| 2023-12-31 | Rank |
| Total securities | $369,705,000 | 564 |
| U.S. Government securities | $175,976,000 | 724 |
| U.S. Treasury securities | $17,774,000 | 985 |
| U.S. Government agency obligations | $158,202,000 | 693 |
| Securities issued by states & political subdivisions | $133,243,000 | 318 |
| Other domestic debt securities | $60,486,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,630,000 | 186 |
| Structured financial products - Total | $26,911,000 | 161 |
| Other domestic debt securities - All other | $11,080,000 | 611 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $173,080,000 | 576 |
| Mortgage-backed securities | $133,111,000 | 616 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,086,000 | 828 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,266,000 | 630 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,792,000 | 216 |
| Other commercial mortgage-backed securities | $21,967,000 | 297 |
| Held to maturity securities (book value) | $9,474,000 | 1,009 |
| Available-for-sale securities (fair market value) | $360,231,000 | 482 |
| Total debt securities | $369,706,000 | 555 |
| Structured notes |
| Amortized cost | $6,000,000 | 247 |
| Fair value | $4,941,000 | 294 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $398,084,000 | 528 |
| U.S. Government securities | $218,331,000 | 620 |
| U.S. Treasury securities | $65,031,000 | 386 |
| U.S. Government agency obligations | $153,300,000 | 711 |
| Securities issued by states & political subdivisions | $120,086,000 | 345 |
| Other domestic debt securities | $59,667,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,184,000 | 181 |
| Structured financial products - Total | $25,962,000 | 156 |
| Other domestic debt securities - All other | $10,978,000 | 612 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $179,331,000 | 537 |
| Mortgage-backed securities | $128,476,000 | 620 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $48,354,000 | 833 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,917,000 | 618 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,782,000 | 217 |
| Other commercial mortgage-backed securities | $21,423,000 | 310 |
| Held to maturity securities (book value) | $9,504,000 | 1,021 |
| Available-for-sale securities (fair market value) | $388,580,000 | 438 |
| Total debt securities | $398,084,000 | 517 |
| Structured notes |
| Amortized cost | $6,000,000 | 261 |
| Fair value | $4,599,000 | 315 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $419,504,000 | 511 |
| U.S. Government securities | $227,044,000 | 606 |
| U.S. Treasury securities | $65,758,000 | 391 |
| U.S. Government agency obligations | $161,286,000 | 696 |
| Securities issued by states & political subdivisions | $131,651,000 | 329 |
| Other domestic debt securities | $60,809,000 | 354 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,409,000 | 176 |
| Structured financial products - Total | $26,703,000 | 146 |
| Other domestic debt securities - All other | $10,977,000 | 614 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,071,000 | 530 |
| Mortgage-backed securities | $134,436,000 | 618 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $51,852,000 | 823 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,582,000 | 622 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,268,000 | 208 |
| Other commercial mortgage-backed securities | $21,734,000 | 316 |
| Held to maturity securities (book value) | $10,689,000 | 993 |
| Available-for-sale securities (fair market value) | $408,815,000 | 425 |
| Total debt securities | $419,503,000 | 502 |
| Structured notes |
| Amortized cost | $6,000,000 | 287 |
| Fair value | $4,804,000 | 333 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $429,998,000 | 528 |
| U.S. Government securities | $233,712,000 | 620 |
| U.S. Treasury securities | $66,850,000 | 406 |
| U.S. Government agency obligations | $166,862,000 | 671 |
| Securities issued by states & political subdivisions | $133,415,000 | 346 |
| Other domestic debt securities | $62,871,000 | 363 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,823,000 | 176 |
| Structured financial products - Total | $27,388,000 | 149 |
| Other domestic debt securities - All other | $11,811,000 | 607 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,593,000 | 614 |
| Mortgage-backed securities | $138,419,000 | 637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,123,000 | 830 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,154,000 | 644 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,089,000 | 221 |
| Other commercial mortgage-backed securities | $22,053,000 | 322 |
| Held to maturity securities (book value) | $10,693,000 | 1,027 |
| Available-for-sale securities (fair market value) | $419,305,000 | 441 |
| Total debt securities | $429,498,000 | 518 |
| Structured notes |
| Amortized cost | $6,000,000 | 310 |
| Fair value | $4,866,000 | 352 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $452,271,000 | 510 |
| U.S. Government securities | $252,928,000 | 591 |
| U.S. Treasury securities | $74,333,000 | 397 |
| U.S. Government agency obligations | $178,595,000 | 634 |
| Securities issued by states & political subdivisions | $134,460,000 | 362 |
| Other domestic debt securities | $64,883,000 | 364 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,671,000 | 173 |
| Structured financial products - Total | $27,433,000 | 158 |
| Other domestic debt securities - All other | $12,640,000 | 600 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,494,000 | 794 |
| Mortgage-backed securities | $138,226,000 | 648 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,452,000 | 835 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,135,000 | 649 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,410,000 | 222 |
| Other commercial mortgage-backed securities | $22,229,000 | 318 |
| Held to maturity securities (book value) | $11,069,000 | 1,023 |
| Available-for-sale securities (fair market value) | $441,202,000 | 430 |
| Total debt securities | $452,272,000 | 502 |
| Structured notes |
| Amortized cost | $16,000,000 | 132 |
| Fair value | $14,518,000 | 135 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $448,835,000 | 520 |
| U.S. Government securities | $281,970,000 | 545 |
| U.S. Treasury securities | $73,624,000 | 415 |
| U.S. Government agency obligations | $208,346,000 | 560 |
| Securities issued by states & political subdivisions | $128,214,000 | 375 |
| Other domestic debt securities | $38,651,000 | 482 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,858,000 | 166 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $12,736,000 | 590 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $84,023,000 | 810 |
| Mortgage-backed securities | $166,403,000 | 560 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,013,000 | 836 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,543,000 | 652 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,148,000 | 224 |
| Other commercial mortgage-backed securities | $49,699,000 | 218 |
| Held to maturity securities (book value) | $11,098,000 | 1,009 |
| Available-for-sale securities (fair market value) | $437,737,000 | 437 |
| Total debt securities | $448,837,000 | 513 |
| Structured notes |
| Amortized cost | $16,000,000 | 133 |
| Fair value | $14,400,000 | 131 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $475,038,000 | 497 |
| U.S. Government securities | $298,196,000 | 530 |
| U.S. Treasury securities | $76,953,000 | 386 |
| U.S. Government agency obligations | $221,243,000 | 548 |
| Securities issued by states & political subdivisions | $137,280,000 | 370 |
| Other domestic debt securities | $39,562,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,116,000 | 168 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $13,018,000 | 587 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,577,000 | 830 |
| Mortgage-backed securities | $179,181,000 | 549 |
| Certificates of participation in pools of residential mortgages | $60,415,000 | 825 |
| Issued or guaranteed by U.S. | $60,415,000 | 811 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,294,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $28,294,000 | 634 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $90,472,000 | 238 |
| Commercial mortgage pass-through securities | $37,924,000 | 224 |
| Other commercial mortgage-backed securities | $52,548,000 | 241 |
| Held to maturity securities (book value) | $12,373,000 | 902 |
| Available-for-sale securities (fair market value) | $462,665,000 | 433 |
| Total debt securities | $475,038,000 | 489 |
| Structured notes |
| Amortized cost | $16,000,000 | 118 |
| Fair value | $15,100,000 | 118 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $491,552,000 | 480 |
| U.S. Government securities | $300,589,000 | 517 |
| U.S. Treasury securities | $79,157,000 | 325 |
| U.S. Government agency obligations | $221,432,000 | 560 |
| Securities issued by states & political subdivisions | $144,511,000 | 356 |
| Other domestic debt securities | $41,587,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,286,000 | 167 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $13,441,000 | 561 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,591,000 | 921 |
| Mortgage-backed securities | $187,538,000 | 545 |
| Certificates of participation in pools of residential mortgages | $62,974,000 | 824 |
| Issued or guaranteed by U.S. | $62,974,000 | 814 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $31,313,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $31,313,000 | 599 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $93,251,000 | 239 |
| Commercial mortgage pass-through securities | $42,149,000 | 208 |
| Other commercial mortgage-backed securities | $51,102,000 | 254 |
| Held to maturity securities (book value) | $12,444,000 | 812 |
| Available-for-sale securities (fair market value) | $474,243,000 | 427 |
| Total debt securities | $486,678,000 | 475 |
| Structured notes |
| Amortized cost | $6,000,000 | 269 |
| Fair value | $5,384,000 | 292 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $490,374,000 | 471 |
| U.S. Government securities | $286,561,000 | 510 |
| U.S. Treasury securities | $73,982,000 | 243 |
| U.S. Government agency obligations | $212,579,000 | 574 |
| Securities issued by states & political subdivisions | $156,388,000 | 338 |
| Other domestic debt securities | $42,323,000 | 420 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,236,000 | 168 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,637,000 | 552 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,525,000 | 1,033 |
| Mortgage-backed securities | $179,167,000 | 547 |
| Certificates of participation in pools of residential mortgages | $57,030,000 | 865 |
| Issued or guaranteed by U.S. | $57,030,000 | 851 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,069,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $34,069,000 | 546 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $88,068,000 | 251 |
| Commercial mortgage pass-through securities | $46,078,000 | 196 |
| Other commercial mortgage-backed securities | $41,990,000 | 279 |
| Held to maturity securities (book value) | $13,531,000 | 683 |
