| 2023-12-31 | Rank |
| Total securities | $969,518,000 | 250 |
| U.S. Government securities | $700,680,000 | 234 |
| U.S. Treasury securities | $133,786,000 | 198 |
| U.S. Government agency obligations | $566,894,000 | 254 |
| Securities issued by states & political subdivisions | $30,468,000 | 1,349 |
| Other domestic debt securities | $238,160,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $238,160,000 | 74 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $232,368,000 | 456 |
| Mortgage-backed securities | $534,381,000 | 228 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,177,000 | 1,006 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $460,939,000 | 95 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,600,000 | 445 |
| Other commercial mortgage-backed securities | $24,665,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $969,308,000 | 204 |
| Total debt securities | $969,308,000 | 247 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $9,399,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $954,470,000 | 258 |
| U.S. Government securities | $681,967,000 | 242 |
| U.S. Treasury securities | $130,037,000 | 218 |
| U.S. Government agency obligations | $551,930,000 | 262 |
| Securities issued by states & political subdivisions | $29,210,000 | 1,365 |
| Other domestic debt securities | $243,090,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $243,090,000 | 77 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $231,570,000 | 453 |
| Mortgage-backed securities | $509,881,000 | 235 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $36,886,000 | 1,010 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $429,978,000 | 99 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,378,000 | 342 |
| Other commercial mortgage-backed securities | $27,639,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $954,267,000 | 206 |
| Total debt securities | $954,267,000 | 256 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $8,289,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $969,628,000 | 249 |
| U.S. Government securities | $694,411,000 | 236 |
| U.S. Treasury securities | $131,235,000 | 214 |
| U.S. Government agency obligations | $563,176,000 | 257 |
| Securities issued by states & political subdivisions | $30,378,000 | 1,378 |
| Other domestic debt securities | $244,636,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $244,636,000 | 74 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $233,370,000 | 437 |
| Mortgage-backed securities | $521,311,000 | 229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,780,000 | 988 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $428,889,000 | 101 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,466,000 | 260 |
| Other commercial mortgage-backed securities | $28,176,000 | 270 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $969,425,000 | 203 |
| Total debt securities | $969,425,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $8,625,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $997,925,000 | 262 |
| U.S. Government securities | $712,442,000 | 245 |
| U.S. Treasury securities | $133,704,000 | 222 |
| U.S. Government agency obligations | $578,738,000 | 248 |
| Securities issued by states & political subdivisions | $30,895,000 | 1,412 |
| Other domestic debt securities | $254,365,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $254,365,000 | 72 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $230,608,000 | 426 |
| Mortgage-backed securities | $536,643,000 | 237 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,170,000 | 1,008 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $432,739,000 | 104 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,301,000 | 227 |
| Other commercial mortgage-backed securities | $29,433,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $997,702,000 | 211 |
| Total debt securities | $997,702,000 | 260 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $7,790,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $1,002,015,000 | 265 |
| U.S. Government securities | $706,849,000 | 254 |
| U.S. Treasury securities | $131,695,000 | 244 |
| U.S. Government agency obligations | $575,154,000 | 254 |
| Securities issued by states & political subdivisions | $30,471,000 | 1,468 |
| Other domestic debt securities | $264,464,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $263,964,000 | 68 |
| Other domestic debt securities - All other | $500,000 | 1,764 |
| 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 | $269,438,000 | 330 |
| Mortgage-backed securities | $533,343,000 | 243 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,587,000 | 1,011 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $428,407,000 | 107 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,227,000 | 229 |
| Other commercial mortgage-backed securities | $30,122,000 | 272 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,001,784,000 | 217 |
| Total debt securities | $1,001,784,000 | 263 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $8,087,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $996,634,000 | 269 |
| U.S. Government securities | $703,581,000 | 257 |
| U.S. Treasury securities | $120,825,000 | 263 |
| U.S. Government agency obligations | $582,756,000 | 254 |
| Securities issued by states & political subdivisions | $38,123,000 | 1,226 |
| Other domestic debt securities | $254,699,000 | 149 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $254,199,000 | 62 |
| Other domestic debt securities - All other | $500,000 | 1,769 |
| 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 | $290,252,000 | 303 |
| Mortgage-backed securities | $530,972,000 | 246 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,984,000 | 1,013 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $419,719,000 | 112 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,532,000 | 222 |
| Other commercial mortgage-backed securities | $33,737,000 | 279 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $996,403,000 | 220 |
| Total debt securities | $996,403,000 | 267 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $7,354,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $1,067,738,000 | 258 |
| U.S. Government securities | $997,142,000 | 210 |
| U.S. Treasury securities | $136,282,000 | 230 |
| U.S. Government agency obligations | $860,860,000 | 212 |
| Securities issued by states & political subdivisions | $69,850,000 | 758 |
| Other domestic debt securities | $500,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $500,000 | 1,762 |
| 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 | $340,580,000 | 261 |
| Mortgage-backed securities | $808,045,000 | 197 |
| Certificates of participation in pools of residential mortgages | $46,416,000 | 987 |
| Issued or guaranteed by U.S. | $46,416,000 | 970 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $427,635,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $427,635,000 | 114 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $333,994,000 | 126 |
| Commercial mortgage pass-through securities | $36,146,000 | 230 |
| Other commercial mortgage-backed securities | $297,848,000 | 99 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $1,067,492,000 | 216 |
| Total debt securities | $1,067,492,000 | 257 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $7,678,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $1,027,332,000 | 268 |
| U.S. Government securities | $955,346,000 | 219 |
| U.S. Treasury securities | $129,994,000 | 216 |
| U.S. Government agency obligations | $825,352,000 | 217 |
| Securities issued by states & political subdivisions | $71,234,000 | 761 |
| Other domestic debt securities | $500,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $500,000 | 1,752 |
| 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 | $441,718,000 | 214 |
| Mortgage-backed securities | $766,859,000 | 208 |
| Certificates of participation in pools of residential mortgages | $50,446,000 | 952 |
| Issued or guaranteed by U.S. | $50,446,000 | 939 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $385,602,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $385,602,000 | 127 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $330,811,000 | 122 |
| Commercial mortgage pass-through securities | $36,383,000 | 226 |
| Other commercial mortgage-backed securities | $294,428,000 | 101 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $1,027,080,000 | 227 |
| Total debt securities | $1,027,080,000 | 265 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $8,888,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $909,902,000 | 294 |
| U.S. Government securities | $834,062,000 | 236 |
| U.S. Treasury securities | $95,327,000 | 196 |
| U.S. Government agency obligations | $738,735,000 | 230 |
| Securities issued by states & political subdivisions | $75,089,000 | 765 |
| Other domestic debt securities | $500,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $500,000 | 1,706 |
| 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 | $466,867,000 | 197 |
| Mortgage-backed securities | $668,387,000 | 223 |
| Certificates of participation in pools of residential mortgages | $56,793,000 | 867 |
| Issued or guaranteed by U.S. | $56,793,000 | 853 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $270,294,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $270,294,000 | 145 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $341,300,000 | 122 |
| Commercial mortgage pass-through securities | $47,321,000 | 194 |
| Other commercial mortgage-backed securities | $293,979,000 | 96 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $909,651,000 | 258 |
| Total debt securities | $909,651,000 | 290 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $10,230,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $869,257,000 | 291 |
| U.S. Government securities | $782,438,000 | 238 |
| U.S. Treasury securities | $85,300,000 | 165 |
| U.S. Government agency obligations | $697,138,000 | 235 |
| Securities issued by states & political subdivisions | $86,056,000 | 644 |
| Other domestic debt securities | $500,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $500,000 | 1,648 |
| 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 | $434,956,000 | 204 |
| Mortgage-backed securities | $625,933,000 | 226 |
| Certificates of participation in pools of residential mortgages | $60,442,000 | 819 |
| Issued or guaranteed by U.S. | $60,442,000 | 805 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $208,985,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $208,985,000 | 174 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $356,506,000 | 119 |
| Commercial mortgage pass-through securities | $48,104,000 | 186 |
| Other commercial mortgage-backed securities | $308,402,000 | 96 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $868,994,000 | 256 |
| Total debt securities | $868,994,000 | 288 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $9,320,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $839,549,000 | 281 |
| U.S. Government securities | $746,940,000 | 235 |
| U.S. Treasury securities | $74,804,000 | 156 |
| U.S. Government agency obligations | $672,136,000 | 233 |
| Securities issued by states & political subdivisions | $91,840,000 | 584 |
| Other domestic debt securities | $499,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $499,000 | 1,644 |
| 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 | $379,945,000 | 222 |
| Mortgage-backed securities | $590,512,000 | 228 |
| Certificates of participation in pools of residential mortgages | $63,859,000 | 759 |
| Issued or guaranteed by U.S. | $63,859,000 | 743 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $201,350,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $201,350,000 | 173 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $325,303,000 | 122 |
| Commercial mortgage pass-through securities | $48,518,000 | 175 |
| Other commercial mortgage-backed securities | $276,785,000 | 95 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $839,279,000 | 252 |
| Total debt securities | $839,279,000 | 278 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $7,808,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $814,144,000 | 276 |
| U.S. Government securities | $704,376,000 | 231 |
| U.S. Treasury securities | $63,268,000 | 136 |
| U.S. Government agency obligations | $641,108,000 | 231 |
| Securities issued by states & political subdivisions | $107,505,000 | 439 |
| Other domestic debt securities | $2,002,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,002,000 | 1,128 |
