. Government securities | $74,909,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $74,909,000 | 1,183 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $37,773,000 | 1,259 |
| Mortgage-backed securities | $24,540,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $24,540,000 | 1,134 |
| Issued or guaranteed by U.S. | $24,540,000 | 1,125 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $74,909,000 | 1,386 |
| Total debt securities | $74,910,000 | 1,585 |
| Structured notes |
| Amortized cost | $4,695,000 | 857 |
| Fair value | $4,570,000 | 864 |
| 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 | $73,401,000 | 1,642 |
| U.S. Government securities | $73,401,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $73,401,000 | 1,200 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $42,721,000 | 1,120 |
| Mortgage-backed securities | $24,000,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $24,000,000 | 1,174 |
| Issued or guaranteed by U.S. | $24,000,000 | 1,166 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $73,401,000 | 1,410 |
| Total debt securities | $73,400,000 | 1,610 |
| Structured notes |
| Amortized cost | $4,894,000 | 894 |
| Fair value | $4,738,000 | 895 |
| 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 | $65,003,000 | 1,865 |
| U.S. Government securities | $64,932,000 | 1,406 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $64,932,000 | 1,361 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $71,000 | 3,069 |
| 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 | $71,000 | 2,470 |
| 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 | $33,126,000 | 1,405 |
| Mortgage-backed securities | $20,190,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $20,190,000 | 1,341 |
| Issued or guaranteed by U.S. | $20,190,000 | 1,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $65,003,000 | 1,592 |
| Total debt securities | $65,004,000 | 1,820 |
| Structured notes |
| Amortized cost | $5,138,000 | 835 |
| Fair value | $5,033,000 | 833 |
| 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 | $70,492,000 | 1,729 |
| U.S. Government securities | $64,239,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $64,239,000 | 1,365 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $6,253,000 | 952 |
| 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 | $6,253,000 | 628 |
| 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 | $33,746,000 | 1,367 |
| Mortgage-backed securities | $17,241,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | $17,241,000 | 1,521 |
| Issued or guaranteed by U.S. | $17,241,000 | 1,509 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $70,492,000 | 1,471 |
| Total debt securities | $70,491,000 | 1,690 |
| Structured notes |
| Amortized cost | $5,347,000 | 824 |
| Fair value | $5,265,000 | 824 |
| 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 | $66,116,000 | 1,828 |
| U.S. Government securities | $59,924,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $59,924,000 | 1,451 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $6,192,000 | 974 |
| 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 | $6,192,000 | 642 |
| 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 | $39,718,000 | 1,145 |
| Mortgage-backed securities | $18,652,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $18,652,000 | 1,464 |
| Issued or guaranteed by U.S. | $18,652,000 | 1,454 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $66,116,000 | 1,535 |
| Total debt securities | $66,116,000 | 1,779 |
| Structured notes |
| Amortized cost | $5,701,000 | 766 |
| Fair value | $5,684,000 | 761 |
| 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 | $70,014,000 | 1,748 |
| U.S. Government securities | $63,873,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $63,873,000 | 1,382 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $6,141,000 | 989 |
| 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 | $6,141,000 | 666 |
| 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 | $34,527,000 | 1,300 |
| Mortgage-backed securities | $20,286,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $20,286,000 | 1,423 |
| Issued or guaranteed by U.S. | $20,286,000 | 1,409 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $70,014,000 | 1,479 |
| Total debt securities | $70,014,000 | 1,705 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $69,030,000 | 1,798 |
| U.S. Government securities | $58,334,000 | 1,589 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $58,334,000 | 1,523 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $10,696,000 | 737 |
| 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 | $10,696,000 | 475 |
| 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 | $44,771,000 | 1,043 |
| Mortgage-backed securities | $21,471,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $21,471,000 | 1,391 |
| Issued or guaranteed by U.S. | $21,471,000 | 1,380 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $69,030,000 | 1,519 |
| Total debt securities | $69,030,000 | 1,755 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $69,368,000 | 1,797 |
| U.S. Government securities | $57,250,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $57,250,000 | 1,558 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $12,118,000 | 718 |
| 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 | $12,118,000 | 466 |
| 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 | $29,379,000 | 1,496 |
| Mortgage-backed securities | $23,066,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $23,066,000 | 1,338 |
| Issued or guaranteed by U.S. | $23,066,000 | 1,327 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $69,368,000 | 1,523 |
| Total debt securities | $69,370,000 | 1,752 |
| Structured notes |
| Amortized cost | $1,498,000 | 1,794 |
| Fair value | $1,475,000 | 1,811 |
| 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 | $78,897,000 | 1,602 |
| U.S. Government securities | $67,848,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $67,848,000 | 1,304 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $11,049,000 | 757 |
| 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 | $11,049,000 | 507 |
| 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 | $28,522,000 | 1,504 |
| Mortgage-backed securities | $21,371,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | $21,371,000 | 1,416 |
| Issued or guaranteed by U.S. | $21,371,000 | 1,406 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $78,897,000 | 1,360 |
| Total debt securities | $78,897,000 | 1,564 |
| Structured notes |
| Amortized cost | $1,496,000 | 1,808 |
| Fair value | $1,481,000 | 1,812 |
| 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 | $59,287,000 | 2,103 |
| U.S. Government securities | $55,270,000 | 1,704 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $55,270,000 | 1,642 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $4,017,000 | 1,334 |
| 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 | $4,017,000 | 1,015 |
| 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 | $32,246,000 | 1,338 |