| Available-for-sale securities (fair market value) | $471,741,000 | 425 |
| Total debt securities | $485,272,000 | 468 |
| Structured notes |
| Amortized cost | $6,000,000 | 226 |
| Fair value | $5,779,000 | 246 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $497,652,000 | 438 |
| U.S. Government securities | $295,360,000 | 473 |
| U.S. Treasury securities | $74,502,000 | 194 |
| U.S. Government agency obligations | $220,858,000 | 536 |
| Securities issued by states & political subdivisions | $154,155,000 | 330 |
| Other domestic debt securities | $42,986,000 | 393 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,847,000 | 170 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,651,000 | 530 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,390,000 | 1,051 |
| Mortgage-backed securities | $186,147,000 | 534 |
| Certificates of participation in pools of residential mortgages | $61,965,000 | 801 |
| Issued or guaranteed by U.S. | $61,965,000 | 788 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $35,573,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $35,573,000 | 527 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $88,609,000 | 249 |
| Commercial mortgage pass-through securities | $45,442,000 | 196 |
| Other commercial mortgage-backed securities | $43,167,000 | 275 |
| Held to maturity securities (book value) | $14,984,000 | 636 |
| Available-for-sale securities (fair market value) | $477,517,000 | 406 |
| Total debt securities | $492,501,000 | 440 |
| Structured notes |
| Amortized cost | $6,000,000 | 189 |
| Fair value | $5,808,000 | 205 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $494,988,000 | 423 |
| U.S. Government securities | $301,127,000 | 438 |
| U.S. Treasury securities | $74,879,000 | 155 |
| U.S. Government agency obligations | $226,248,000 | 501 |
| Securities issued by states & political subdivisions | $145,748,000 | 341 |
| Other domestic debt securities | $42,938,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,410,000 | 168 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $11,959,000 | 510 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,648,000 | 2,278 |
| Mortgage-backed securities | $190,003,000 | 498 |
| Certificates of participation in pools of residential mortgages | $67,110,000 | 721 |
| Issued or guaranteed by U.S. | $67,110,000 | 706 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $32,650,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $32,650,000 | 534 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $90,243,000 | 238 |
| Commercial mortgage pass-through securities | $46,317,000 | 178 |
| Other commercial mortgage-backed securities | $43,926,000 | 258 |
| Held to maturity securities (book value) | $14,166,000 | 628 |
| Available-for-sale securities (fair market value) | $475,647,000 | 387 |
| Total debt securities | $489,812,000 | 420 |
| Structured notes |
| Amortized cost | $6,000,000 | 157 |
| Fair value | $5,857,000 | 175 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $441,693,000 | 433 |
| U.S. Government securities | $262,781,000 | 446 |
| U.S. Treasury securities | $39,415,000 | 204 |
| U.S. Government agency obligations | $223,366,000 | 474 |
| Securities issued by states & political subdivisions | $139,544,000 | 334 |
| Other domestic debt securities | $34,198,000 | 421 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,821,000 | 163 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,377,000 | 508 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,258,000 | 3,809 |
| Mortgage-backed securities | $177,960,000 | 487 |
| Certificates of participation in pools of residential mortgages | $70,584,000 | 659 |
| Issued or guaranteed by U.S. | $70,584,000 | 642 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $32,836,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $32,836,000 | 513 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $74,540,000 | 257 |
| Commercial mortgage pass-through securities | $45,304,000 | 177 |
| Other commercial mortgage-backed securities | $29,236,000 | 293 |
| Held to maturity securities (book value) | $14,175,000 | 598 |
| Available-for-sale securities (fair market value) | $422,348,000 | 399 |
| Total debt securities | $436,521,000 | 429 |
| Structured notes |
| Amortized cost | $6,000,000 | 95 |
| Fair value | $5,805,000 | 104 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $345,640,000 | 491 |
| U.S. Government securities | $168,729,000 | 561 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $168,729,000 | 530 |
| Securities issued by states & political subdivisions | $139,141,000 | 316 |
| Other domestic debt securities | $32,518,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,162,000 | 156 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $9,356,000 | 542 |
| 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 | $1,485,000 | 3,762 |
| Mortgage-backed securities | $146,607,000 | 518 |
| Certificates of participation in pools of residential mortgages | $76,967,000 | 548 |
| Issued or guaranteed by U.S. | $76,967,000 | 541 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $21,307,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $21,307,000 | 685 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $48,333,000 | 313 |
| Commercial mortgage pass-through securities | $42,967,000 | 167 |
| Other commercial mortgage-backed securities | $5,366,000 | 683 |
| Held to maturity securities (book value) | $15,263,000 | 549 |
| Available-for-sale securities (fair market value) | $325,125,000 | 466 |
| Total debt securities | $340,388,000 | 486 |
| 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 | $223,986,000 | 667 |
| U.S. Government securities | $90,105,000 | 898 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $90,105,000 | 849 |
| Securities issued by states & political subdivisions | $106,549,000 | 382 |
| Other domestic debt securities | $22,056,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,461,000 | 203 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,595,000 | 543 |
| 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 | $1,596,000 | 3,766 |
| Mortgage-backed securities | $80,635,000 | 793 |
| Certificates of participation in pools of residential mortgages | $64,092,000 | 603 |
| Issued or guaranteed by U.S. | $64,092,000 | 590 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,673,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $8,673,000 | 1,167 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $7,870,000 | 867 |
| Commercial mortgage pass-through securities | $7,870,000 | 500 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $15,397,000 | 530 |
| Available-for-sale securities (fair market value) | $203,313,000 | 668 |
| Total debt securities | $218,711,000 | 684 |
| 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 | $205,268,000 | 702 |
| U.S. Government securities | $81,452,000 | 957 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $81,452,000 | 891 |
| Securities issued by states & political subdivisions | $109,960,000 | 337 |
| Other domestic debt securities | $8,590,000 | 780 |
| 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 | $8,590,000 | 524 |
| 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 | $1,615,000 | 3,804 |
| Mortgage-backed securities | $71,459,000 | 873 |
| Certificates of participation in pools of residential mortgages | $60,401,000 | 612 |
| Issued or guaranteed by U.S. | $60,401,000 | 599 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,058,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $11,058,000 | 1,064 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $16,554,000 | 517 |
| Available-for-sale securities (fair market value) | $183,448,000 | 703 |
| Total debt securities | $199,994,000 | 713 |
| 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 | $167,365,000 | 815 |
| U.S. Government securities | $51,247,000 | 1,407 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $51,247,000 | 1,323 |
| Securities issued by states & political subdivisions | $108,625,000 | 303 |
| Other domestic debt securities | $7,493,000 | 802 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $7,493,000 | 520 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,604,000 | 3,821 |
| Mortgage-backed securities | $41,031,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $29,502,000 | 1,039 |
| Issued or guaranteed by U.S. | $29,502,000 | 1,009 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,529,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $11,529,000 | 1,057 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $16,564,000 | 534 |
| Available-for-sale securities (fair market value) | $150,801,000 | 825 |
| Total debt securities | $167,363,000 | 805 |
| 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 | $169,930,000 | 801 |
| U.S. Government securities | $51,767,000 | 1,413 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,767,000 | 1,336 |
| Securities issued by states & political subdivisions | $110,777,000 | 273 |
| Other domestic debt securities | $7,386,000 | 759 |
| 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 | $7,386,000 | 496 |
| 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 | $1,490,000 | 3,923 |
| Mortgage-backed securities | $40,900,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $29,653,000 | 1,018 |
| Issued or guaranteed by U.S. | $29,653,000 | 995 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,247,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $11,247,000 | 1,077 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $18,153,000 | 537 |
| Available-for-sale securities (fair market value) | $151,777,000 | 799 |
| Total debt securities | $169,927,000 | 791 |
| 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 | $147,000,000 | 898 |
| U.S. Government securities | $27,553,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $27,553,000 | 2,060 |
| Securities issued by states & political subdivisions | $112,024,000 | 260 |
| Other domestic debt securities | $7,423,000 | 749 |
| 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 | $7,423,000 | 491 |
| 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 | $1,529,000 | 3,975 |
| Mortgage-backed securities | $16,173,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $4,260,000 | 2,731 |
| Issued or guaranteed by U.S. | $4,260,000 | 2,644 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $11,913,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,913,000 | 1,050 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $18,181,000 | 571 |
| Available-for-sale securities (fair market value) | $128,819,000 | 918 |
| Total debt securities | $146,999,000 | 886 |
| 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 | $130,603,000 | 1,013 |
| U.S. Government securities | $29,251,000 | 2,148 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $29,251,000 | 2,037 |
| Securities issued by states & political subdivisions | $94,755,000 | 319 |
| Other domestic debt securities | $6,597,000 | 778 |
| 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 | $6,597,000 | 532 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,579,000 | 4,011 |