| 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 | $319,817,000 | 238 |
| Mortgage-backed securities | $559,080,000 | 225 |
| Certificates of participation in pools of residential mortgages | $63,911,000 | 705 |
| Issued or guaranteed by U.S. | $63,911,000 | 688 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $217,916,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $217,916,000 | 158 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $277,253,000 | 132 |
| Commercial mortgage pass-through securities | $48,878,000 | 168 |
| Other commercial mortgage-backed securities | $228,375,000 | 99 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $813,883,000 | 246 |
| Total debt securities | $813,883,000 | 271 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $7,178,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $770,629,000 | 272 |
| U.S. Government securities | $643,941,000 | 226 |
| U.S. Treasury securities | $10,282,000 | 405 |
| U.S. Government agency obligations | $633,659,000 | 217 |
| Securities issued by states & political subdivisions | $124,427,000 | 358 |
| Other domestic debt securities | $2,025,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,025,000 | 1,074 |
| 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 | $308,262,000 | 241 |
| Mortgage-backed securities | $550,755,000 | 213 |
| Certificates of participation in pools of residential mortgages | $67,778,000 | 606 |
| Issued or guaranteed by U.S. | $67,778,000 | 597 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $209,296,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $209,296,000 | 156 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $273,681,000 | 128 |
| Commercial mortgage pass-through securities | $49,332,000 | 152 |
| Other commercial mortgage-backed securities | $224,349,000 | 99 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $770,393,000 | 247 |
| Total debt securities | $770,393,000 | 267 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $6,794,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $715,140,000 | 271 |
| U.S. Government securities | $584,282,000 | 232 |
| U.S. Treasury securities | $10,323,000 | 396 |
| U.S. Government agency obligations | $573,959,000 | 225 |
| Securities issued by states & political subdivisions | $126,611,000 | 303 |
| Other domestic debt securities | $4,027,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,027,000 | 791 |
| 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 | $297,423,000 | 250 |
| Mortgage-backed securities | $480,608,000 | 220 |
| Certificates of participation in pools of residential mortgages | $17,352,000 | 1,553 |
| Issued or guaranteed by U.S. | $17,352,000 | 1,514 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $183,032,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $183,032,000 | 171 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $280,224,000 | 120 |
| Commercial mortgage pass-through securities | $49,764,000 | 142 |
| Other commercial mortgage-backed securities | $230,460,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $714,920,000 | 247 |
| Total debt securities | $714,920,000 | 267 |
| Structured notes |
| Amortized cost | $2,000,000 | 131 |
| Fair value | $2,001,000 | 144 |
| Trading account assets | $5,990,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $801,921,000 | 241 |
| U.S. Government securities | $659,538,000 | 210 |
| U.S. Treasury securities | $10,355,000 | 413 |
| U.S. Government agency obligations | $649,183,000 | 200 |
| Securities issued by states & political subdivisions | $137,127,000 | 264 |
| Other domestic debt securities | $5,038,000 | 979 |
| 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 | $5,038,000 | 673 |
| 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 | $340,636,000 | 229 |
| Mortgage-backed securities | $485,480,000 | 214 |
| Certificates of participation in pools of residential mortgages | $19,768,000 | 1,387 |
| Issued or guaranteed by U.S. | $19,768,000 | 1,349 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $181,162,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $181,162,000 | 168 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $284,550,000 | 113 |
| Commercial mortgage pass-through securities | $49,900,000 | 133 |
| Other commercial mortgage-backed securities | $234,650,000 | 91 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $801,703,000 | 220 |
| Total debt securities | $801,703,000 | 237 |
| Structured notes |
| Amortized cost | $2,000,000 | 150 |
| Fair value | $2,001,000 | 158 |
| Trading account assets | $5,489,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $796,182,000 | 233 |
| U.S. Government securities | $643,698,000 | 213 |
| U.S. Treasury securities | $10,372,000 | 416 |
| U.S. Government agency obligations | $633,326,000 | 205 |
| Securities issued by states & political subdivisions | $144,717,000 | 220 |
| Other domestic debt securities | $7,551,000 | 797 |
| 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 | $7,551,000 | 516 |
| 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 | $298,466,000 | 247 |
| Mortgage-backed securities | $495,344,000 | 219 |
| Certificates of participation in pools of residential mortgages | $21,193,000 | 1,326 |
| Issued or guaranteed by U.S. | $21,193,000 | 1,288 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $189,472,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $189,472,000 | 172 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $284,679,000 | 113 |
| Commercial mortgage pass-through securities | $49,644,000 | 131 |
| Other commercial mortgage-backed securities | $235,035,000 | 92 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $795,966,000 | 214 |
| Total debt securities | $795,966,000 | 229 |
| Structured notes |
| Amortized cost | $2,000,000 | 187 |
| Fair value | $1,994,000 | 204 |
| Trading account assets | $4,782,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $779,397,000 | 236 |
| U.S. Government securities | $655,373,000 | 214 |
| U.S. Treasury securities | $10,040,000 | 443 |
| U.S. Government agency obligations | $645,333,000 | 204 |
| Securities issued by states & political subdivisions | $116,133,000 | 259 |
| Other domestic debt securities | $7,627,000 | 747 |
| 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 | $7,627,000 | 489 |
| 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 | $285,812,000 | 229 |
| Mortgage-backed securities | $487,636,000 | 224 |
| Certificates of participation in pools of residential mortgages | $22,418,000 | 1,251 |
| Issued or guaranteed by U.S. | $22,418,000 | 1,220 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $189,348,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $189,348,000 | 176 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $275,870,000 | 115 |
| Commercial mortgage pass-through securities | $47,978,000 | 137 |
| Other commercial mortgage-backed securities | $227,892,000 | 90 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $779,133,000 | 213 |
| Total debt securities | $779,133,000 | 233 |
| Structured notes |
| Amortized cost | $2,000,000 | 271 |
| Fair value | $2,001,000 | 280 |
| Trading account assets | $5,987,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $664,784,000 | 262 |
| U.S. Government securities | $552,001,000 | 235 |
| U.S. Treasury securities | $10,049,000 | 439 |
| U.S. Government agency obligations | $541,952,000 | 224 |
| Securities issued by states & political subdivisions | $112,519,000 | 259 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| 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 | $222,303,000 | 278 |
| Mortgage-backed securities | $411,787,000 | 237 |
| Certificates of participation in pools of residential mortgages | $18,826,000 | 1,345 |
| Issued or guaranteed by U.S. | $18,826,000 | 1,309 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $155,010,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $155,010,000 | 191 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $237,951,000 | 117 |
| Commercial mortgage pass-through securities | $57,388,000 | 118 |
| Other commercial mortgage-backed securities | $180,563,000 | 100 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $664,520,000 | 233 |
| Total debt securities | $664,520,000 | 257 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $5,611,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $664,326,000 | 263 |
| U.S. Government securities | $546,413,000 | 244 |
| U.S. Treasury securities | $10,007,000 | 463 |
| U.S. Government agency obligations | $536,406,000 | 232 |
| Securities issued by states & political subdivisions | $117,624,000 | 246 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| 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 | $201,188,000 | 305 |
| Mortgage-backed securities | $406,632,000 | 235 |
| Certificates of participation in pools of residential mortgages | $20,935,000 | 1,241 |
| Issued or guaranteed by U.S. | $20,935,000 | 1,225 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $150,405,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $150,405,000 | 195 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $235,292,000 | 116 |
| Commercial mortgage pass-through securities | $66,773,000 | 111 |
| Other commercial mortgage-backed securities | $168,519,000 | 102 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $664,037,000 | 237 |
| Total debt securities | $664,037,000 | 259 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $5,532,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $676,206,000 | 260 |
| U.S. Government securities | $553,433,000 | 243 |
| U.S. Treasury securities | $9,837,000 | 485 |
| U.S. Government agency obligations | $543,596,000 | 228 |
| Securities issued by states & political subdivisions | $122,489,000 | 242 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| 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 | $214,066,000 | 294 |
| Mortgage-backed securities | $414,227,000 | 235 |
| Certificates of participation in pools of residential mortgages | $22,514,000 | 1,198 |
| Issued or guaranteed by U.S. | $22,514,000 | 1,184 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $154,159,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $154,159,000 | 191 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $237,554,000 | 109 |
| Commercial mortgage pass-through securities | $65,675,000 | 105 |
| Other commercial mortgage-backed securities | $171,879,000 | 90 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $675,922,000 | 231 |
| Total debt securities | $675,922,000 | 256 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,343,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $680,300,000 | 257 |
| U.S. Government securities | $557,790,000 | 238 |
| U.S. Treasury securities | $9,736,000 | 480 |
| U.S. Government agency obligations | $548,054,000 | 227 |
| Securities issued by states & political subdivisions | $122,266,000 | 252 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| 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 | $236,191,000 | 277 |
| Mortgage-backed securities | $419,793,000 | 228 |
| Certificates of participation in pools of residential mortgages | $24,350,000 | 1,141 |
| Issued or guaranteed by U.S. | $24,350,000 | 1,133 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $148,659,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $148,659,000 | 198 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $246,784,000 | 100 |
| Commercial mortgage pass-through securities | $71,404,000 | 94 |
| Other commercial mortgage-backed securities | $175,380,000 | 89 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $680,056,000 | 228 |
| Total debt securities | $680,056,000 | 251 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $4,725,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $677,488,000 | 258 |
| U.S. Government securities | $555,246,000 | 234 |
| U.S. Treasury securities | $9,556,000 | 468 |
| U.S. Government agency obligations | $545,690,000 | 223 |
| Securities issued by states & political subdivisions | $121,975,000 | 258 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| 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 | $269,580,000 | 251 |
| Mortgage-backed securities | $408,706,000 | 230 |
| Certificates of participation in pools of residential mortgages | $26,450,000 | 1,094 |
| Issued or guaranteed by U.S. | $26,450,000 | 1,088 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $137,660,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $137,660,000 | 205 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $244,596,000 | 97 |