| Mortgage-backed securities | $22,113,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $22,113,000 | 1,412 |
| Issued or guaranteed by U.S. | $22,113,000 | 1,401 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $59,287,000 | 1,772 |
| Total debt securities | $59,287,000 | 2,054 |
| Structured notes |
| Amortized cost | $1,494,000 | 1,791 |
| Fair value | $1,457,000 | 1,773 |
| 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 | $56,863,000 | 2,177 |
| U.S. Government securities | $56,863,000 | 1,639 |
| U.S. Treasury securities | $11,998,000 | 340 |
| U.S. Government agency obligations | $44,865,000 | 1,968 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $21,133,000 | 1,923 |
| Mortgage-backed securities | $24,643,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $24,643,000 | 1,310 |
| Issued or guaranteed by U.S. | $24,643,000 | 1,303 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $56,863,000 | 1,862 |
| Total debt securities | $56,863,000 | 2,110 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $50,508,000 | 2,476 |
| U.S. Government securities | $50,508,000 | 1,886 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $50,508,000 | 1,815 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $42,442,000 | 1,029 |
| Mortgage-backed securities | $31,783,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $31,783,000 | 1,110 |
| Issued or guaranteed by U.S. | $31,783,000 | 1,102 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $50,508,000 | 2,105 |
| Total debt securities | $50,508,000 | 2,420 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $49,805,000 | 2,450 |
| U.S. Government securities | $49,805,000 | 1,862 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $49,805,000 | 1,795 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $33,028,000 | 1,225 |
| Mortgage-backed securities | $31,080,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $31,080,000 | 1,113 |
| Issued or guaranteed by U.S. | $31,080,000 | 1,109 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $49,805,000 | 2,098 |
| Total debt securities | $49,805,000 | 2,391 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $61,669,000 | 2,013 |
| U.S. Government securities | $61,669,000 | 1,490 |
| U.S. Treasury securities | $19,499,000 | 261 |
| U.S. Government agency obligations | $42,170,000 | 2,003 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $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 | $37,795,000 | 1,058 |
| Mortgage-backed securities | $33,083,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $33,083,000 | 1,055 |
| Issued or guaranteed by U.S. | $33,083,000 | 1,049 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $61,669,000 | 1,703 |
| Total debt securities | $61,669,000 | 1,941 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $65,256,000 | 1,873 |
| U.S. Government securities | $65,256,000 | 1,392 |
| U.S. Treasury securities | $22,486,000 | 237 |
| U.S. Government agency obligations | $42,770,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $36,875,000 | 1,070 |
| Mortgage-backed securities | $33,705,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $31,873,000 | 1,052 |
| Issued or guaranteed by U.S. | $31,873,000 | 1,047 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,832,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $1,832,000 | 2,559 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $65,256,000 | 1,592 |
| Total debt securities | $65,256,000 | 1,806 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $68,885,000 | 1,776 |
| U.S. Government securities | $68,885,000 | 1,299 |
| U.S. Treasury securities | $5,504,000 | 647 |
| U.S. Government agency obligations | $63,381,000 | 1,343 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $37,200,000 | 1,074 |
| Mortgage-backed securities | $43,268,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $38,098,000 | 885 |
| Issued or guaranteed by U.S. | $38,098,000 | 880 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,170,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $5,170,000 | 1,699 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $68,885,000 | 1,496 |
| Total debt securities | $68,885,000 | 1,714 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $37,519,000 | 2,815 |
| U.S. Government securities | $37,519,000 | 2,093 |
| U.S. Treasury securities | $12,540,000 | 389 |
| U.S. Government agency obligations | $24,979,000 | 2,795 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $18,900,000 | 1,816 |
| Mortgage-backed securities | $11,217,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $11,217,000 | 1,951 |
| Issued or guaranteed by U.S. | $11,217,000 | 1,939 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $37,519,000 | 2,345 |
| Total debt securities | $37,519,000 | 2,742 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $31,357,000 | 3,325 |
| U.S. Government securities | $30,730,000 | 2,588 |
| U.S. Treasury securities | $1,507,000 | 2,249 |
| U.S. Government agency obligations | $29,223,000 | 2,498 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| Equity securities | $627,000 | 3,355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,650,000 | 2,686 |
| Mortgage-backed securities | $3,219,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 3,277 |
| Issued or guaranteed by U.S. | $3,219,000 | 3,262 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $31,357,000 | 2,671 |
| Total debt securities | $30,730,000 | 3,277 |
| Structured notes |
| Amortized cost | $2,000,000 | 178 |
| Fair value | $1,990,000 | 185 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $32,350,000 | 3,367 |
| U.S. Government securities | $32,079,000 | 2,591 |
| U.S. Treasury securities | $1,494,000 | 3,196 |
| U.S. Government agency obligations | $30,585,000 | 2,418 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $271,000 | 5,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,751,000 | 3,005 |
| Mortgage-backed securities | $1,440,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $1,440,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,617 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $32,350,000 | 2,639 |
| Total debt securities | $32,079,000 | 3,291 |
| Structured notes |
| Amortized cost | $2,000,000 | 256 |
| Fair value | $1,965,000 | 278 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank |
| Total securities | $19,375,000 | 4,931 |
| U.S. Government securities | $19,128,000 | 4,039 |
| U.S. Treasury securities | $1,511,000 | 4,426 |
| U.S. Government agency obligations | $17,617,000 | 3,657 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $247,000 | 5,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,213,000 | 5,256 |
| Mortgage-backed securities | $1,873,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $1,873,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,873,000 | 4,467 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,375,000 | 3,884 |
| Total debt securities | $19,127,000 | 4,861 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