| Mortgage-backed securities | $17,283,000 | 2,073 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 2,642 |
| Issued or guaranteed by U.S. | $4,676,000 | 2,571 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,607,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $12,607,000 | 996 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $19,317,000 | 579 |
| Available-for-sale securities (fair market value) | $111,286,000 | 1,051 |
| Total debt securities | $130,604,000 | 1,001 |
| 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 | $150,972,000 | 884 |
| U.S. Government securities | $89,432,000 | 943 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $89,432,000 | 884 |
| Securities issued by states & political subdivisions | $55,017,000 | 636 |
| Other domestic debt securities | $6,523,000 | 778 |
| 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 | $6,523,000 | 540 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,233,000 | 3,913 |
| Mortgage-backed securities | $76,263,000 | 786 |
| Certificates of participation in pools of residential mortgages | $58,566,000 | 605 |
| Issued or guaranteed by U.S. | $58,566,000 | 603 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,697,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $17,697,000 | 800 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $20,370,000 | 577 |
| Available-for-sale securities (fair market value) | $130,602,000 | 916 |
| Total debt securities | $150,973,000 | 874 |
| 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 | $148,736,000 | 907 |
| U.S. Government securities | $90,927,000 | 938 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $90,927,000 | 889 |
| Securities issued by states & political subdivisions | $53,086,000 | 673 |
| Other domestic debt securities | $4,723,000 | 867 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,723,000 | 622 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,197,000 | 3,961 |
| Mortgage-backed securities | $77,268,000 | 774 |
| Certificates of participation in pools of residential mortgages | $59,656,000 | 601 |
| Issued or guaranteed by U.S. | $59,656,000 | 598 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,612,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $17,612,000 | 793 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $22,343,000 | 580 |
| Available-for-sale securities (fair market value) | $126,393,000 | 933 |
| Total debt securities | $148,737,000 | 895 |
| 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 | $145,004,000 | 919 |
| U.S. Government securities | $89,777,000 | 949 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $89,777,000 | 902 |
| Securities issued by states & political subdivisions | $51,544,000 | 683 |
| Other domestic debt securities | $3,683,000 | 951 |
| 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 | $3,683,000 | 704 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,179,000 | 4,013 |
| Mortgage-backed securities | $75,849,000 | 775 |
| Certificates of participation in pools of residential mortgages | $61,344,000 | 584 |
| Issued or guaranteed by U.S. | $61,344,000 | 583 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,388,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $14,388,000 | 881 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $117,000 | 1,691 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $117,000 | 1,017 |
| Held to maturity securities (book value) | $22,620,000 | 582 |
| Available-for-sale securities (fair market value) | $122,384,000 | 961 |
| Total debt securities | $145,003,000 | 909 |
| 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 | $153,513,000 | 895 |
| U.S. Government securities | $95,244,000 | 903 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $95,244,000 | 859 |
| Securities issued by states & political subdivisions | $54,547,000 | 662 |
| Other domestic debt securities | $3,722,000 | 1,080 |
| 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 | $3,722,000 | 702 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,537,000 | 3,978 |
| Mortgage-backed securities | $79,643,000 | 760 |
| Certificates of participation in pools of residential mortgages | $64,545,000 | 580 |
| Issued or guaranteed by U.S. | $64,545,000 | 573 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,980,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $14,980,000 | 856 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $118,000 | 1,659 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $118,000 | 1,007 |
| Held to maturity securities (book value) | $23,264,000 | 586 |
| Available-for-sale securities (fair market value) | $130,249,000 | 923 |
| Total debt securities | $153,513,000 | 884 |
| 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 | $159,694,000 | 876 |
| U.S. Government securities | $99,600,000 | 875 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $99,600,000 | 836 |
| Securities issued by states & political subdivisions | $56,349,000 | 661 |
| Other domestic debt securities | $3,745,000 | 949 |
| 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 | $3,745,000 | 725 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,400,000 | 4,060 |
| Mortgage-backed securities | $83,202,000 | 734 |
| Certificates of participation in pools of residential mortgages | $67,676,000 | 566 |
| Issued or guaranteed by U.S. | $67,676,000 | 566 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,407,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $15,407,000 | 838 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $119,000 | 1,464 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $119,000 | 987 |
| Held to maturity securities (book value) | $23,289,000 | 602 |
| Available-for-sale securities (fair market value) | $136,405,000 | 894 |
| Total debt securities | $159,694,000 | 866 |
| 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 | $165,412,000 | 850 |
| U.S. Government securities | $105,153,000 | 849 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $105,153,000 | 813 |
| Securities issued by states & political subdivisions | $58,230,000 | 671 |
| Other domestic debt securities | $2,029,000 | 1,186 |
| 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 | $2,029,000 | 936 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,483,000 | 4,094 |
| Mortgage-backed securities | $88,003,000 | 711 |
| Certificates of participation in pools of residential mortgages | $71,667,000 | 538 |
| Issued or guaranteed by U.S. | $71,667,000 | 537 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $16,215,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $16,215,000 | 800 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $121,000 | 1,452 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $121,000 | 956 |
| Held to maturity securities (book value) | $23,945,000 | 602 |
| Available-for-sale securities (fair market value) | $141,467,000 | 876 |
| Total debt securities | $165,413,000 | 840 |
| 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 | $164,310,000 | 870 |
| U.S. Government securities | $105,389,000 | 854 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $105,389,000 | 815 |
| Securities issued by states & political subdivisions | $58,292,000 | 681 |
| Other domestic debt securities | $629,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $123,000 | 141 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $506,000 | 1,422 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,649,000 | 4,119 |
| Mortgage-backed securities | $86,357,000 | 716 |
| Certificates of participation in pools of residential mortgages | $71,604,000 | 548 |
| Issued or guaranteed by U.S. | $71,604,000 | 548 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,630,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $14,630,000 | 868 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $123,000 | 1,444 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $123,000 | 937 |
| Held to maturity securities (book value) | $23,872,000 | 626 |
| Available-for-sale securities (fair market value) | $140,438,000 | 884 |
| Total debt securities | $164,312,000 | 858 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $171,432,000 | 845 |
| U.S. Government securities | $110,587,000 | 826 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $110,587,000 | 787 |
| Securities issued by states & political subdivisions | $60,341,000 | 660 |
| Other domestic debt securities | $504,000 | 1,748 |
| 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 | $504,000 | 1,452 |
| 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 | $2,694,000 | 4,139 |
| Mortgage-backed securities | $90,407,000 | 699 |
| Certificates of participation in pools of residential mortgages | $75,006,000 | 543 |
| Issued or guaranteed by U.S. | $75,006,000 | 543 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,277,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $15,277,000 | 845 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $124,000 | 1,400 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $124,000 | 900 |
| Held to maturity securities (book value) | $24,835,000 | 624 |
| Available-for-sale securities (fair market value) | $146,597,000 | 852 |
| Total debt securities | $171,433,000 | 835 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $172,511,000 | 855 |
| U.S. Government securities | $113,545,000 | 818 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $113,545,000 | 777 |
| Securities issued by states & political subdivisions | $58,466,000 | 674 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| 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 | $2,693,000 | 4,182 |
| Mortgage-backed securities | $92,624,000 | 700 |
| Certificates of participation in pools of residential mortgages | $82,123,000 | 517 |
| Issued or guaranteed by U.S. | $82,123,000 | 516 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,377,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $10,377,000 | 1,066 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $124,000 | 1,371 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $124,000 | 894 |
| Held to maturity securities (book value) | $25,135,000 | 633 |
| Available-for-sale securities (fair market value) | $147,376,000 | 861 |
| Total debt securities | $172,510,000 | 844 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $103,673,000 | 1,321 |
| U.S. Government securities | $46,319,000 | 1,695 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $46,319,000 | 1,609 |
| Securities issued by states & political subdivisions | $57,354,000 | 679 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,833,000 | 4,179 |
| Mortgage-backed securities | $24,590,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $13,802,000 | 1,918 |
| Issued or guaranteed by U.S. | $13,802,000 | 1,916 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,663,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $10,663,000 | 1,040 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $125,000 | 1,324 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $125,000 | 851 |
| Held to maturity securities (book value) | $26,353,000 | 616 |
| Available-for-sale securities (fair market value) | $77,320,000 | 1,562 |