| Commercial mortgage pass-through securities | $70,465,000 | 94 |
| Other commercial mortgage-backed securities | $174,131,000 | 85 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $677,221,000 | 229 |
| Total debt securities | $677,221,000 | 252 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $5,377,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $683,189,000 | 257 |
| U.S. Government securities | $559,000,000 | 238 |
| U.S. Treasury securities | $9,619,000 | 452 |
| U.S. Government agency obligations | $549,381,000 | 226 |
| Securities issued by states & political subdivisions | $123,916,000 | 266 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| 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 | $231,499,000 | 285 |
| Mortgage-backed securities | $394,312,000 | 235 |
| Certificates of participation in pools of residential mortgages | $28,442,000 | 1,069 |
| Issued or guaranteed by U.S. | $28,442,000 | 1,040 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $118,742,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $118,742,000 | 227 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $247,128,000 | 94 |
| Commercial mortgage pass-through securities | $71,063,000 | 93 |
| Other commercial mortgage-backed securities | $176,065,000 | 80 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $682,916,000 | 227 |
| Total debt securities | $682,916,000 | 251 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $4,988,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $682,724,000 | 261 |
| U.S. Government securities | $557,313,000 | 232 |
| U.S. Treasury securities | $14,661,000 | 327 |
| U.S. Government agency obligations | $542,652,000 | 231 |
| Securities issued by states & political subdivisions | $125,141,000 | 260 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| 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 | $220,869,000 | 308 |
| Mortgage-backed securities | $382,063,000 | 240 |
| Certificates of participation in pools of residential mortgages | $30,683,000 | 1,030 |
| Issued or guaranteed by U.S. | $30,683,000 | 1,029 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $102,582,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $102,582,000 | 243 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $248,798,000 | 89 |
| Commercial mortgage pass-through securities | $71,359,000 | 82 |
| Other commercial mortgage-backed securities | $177,439,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $682,454,000 | 230 |
| Total debt securities | $682,454,000 | 254 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $5,048,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $693,403,000 | 254 |
| U.S. Government securities | $565,745,000 | 219 |
| U.S. Treasury securities | $19,789,000 | 268 |
| U.S. Government agency obligations | $545,956,000 | 221 |
| Securities issued by states & political subdivisions | $127,403,000 | 266 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $255,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $248,512,000 | 278 |
| Mortgage-backed securities | $383,764,000 | 237 |
| Certificates of participation in pools of residential mortgages | $32,854,000 | 1,000 |
| Issued or guaranteed by U.S. | $32,854,000 | 1,000 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $108,688,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $108,688,000 | 240 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $242,222,000 | 90 |
| Commercial mortgage pass-through securities | $72,927,000 | 79 |
| Other commercial mortgage-backed securities | $169,295,000 | 80 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $693,403,000 | 223 |
| Total debt securities | $693,148,000 | 248 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $5,080,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $693,176,000 | 247 |
| U.S. Government securities | $563,598,000 | 227 |
| U.S. Treasury securities | $24,894,000 | 222 |
| U.S. Government agency obligations | $538,704,000 | 222 |
| Securities issued by states & political subdivisions | $129,304,000 | 267 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $274,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $283,981,000 | 257 |
| Mortgage-backed securities | $342,696,000 | 251 |
| Certificates of participation in pools of residential mortgages | $35,197,000 | 965 |
| Issued or guaranteed by U.S. | $35,197,000 | 965 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $114,895,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $114,895,000 | 229 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $192,604,000 | 93 |
| Commercial mortgage pass-through securities | $72,956,000 | 85 |
| Other commercial mortgage-backed securities | $119,648,000 | 92 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $693,176,000 | 217 |
| Total debt securities | $692,902,000 | 241 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $5,039,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $684,919,000 | 251 |
| U.S. Government securities | $553,547,000 | 229 |
| U.S. Treasury securities | $24,886,000 | 225 |
| U.S. Government agency obligations | $528,661,000 | 228 |
| Securities issued by states & political subdivisions | $131,106,000 | 267 |
| Other domestic debt securities | $0 | 2,100 |
| 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 | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $266,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $262,218,000 | 274 |
| Mortgage-backed securities | $317,227,000 | 267 |
| Certificates of participation in pools of residential mortgages | $34,611,000 | 996 |
| Issued or guaranteed by U.S. | $34,611,000 | 995 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $120,203,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $120,203,000 | 225 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $162,413,000 | 103 |
| Commercial mortgage pass-through securities | $62,904,000 | 93 |
| Other commercial mortgage-backed securities | $99,509,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $684,919,000 | 217 |
| Total debt securities | $684,653,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $4,790,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $702,046,000 | 247 |
| U.S. Government securities | $569,501,000 | 226 |
| U.S. Treasury securities | $24,837,000 | 230 |
| U.S. Government agency obligations | $544,664,000 | 225 |
| Securities issued by states & political subdivisions | $132,297,000 | 262 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $248,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $292,714,000 | 252 |
| Mortgage-backed securities | $322,956,000 | 262 |
| Certificates of participation in pools of residential mortgages | $35,824,000 | 994 |
| Issued or guaranteed by U.S. | $35,824,000 | 993 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $125,155,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $125,155,000 | 217 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $161,977,000 | 101 |
| Commercial mortgage pass-through securities | $62,546,000 | 89 |
| Other commercial mortgage-backed securities | $99,431,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $702,046,000 | 214 |
| Total debt securities | $701,798,000 | 242 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $4,674,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $682,481,000 | 249 |
| U.S. Government securities | $549,729,000 | 225 |
| U.S. Treasury securities | $24,811,000 | 231 |
| U.S. Government agency obligations | $524,918,000 | 222 |
| Securities issued by states & political subdivisions | $132,509,000 | 252 |
| 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 | $243,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $341,951,000 | 218 |
| Mortgage-backed securities | $292,739,000 | 275 |
| Certificates of participation in pools of residential mortgages | $37,358,000 | 965 |
| Issued or guaranteed by U.S. | $37,358,000 | 965 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $129,777,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $129,777,000 | 204 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $125,604,000 | 117 |
| Commercial mortgage pass-through securities | $46,298,000 | 104 |
| Other commercial mortgage-backed securities | $79,306,000 | 105 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $682,481,000 | 219 |
| Total debt securities | $682,238,000 | 243 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $4,410,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $660,972,000 | 245 |
| U.S. Government securities | $528,224,000 | 225 |
| U.S. Treasury securities | $15,056,000 | 280 |
| U.S. Government agency obligations | $513,168,000 | 218 |
| Securities issued by states & political subdivisions | $132,536,000 | 248 |
| 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 | $212,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $303,201,000 | 231 |
| Mortgage-backed securities | $262,244,000 | 294 |
| Certificates of participation in pools of residential mortgages | $36,285,000 | 997 |
| Issued or guaranteed by U.S. | $36,285,000 | 996 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $137,460,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $137,460,000 | 201 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $88,499,000 | 139 |
| Commercial mortgage pass-through securities | $27,724,000 | 143 |
| Other commercial mortgage-backed securities | $60,775,000 | 112 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $660,972,000 | 212 |
| Total debt securities | $660,760,000 | 240 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $4,312,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $674,746,000 | 246 |
| U.S. Government securities | $540,312,000 | 220 |
| U.S. Treasury securities | $15,103,000 | 284 |
| U.S. Government agency obligations | $525,209,000 | 216 |
| Securities issued by states & political subdivisions | $134,250,000 | 238 |
| 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 | $184,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $264,828,000 | 268 |
| Mortgage-backed securities | $262,944,000 | 298 |
| Certificates of participation in pools of residential mortgages | $38,014,000 | 985 |
| Issued or guaranteed by U.S. | $38,014,000 | 981 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $143,262,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $143,262,000 | 204 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $81,668,000 | 130 |
| Commercial mortgage pass-through securities | $20,139,000 | 158 |
| Other commercial mortgage-backed securities | $61,529,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $674,746,000 | 213 |
| Total debt securities | $674,562,000 | 239 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $4,196,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $668,455,000 | 244 |
| U.S. Government securities | $533,886,000 | 226 |
| U.S. Treasury securities | $15,067,000 | 285 |
| U.S. Government agency obligations | $518,819,000 | 220 |
| Securities issued by states & political subdivisions | $134,382,000 | 237 |
| 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 | $187,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $308,398,000 | 242 |
| Mortgage-backed securities | $247,279,000 | 318 |
| Certificates of participation in pools of residential mortgages | $39,285,000 | 951 |
| Issued or guaranteed by U.S. | $39,285,000 | 951 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $137,330,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $137,330,000 | 217 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $70,664,000 | 131 |
| Commercial mortgage pass-through securities | $9,637,000 | 229 |
| Other commercial mortgage-backed securities | $61,027,000 | 101 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $668,455,000 | 212 |
| Total debt securities | $668,268,000 | 238 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $4,069,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $651,497,000 | 251 |
| U.S. Government securities | $516,408,000 | 228 |
| U.S. Treasury securities | $14,941,000 | 317 |
| U.S. Government agency obligations | $501,467,000 | 223 |
| Securities issued by states & political subdivisions | $134,886,000 | 227 |
| 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 | $203,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $285,084,000 | 257 |
| Mortgage-backed securities | $238,164,000 | 326 |
| Certificates of participation in pools of residential mortgages | $40,125,000 | 943 |