| Total debt securities | $103,674,000 | 1,297 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $110,150,000 | 1,231 |
| U.S. Government securities | $50,566,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,566,000 | 1,499 |
| Securities issued by states & political subdivisions | $59,584,000 | 664 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,157,000 | 4,139 |
| Mortgage-backed securities | $35,573,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $23,617,000 | 1,369 |
| Issued or guaranteed by U.S. | $23,617,000 | 1,367 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,829,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $11,829,000 | 992 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $127,000 | 1,261 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $127,000 | 818 |
| Held to maturity securities (book value) | $26,608,000 | 617 |
| Available-for-sale securities (fair market value) | $83,542,000 | 1,447 |
| Total debt securities | $110,152,000 | 1,211 |
| 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 | $90,978,000 | 1,504 |
| U.S. Government securities | $36,859,000 | 2,036 |
| U.S. Treasury securities | $1,001,000 | 1,014 |
| U.S. Government agency obligations | $35,858,000 | 1,997 |
| Securities issued by states & political subdivisions | $54,119,000 | 740 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,426,000 | 4,171 |
| Mortgage-backed securities | $29,134,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $17,068,000 | 1,724 |
| Issued or guaranteed by U.S. | $17,068,000 | 1,720 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,938,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $11,938,000 | 1,000 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $128,000 | 1,190 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $128,000 | 788 |
| Held to maturity securities (book value) | $20,385,000 | 746 |
| Available-for-sale securities (fair market value) | $70,593,000 | 1,687 |
| Total debt securities | $90,978,000 | 1,481 |
| 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 | $121,622,000 | 1,169 |
| U.S. Government securities | $60,451,000 | 1,435 |
| U.S. Treasury securities | $2,087,000 | 762 |
| U.S. Government agency obligations | $58,364,000 | 1,406 |
| Securities issued by states & political subdivisions | $61,171,000 | 631 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,497,000 | 4,202 |
| Mortgage-backed securities | $38,991,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $18,470,000 | 1,634 |
| Issued or guaranteed by U.S. | $18,470,000 | 1,633 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,393,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $20,393,000 | 725 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $128,000 | 1,171 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $128,000 | 766 |
| Held to maturity securities (book value) | $20,630,000 | 751 |
| Available-for-sale securities (fair market value) | $100,992,000 | 1,219 |
| Total debt securities | $121,621,000 | 1,150 |
| 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 | $127,596,000 | 1,128 |
| U.S. Government securities | $61,827,000 | 1,425 |
| U.S. Treasury securities | $2,070,000 | 811 |
| U.S. Government agency obligations | $59,757,000 | 1,396 |
| Securities issued by states & political subdivisions | $65,769,000 | 578 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,112,000 | 3,698 |
| Mortgage-backed securities | $25,269,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $8,342,000 | 2,536 |
| Issued or guaranteed by U.S. | $8,342,000 | 2,533 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,662,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $16,662,000 | 830 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $265,000 | 1,103 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $265,000 | 700 |
| Held to maturity securities (book value) | $23,319,000 | 709 |
| Available-for-sale securities (fair market value) | $104,277,000 | 1,177 |
| Total debt securities | $127,596,000 | 1,115 |
| 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 | $139,201,000 | 1,041 |
| U.S. Government securities | $72,284,000 | 1,251 |
| U.S. Treasury securities | $7,102,000 | 452 |
| U.S. Government agency obligations | $65,182,000 | 1,301 |
| Securities issued by states & political subdivisions | $66,917,000 | 552 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,257,000 | 906 |
| Mortgage-backed securities | $26,836,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $8,665,000 | 2,527 |
| Issued or guaranteed by U.S. | $8,665,000 | 2,525 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $17,903,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $17,903,000 | 803 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $268,000 | 1,058 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $268,000 | 668 |
| Held to maturity securities (book value) | $22,994,000 | 715 |
| Available-for-sale securities (fair market value) | $116,207,000 | 1,078 |
| Total debt securities | $139,201,000 | 1,030 |
| 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 | $147,131,000 | 1,009 |
| U.S. Government securities | $76,825,000 | 1,233 |
| U.S. Treasury securities | $7,107,000 | 459 |
| U.S. Government agency obligations | $69,718,000 | 1,264 |
| Securities issued by states & political subdivisions | $70,306,000 | 509 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,421,000 | 889 |
| Mortgage-backed securities | $27,333,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $8,880,000 | 2,564 |
| Issued or guaranteed by U.S. | $8,880,000 | 2,561 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,163,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $18,163,000 | 833 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $290,000 | 1,012 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $290,000 | 645 |
| Held to maturity securities (book value) | $25,067,000 | 691 |
| Available-for-sale securities (fair market value) | $122,064,000 | 1,050 |
| Total debt securities | $147,132,000 | 1,002 |
| 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 | $164,379,000 | 920 |
| U.S. Government securities | $85,515,000 | 1,141 |
| U.S. Treasury securities | $7,141,000 | 460 |
| U.S. Government agency obligations | $78,374,000 | 1,166 |
| Securities issued by states & political subdivisions | $78,864,000 | 413 |
| 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 | $88,017,000 | 718 |
| Mortgage-backed securities | $31,579,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $12,522,000 | 2,187 |
| Issued or guaranteed by U.S. | $12,522,000 | 2,187 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,778,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $18,778,000 | 848 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $279,000 | 991 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $279,000 | 617 |
| Held to maturity securities (book value) | $26,257,000 | 664 |
| Available-for-sale securities (fair market value) | $138,122,000 | 932 |
| Total debt securities | $164,379,000 | 911 |
| 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 | $175,458,000 | 854 |
| U.S. Government securities | $93,643,000 | 1,055 |
| U.S. Treasury securities | $9,135,000 | 400 |
| U.S. Government agency obligations | $84,508,000 | 1,088 |
| Securities issued by states & political subdivisions | $81,815,000 | 396 |
| 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 | $109,263,000 | 593 |
| Mortgage-backed securities | $31,876,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $12,868,000 | 2,211 |
| Issued or guaranteed by U.S. | $12,868,000 | 2,209 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,728,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $18,728,000 | 870 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $280,000 | 971 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $280,000 | 585 |
| Held to maturity securities (book value) | $27,234,000 | 651 |
| Available-for-sale securities (fair market value) | $148,224,000 | 881 |
| Total debt securities | $175,457,000 | 845 |
| 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 | $192,735,000 | 788 |
| U.S. Government securities | $86,830,000 | 1,151 |
| U.S. Treasury securities | $8,137,000 | 430 |
| U.S. Government agency obligations | $78,693,000 | 1,171 |
| Securities issued by states & political subdivisions | $105,855,000 | 270 |
| Other domestic debt securities | $50,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $50,000 | 135 |
| 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 | $105,755,000 | 603 |
| Mortgage-backed securities | $38,227,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $18,265,000 | 1,843 |
| Issued or guaranteed by U.S. | $18,265,000 | 1,841 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $19,484,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $19,484,000 | 863 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $478,000 | 904 |
| Commercial mortgage pass-through securities | $50,000 | 682 |
| Other commercial mortgage-backed securities | $428,000 | 544 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $192,735,000 | 667 |
| Total debt securities | $192,735,000 | 777 |
| 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 | $227,938,000 | 661 |
| U.S. Government securities | $121,050,000 | 844 |
| U.S. Treasury securities | $8,159,000 | 395 |
| U.S. Government agency obligations | $112,891,000 | 869 |
| Securities issued by states & political subdivisions | $106,888,000 | 270 |
| 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 | $101,085,000 | 636 |
| Mortgage-backed securities | $48,754,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $35,570,000 | 1,147 |
| Issued or guaranteed by U.S. | $35,570,000 | 1,147 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,184,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $13,184,000 | 1,111 |
| 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) | $227,938,000 | 564 |
| Total debt securities | $227,936,000 | 651 |
| Structured notes |
| Amortized cost | $299,000 | 2,143 |
| Fair value | $299,000 | 2,138 |
| 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 | $232,348,000 | 660 |
| U.S. Government securities | $126,441,000 | 821 |
| U.S. Treasury securities | $10,167,000 | 322 |
| U.S. Government agency obligations | $116,274,000 | 857 |
| Securities issued by states & political subdivisions | $105,907,000 | 275 |
| 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 | $86,670,000 | 718 |
| Mortgage-backed securities | $50,211,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $36,832,000 | 1,110 |
| Issued or guaranteed by U.S. | $36,832,000 | 1,110 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,379,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $13,379,000 | 1,110 |
| 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) | $232,348,000 | 572 |
| Total debt securities | $232,348,000 | 652 |
| Structured notes |
| Amortized cost | $314,000 | 2,166 |
| Fair value | $314,000 | 2,167 |
| 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 | $230,755,000 | 660 |
| U.S. Government securities | $126,584,000 | 819 |
| U.S. Treasury securities | $10,190,000 | 290 |
| U.S. Government agency obligations | $116,394,000 | 857 |
| Securities issued by states & political subdivisions | $104,171,000 | 277 |
| 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 | $95,718,000 | 662 |
| Mortgage-backed securities | $50,299,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $35,729,000 | 1,138 |
| Issued or guaranteed by U.S. | $35,729,000 | 1,138 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,570,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $14,570,000 | 1,060 |
| 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) | $230,755,000 | 576 |
| Total debt securities | $230,754,000 | 652 |
| Structured notes |
| Amortized cost | $347,000 | 2,151 |
| Fair value | $347,000 | 2,147 |
| 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 | $223,085,000 | 695 |
| U.S. Government securities | $119,464,000 | 856 |
| U.S. Treasury securities | $10,198,000 | 281 |
| U.S. Government agency obligations | $109,266,000 | 904 |
| Securities issued by states & political subdivisions | $103,621,000 | 280 |
| 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 | $78,756,000 | 763 |
| Mortgage-backed securities | $46,238,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $30,407,000 | 1,307 |
| Issued or guaranteed by U.S. | $30,407,000 | 1,303 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,831,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $15,831,000 | 1,022 |
| 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) | $223,085,000 | 612 |
| Total debt securities | $223,086,000 | 682 |
| Structured notes |
| Amortized cost | $377,000 | 2,133 |
| Fair value | $378,000 | 2,124 |
| 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 | $212,664,000 | 728 |
| U.S. Government securities | $116,739,000 | 873 |
| U.S. Treasury securities | $10,202,000 | 271 |
| U.S. Government agency obligations | $106,537,000 | 929 |
| Securities issued by states & political subdivisions | $95,925,000 | 299 |
| 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 | $70,418,000 | 826 |
| Mortgage-backed securities | $45,187,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $29,834,000 | 1,318 |
| Issued or guaranteed by U.S. | $29,834,000 | 1,318 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,353,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $15,353,000 | 1,055 |
| 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) | $212,664,000 | 652 |
| Total debt securities | $212,664,000 | 717 |
| Structured notes |
| Amortized cost | $445,000 | 2,104 |
| Fair value | $448,000 | 2,094 |
| 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 | $201,300,000 | 786 |
| U.S. Government securities | $107,419,000 | 968 |
| U.S. Treasury securities | $15,319,000 | 217 |
| U.S. Government agency obligations | $92,100,000 | 1,070 |
| Securities issued by states & political subdivisions | $93,881,000 | 309 |
| 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 | $75,320,000 | 812 |
| Mortgage-backed securities | $40,028,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $33,549,000 | 1,218 |
| Issued or guaranteed by U.S. | $33,549,000 | 1,216 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,479,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $6,479,000 | 1,697 |
| 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) | $201,300,000 | 700 |
| Total debt securities | $201,299,000 | 770 |
| Structured notes |
| Amortized cost | $477,000 | 2,126 |
| Fair value | $480,000 | 2,122 |
| 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 | $170,588,000 | 887 |
| U.S. Government securities | $89,670,000 | 1,124 |
| U.S. Treasury securities | $4,026,000 | 511 |
| U.S. Government agency obligations | $85,644,000 | 1,134 |
| Securities issued by states & political subdivisions | $80,918,000 | 365 |
| 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 | $77,442,000 | 782 |
| Mortgage-backed securities | $40,294,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $34,157,000 | 1,189 |
| Issued or guaranteed by U.S. | $34,157,000 | 1,188 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,137,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $6,137,000 | 1,789 |
| 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) | $170,588,000 | 788 |
| Total debt securities | $170,588,000 | 880 |
| Structured notes |
| Amortized cost | $700,000 | 1,905 |
| Fair value | $709,000 | 1,904 |
| 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 | $179,254,000 | 867 |
| U.S. Government securities | $94,074,000 | 1,092 |
| U.S. Treasury securities | $4,045,000 | 452 |
| U.S. Government agency obligations | $90,029,000 | 1,104 |
| Securities issued by states & political subdivisions | $85,180,000 | 317 |
| 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 | $83,849,000 | 708 |
| Mortgage-backed securities | $43,375,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $36,295,000 | 1,194 |
| Issued or guaranteed by U.S. | $36,295,000 | 1,193 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,080,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $7,080,000 | 1,737 |
| 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) | $179,254,000 | 770 |
| Total debt securities | $179,256,000 | 856 |
| Structured notes |
| Amortized cost | $861,000 | 1,980 |
| Fair value | $879,000 | 1,978 |
| 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 | $186,562,000 | 831 |
| U.S. Government securities | $99,932,000 | 1,043 |
| U.S. Treasury securities | $4,062,000 | 445 |
| U.S. Government agency obligations | $95,870,000 | 1,052 |
| Securities issued by states & political subdivisions | $86,630,000 | 298 |
| 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 | $84,571,000 | 726 |
| Mortgage-backed securities | $47,598,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $39,185,000 | 1,141 |
| Issued or guaranteed by U.S. | $39,185,000 | 1,141 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,413,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $8,413,000 | 1,632 |
| 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) | $186,562,000 | 741 |
| Total debt securities | $186,562,000 | 818 |
| Structured notes |
| Amortized cost | $1,060,000 | 1,938 |
| Fair value | $1,090,000 | 1,929 |
| 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 | $180,593,000 | 863 |
| U.S. Government securities | $96,358,000 | 1,111 |
| U.S. Treasury securities | $4,013,000 | 480 |
| U.S. Government agency obligations | $92,345,000 | 1,112 |
| Securities issued by states & political subdivisions | $84,235,000 | 301 |
| 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 | $92,999,000 | 686 |
| Mortgage-backed securities | $45,073,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $36,104,000 | 1,195 |
| Issued or guaranteed by U.S. | $36,104,000 | 1,195 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,969,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $8,969,000 | 1,592 |
| 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) | $180,593,000 | 766 |
| Total debt securities | $180,594,000 | 852 |
| Structured notes |
| Amortized cost | $1,229,000 | 2,089 |
| Fair value | $1,262,000 | 2,066 |
| 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 | $186,040,000 | 814 |
| U.S. Government securities | $99,991,000 | 1,026 |
| U.S. Treasury securities | $6,026,000 | 360 |
| U.S. Government agency obligations | $93,965,000 | 1,047 |
| Securities issued by states & political subdivisions | $86,049,000 | 287 |
| 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 | $85,893,000 | 662 |
| Mortgage-backed securities | $47,761,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $38,250,000 | 1,088 |
| Issued or guaranteed by U.S. | $38,250,000 | 1,088 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,511,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $9,511,000 | 1,471 |
| 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) | $186,040,000 | 718 |
| Total debt securities | $186,040,000 | 801 |
| Structured notes |
| Amortized cost | $1,418,000 | 1,978 |
| Fair value | $1,441,000 | 1,972 |
| 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 | $191,608,000 | 767 |
| U.S. Government securities | $102,400,000 | 970 |
| U.S. Treasury securities | $8,052,000 | 316 |
| U.S. Government agency obligations | $94,348,000 | 1,021 |
| Securities issued by states & political subdivisions | $89,208,000 | 252 |
| 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 | $75,551,000 | 718 |
| Mortgage-backed securities | $47,346,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $37,189,000 | 1,072 |
| Issued or guaranteed by U.S. | $37,189,000 | 1,069 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,157,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $10,157,000 | 1,408 |
| 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) | $191,608,000 | 682 |
| Total debt securities | $191,606,000 | 759 |
| Structured notes |
| Amortized cost | $825,000 | 2,474 |
| Fair value | $884,000 | 2,462 |
| 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 | $187,020,000 | 789 |
| U.S. Government securities | $100,405,000 | 1,000 |
| U.S. Treasury securities | $8,076,000 | 360 |
| U.S. Government agency obligations | $92,329,000 | 1,045 |
| Securities issued by states & political subdivisions | $86,615,000 | 251 |
| 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 | $79,142,000 | 705 |
| Mortgage-backed securities | $48,818,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $38,135,000 | 1,016 |
| Issued or guaranteed by U.S. | $38,135,000 | 1,012 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,683,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $10,683,000 | 1,335 |
| 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) | $187,020,000 | 692 |
| Total debt securities | $187,021,000 | 780 |
| Structured notes |
| Amortized cost | $1,614,000 | 2,154 |
| Fair value | $1,718,000 | 2,131 |
| 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 | $176,646,000 | 831 |
| U.S. Government securities | $90,993,000 | 1,099 |
| U.S. Treasury securities | $6,032,000 | 456 |
| U.S. Government agency obligations | $84,961,000 | 1,121 |
| Securities issued by states & political subdivisions | $85,653,000 | 248 |
| 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 | $73,675,000 | 758 |
| Mortgage-backed securities | $44,895,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $35,785,000 | 1,036 |
| Issued or guaranteed by U.S. | $35,785,000 | 1,030 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,110,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $9,110,000 | 1,420 |
| 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) | $176,646,000 | 732 |
| Total debt securities | $176,646,000 | 819 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $166,268,000 | 837 |
| U.S. Government securities | $81,428,000 | 1,155 |
| U.S. Treasury securities | $5,017,000 | 505 |
| U.S. Government agency obligations | $76,411,000 | 1,160 |
| Securities issued by states & political subdivisions | $84,840,000 | 237 |
| 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 | $69,825,000 | 768 |
| Mortgage-backed securities | $42,277,000 | 1,339 |
| Certificates of participation in pools of residential mortgages | $36,859,000 | 981 |