| Issued or guaranteed by U.S. | $40,125,000 | 942 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $128,835,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $128,835,000 | 225 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $69,204,000 | 123 |
| Commercial mortgage pass-through securities | $9,471,000 | 221 |
| Other commercial mortgage-backed securities | $59,733,000 | 95 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $651,497,000 | 216 |
| Total debt securities | $651,294,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $4,021,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $651,410,000 | 253 |
| U.S. Government securities | $513,898,000 | 230 |
| U.S. Treasury securities | $15,062,000 | 291 |
| U.S. Government agency obligations | $498,836,000 | 224 |
| Securities issued by states & political subdivisions | $137,335,000 | 226 |
| 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 | $177,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $304,676,000 | 239 |
| Mortgage-backed securities | $227,504,000 | 344 |
| Certificates of participation in pools of residential mortgages | $42,065,000 | 907 |
| Issued or guaranteed by U.S. | $42,065,000 | 907 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $135,216,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $135,216,000 | 221 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $50,223,000 | 142 |
| Commercial mortgage pass-through securities | $9,709,000 | 213 |
| Other commercial mortgage-backed securities | $40,514,000 | 110 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $651,410,000 | 216 |
| Total debt securities | $651,233,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $3,690,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $657,943,000 | 248 |
| U.S. Government securities | $517,802,000 | 226 |
| U.S. Treasury securities | $15,018,000 | 285 |
| U.S. Government agency obligations | $502,784,000 | 224 |
| Securities issued by states & political subdivisions | $139,947,000 | 209 |
| 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 | $194,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $331,717,000 | 219 |
| Mortgage-backed securities | $232,672,000 | 340 |
| Certificates of participation in pools of residential mortgages | $43,419,000 | 911 |
| Issued or guaranteed by U.S. | $43,419,000 | 910 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $139,577,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $139,577,000 | 220 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $49,676,000 | 134 |
| Commercial mortgage pass-through securities | $9,610,000 | 193 |
| Other commercial mortgage-backed securities | $40,066,000 | 100 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $657,943,000 | 211 |
| Total debt securities | $657,749,000 | 243 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $3,796,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $635,583,000 | 252 |
| U.S. Government securities | $494,716,000 | 235 |
| U.S. Treasury securities | $15,030,000 | 287 |
| U.S. Government agency obligations | $479,686,000 | 236 |
| Securities issued by states & political subdivisions | $140,676,000 | 208 |
| 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 | $191,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $332,356,000 | 219 |
| Mortgage-backed securities | $208,303,000 | 372 |
| Certificates of participation in pools of residential mortgages | $45,706,000 | 896 |
| Issued or guaranteed by U.S. | $45,706,000 | 896 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $122,517,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $122,517,000 | 238 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $40,080,000 | 150 |
| Commercial mortgage pass-through securities | $9,717,000 | 185 |
| Other commercial mortgage-backed securities | $30,363,000 | 114 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $635,583,000 | 220 |
| Total debt securities | $635,392,000 | 247 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $3,505,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $631,392,000 | 253 |
| U.S. Government securities | $488,512,000 | 238 |
| U.S. Treasury securities | $14,880,000 | 300 |
| U.S. Government agency obligations | $473,632,000 | 236 |
| Securities issued by states & political subdivisions | $142,702,000 | 197 |
| 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 | $178,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $296,967,000 | 248 |
| Mortgage-backed securities | $204,347,000 | 380 |
| Certificates of participation in pools of residential mortgages | $46,668,000 | 884 |
| Issued or guaranteed by U.S. | $46,668,000 | 882 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $118,006,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $118,006,000 | 252 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $39,673,000 | 147 |
| Commercial mortgage pass-through securities | $9,640,000 | 192 |
| Other commercial mortgage-backed securities | $30,033,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $631,392,000 | 217 |
| Total debt securities | $631,214,000 | 247 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $3,456,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $607,347,000 | 255 |
| U.S. Government securities | $473,223,000 | 243 |
| U.S. Treasury securities | $14,803,000 | 288 |
| U.S. Government agency obligations | $458,420,000 | 243 |
| Securities issued by states & political subdivisions | $133,945,000 | 206 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $179,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $320,542,000 | 225 |
| Mortgage-backed securities | $195,014,000 | 399 |
| Certificates of participation in pools of residential mortgages | $44,581,000 | 937 |
| Issued or guaranteed by U.S. | $44,581,000 | 936 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $111,053,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $111,053,000 | 266 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $39,380,000 | 141 |
| Commercial mortgage pass-through securities | $9,589,000 | 193 |
| Other commercial mortgage-backed securities | $29,791,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $607,347,000 | 222 |
| Total debt securities | $607,168,000 | 249 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $3,286,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $579,654,000 | 264 |
| U.S. Government securities | $451,161,000 | 257 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $451,161,000 | 251 |
| Securities issued by states & political subdivisions | $128,313,000 | 216 |
| 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 | $180,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $279,041,000 | 265 |
| Mortgage-backed securities | $180,913,000 | 429 |
| Certificates of participation in pools of residential mortgages | $46,389,000 | 911 |
| Issued or guaranteed by U.S. | $46,389,000 | 911 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $94,604,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $94,604,000 | 292 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $39,920,000 | 133 |
| Commercial mortgage pass-through securities | $9,714,000 | 181 |
| Other commercial mortgage-backed securities | $30,206,000 | 105 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $579,654,000 | 229 |
| Total debt securities | $579,474,000 | 259 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,117,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $542,883,000 | 274 |
| U.S. Government securities | $413,496,000 | 275 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $413,496,000 | 268 |
| Securities issued by states & political subdivisions | $129,197,000 | 212 |
| 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 | $190,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $347,417,000 | 211 |
| Mortgage-backed securities | $149,312,000 | 495 |
| Certificates of participation in pools of residential mortgages | $47,552,000 | 911 |
| Issued or guaranteed by U.S. | $47,552,000 | 911 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $62,439,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $62,439,000 | 378 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $39,321,000 | 131 |
| Commercial mortgage pass-through securities | $9,590,000 | 173 |
| Other commercial mortgage-backed securities | $29,731,000 | 104 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $542,883,000 | 242 |
| Total debt securities | $542,693,000 | 268 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $2,931,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $500,712,000 | 302 |
| U.S. Government securities | $386,246,000 | 288 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $386,246,000 | 279 |
| Securities issued by states & political subdivisions | $114,264,000 | 240 |
| 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 | $202,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $241,467,000 | 297 |
| Mortgage-backed securities | $151,495,000 | 487 |
| Certificates of participation in pools of residential mortgages | $48,669,000 | 876 |
| Issued or guaranteed by U.S. | $48,669,000 | 875 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $63,774,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $63,774,000 | 365 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $39,052,000 | 131 |
| Commercial mortgage pass-through securities | $9,576,000 | 166 |
| Other commercial mortgage-backed securities | $29,476,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $500,712,000 | 258 |
| Total debt securities | $500,510,000 | 297 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $2,864,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $479,205,000 | 322 |
| U.S. Government securities | $364,205,000 | 302 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $364,205,000 | 292 |
| Securities issued by states & political subdivisions | $114,817,000 | 240 |
| 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 | $183,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $315,888,000 | 229 |
| Mortgage-backed securities | $126,807,000 | 557 |
| Certificates of participation in pools of residential mortgages | $51,250,000 | 842 |
| Issued or guaranteed by U.S. | $51,250,000 | 842 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $44,877,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $44,877,000 | 495 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $30,680,000 | 144 |
| Commercial mortgage pass-through securities | $9,828,000 | 154 |
| Other commercial mortgage-backed securities | $20,852,000 | 105 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $479,205,000 | 275 |
| Total debt securities | $479,022,000 | 316 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,545,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $470,934,000 | 327 |
| U.S. Government securities | $364,426,000 | 296 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $364,426,000 | 288 |
| Securities issued by states & political subdivisions | $106,320,000 | 263 |
| 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 | $188,000 | 902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $298,179,000 | 224 |
| Mortgage-backed securities | $131,570,000 | 540 |
| Certificates of participation in pools of residential mortgages | $53,687,000 | 797 |
| Issued or guaranteed by U.S. | $53,687,000 | 796 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $47,336,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $47,336,000 | 479 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $30,547,000 | 142 |
| Commercial mortgage pass-through securities | $9,777,000 | 150 |
| Other commercial mortgage-backed securities | $20,770,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $470,934,000 | 286 |
| Total debt securities | $470,744,000 | 321 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,063,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $460,640,000 | 338 |
| U.S. Government securities | $351,952,000 | 314 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $351,952,000 | 306 |
| Securities issued by states & political subdivisions | $108,511,000 | 253 |
| 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 | $177,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $278,217,000 | 246 |
| Mortgage-backed securities | $121,189,000 | 596 |
| Certificates of participation in pools of residential mortgages | $47,555,000 | 912 |
| Issued or guaranteed by U.S. | $47,555,000 | 912 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $51,986,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $51,986,000 | 463 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $21,648,000 | 148 |
| Commercial mortgage pass-through securities | $10,118,000 | 142 |