| Issued or guaranteed by U.S. | $36,859,000 | 973 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,418,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $5,418,000 | 1,718 |
| 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) | $166,268,000 | 745 |
| Total debt securities | $166,268,000 | 828 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $166,479,000 | 818 |
| U.S. Government securities | $80,043,000 | 1,143 |
| U.S. Treasury securities | $4,008,000 | 520 |
| U.S. Government agency obligations | $76,035,000 | 1,151 |
| Securities issued by states & political subdivisions | $86,436,000 | 222 |
| 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 | $63,806,000 | 820 |
| Mortgage-backed securities | $44,918,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $38,767,000 | 899 |
| Issued or guaranteed by U.S. | $38,767,000 | 890 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,151,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $6,151,000 | 1,604 |
| 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) | $166,479,000 | 714 |
| Total debt securities | $166,480,000 | 808 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $166,242,000 | 816 |
| U.S. Government securities | $78,910,000 | 1,191 |
| U.S. Treasury securities | $4,016,000 | 507 |
| U.S. Government agency obligations | $74,894,000 | 1,194 |
| Securities issued by states & political subdivisions | $87,332,000 | 196 |
| 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 | $62,970,000 | 847 |
| Mortgage-backed securities | $45,360,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $37,846,000 | 915 |
| Issued or guaranteed by U.S. | $37,846,000 | 908 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,514,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $7,514,000 | 1,405 |
| 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) | $166,242,000 | 711 |
| Total debt securities | $166,242,000 | 801 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $163,343,000 | 819 |
| U.S. Government securities | $77,563,000 | 1,213 |
| U.S. Treasury securities | $4,019,000 | 503 |
| U.S. Government agency obligations | $73,544,000 | 1,222 |
| Securities issued by states & political subdivisions | $85,780,000 | 197 |
| 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 | $64,285,000 | 864 |
| Mortgage-backed securities | $47,565,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $38,500,000 | 980 |
| Issued or guaranteed by U.S. | $38,500,000 | 973 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,065,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $9,065,000 | 1,222 |
| 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) | $163,343,000 | 716 |
| Total debt securities | $163,345,000 | 805 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $154,724,000 | 830 |
| U.S. Government securities | $71,646,000 | 1,265 |
| U.S. Treasury securities | $3,015,000 | 516 |
| U.S. Government agency obligations | $68,631,000 | 1,275 |
| Securities issued by states & political subdivisions | $83,078,000 | 201 |
| 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 | $68,980,000 | 831 |
| Mortgage-backed securities | $51,280,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $41,047,000 | 942 |
| Issued or guaranteed by U.S. | $41,047,000 | 934 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,233,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $10,233,000 | 1,115 |
| 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) | $154,724,000 | 725 |
| Total debt securities | $154,724,000 | 817 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $160,191,000 | 806 |
| U.S. Government securities | $75,760,000 | 1,165 |
| U.S. Treasury securities | $3,016,000 | 475 |
| U.S. Government agency obligations | $72,744,000 | 1,175 |
| Securities issued by states & political subdivisions | $84,431,000 | 206 |
| 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 | $66,082,000 | 839 |
| Mortgage-backed securities | $55,227,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $43,833,000 | 919 |
| Issued or guaranteed by U.S. | $43,833,000 | 910 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,394,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $11,394,000 | 1,029 |
| 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) | $160,191,000 | 697 |
| Total debt securities | $160,190,000 | 788 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $170,180,000 | 745 |
| U.S. Government securities | $86,576,000 | 1,000 |
| U.S. Treasury securities | $6,055,000 | 305 |
| U.S. Government agency obligations | $80,521,000 | 1,027 |
| Securities issued by states & political subdivisions | $83,604,000 | 209 |
| 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 | $71,175,000 | 786 |
| Mortgage-backed securities | $59,703,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $46,761,000 | 889 |
| Issued or guaranteed by U.S. | $46,761,000 | 879 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,942,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $12,942,000 | 934 |
| 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) | $170,180,000 | 640 |
| Total debt securities | $170,180,000 | 728 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $166,354,000 | 753 |
| U.S. Government securities | $86,248,000 | 1,003 |
| U.S. Treasury securities | $8,118,000 | 232 |
| U.S. Government agency obligations | $78,130,000 | 1,083 |
| Securities issued by states & political subdivisions | $80,106,000 | 213 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,230,000 | 792 |
| Mortgage-backed securities | $59,136,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $45,324,000 | 941 |
| Issued or guaranteed by U.S. | $45,324,000 | 931 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,812,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $13,812,000 | 890 |
| 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) | $166,354,000 | 638 |
| Total debt securities | $166,355,000 | 738 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $148,911,000 | 815 |
| U.S. Government securities | $73,445,000 | 1,170 |
| U.S. Treasury securities | $7,165,000 | 222 |
| U.S. Government agency obligations | $66,280,000 | 1,272 |
| Securities issued by states & political subdivisions | $75,466,000 | 216 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,024,000 | 836 |
| Mortgage-backed securities | $46,858,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $39,528,000 | 1,018 |
| Issued or guaranteed by U.S. | $39,528,000 | 1,008 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,330,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $7,330,000 | 1,229 |
| 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) | $148,911,000 | 699 |
| Total debt securities | $148,911,000 | 799 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $135,591,000 | 880 |
| U.S. Government securities | $63,658,000 | 1,330 |
| U.S. Treasury securities | $5,068,000 | 279 |
| U.S. Government agency obligations | $58,590,000 | 1,406 |
| Securities issued by states & political subdivisions | $71,933,000 | 216 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,630,000 | 764 |
| Mortgage-backed securities | $39,387,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $31,848,000 | 1,169 |
| Issued or guaranteed by U.S. | $31,848,000 | 1,156 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,539,000 | 1,444 |
| CMOs issued by government agencies or sponsored agencies | $7,539,000 | 1,156 |
| 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) | $135,591,000 | 744 |
| Total debt securities | $135,591,000 | 865 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $144,934,000 | 829 |
| U.S. Government securities | $70,152,000 | 1,211 |
| U.S. Treasury securities | $6,048,000 | 241 |
| U.S. Government agency obligations | $64,104,000 | 1,294 |
| Securities issued by states & political subdivisions | $74,782,000 | 208 |
| 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 | $73,931,000 | 739 |
| Mortgage-backed securities | $40,993,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $33,687,000 | 1,108 |
| Issued or guaranteed by U.S. | $33,687,000 | 1,093 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,306,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $7,306,000 | 1,177 |
| 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) | $144,934,000 | 712 |
| Total debt securities | $144,933,000 | 808 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $163,939,000 | 732 |
| U.S. Government securities | $83,309,000 | 994 |
| U.S. Treasury securities | $9,131,000 | 198 |
| U.S. Government agency obligations | $74,178,000 | 1,096 |
| Securities issued by states & political subdivisions | $80,630,000 | 191 |
| 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 | $80,368,000 | 678 |
| Mortgage-backed securities | $51,510,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $38,476,000 | 953 |
| Issued or guaranteed by U.S. | $38,476,000 | 944 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,034,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $13,034,000 | 832 |
| 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) | $163,939,000 | 627 |
| Total debt securities | $163,939,000 | 710 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $160,590,000 | 740 |
| U.S. Government securities | $88,772,000 | 935 |
| U.S. Treasury securities | $12,091,000 | 177 |
| U.S. Government agency obligations | $76,681,000 | 1,064 |
| Securities issued by states & political subdivisions | $71,818,000 | 223 |
| 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 | $81,438,000 | 652 |
| Mortgage-backed securities | $49,354,000 | 989 |
| Certificates of participation in pools of residential mortgages | $35,943,000 | 899 |
| Issued or guaranteed by U.S. | $35,943,000 | 888 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,411,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $13,411,000 | 752 |
| 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) | $160,590,000 | 625 |
| Total debt securities | $160,590,000 | 722 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $165,157,000 | 714 |
| U.S. Government securities | $93,848,000 | 900 |
| U.S. Treasury securities | $12,037,000 | 191 |
| U.S. Government agency obligations | $81,811,000 | 1,007 |
| Securities issued by states & political subdivisions | $71,309,000 | 225 |
| 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 | $72,199,000 | 709 |
| Mortgage-backed securities | $51,106,000 | 903 |
| Certificates of participation in pools of residential mortgages | $37,211,000 | 832 |
| Issued or guaranteed by U.S. | $37,211,000 | 822 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,895,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $13,895,000 | 691 |
| 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) | $165,157,000 | 604 |
| Total debt securities | $165,158,000 | 696 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $166,382,000 | 707 |
| U.S. Government securities | $97,005,000 | 880 |
| U.S. Treasury securities | $11,977,000 | 211 |
| U.S. Government agency obligations | $85,028,000 | 989 |
| Securities issued by states & political subdivisions | $69,377,000 | 226 |
| 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 | $72,695,000 | 720 |