| Other commercial mortgage-backed securities | $11,530,000 | 111 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $460,640,000 | 294 |
| Total debt securities | $460,463,000 | 330 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $2,966,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $435,221,000 | 347 |
| U.S. Government securities | $322,314,000 | 339 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $322,314,000 | 326 |
| Securities issued by states & political subdivisions | $112,767,000 | 231 |
| 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 | $140,000 | 911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $312,289,000 | 231 |
| Mortgage-backed securities | $118,677,000 | 600 |
| Certificates of participation in pools of residential mortgages | $50,623,000 | 850 |
| Issued or guaranteed by U.S. | $50,623,000 | 849 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $57,896,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $57,896,000 | 430 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $10,158,000 | 202 |
| Commercial mortgage pass-through securities | $10,158,000 | 118 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $435,221,000 | 301 |
| Total debt securities | $435,081,000 | 338 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $2,223,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $397,801,000 | 386 |
| U.S. Government securities | $298,930,000 | 373 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $298,930,000 | 362 |
| Securities issued by states & political subdivisions | $98,733,000 | 263 |
| 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 | $138,000 | 920 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $292,634,000 | 242 |
| Mortgage-backed securities | $114,759,000 | 658 |
| Certificates of participation in pools of residential mortgages | $40,031,000 | 1,091 |
| Issued or guaranteed by U.S. | $40,031,000 | 1,089 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $74,728,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $74,728,000 | 378 |
| 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) | $397,801,000 | 340 |
| Total debt securities | $397,663,000 | 380 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,682,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $359,922,000 | 429 |
| U.S. Government securities | $264,886,000 | 426 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $264,886,000 | 410 |
| Securities issued by states & political subdivisions | $93,395,000 | 267 |
| 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 | $1,641,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $258,568,000 | 262 |
| Mortgage-backed securities | $91,471,000 | 819 |
| Certificates of participation in pools of residential mortgages | $42,647,000 | 1,059 |
| Issued or guaranteed by U.S. | $42,647,000 | 1,058 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $48,824,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $48,824,000 | 519 |
| 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) | $359,922,000 | 386 |
| Total debt securities | $358,281,000 | 424 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,536,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $354,260,000 | 433 |
| U.S. Government securities | $265,915,000 | 433 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $265,915,000 | 415 |
| Securities issued by states & political subdivisions | $86,628,000 | 287 |
| 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 | $1,717,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $218,181,000 | 316 |
| Mortgage-backed securities | $105,471,000 | 742 |
| Certificates of participation in pools of residential mortgages | $45,983,000 | 991 |
| Issued or guaranteed by U.S. | $45,983,000 | 990 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $59,488,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $59,488,000 | 479 |
| 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) | $354,260,000 | 389 |
| Total debt securities | $352,543,000 | 430 |
| Structured notes |
| Amortized cost | $9,999,000 | 597 |
| Fair value | $10,018,000 | 585 |
| Trading account assets | $2,633,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $348,567,000 | 423 |
| U.S. Government securities | $256,933,000 | 425 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $256,933,000 | 411 |
| Securities issued by states & political subdivisions | $88,805,000 | 271 |
| 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 | $2,829,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $233,866,000 | 270 |
| Mortgage-backed securities | $114,147,000 | 672 |
| Certificates of participation in pools of residential mortgages | $48,752,000 | 891 |
| Issued or guaranteed by U.S. | $48,752,000 | 888 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $65,395,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $65,395,000 | 424 |
| 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) | $348,567,000 | 377 |
| Total debt securities | $345,738,000 | 423 |
| Structured notes |
| Amortized cost | $9,998,000 | 556 |
| Fair value | $10,034,000 | 550 |
| Trading account assets | $1,949,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $331,093,000 | 435 |
| U.S. Government securities | $275,422,000 | 389 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $275,422,000 | 377 |
| Securities issued by states & political subdivisions | $53,263,000 | 505 |
| 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 | $2,408,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $254,178,000 | 238 |
| Mortgage-backed securities | $122,209,000 | 628 |
| Certificates of participation in pools of residential mortgages | $52,410,000 | 808 |
| Issued or guaranteed by U.S. | $52,410,000 | 805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $69,799,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $69,799,000 | 403 |
| 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) | $331,093,000 | 386 |
| Total debt securities | $328,685,000 | 432 |
| Structured notes |
| Amortized cost | $9,997,000 | 582 |
| Fair value | $10,059,000 | 569 |
| Trading account assets | $1,697,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $328,168,000 | 440 |
| U.S. Government securities | $267,380,000 | 399 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $267,380,000 | 384 |
| Securities issued by states & political subdivisions | $57,889,000 | 423 |
| 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 | $2,899,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $220,048,000 | 278 |
| Mortgage-backed securities | $125,927,000 | 590 |
| Certificates of participation in pools of residential mortgages | $54,781,000 | 764 |
| Issued or guaranteed by U.S. | $54,781,000 | 761 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $71,146,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $71,146,000 | 381 |
| 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) | $328,168,000 | 388 |
| Total debt securities | $325,269,000 | 440 |
| Structured notes |
| Amortized cost | $9,996,000 | 704 |
| Fair value | $10,093,000 | 689 |
| Trading account assets | $2,005,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $321,614,000 | 444 |
| U.S. Government securities | $257,236,000 | 411 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $257,236,000 | 394 |
| Securities issued by states & political subdivisions | $62,400,000 | 371 |
| 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 | $1,978,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $218,597,000 | 282 |
| Mortgage-backed securities | $132,517,000 | 542 |
| Certificates of participation in pools of residential mortgages | $58,640,000 | 686 |
| Issued or guaranteed by U.S. | $58,640,000 | 683 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $73,877,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $73,877,000 | 355 |
| 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) | $321,614,000 | 396 |
| Total debt securities | $319,636,000 | 448 |
| Structured notes |
| Amortized cost | $9,995,000 | 730 |
| Fair value | $10,048,000 | 710 |
| Trading account assets | $2,050,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $278,429,000 | 499 |
| U.S. Government securities | $211,157,000 | 486 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $211,157,000 | 467 |
| Securities issued by states & political subdivisions | $65,772,000 | 340 |
| 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 | $1,500,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $265,606,000 | 236 |
| Mortgage-backed securities | $85,482,000 | 756 |
| Certificates of participation in pools of residential mortgages | $43,991,000 | 840 |
| Issued or guaranteed by U.S. | $43,991,000 | 836 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $41,491,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $41,491,000 | 528 |
| 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) | $278,429,000 | 450 |
| Total debt securities | $276,929,000 | 496 |
| Structured notes |
| Amortized cost | $9,994,000 | 666 |
| Fair value | $10,106,000 | 645 |
| Trading account assets | $2,089,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $268,038,000 | 499 |
| U.S. Government securities | $193,682,000 | 484 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $193,682,000 | 464 |
| Securities issued by states & political subdivisions | $72,924,000 | 286 |
| 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 | $1,432,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $266,602,000 | 220 |
| Mortgage-backed securities | $94,018,000 | 682 |
| Certificates of participation in pools of residential mortgages | $48,873,000 | 741 |
| Issued or guaranteed by U.S. | $48,873,000 | 736 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,145,000 | 589 |
| CMOs issued by government agencies or sponsored agencies | $45,145,000 | 492 |
| 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) | $268,038,000 | 439 |
| Total debt securities | $266,606,000 | 495 |
| Structured notes |
| Amortized cost | $9,993,000 | 628 |
| Fair value | $10,103,000 | 610 |
| Trading account assets | $1,871,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $306,779,000 | 424 |
| U.S. Government securities | $227,826,000 | 419 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $227,826,000 | 403 |
| Securities issued by states & political subdivisions | $77,381,000 | 232 |
| 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 | $1,572,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $304,808,000 | 202 |
| Mortgage-backed securities | $103,802,000 | 621 |
| Certificates of participation in pools of residential mortgages | $54,070,000 | 677 |
| Issued or guaranteed by U.S. | $54,070,000 | 672 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $49,732,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $49,732,000 | 438 |
| 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) | $306,779,000 | 371 |
| Total debt securities | $305,207,000 | 419 |
| Structured notes |
| Amortized cost | $9,993,000 | 672 |
| Fair value | $10,013,000 | 674 |
| Trading account assets | $1,902,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $318,649,000 | 420 |
| U.S. Government securities | $230,556,000 | 421 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $230,556,000 | 405 |
| Securities issued by states & political subdivisions | $86,054,000 | 195 |
| 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 | $2,039,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $295,619,000 | 219 |
| Mortgage-backed securities | $112,170,000 | 601 |
| Certificates of participation in pools of residential mortgages | $57,569,000 | 670 |
| Issued or guaranteed by U.S. | $57,569,000 | 664 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $54,601,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $54,601,000 | 394 |
| 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) | $318,649,000 | 371 |
| Total debt securities | $316,610,000 | 417 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $3,253,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $345,790,000 | 374 |
| U.S. Government securities | $249,721,000 | 370 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $249,721,000 | 354 |
| Securities issued by states & political subdivisions | $92,928,000 | 182 |
| 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 | $3,141,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $251,379,000 | 256 |
| Mortgage-backed securities | $121,750,000 | 563 |
| Certificates of participation in pools of residential mortgages | $61,521,000 | 646 |