| Mortgage-backed securities | $50,494,000 | 905 |
| Certificates of participation in pools of residential mortgages | $35,960,000 | 841 |
| Issued or guaranteed by U.S. | $35,960,000 | 832 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,534,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $14,534,000 | 658 |
| 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) | $166,382,000 | 599 |
| Total debt securities | $166,382,000 | 691 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $161,156,000 | 751 |
| U.S. Government securities | $92,482,000 | 943 |
| U.S. Treasury securities | $11,958,000 | 236 |
| U.S. Government agency obligations | $80,524,000 | 1,063 |
| Securities issued by states & political subdivisions | $68,674,000 | 222 |
| 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 | $70,737,000 | 741 |
| Mortgage-backed securities | $49,787,000 | 919 |
| Certificates of participation in pools of residential mortgages | $33,929,000 | 872 |
| Issued or guaranteed by U.S. | $33,929,000 | 864 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,858,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $15,858,000 | 626 |
| 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) | $161,156,000 | 624 |
| Total debt securities | $161,154,000 | 732 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $159,270,000 | 776 |
| U.S. Government securities | $97,534,000 | 912 |
| U.S. Treasury securities | $11,941,000 | 247 |
| U.S. Government agency obligations | $85,593,000 | 1,011 |
| Securities issued by states & political subdivisions | $61,736,000 | 253 |
| 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 | $73,019,000 | 721 |
| Mortgage-backed securities | $52,804,000 | 888 |
| Certificates of participation in pools of residential mortgages | $38,809,000 | 806 |
| Issued or guaranteed by U.S. | $38,809,000 | 795 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,995,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $13,995,000 | 694 |
| 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) | $159,270,000 | 650 |
| Total debt securities | $159,273,000 | 760 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $162,366,000 | 774 |
| U.S. Government securities | $102,170,000 | 887 |
| U.S. Treasury securities | $10,933,000 | 281 |
| U.S. Government agency obligations | $91,237,000 | 954 |
| Securities issued by states & political subdivisions | $60,196,000 | 258 |
| 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 | $67,496,000 | 772 |
| Mortgage-backed securities | $56,487,000 | 845 |
| Certificates of participation in pools of residential mortgages | $45,766,000 | 726 |
| Issued or guaranteed by U.S. | $45,766,000 | 716 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,721,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $10,721,000 | 807 |
| 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) | $162,366,000 | 644 |
| Total debt securities | $162,362,000 | 757 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $164,941,000 | 770 |
| U.S. Government securities | $105,199,000 | 858 |
| U.S. Treasury securities | $11,869,000 | 280 |
| U.S. Government agency obligations | $93,330,000 | 935 |
| Securities issued by states & political subdivisions | $59,742,000 | 256 |
| 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 | $67,776,000 | 771 |
| Mortgage-backed securities | $59,196,000 | 821 |
| Certificates of participation in pools of residential mortgages | $48,194,000 | 702 |
| Issued or guaranteed by U.S. | $48,194,000 | 695 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,002,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $11,002,000 | 789 |
| 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) | $164,941,000 | 645 |
| Total debt securities | $164,941,000 | 757 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $156,607,000 | 803 |
| U.S. Government securities | $98,823,000 | 923 |
| U.S. Treasury securities | $11,884,000 | 295 |
| U.S. Government agency obligations | $86,939,000 | 1,018 |
| Securities issued by states & political subdivisions | $57,784,000 | 269 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,345,000 | 784 |
| Mortgage-backed securities | $55,469,000 | 869 |
| Certificates of participation in pools of residential mortgages | $44,714,000 | 746 |
| Issued or guaranteed by U.S. | $44,714,000 | 737 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,755,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $10,755,000 | 802 |
| 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) | $156,607,000 | 672 |
| Total debt securities | $156,607,000 | 789 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $117,028,000 | 1,078 |
| U.S. Government securities | $71,447,000 | 1,265 |
| U.S. Treasury securities | $11,900,000 | 305 |
| U.S. Government agency obligations | $59,547,000 | 1,481 |
| Securities issued by states & political subdivisions | $45,581,000 | 375 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,078,000 | 855 |
| Mortgage-backed securities | $32,825,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $28,873,000 | 1,039 |
| Issued or guaranteed by U.S. | $28,873,000 | 1,031 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,952,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $3,952,000 | 1,403 |
| 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) | $117,028,000 | 898 |
| Total debt securities | $117,028,000 | 1,054 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $96,072,000 | 1,280 |
| U.S. Government securities | $53,036,000 | 1,693 |
| U.S. Treasury securities | $6,964,000 | 422 |
| U.S. Government agency obligations | $46,072,000 | 1,868 |
| Securities issued by states & political subdivisions | $43,036,000 | 395 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,596,000 | 812 |
| Mortgage-backed securities | $27,387,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $27,387,000 | 1,116 |
| Issued or guaranteed by U.S. | $27,387,000 | 1,106 |
| 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) | $96,072,000 | 1,088 |
| Total debt securities | $96,069,000 | 1,247 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $104,169,000 | 1,201 |
| U.S. Government securities | $59,087,000 | 1,537 |
| U.S. Treasury securities | $9,930,000 | 349 |
| U.S. Government agency obligations | $49,157,000 | 1,762 |
| Securities issued by states & political subdivisions | $45,082,000 | 375 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,186,000 | 799 |
| Mortgage-backed securities | $29,981,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $29,981,000 | 1,069 |
| Issued or guaranteed by U.S. | $29,981,000 | 1,060 |
| 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) | $104,169,000 | 1,031 |
| Total debt securities | $104,170,000 | 1,166 |
| 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 | $106,466,000 | 1,196 |
| U.S. Government securities | $61,775,000 | 1,490 |
| U.S. Treasury securities | $10,901,000 | 345 |
| U.S. Government agency obligations | $50,874,000 | 1,744 |
| Securities issued by states & political subdivisions | $44,691,000 | 361 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,804,000 | 791 |
| Mortgage-backed securities | $32,345,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $32,345,000 | 1,045 |
| Issued or guaranteed by U.S. | $32,345,000 | 1,036 |
| 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) | $106,466,000 | 1,023 |
| Total debt securities | $106,465,000 | 1,154 |
| 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 | $106,587,000 | 1,202 |
| U.S. Government securities | $60,620,000 | 1,529 |
| U.S. Treasury securities | $6,969,000 | 495 |
| U.S. Government agency obligations | $53,651,000 | 1,656 |
| Securities issued by states & political subdivisions | $45,967,000 | 359 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $62,688,000 | 790 |
| Mortgage-backed securities | $34,837,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $34,837,000 | 1,003 |
| Issued or guaranteed by U.S. | $34,837,000 | 995 |
| 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) | $106,587,000 | 1,027 |
| Total debt securities | $106,587,000 | 1,167 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $107,982,000 | 1,193 |
| U.S. Government securities | $63,687,000 | 1,447 |
| U.S. Treasury securities | $6,991,000 | 478 |
| U.S. Government agency obligations | $56,696,000 | 1,581 |
| Securities issued by states & political subdivisions | $44,295,000 | 375 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $64,213,000 | 767 |
| Mortgage-backed securities | $37,380,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $37,380,000 | 947 |
| Issued or guaranteed by U.S. | $37,380,000 | 941 |
| 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) | $44,295,000 | 510 |
| Available-for-sale securities (fair market value) | $63,687,000 | 1,629 |
| Total debt securities | $107,982,000 | 1,161 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $126,535,000 | 1,012 |
| U.S. Government securities | $82,101,000 | 1,160 |
| U.S. Treasury securities | $12,001,000 | 345 |
| U.S. Government agency obligations | $70,100,000 | 1,300 |
| Securities issued by states & political subdivisions | $44,434,000 | 355 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,595,000 | 652 |
| Mortgage-backed securities | $39,286,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $39,286,000 | 924 |
| Issued or guaranteed by U.S. | $39,286,000 | 918 |
| 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) | $44,434,000 | 520 |
| Available-for-sale securities (fair market value) | $82,101,000 | 1,335 |
| Total debt securities | $126,533,000 | 978 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $134,184,000 | 960 |
| U.S. Government securities | $89,045,000 | 1,066 |
| U.S. Treasury securities | $12,066,000 | 336 |
| U.S. Government agency obligations | $76,979,000 | 1,182 |
| Securities issued by states & political subdivisions | $45,139,000 | 358 |
| 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 | $54,387,000 | 837 |
| Mortgage-backed securities | $44,639,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $44,639,000 | 849 |
| Issued or guaranteed by U.S. | $44,639,000 | 843 |
| 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) | $45,139,000 | 484 |
| Available-for-sale securities (fair market value) | $89,045,000 | 1,253 |
| Total debt securities | $134,184,000 | 934 |
| 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 | $133,095,000 | 1,015 |
| U.S. Government securities | $88,167,000 | 1,134 |
| U.S. Treasury securities | $12,078,000 | 352 |
| U.S. Government agency obligations | $76,089,000 | 1,254 |
| Securities issued by states & political subdivisions | $44,928,000 | 364 |
| 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 | $73,571,000 | 615 |
| Mortgage-backed securities | $42,947,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $42,947,000 | 891 |
| Issued or guaranteed by U.S. | $42,947,000 | 883 |
| 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) | $44,928,000 | 490 |
| Available-for-sale securities (fair market value) | $88,167,000 | 1,307 |
| Total debt securities | $133,096,000 | 976 |
| 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 | $130,487,000 | 1,035 |