| Issued or guaranteed by U.S. | $61,521,000 | 641 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $60,229,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $60,229,000 | 352 |
| 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) | $345,790,000 | 333 |
| Total debt securities | $342,649,000 | 375 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $3,090,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $356,550,000 | 370 |
| U.S. Government securities | $254,080,000 | 353 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $254,080,000 | 341 |
| Securities issued by states & political subdivisions | $98,632,000 | 172 |
| 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 | $3,838,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $255,390,000 | 248 |
| Mortgage-backed securities | $131,217,000 | 541 |
| Certificates of participation in pools of residential mortgages | $66,396,000 | 618 |
| Issued or guaranteed by U.S. | $66,396,000 | 612 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $64,821,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $64,821,000 | 320 |
| 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) | $356,550,000 | 323 |
| Total debt securities | $352,712,000 | 365 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,814,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $375,817,000 | 361 |
| U.S. Government securities | $270,867,000 | 334 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $270,867,000 | 322 |
| Securities issued by states & political subdivisions | $100,277,000 | 166 |
| 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 | $4,673,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $253,066,000 | 250 |
| Mortgage-backed securities | $137,804,000 | 522 |
| Certificates of participation in pools of residential mortgages | $69,957,000 | 608 |
| Issued or guaranteed by U.S. | $69,957,000 | 599 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $67,847,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $67,847,000 | 285 |
| 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) | $375,817,000 | 315 |
| Total debt securities | $371,144,000 | 356 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $2,436,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $397,133,000 | 339 |
| U.S. Government securities | $279,737,000 | 335 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $279,737,000 | 326 |
| Securities issued by states & political subdivisions | $112,201,000 | 134 |
| 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 | $25,000 | 166 |
| Equity securities | $5,170,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $332,653,000 | 205 |
| Mortgage-backed securities | $146,470,000 | 493 |
| Certificates of participation in pools of residential mortgages | $75,397,000 | 581 |
| Issued or guaranteed by U.S. | $75,397,000 | 571 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $71,073,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $71,073,000 | 268 |
| 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) | $397,133,000 | 293 |
| Total debt securities | $391,963,000 | 333 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $2,047,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $439,458,000 | 299 |
| U.S. Government securities | $312,103,000 | 288 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $312,103,000 | 282 |
| Securities issued by states & political subdivisions | $122,478,000 | 123 |
| 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 | $25,000 | 159 |
| Equity securities | $4,852,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $379,477,000 | 186 |
| Mortgage-backed securities | $142,852,000 | 490 |
| Certificates of participation in pools of residential mortgages | $78,952,000 | 545 |
| Issued or guaranteed by U.S. | $78,952,000 | 539 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $63,900,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $63,900,000 | 287 |
| 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) | $439,458,000 | 250 |
| Total debt securities | $434,606,000 | 298 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,268,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $456,056,000 | 280 |
| U.S. Government securities | $325,053,000 | 277 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $325,053,000 | 270 |
| Securities issued by states & political subdivisions | $123,104,000 | 116 |
| 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 | $25,000 | 169 |
| Equity securities | $7,874,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $434,773,000 | 155 |
| Mortgage-backed securities | $133,054,000 | 487 |
| Certificates of participation in pools of residential mortgages | $78,953,000 | 513 |
| Issued or guaranteed by U.S. | $78,953,000 | 508 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $54,101,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $54,101,000 | 306 |
| 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) | $456,056,000 | 236 |
| Total debt securities | $448,182,000 | 277 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $2,922,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $427,385,000 | 305 |
| U.S. Government securities | $283,749,000 | 310 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $283,749,000 | 299 |
| Securities issued by states & political subdivisions | $128,961,000 | 116 |
| 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 | $25,000 | 174 |
| Equity securities | $14,650,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $380,603,000 | 171 |
| Mortgage-backed securities | $137,971,000 | 475 |
| Certificates of participation in pools of residential mortgages | $81,258,000 | 509 |
| Issued or guaranteed by U.S. | $81,258,000 | 505 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $56,713,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $56,713,000 | 283 |
| 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) | $427,385,000 | 253 |
| Total debt securities | $412,735,000 | 304 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $3,704,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $322,849,000 | 409 |
| U.S. Government securities | $222,687,000 | 395 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $222,687,000 | 385 |
| Securities issued by states & political subdivisions | $79,133,000 | 196 |
| 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 | $21,029,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $260,797,000 | 247 |
| Mortgage-backed securities | $85,250,000 | 688 |
| Certificates of participation in pools of residential mortgages | $26,966,000 | 1,266 |
| Issued or guaranteed by U.S. | $26,966,000 | 1,256 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $58,284,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $58,284,000 | 284 |
| 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) | $322,849,000 | 352 |
| Total debt securities | $301,820,000 | 411 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $3,925,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $333,836,000 | 384 |
| U.S. Government securities | $231,890,000 | 377 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $231,890,000 | 368 |
| Securities issued by states & political subdivisions | $81,089,000 | 193 |
| 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 | $20,857,000 | 162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $279,835,000 | 240 |
| Mortgage-backed securities | $86,568,000 | 622 |
| Certificates of participation in pools of residential mortgages | $27,572,000 | 1,105 |
| Issued or guaranteed by U.S. | $27,572,000 | 1,097 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,996,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $58,996,000 | 279 |
| 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) | $333,836,000 | 329 |
| Total debt securities | $312,979,000 | 390 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $4,245,000 | 167 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $341,998,000 | 381 |
| U.S. Government securities | $242,266,000 | 370 |
| U.S. Treasury securities | $499,000 | 981 |
| U.S. Government agency obligations | $241,767,000 | 360 |
| Securities issued by states & political subdivisions | $78,611,000 | 200 |
| 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 | $21,121,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $287,983,000 | 227 |
| Mortgage-backed securities | $87,979,000 | 595 |
| Certificates of participation in pools of residential mortgages | $28,026,000 | 1,027 |
| Issued or guaranteed by U.S. | $28,026,000 | 1,021 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $59,953,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $59,953,000 | 263 |
| 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) | $341,998,000 | 327 |
| Total debt securities | $320,877,000 | 388 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $4,380,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $360,494,000 | 373 |
| U.S. Government securities | $252,282,000 | 367 |
| U.S. Treasury securities | $497,000 | 1,098 |
| U.S. Government agency obligations | $251,785,000 | 358 |
| Securities issued by states & political subdivisions | $79,830,000 | 192 |
| 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 | $28,382,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $234,239,000 | 271 |
| Mortgage-backed securities | $89,982,000 | 577 |
| Certificates of participation in pools of residential mortgages | $28,949,000 | 979 |
| Issued or guaranteed by U.S. | $28,949,000 | 974 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $61,033,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $61,033,000 | 265 |
| 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) | $360,494,000 | 318 |
| Total debt securities | $332,112,000 | 377 |
| 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 | $373,826,000 | 366 |
| U.S. Government securities | $264,843,000 | 354 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $264,843,000 | 348 |
| Securities issued by states & political subdivisions | $80,850,000 | 184 |
| 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 | $28,133,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $273,102,000 | 246 |
| Mortgage-backed securities | $89,261,000 | 582 |
| Certificates of participation in pools of residential mortgages | $30,711,000 | 925 |
| Issued or guaranteed by U.S. | $30,711,000 | 920 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $58,550,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $58,550,000 | 268 |
| 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) | $373,826,000 | 305 |
| Total debt securities | $345,693,000 | 370 |
| 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 | $389,291,000 | 349 |
| U.S. Government securities | $271,885,000 | 352 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $271,885,000 | 344 |
| Securities issued by states & political subdivisions | $81,672,000 | 186 |
| 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 | $35,734,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $287,994,000 | 234 |
| Mortgage-backed securities | $91,882,000 | 582 |
| Certificates of participation in pools of residential mortgages | $31,793,000 | 918 |
| Issued or guaranteed by U.S. | $31,793,000 | 910 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $60,089,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $60,089,000 | 266 |
| 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) | $389,291,000 | 290 |
| Total debt securities | $353,557,000 | 364 |
| 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 | $391,485,000 | 351 |
| U.S. Government securities | $275,423,000 | 357 |
| U.S. Treasury securities | $498,000 | 1,278 |
| U.S. Government agency obligations | $274,925,000 | 347 |
| Securities issued by states & political subdivisions | $81,615,000 | 185 |
| 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 | $34,447,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $302,852,000 | 225 |
| Mortgage-backed securities | $94,935,000 | 575 |
| Certificates of participation in pools of residential mortgages | $33,059,000 | 911 |
| Issued or guaranteed by U.S. | $33,059,000 | 901 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $61,876,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $61,876,000 | 262 |
| 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) | $391,485,000 | 289 |
| Total debt securities | $357,038,000 | 365 |
| 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 | $410,904,000 | 342 |
| U.S. Government securities | $295,315,000 | 346 |
| U.S. Treasury securities | $495,000 | 1,328 |
| U.S. Government agency obligations | $294,820,000 | 333 |
| Securities issued by states & political subdivisions | $82,774,000 | 176 |
| 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 | $32,815,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $301,373,000 | 227 |
| Mortgage-backed securities | $97,041,000 | 562 |
| Certificates of participation in pools of residential mortgages | $33,984,000 | 909 |
| Issued or guaranteed by U.S. | $33,984,000 | 901 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $63,057,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $63,057,000 | 256 |
| 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) | $410,904,000 | 284 |
| Total debt securities | $378,089,000 | 357 |
| 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 | $426,102,000 | 336 |
| U.S. Government securities | $311,568,000 | 334 |
| U.S. Treasury securities | $498,000 | 1,379 |
| U.S. Government agency obligations | $311,070,000 | 321 |
| Securities issued by states & political subdivisions | $82,825,000 | 179 |
| 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 | $31,709,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $267,010,000 | 242 |
| Mortgage-backed securities | $101,947,000 | 554 |
| Certificates of participation in pools of residential mortgages | $36,149,000 | 882 |
| Issued or guaranteed by U.S. | $36,149,000 | 873 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $65,798,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $65,798,000 | 254 |
| 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) | $426,102,000 | 281 |
| Total debt securities | $394,393,000 | 347 |
| 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 | $438,295,000 | 331 |
| U.S. Government securities | $323,591,000 | 331 |
| U.S. Treasury securities | $499,000 | 1,385 |
| U.S. Government agency obligations | $323,092,000 | 316 |
| Securities issued by states & political subdivisions | $82,782,000 | 178 |
| 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 | $31,922,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $274,399,000 | 244 |
| Mortgage-backed securities | $102,055,000 | 554 |
| Certificates of participation in pools of residential mortgages | $38,417,000 | 848 |
| Issued or guaranteed by U.S. | $38,417,000 | 842 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $63,638,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $63,638,000 | 263 |
| 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) | $438,295,000 | 281 |
| Total debt securities | $406,373,000 | 346 |
| 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 | $441,150,000 | 330 |
| U.S. Government securities | $326,525,000 | 327 |
| U.S. Treasury securities | $497,000 | 1,431 |
| U.S. Government agency obligations | $326,028,000 | 315 |
| Securities issued by states & political subdivisions | $82,300,000 | 170 |
| 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 | $32,325,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $289,492,000 | 228 |
| Mortgage-backed securities | $103,416,000 | 559 |
| Certificates of participation in pools of residential mortgages | $40,755,000 | 829 |
| Issued or guaranteed by U.S. | $40,755,000 | 824 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $62,661,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $62,661,000 | 267 |
| 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) | $441,150,000 | 275 |
| Total debt securities | $408,825,000 | 344 |
| 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 | $448,566,000 | 326 |
| U.S. Government securities | $329,793,000 | 323 |
| U.S. Treasury securities | $5,046,000 | 550 |
| U.S. Government agency obligations | $324,747,000 | 314 |
| Securities issued by states & political subdivisions | $80,788,000 | 177 |
| Other domestic debt securities | $5,013,000 | 1,097 |
| 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 | $5,013,000 | 761 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $32,972,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $284,627,000 | 221 |
| Mortgage-backed securities | $108,840,000 | 543 |
| Certificates of participation in pools of residential mortgages | $43,986,000 | 794 |
| Issued or guaranteed by U.S. | $43,986,000 | 788 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $64,854,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $64,854,000 | 273 |
| 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) | $448,566,000 | 275 |
| Total debt securities | $415,594,000 | 334 |
| 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 | $461,585,000 | 324 |
| U.S. Government securities | $340,714,000 | 320 |
| U.S. Treasury securities | $5,145,000 | 593 |
| U.S. Government agency obligations | $335,569,000 | 305 |
| Securities issued by states & political subdivisions | $74,005,000 | 192 |
| Other domestic debt securities | $15,128,000 | 612 |
| 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 | $15,128,000 | 368 |
| Foreign debt securities | $201,000 | 168 |
| Equity securities | $31,537,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $270,582,000 | 237 |
| Mortgage-backed securities | $111,504,000 | 552 |
| Certificates of participation in pools of residential mortgages | $45,747,000 | 784 |
| Issued or guaranteed by U.S. | $45,747,000 | 779 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $65,757,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $65,757,000 | 283 |
| 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) | $265,000 | 3,814 |
| Available-for-sale securities (fair market value) | $461,320,000 | 273 |
| Total debt securities | $430,048,000 | 333 |
| 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 | $459,552,000 | 335 |
| U.S. Government securities | $337,662,000 | 325 |
| U.S. Treasury securities | $5,248,000 | 604 |
| U.S. Government agency obligations | $332,414,000 | 308 |
| Securities issued by states & political subdivisions | $71,463,000 | 202 |
| Other domestic debt securities | $16,293,000 | 605 |
| 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 | $16,293,000 | 366 |
| Foreign debt securities | $200,000 | 166 |
| Equity securities | $33,934,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $294,745,000 | 216 |
| Mortgage-backed securities | $94,900,000 | 637 |
| Certificates of participation in pools of residential mortgages | $56,005,000 | 680 |
| Issued or guaranteed by U.S. | $56,005,000 | 678 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $38,895,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $38,895,000 | 387 |
| 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) | $265,000 | 3,876 |
| Available-for-sale securities (fair market value) | $459,287,000 | 283 |
| Total debt securities | $425,619,000 | 340 |
| 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 | $476,823,000 | 321 |
| U.S. Government securities | $359,000,000 | 314 |
| U.S. Treasury securities | $5,369,000 | 577 |
| U.S. Government agency obligations | $353,631,000 | 298 |
| Securities issued by states & political subdivisions | $69,269,000 | 213 |
| Other domestic debt securities | $16,493,000 | 599 |
| 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 | $16,493,000 | 369 |
| Foreign debt securities | $200,000 | 170 |
| Equity securities | $31,861,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $336,695,000 | 199 |
| Mortgage-backed securities | $93,844,000 | 650 |
| Certificates of participation in pools of residential mortgages | $58,048,000 | 661 |
| Issued or guaranteed by U.S. | $58,048,000 | 657 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,796,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $35,796,000 | 406 |
| 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) | $265,000 | 3,948 |
| Available-for-sale securities (fair market value) | $476,558,000 | 278 |
| Total debt securities | $444,962,000 | 329 |
| 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 | $513,656,000 | 306 |
| U.S. Government securities | $398,820,000 | 291 |
| U.S. Treasury securities | $5,473,000 | 597 |
| U.S. Government agency obligations | $393,347,000 | 280 |
| Securities issued by states & political subdivisions | $67,116,000 | 210 |
| Other domestic debt securities | $16,657,000 | 616 |
| 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 | $16,657,000 | 394 |
| Foreign debt securities | $200,000 | 172 |
| Equity securities | $30,863,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $370,511,000 | 191 |
| Mortgage-backed securities | $97,694,000 | 636 |
| Certificates of participation in pools of residential mortgages | $59,108,000 | 665 |
| Issued or guaranteed by U.S. | $59,108,000 | 659 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $38,586,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $38,586,000 | 401 |
| 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) | $265,000 | 3,983 |
| Available-for-sale securities (fair market value) | $513,391,000 | 269 |
| Total debt securities | $482,793,000 | 317 |
| 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 | $534,818,000 | 297 |
| U.S. Government securities | $410,992,000 | 285 |
| U.S. Treasury securities | $5,659,000 | 565 |
| U.S. Government agency obligations | $405,333,000 | 275 |
| Securities issued by states & political subdivisions | $69,349,000 | 201 |
| Other domestic debt securities | $21,095,000 | 557 |
| 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 | $21,095,000 | 341 |
| Foreign debt securities | $200,000 | 179 |
| Equity securities | $33,182,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $396,549,000 | 174 |
| Mortgage-backed securities | $86,124,000 | 717 |
| Certificates of participation in pools of residential mortgages | $52,531,000 | 737 |
| Issued or guaranteed by U.S. | $52,531,000 | 731 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $33,593,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $33,593,000 | 469 |
| 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) | $265,000 | 4,034 |
| Available-for-sale securities (fair market value) | $534,553,000 | 259 |
| Total debt securities | $501,636,000 | 310 |
| 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 | $554,151,000 | 288 |
| U.S. Government securities | $421,668,000 | 297 |
| U.S. Treasury securities | $5,744,000 | 616 |
| U.S. Government agency obligations | $415,924,000 | 284 |
| Securities issued by states & political subdivisions | $67,804,000 | 209 |
| Other domestic debt securities | $21,264,000 | 530 |
| 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 | $21,264,000 | 362 |
| Foreign debt securities | $200,000 | 190 |
| Equity securities | $43,215,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $389,922,000 | 176 |
| Mortgage-backed securities | $90,021,000 | 703 |
| Certificates of participation in pools of residential mortgages | $53,403,000 | 734 |
| Issued or guaranteed by U.S. | $53,403,000 | 726 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,618,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $36,618,000 | 476 |
| 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) | $265,000 | 4,090 |
| Available-for-sale securities (fair market value) | $553,886,000 | 256 |
| Total debt securities | $510,936,000 | 303 |
| 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 | $570,507,000 | 280 |
| U.S. Government securities | $442,627,000 | 278 |
| U.S. Treasury securities | $5,853,000 | 588 |
| U.S. Government agency obligations | $436,774,000 | 272 |
| Securities issued by states & political subdivisions | $67,499,000 | 208 |
| Other domestic debt securities | $21,513,000 | 539 |
| 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 | $21,513,000 | 388 |
| Foreign debt securities | $200,000 | 197 |
| Equity securities | $38,668,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $382,987,000 | 171 |
| Mortgage-backed securities | $101,717,000 | 643 |
| Certificates of participation in pools of residential mortgages | $55,114,000 | 718 |
| Issued or guaranteed by U.S. | $55,114,000 | 715 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $46,603,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $46,603,000 | 412 |
| 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) | $287,000 | 4,087 |
| Available-for-sale securities (fair market value) | $570,220,000 | 251 |
| Total debt securities | $531,842,000 | 289 |
| 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 | $636,734,000 | 262 |
| U.S. Government securities | $505,243,000 | 251 |
| U.S. Treasury securities | $6,013,000 | 578 |
| U.S. Government agency obligations | $499,230,000 | 242 |
| Securities issued by states & political subdivisions | $64,233,000 | 221 |
| Other domestic debt securities | $27,259,000 | 480 |
| 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 | $27,259,000 | 330 |