| U.S. Government securities | $87,862,000 | 1,120 |
| U.S. Treasury securities | $12,117,000 | 352 |
| U.S. Government agency obligations | $75,745,000 | 1,242 |
| Securities issued by states & political subdivisions | $42,625,000 | 392 |
| 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 | $72,440,000 | 626 |
| Mortgage-backed securities | $46,637,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $46,637,000 | 823 |
| Issued or guaranteed by U.S. | $46,637,000 | 818 |
| 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) | $42,625,000 | 506 |
| Available-for-sale securities (fair market value) | $87,862,000 | 1,282 |
| Total debt securities | $130,484,000 | 1,000 |
| 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 | $148,643,000 | 887 |
| U.S. Government securities | $105,292,000 | 905 |
| U.S. Treasury securities | $12,155,000 | 352 |
| U.S. Government agency obligations | $93,137,000 | 969 |
| Securities issued by states & political subdivisions | $43,351,000 | 365 |
| 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 | $73,410,000 | 588 |
| Mortgage-backed securities | $61,262,000 | 913 |
| Certificates of participation in pools of residential mortgages | $61,262,000 | 640 |
| Issued or guaranteed by U.S. | $61,262,000 | 636 |
| 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) | $43,351,000 | 483 |
| Available-for-sale securities (fair market value) | $105,292,000 | 1,065 |
| Total debt securities | $148,645,000 | 854 |
| Structured notes |
| Amortized cost | $500,000 | 1,576 |
| Fair value | $503,000 | 1,657 |
| 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 | $148,161,000 | 871 |
| U.S. Government securities | $108,354,000 | 891 |
| U.S. Treasury securities | $12,155,000 | 375 |
| U.S. Government agency obligations | $96,199,000 | 947 |
| Securities issued by states & political subdivisions | $39,807,000 | 381 |
| 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 | $76,440,000 | 561 |
| Mortgage-backed securities | $66,018,000 | 851 |
| Certificates of participation in pools of residential mortgages | $66,018,000 | 610 |
| Issued or guaranteed by U.S. | $66,018,000 | 608 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,807,000 | 525 |
| Available-for-sale securities (fair market value) | $108,354,000 | 1,009 |
| Total debt securities | $148,161,000 | 837 |
| Structured notes |
| Amortized cost | $500,000 | 1,320 |
| Fair value | $506,000 | 1,387 |
| 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 | $122,056,000 | 1,022 |
| U.S. Government securities | $88,337,000 | 1,033 |
| U.S. Treasury securities | $12,152,000 | 384 |
| U.S. Government agency obligations | $76,185,000 | 1,129 |
| Securities issued by states & political subdivisions | $33,719,000 | 457 |
| 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 | $65,066,000 | 663 |
| Mortgage-backed securities | $46,870,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $46,870,000 | 757 |
| Issued or guaranteed by U.S. | $46,870,000 | 751 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $33,719,000 | 596 |
| Available-for-sale securities (fair market value) | $88,337,000 | 1,176 |
| Total debt securities | $122,056,000 | 978 |
| Structured notes |
| Amortized cost | $500,000 | 1,148 |
| Fair value | $508,000 | 1,228 |
| 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 | $105,185,000 | 1,078 |
| U.S. Government securities | $79,834,000 | 1,008 |
| U.S. Treasury securities | $12,262,000 | 398 |
| U.S. Government agency obligations | $67,572,000 | 1,127 |
| Securities issued by states & political subdivisions | $25,351,000 | 605 |
| 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 | $38,054,000 | 993 |
| Mortgage-backed securities | $19,979,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $19,979,000 | 1,290 |
| Issued or guaranteed by U.S. | $19,979,000 | 1,280 |
| 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) | $25,351,000 | 758 |
| Available-for-sale securities (fair market value) | $79,834,000 | 1,172 |
| Total debt securities | $105,183,000 | 1,048 |
| Structured notes |
| Amortized cost | $500,000 | 530 |
| Fair value | $515,000 | 531 |
| 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 | $94,968,000 | 1,172 |
| U.S. Government securities | $67,736,000 | 1,180 |
| U.S. Treasury securities | $12,021,000 | 553 |
| U.S. Government agency obligations | $55,715,000 | 1,322 |
| Securities issued by states & political subdivisions | $27,074,000 | 535 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $158,000 | 6,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,383,000 | 1,199 |
| Mortgage-backed securities | $2,343,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,736 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,720 |
| 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) | $27,074,000 | 881 |
| Available-for-sale securities (fair market value) | $67,894,000 | 1,262 |
| Total debt securities | $94,810,000 | 1,134 |
| Structured notes |
| Amortized cost | $500,000 | 526 |
| Fair value | $475,000 | 615 |
| 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 | $92,252,000 | 1,226 |
| U.S. Government securities | $63,504,000 | 1,332 |
| U.S. Treasury securities | $14,877,000 | 635 |
| U.S. Government agency obligations | $48,627,000 | 1,539 |
| Securities issued by states & political subdivisions | $28,590,000 | 521 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $158,000 | 6,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,946,000 | 1,142 |
| Mortgage-backed securities | $2,861,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $2,861,000 | 3,664 |
| Issued or guaranteed by U.S. | $2,861,000 | 3,646 |
| 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) | $28,590,000 | 921 |
| Available-for-sale securities (fair market value) | $63,662,000 | 1,360 |
| Total debt securities | $92,094,000 | 1,187 |
| Structured notes |
| Amortized cost | $500,000 | 744 |
| Fair value | $467,000 | 926 |
| 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 | $98,325,000 | 1,176 |
| U.S. Government securities | $73,570,000 | 1,210 |
| U.S. Treasury securities | $34,356,000 | 404 |
| U.S. Government agency obligations | $39,214,000 | 1,872 |
| Securities issued by states & political subdivisions | $24,755,000 | 612 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $51,204,000 | 690 |
| Mortgage-backed securities | $3,597,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $3,597,000 | 3,519 |
| Issued or guaranteed by U.S. | $3,597,000 | 3,502 |
| 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) | $24,755,000 | 1,149 |
| Available-for-sale securities (fair market value) | $73,570,000 | 1,191 |
| Total debt securities | $98,325,000 | 1,134 |
| Structured notes |
| Amortized cost | $500,000 | 941 |
| Fair value | $473,000 | 1,176 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $70,371,000 | 1,627 |
| U.S. Government securities | $60,049,000 | 1,505 |
| U.S. Treasury securities | $52,301,000 | 365 |
| U.S. Government agency obligations | $7,748,000 | 6,070 |
| Securities issued by states & political subdivisions | $10,322,000 | 1,422 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $49,075,000 | 711 |
| Mortgage-backed securities | $3,520,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $3,520,000 | 3,474 |
| Issued or guaranteed by U.S. | $3,520,000 | 3,461 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,322,000 | 2,738 |
| Available-for-sale securities (fair market value) | $60,049,000 | 1,316 |
| Total debt securities | $70,371,000 | 1,574 |
| Structured notes |
| Amortized cost | $500,000 | 1,789 |
| Fair value | $461,000 | 2,187 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $70,835,000 | 1,709 |
| U.S. Government securities | $64,722,000 | 1,492 |
| U.S. Treasury securities | $55,382,000 | 419 |
| U.S. Government agency obligations | $9,340,000 | 5,733 |
| Securities issued by states & political subdivisions | $6,113,000 | 2,403 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,405,000 | 637 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,113,000 | 4,257 |
| Available-for-sale securities (fair market value) | $64,722,000 | 1,265 |
| Total debt securities | $70,835,000 | 1,651 |
| Structured notes |
| Amortized cost | $9,500,000 | 181 |
| Fair value | $9,340,000 | 184 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $66,880,000 | 1,885 |
| U.S. Government securities | $62,309,000 | 1,628 |
| U.S. Treasury securities | $39,350,000 | 726 |
| U.S. Government agency obligations | $22,959,000 | 2,961 |
| Securities issued by states & political subdivisions | $4,571,000 | 3,007 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,550,000 | 1,170 |
| Mortgage-backed securities | $1,505,000 | 6,726 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 5,444 |
| Issued or guaranteed by U.S. | $1,505,000 | 5,416 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,571,000 | 5,205 |
| Available-for-sale securities (fair market value) | $62,309,000 | 1,355 |
| Total debt securities | $66,880,000 | 1,826 |
| Structured notes |
| Amortized cost | $14,500,000 | 176 |
| Fair value | $14,375,000 | 176 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $79,035,000 | 1,646 |
| U.S. Government securities | $75,711,000 | 1,408 |
| U.S. Treasury securities | $54,937,000 | 631 |
| U.S. Government agency obligations | $20,774,000 | 3,101 |
| Securities issued by states & political subdivisions | $3,324,000 | 3,933 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,925,000 | 908 |
| Mortgage-backed securities | $1,783,000 | 6,860 |
| Certificates of participation in pools of residential mortgages | $1,783,000 | 5,421 |
| Issued or guaranteed by U.S. | $1,783,000 | 5,396 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,324,000 | 9,097 |
| Available-for-sale securities (fair market value) | $75,711,000 | 754 |
| Total debt securities | $79,035,000 | 1,607 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $83,764,000 | 1,643 |
| U.S. Government securities | $81,827,000 | 1,365 |
| U.S. Treasury securities | $57,599,000 | 650 |
| U.S. Government agency obligations | $24,228,000 | 2,820 |
| Securities issued by states & political subdivisions | $1,937,000 | 5,399 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,590,000 | 633 |
| Mortgage-backed securities | $4,728,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $4,728,000 | 3,915 |
| Issued or guaranteed by U.S. | $4,728,000 | 3,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $83,764,000 | 1,587 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $90,831,000 | 1,494 |
| U.S. Government securities | $87,324,000 | 1,254 |
| U.S. Treasury securities | $71,852,000 | 520 |
| U.S. Government agency obligations | $15,472,000 | 4,012 |
| Securities issued by states & political subdivisions | $3,507,000 | 3,645 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,320,000 | 689 |
| Mortgage-backed securities | $6,472,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $6,472,000 | 3,393 |
| Issued or guaranteed by U.S. | $6,472,000 | 3,349 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $90,831,000 | 1,460 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