| Foreign debt securities | $200,000 | 195 |
| Equity securities | $39,799,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $441,263,000 | 147 |
| Mortgage-backed securities | $119,790,000 | 570 |
| Certificates of participation in pools of residential mortgages | $10,365,000 | 2,355 |
| Issued or guaranteed by U.S. | $10,365,000 | 2,344 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $109,425,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $109,425,000 | 263 |
| 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) | $319,000 | 4,087 |
| Available-for-sale securities (fair market value) | $636,415,000 | 235 |
| Total debt securities | $596,935,000 | 265 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $590,167,000 | 277 |
| U.S. Government securities | $477,248,000 | 265 |
| U.S. Treasury securities | $6,052,000 | 588 |
| U.S. Government agency obligations | $471,196,000 | 257 |
| Securities issued by states & political subdivisions | $46,531,000 | 312 |
| Other domestic debt securities | $29,364,000 | 452 |
| 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 | $29,364,000 | 314 |
| Foreign debt securities | $200,000 | 188 |
| Equity securities | $36,824,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $396,428,000 | 163 |
| Mortgage-backed securities | $145,407,000 | 490 |
| Certificates of participation in pools of residential mortgages | $13,156,000 | 2,006 |
| Issued or guaranteed by U.S. | $13,156,000 | 1,998 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $132,251,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $132,251,000 | 233 |
| 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) | $350,000 | 4,122 |
| Available-for-sale securities (fair market value) | $589,817,000 | 241 |
| Total debt securities | $553,342,000 | 284 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $585,924,000 | 266 |
| U.S. Government securities | $465,482,000 | 255 |
| U.S. Treasury securities | $6,130,000 | 604 |
| U.S. Government agency obligations | $459,352,000 | 245 |
| Securities issued by states & political subdivisions | $31,385,000 | 511 |
| Other domestic debt securities | $43,484,000 | 336 |
| 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 | $43,484,000 | 215 |
| Foreign debt securities | $200,000 | 191 |
| Equity securities | $45,373,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $359,485,000 | 175 |
| Mortgage-backed securities | $172,613,000 | 414 |
| Certificates of participation in pools of residential mortgages | $15,828,000 | 1,717 |
| Issued or guaranteed by U.S. | $15,828,000 | 1,708 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $156,785,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $156,785,000 | 192 |
| 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) | $381,000 | 4,180 |
| Available-for-sale securities (fair market value) | $585,543,000 | 228 |
| Total debt securities | $540,549,000 | 276 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $456,350,000 | 299 |
| U.S. Government securities | $370,941,000 | 272 |
| U.S. Treasury securities | $6,113,000 | 672 |
| U.S. Government agency obligations | $364,828,000 | 259 |
| Securities issued by states & political subdivisions | $19,334,000 | 861 |
| Other domestic debt securities | $66,075,000 | 259 |
| 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 | $66,075,000 | 143 |
| 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 | $321,101,000 | 173 |
| Mortgage-backed securities | $176,717,000 | 379 |
| Certificates of participation in pools of residential mortgages | $24,923,000 | 1,096 |
| Issued or guaranteed by U.S. | $24,923,000 | 1,089 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $151,794,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $151,794,000 | 181 |
| 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) | $6,815,000 | 1,945 |
| Available-for-sale securities (fair market value) | $449,535,000 | 265 |
| Total debt securities | $456,349,000 | 295 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $462,311,000 | 279 |
| U.S. Government securities | $351,559,000 | 275 |
| U.S. Treasury securities | $11,200,000 | 581 |
| U.S. Government agency obligations | $340,359,000 | 262 |
| Securities issued by states & political subdivisions | $11,512,000 | 1,450 |
| Other domestic debt securities | $66,238,000 | 231 |
| 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 | $66,238,000 | 161 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $33,002,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $321,549,000 | 179 |
| Mortgage-backed securities | $5,563,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $5,563,000 | 2,486 |
| Issued or guaranteed by U.S. | $5,563,000 | 2,466 |
| 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) | $13,512,000 | 1,550 |
| Available-for-sale securities (fair market value) | $448,799,000 | 228 |
| Total debt securities | $429,309,000 | 291 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $470,996,000 | 300 |
| U.S. Government securities | $356,238,000 | 305 |
| U.S. Treasury securities | $14,127,000 | 656 |
| U.S. Government agency obligations | $342,111,000 | 288 |
| Securities issued by states & political subdivisions | $15,231,000 | 1,084 |
| Other domestic debt securities | $66,225,000 | 245 |
| 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 | $66,225,000 | 163 |
| Foreign debt securities | $300,000 | 187 |
| Equity securities | $33,002,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $317,978,000 | 201 |
| Mortgage-backed securities | $6,170,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $6,170,000 | 2,495 |
| Issued or guaranteed by U.S. | $6,170,000 | 2,483 |
| 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) | $17,230,000 | 1,444 |
| Available-for-sale securities (fair market value) | $453,766,000 | 252 |
| Total debt securities | $437,994,000 | 308 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $472,617,000 | 300 |
| U.S. Government securities | $394,084,000 | 277 |
| U.S. Treasury securities | $27,952,000 | 504 |
| U.S. Government agency obligations | $366,132,000 | 256 |
| Securities issued by states & political subdivisions | $21,009,000 | 751 |
| Other domestic debt securities | $38,052,000 | 312 |
| 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 | $38,052,000 | 212 |
| Foreign debt securities | $300,000 | 189 |
| Equity securities | $19,172,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $295,286,000 | 173 |
| Mortgage-backed securities | $8,715,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $8,715,000 | 2,158 |
| Issued or guaranteed by U.S. | $8,715,000 | 2,141 |
| 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) | $23,008,000 | 1,216 |
| Available-for-sale securities (fair market value) | $449,609,000 | 254 |
| Total debt securities | $453,445,000 | 301 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $458,973,000 | 316 |
| U.S. Government securities | $395,304,000 | 293 |
| U.S. Treasury securities | $39,473,000 | 472 |
| U.S. Government agency obligations | $355,831,000 | 277 |
| Securities issued by states & political subdivisions | $37,497,000 | 300 |
| Other domestic debt securities | $12,761,000 | 491 |
| 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 | $12,761,000 | 352 |
| Foreign debt securities | $300,000 | 199 |
| Equity securities | $13,111,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $274,350,000 | 177 |
| Mortgage-backed securities | $14,542,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $14,542,000 | 1,514 |
| Issued or guaranteed by U.S. | $14,542,000 | 1,504 |
| 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) | $39,495,000 | 897 |
| Available-for-sale securities (fair market value) | $419,478,000 | 259 |
| Total debt securities | $445,862,000 | 314 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $306,559,000 | 455 |
| U.S. Government securities | $266,886,000 | 438 |
| U.S. Treasury securities | $30,928,000 | 761 |
| U.S. Government agency obligations | $235,958,000 | 407 |
| Securities issued by states & political subdivisions | $24,239,000 | 494 |
| Other domestic debt securities | $1,998,000 | 1,522 |
| 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 | $1,998,000 | 1,121 |
| Foreign debt securities | $300,000 | 233 |
| Equity securities | $13,136,000 | 331 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $167,691,000 | 281 |
| Mortgage-backed securities | $4,182,000 | 4,598 |
| 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 | $4,182,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $4,182,000 | 2,043 |
| 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) | $26,237,000 | 1,512 |
| Available-for-sale securities (fair market value) | $280,322,000 | 356 |
| Total debt securities | $293,422,000 | 458 |
| Structured notes |
| Amortized cost | $4,960,000 | 410 |
| Fair value | $4,981,000 | 377 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $284,529,000 | 505 |
| U.S. Government securities | $241,815,000 | 496 |
| U.S. Treasury securities | $53,198,000 | 523 |
| U.S. Government agency obligations | $188,617,000 | 465 |
| Securities issued by states & political subdivisions | $31,412,000 | 358 |
| Other domestic debt securities | $1,997,000 | 1,813 |
| 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 | $1,997,000 | 1,405 |
| Foreign debt securities | $190,000 | 325 |
| Equity securities | $9,115,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $203,063,000 | 268 |
| Mortgage-backed securities | $11,035,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,035,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $11,035,000 | 1,236 |
| 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) | $33,409,000 | 1,291 |
| Available-for-sale securities (fair market value) | $251,120,000 | 404 |
| Total debt securities | $275,414,000 | 509 |
| Structured notes |
| Amortized cost | $19,885,000 | 115 |
| Fair value | $19,913,000 | 112 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $255,973,000 | 567 |
| U.S. Government securities | $217,393,000 | 543 |
| U.S. Treasury securities | $73,986,000 | 464 |
| U.S. Government agency obligations | $143,407,000 | 561 |
| Securities issued by states & political subdivisions | $32,816,000 | 333 |
| Other domestic debt securities | $1,997,000 | 2,048 |
| 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 | $1,997,000 | 1,606 |
| Foreign debt securities | $300,000 | 297 |
| Equity securities | $3,467,000 | 870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,171,000 | 244 |
| Mortgage-backed securities | $19,001,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $19,001,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $19,001,000 | 870 |
| 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) | $180,019,000 | 462 |
| Available-for-sale securities (fair market value) | $75,954,000 | 751 |
| Total debt securities | $252,506,000 | 563 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $306,257,000 | 510 |
| U.S. Government securities | $262,301,000 | 486 |
| U.S. Treasury securities | $113,495,000 | 345 |
| U.S. Government agency obligations | $148,806,000 | 543 |
| Securities issued by states & political subdivisions | $38,514,000 | 270 |
| Other domestic debt securities | $1,996,000 | 2,398 |
| 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 | $1,996,000 | 1,823 |
| Foreign debt securities | $200,000 | 367 |
| Equity securities | $3,246,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $180,008,000 | 270 |
| Mortgage-backed securities | $28,482,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $28,482,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $28,482,000 | 737 |
| 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 | $303,011,000 | 504 |
| 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 | $334,267,000 | 464 |
| U.S. Government securities | $290,236,000 | 432 |
| U.S. Treasury securities | $132,525,000 | 287 |
| U.S. Government agency obligations | $157,711,000 | 495 |
| Securities issued by states & political subdivisions | $36,781,000 | 264 |
| Other domestic debt securities | $1,996,000 | 2,948 |
| 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 | $1,996,000 | 2,090 |
| Foreign debt securities | $200,000 | 377 |
| Equity securities | $5,054,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,829,000 | 282 |
| Mortgage-backed securities | $54,558,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $54,558,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $54,558,000 | 424 |
| 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 | $329,213,000 | 459 |
| 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 |
